# EDGAR Filing Document

**Accession Number:** 0001532203
**File Stem:** 0001752724-23-075059
**Filing Date:** 2023-3
**Character Count:** 860496
**Document Hash:** 419b9c1eff5dc04d4aa759e6785ec732
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-075059.hdr.sgml**: 20230331

**ACCESSION NUMBER**: 0001752724-23-075059

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20230131

**FILED AS OF DATE**: 20230331

**DATE AS OF CHANGE**: 20230331

**PERIOD START**: 20231031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Vanguard Charlotte Funds
- **CENTRAL INDEX KEY:** 0001532203
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22619
- **FILM NUMBER:** 23784152

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

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

## Series and Classes Contracts Data

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

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

## Nport-Ex

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

Schedule of Investments (unaudited)

As of January 31, 2023

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

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | &nbsp;&nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| **U.S. Government and Agency Obligations (7.4%)** | **U.S. Government and Agency Obligations (7.4%)** | **U.S. Government and Agency Obligations (7.4%)** | **U.S. Government and Agency Obligations (7.4%)** | **U.S. Government and Agency Obligations (7.4%)** | **U.S. Government and Agency Obligations (7.4%)** |
| <sup>1,2,3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;UMBS Pool | 4.500% | 2/25/53–3/25/53 | 5750 | &nbsp;&nbsp;&nbsp; 5677 |
| <sup>1,2,3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;UMBS Pool | 5.000% | 2/25/53–3/25/53 | 2500 | &nbsp;&nbsp;&nbsp; 2507 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 2.750% | 5/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp; 486 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 3.000% | 7/15/25 | 2200 | &nbsp;&nbsp;&nbsp; 2148 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 3.125% | 8/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;751 | &nbsp;&nbsp;&nbsp; 736 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 3.250% | 5/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;168 | &nbsp;&nbsp;&nbsp; 156 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 3.375% | 8/15/42 | 1040 | &nbsp;&nbsp;&nbsp; 983 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 3.500% | 9/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;232 | &nbsp;&nbsp;&nbsp; 229 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 4.000% | 11/15/42 | 1000 | &nbsp;&nbsp;&nbsp; 1033 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 4.250% | 9/30/24–10/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;712 | &nbsp;&nbsp;&nbsp; 717 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 4.500% | 11/15/25 | 6550 | &nbsp;&nbsp;&nbsp; 6648 |
| **Total U.S. Government and Agency Obligations (Cost $21,324)** | **Total U.S. Government and Agency Obligations (Cost $21,324)** | **Total U.S. Government and Agency Obligations (Cost $21,324)** | **Total U.S. Government and Agency Obligations (Cost $21,324)** | **Total U.S. Government and Agency Obligations (Cost $21,324)** | &nbsp;&nbsp;**21320** |
| **Asset-Backed/Commercial Mortgage-Backed Securities (0.3%)** | **Asset-Backed/Commercial Mortgage-Backed Securities (0.3%)** | **Asset-Backed/Commercial Mortgage-Backed Securities (0.3%)** | **Asset-Backed/Commercial Mortgage-Backed Securities (0.3%)** | **Asset-Backed/Commercial Mortgage-Backed Securities (0.3%)** | **Asset-Backed/Commercial Mortgage-Backed Securities (0.3%)** |
| **United States (0.3%)** | **United States (0.3%)** | **United States (0.3%)** | **United States (0.3%)** | **United States (0.3%)** | **United States (0.3%)** |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;CD Mortgage Trust Series 2018-CD7 | 4.850% | 8/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;COMM Mortgage Trust Series 2015-CR27 | 4.449% | 10/10/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;135 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;123 |
| <sup>1,7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;EDvestinU Private Education Loan Issue No. 1 LLC Series 2019-A | 3.580% | 11/25/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33 |
| <sup>1,7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Ford Credit Auto Owner Trust Series 2022-1 | 4.670% | 11/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97 |
| <sup>1,7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Navient Private Education Loan Trust Series 2018-BA | 3.610% | 12/15/59 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;276 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;267 |
| <sup>1,7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Progress Residential Trust Series 2022-SFR5 | 4.896% | 6/17/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96 |
| <sup>1,7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Santander Retail Auto Lease Trust Series 2020-A | 2.520% | 11/20/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 |
| <sup>1,7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Santander Retail Auto Lease Trust Series 2020-B | 1.980% | 10/20/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95 |
| <sup>1,7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Toyota Auto Loan Extended Note Trust Series 2022-1A | 3.820% | 4/25/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39 |
| **Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $848)** | **Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $848)** | **Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $848)** | **Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $848)** | **Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $848)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**813** |
| **Corporate Bonds (76.6%)** | **Corporate Bonds (76.6%)** | **Corporate Bonds (76.6%)** | **Corporate Bonds (76.6%)** | **Corporate Bonds (76.6%)** | **Corporate Bonds (76.6%)** |
| **Australia (1.9%)** | **Australia (1.9%)** | **Australia (1.9%)** | **Australia (1.9%)** | **Australia (1.9%)** | **Australia (1.9%)** |
| <sup>1,8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Aurizon Finance Pty Ltd. | 3.000% | 3/9/28 | &nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;606 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Australia & New Zealand Banking Group Ltd. | 2.950% | 7/22/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;506 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Commonwealth Bank of Australia | 5.079% | 1/10/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;151 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;CSL Finance plc | 4.750% | 4/27/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;370 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;360 |
| <sup>8,9</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Macquarie Bank Ltd., 3M Australian Bank Bill Rate + 2.900% | 6.010% | 5/28/30 | &nbsp;&nbsp;&nbsp;1250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;896 |
| <sup>1,8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Pacific National Finance Pty Ltd. | 5.400% | 5/12/27 | &nbsp;&nbsp;&nbsp;1190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;823 |
| <sup>1,8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Qantas Airways Ltd. | 4.750% | 10/12/26 | &nbsp;&nbsp;&nbsp;1100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;763 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Rio Tinto Finance USA Ltd. | 5.200% | 11/2/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;264 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Westpac Banking Corp. | 1.953% | 11/20/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;176 |
| <sup>1,8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Westpac Banking Corp. | 4.334% | 8/16/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;346 |

---

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | &nbsp;&nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Westpac Banking Corp. | 2.894% | 2/4/30 | &nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp; 467 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Westpac Banking Corp. | 2.963% | 11/16/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 | &nbsp;&nbsp;&nbsp; 54 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**5412** |
| **Austria (0.2%)** | **Austria (0.2%)** | **Austria (0.2%)** | **Austria (0.2%)** | **Austria (0.2%)** | **Austria (0.2%)** |
| <sup>10</sup> | &nbsp;&nbsp;&nbsp;&nbsp;JAB Holdings BV | 4.750% | 6/29/32 | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp; 451 |
| <sup>10</sup> | &nbsp;&nbsp;&nbsp;&nbsp;JAB Holdings BV | 2.250% | 12/19/39 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp; 78 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**529** |
| **Belgium (0.7%)** | **Belgium (0.7%)** | **Belgium (0.7%)** | **Belgium (0.7%)** | **Belgium (0.7%)** | **Belgium (0.7%)** |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Anheuser-Busch Cos. LLC | 4.700% | 2/1/36 | &nbsp;&nbsp;&nbsp;&nbsp;230 | &nbsp;&nbsp;&nbsp; 228 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Anheuser-Busch Cos. LLC | 4.900% | 2/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25 | &nbsp;&nbsp;&nbsp; 24 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Anheuser-Busch InBev Finance Inc. | 4.625% | 2/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;468 | &nbsp;&nbsp;&nbsp; 441 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Anheuser-Busch InBev Worldwide Inc. | 4.750% | 1/23/29 | &nbsp;&nbsp;&nbsp;&nbsp;360 | &nbsp;&nbsp;&nbsp; 366 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Anheuser-Busch InBev Worldwide Inc. | 5.875% | 6/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;240 | &nbsp;&nbsp;&nbsp; 261 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Anheuser-Busch InBev Worldwide Inc. | 5.450% | 1/23/39 | &nbsp;&nbsp;&nbsp;&nbsp;244 | &nbsp;&nbsp;&nbsp; 256 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Anheuser-Busch InBev Worldwide Inc. | 3.750% | 7/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;89 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Anheuser-Busch InBev Worldwide Inc. | 4.600% | 4/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;166 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Anheuser-Busch InBev Worldwide Inc. | 4.750% | 4/15/58 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;89 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**1903** |
| **Bermuda (0.1%)** | **Bermuda (0.1%)** | **Bermuda (0.1%)** | **Bermuda (0.1%)** | **Bermuda (0.1%)** | **Bermuda (0.1%)** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Triton Container International Ltd. | 3.250% | 3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;260 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;211 |
| **Brazil (0.1%)** | **Brazil (0.1%)** | **Brazil (0.1%)** | **Brazil (0.1%)** | **Brazil (0.1%)** | **Brazil (0.1%)** |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Embraer Netherlands Finance BV | 6.950% | 1/17/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;360 |
| **Canada (2.4%)** | **Canada (2.4%)** | **Canada (2.4%)** | **Canada (2.4%)** | **Canada (2.4%)** | **Canada (2.4%)** |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1011778 BC ULC | 3.875% | 1/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1011778 BC ULC | 4.375% | 1/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Air Canada | 3.875% | 8/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank of Montreal | 5.200% | 12/12/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;403 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank of Montreal | 5.203% | 2/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;306 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Bank of Nova Scotia | 3.450% | 4/11/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;262 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Bank of Nova Scotia | 4.750% | 2/2/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Bank of Nova Scotia | 4.850% | 2/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;201 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Canadian National Railway Co. | 3.850% | 8/5/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;193 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Canadian National Railway Co. | 4.400% | 8/5/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;230 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;219 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Canadian Natural Resources Ltd. | 2.950% | 7/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Canadian Natural Resources Ltd. | 6.250% | 3/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;290 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;311 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Canadian Pacific Railway Co. | 4.800% | 8/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cenovus Energy Inc. | 6.750% | 11/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cenovus Energy Inc. | 5.400% | 6/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Enbridge Inc. | 3.125% | 11/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Hudbay Minerals Inc. | 4.500% | 4/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;MEG Energy Corp. | 5.875% | 2/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nutrien Ltd. | 5.900% | 11/7/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nutrien Ltd. | 5.950% | 11/7/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nutrien Ltd. | 4.200% | 4/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;122 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nutrien Ltd. | 4.125% | 3/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Parkland Corp. | 4.500% | 10/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Rogers Communications Inc. | 3.800% | 3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Rogers Communications Inc. | 4.550% | 3/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Royal Bank of Canada | 3.970% | 7/26/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;247 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Royal Bank of Canada | 6.000% | 11/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;765 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Suncor Energy Inc. | 6.500% | 6/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;145 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;158 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Suncor Energy Inc. | 3.750% | 3/4/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;139 |
| <sup>11</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Toronto-Dominion Bank | 2.850% | 3/8/24 | &nbsp;&nbsp;&nbsp;1650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1211 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Toronto-Dominion Bank | 5.103% | 1/9/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;507 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Toronto-Dominion Bank | 5.156% | 1/10/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;306 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TransCanada PipeLines Ltd. | 4.625% | 3/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;398 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;386 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TransCanada PipeLines Ltd. | 6.200% | 10/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;131 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Videotron Ltd. | 3.625% | 6/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**6949** |
| **Chile (0.1%)** | **Chile (0.1%)** | **Chile (0.1%)** | **Chile (0.1%)** | **Chile (0.1%)** | **Chile (0.1%)** |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Antofagasta plc | 5.625% | 5/13/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;354 |

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | &nbsp;&nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| **France (3.2%)** | **France (3.2%)** | **France (3.2%)** | **France (3.2%)** | **France (3.2%)** | **France (3.2%)** |
| <sup>1,10</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Airbus SE | 2.375% | 6/9/40 | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp; 257 |
| <sup>1,12</sup> | &nbsp;&nbsp;&nbsp;&nbsp;AXA SA | 5.625% | 1/16/54 | &nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp; 969 |
| <sup>1,10</sup> | &nbsp;&nbsp;&nbsp;&nbsp;AXA SA | 3.875% | Perpetual | 1188 | &nbsp;&nbsp;&nbsp; 1257 |
| <sup>1,10</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Banque Federative du Credit Mutuel SA | 0.750% | 6/8/26 | 1100 | &nbsp;&nbsp;&nbsp; 1090 |
| <sup>1,10</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Banque Federative du Credit Mutuel SA | 2.625% | 11/6/29 | 1200 | &nbsp;&nbsp;&nbsp; 1196 |
| <sup>1,12</sup> | &nbsp;&nbsp;&nbsp;&nbsp;BNP Paribas SA | 2.875% | 2/24/29 | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp; 437 |
| <sup>10</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Bouygues SA | 5.375% | 6/30/42 | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp; 483 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Credit Agricole SA | 5.301% | 7/12/28 | &nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp; 510 |
| <sup>1,10</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Engie SA | 0.500% | 10/24/30 | &nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp; 599 |
| <sup>1,10</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Engie SA | 2.000% | 9/28/37 | &nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp; 670 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;SPCM SA | 3.125% | 3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 | &nbsp;&nbsp;&nbsp; 9 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;SPCM SA | 3.375% | 3/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22 | &nbsp;&nbsp;&nbsp; 19 |
| <sup>12</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Westfield America Management Ltd. | 2.125% | 3/30/25 | 1637 | &nbsp;&nbsp;&nbsp; 1860 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**9356** |
| **Germany (4.0%)** | **Germany (4.0%)** | **Germany (4.0%)** | **Germany (4.0%)** | **Germany (4.0%)** | **Germany (4.0%)** |
| <sup>10</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Amprion GmbH | 3.450% | 9/22/27 | &nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2701 |
| <sup>1,10</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Aroundtown SA | 0.000% | 7/16/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;338 |
| <sup>1,10</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Aroundtown SA | 2.875% | Perpetual | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49 |
| <sup>10</sup> | &nbsp;&nbsp;&nbsp;&nbsp;ATF Netherlands BV | 7.078% | Perpetual | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;291 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Deutsche Bank AG | 2.222% | 9/18/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;147 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Deutsche Bank AG | 6.720% | 1/18/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;155 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;163 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Deutsche Bank AG | 3.547% | 9/18/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;217 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Mercedes-Benz Finance North America LLC | 5.375% | 11/26/25 | &nbsp;&nbsp;&nbsp;1070 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1088 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Siemens Financieringsmaatschappij NV | 1.200% | 3/11/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;520 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;471 |
| <sup>1,8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Volkswagen Financial Services Australia Pty Ltd. | 3.100% | 4/17/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;352 |
| <sup>1,12</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Volkswagen Financial Services NV | 1.125% | 9/18/23 | &nbsp;&nbsp;&nbsp;2700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3260 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Volkswagen Group of America Finance LLC | 1.625% | 11/24/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;129 |
| <sup>1,10</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Volkswagen Leasing GmbH | 0.375% | 7/20/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;650 |
| <sup>1,10</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Volkswagen Leasing GmbH | 0.500% | 1/12/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;792 |
| <sup>1,10</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Vonovia SE | 0.000% | 12/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;582 |
| <sup>10</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Vonovia SE | 1.500% | 6/14/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;329 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**11559** |
| **India (0.2%)** | **India (0.2%)** | **India (0.2%)** | **India (0.2%)** | **India (0.2%)** | **India (0.2%)** |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Adani Ports & Special Economic Zone Ltd. | 4.375% | 7/3/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;160 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;JSW Infrastructure Ltd. | 4.950% | 1/21/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;330 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;292 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**452** |
| **Ireland (0.3%)** | **Ireland (0.3%)** | **Ireland (0.3%)** | **Ireland (0.3%)** | **Ireland (0.3%)** | **Ireland (0.3%)** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AerCap Ireland Capital DAC | 4.500% | 9/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;455 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;452 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AerCap Ireland Capital DAC | 1.150% | 10/29/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;291 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AerCap Ireland Capital DAC | 3.850% | 10/29/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;117 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Avolon Holdings Funding Ltd. | 2.125% | 2/21/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;134 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**994** |
| **Italy (0.1%)** | **Italy (0.1%)** | **Italy (0.1%)** | **Italy (0.1%)** | **Italy (0.1%)** | **Italy (0.1%)** |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Enel Finance International NV | 4.750% | 5/25/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;172 |
| **Japan (0.7%)** | **Japan (0.7%)** | **Japan (0.7%)** | **Japan (0.7%)** | **Japan (0.7%)** | **Japan (0.7%)** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Honda Motor Co. Ltd. | 2.967% | 3/10/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;143 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Nissan Motor Co. Ltd. | 3.043% | 9/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;442 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nomura Holdings Inc. | 2.710% | 1/22/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;216 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sumitomo Mitsui Financial Group Inc. | 5.520% | 1/13/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;206 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sumitomo Mitsui Financial Group Inc. | 3.544% | 1/17/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;124 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sumitomo Mitsui Financial Group Inc. | 1.710% | 1/12/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;260 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;204 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sumitomo Mitsui Financial Group Inc. | 5.766% | 1/13/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;212 |
| <sup>10</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Takeda Pharmaceutical Co. Ltd. | 2.000% | 7/9/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;161 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Takeda Pharmaceutical Co. Ltd. | 3.025% | 7/9/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Takeda Pharmaceutical Co. Ltd. | 3.175% | 7/9/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Takeda Pharmaceutical Co. Ltd. | 3.375% | 7/9/60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;145 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**2005** |

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------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | **Coupon** | **Maturity<br> Date** | &nbsp;&nbsp;&nbsp;**Face<br> Amount<br> ($000)** | &nbsp;&nbsp;**Market<br> Value<br> ($000)** |
| **Kazakhstan (0.1%)** | **Kazakhstan (0.1%)** | **Kazakhstan (0.1%)** | **Kazakhstan (0.1%)** | **Kazakhstan (0.1%)** | **Kazakhstan (0.1%)** |
| <sup>13</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Kazakhstan Temir Zholy National Co. JSC | 3.250% | 12/5/23 | &nbsp;&nbsp;&nbsp;&nbsp;275 | &nbsp;&nbsp;&nbsp; 285 |
| **Luxembourg (0.9%)** | **Luxembourg (0.9%)** | **Luxembourg (0.9%)** | **Luxembourg (0.9%)** | **Luxembourg (0.9%)** | **Luxembourg (0.9%)** |
| <sup>1,10</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Blackstone Property Partners Europe Holdings Sarl | 2.000% | 2/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp; 735 |
| <sup>1,10</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Blackstone Property Partners Europe Holdings Sarl | 1.000% | 10/20/26 | 1075 | &nbsp;&nbsp;&nbsp; 987 |
| <sup>1,10</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Prologis International Funding II SA | 1.625% | 6/17/32 | &nbsp;&nbsp;&nbsp;&nbsp;976 | &nbsp;&nbsp;&nbsp; 834 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**2556** |
| **Macao (0.0%)** | **Macao (0.0%)** | **Macao (0.0%)** | **Macao (0.0%)** | **Macao (0.0%)** | **Macao (0.0%)** |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Studio City Co. Ltd. | 7.000% | 2/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 | &nbsp;&nbsp;&nbsp; 10 |
| **Malaysia (0.1%)** | **Malaysia (0.1%)** | **Malaysia (0.1%)** | **Malaysia (0.1%)** | **Malaysia (0.1%)** | **Malaysia (0.1%)** |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Petronas Capital Ltd. | 3.500% | 4/21/30 | &nbsp;&nbsp;&nbsp;&nbsp;445 | &nbsp;&nbsp;&nbsp; 416 |
| **Netherlands (1.6%)** | **Netherlands (1.6%)** | **Netherlands (1.6%)** | **Netherlands (1.6%)** | **Netherlands (1.6%)** | **Netherlands (1.6%)** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cooperatieve Rabobank UA | 5.000% | 1/13/25 | &nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp; 704 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cooperatieve Rabobank UA | 5.250% | 8/4/45 | &nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp; 246 |
| <sup>1,12</sup> | &nbsp;&nbsp;&nbsp;&nbsp;NIBC Bank NV | 3.125% | 11/15/23 | &nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3027 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shell International Finance BV | 2.375% | 11/7/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;134 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shell International Finance BV | 2.750% | 4/6/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;210 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;192 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shell International Finance BV | 4.375% | 5/11/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shell International Finance BV | 3.750% | 9/12/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;141 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;120 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;UPC Broadband Finco BV | 4.875% | 7/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;VZ Secured Financing BV | 5.000% | 1/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**4515** |
| **Norway (1.0%)** | **Norway (1.0%)** | **Norway (1.0%)** | **Norway (1.0%)** | **Norway (1.0%)** | **Norway (1.0%)** |
| <sup>1,10</sup> | &nbsp;&nbsp;&nbsp;&nbsp;DNB Bank ASA | 1.625% | 5/31/26 | &nbsp;&nbsp;&nbsp;2719 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2811 |
| **Poland (0.0%)** | **Poland (0.0%)** | **Poland (0.0%)** | **Poland (0.0%)** | **Poland (0.0%)** | **Poland (0.0%)** |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Canpack SA | 3.875% | 11/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31 |
| **South Korea (0.2%)** | **South Korea (0.2%)** | **South Korea (0.2%)** | **South Korea (0.2%)** | **South Korea (0.2%)** | **South Korea (0.2%)** |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;SK Hynix Inc. | 6.375% | 1/17/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;705 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;716 |
| **Spain (0.6%)** | **Spain (0.6%)** | **Spain (0.6%)** | **Spain (0.6%)** | **Spain (0.6%)** | **Spain (0.6%)** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Banco Santander SA | 5.147% | 8/18/25 | &nbsp;&nbsp;&nbsp;1400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1398 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Telefonica Emisiones SA | 4.103% | 3/8/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;235 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;228 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Telefonica Emisiones SA | 4.665% | 3/6/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;216 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**1842** |
| **Switzerland (1.3%)** | **Switzerland (1.3%)** | **Switzerland (1.3%)** | **Switzerland (1.3%)** | **Switzerland (1.3%)** | **Switzerland (1.3%)** |
| <sup>1,10</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Cloverie plc for Zurich Insurance Co. Ltd. | 1.750% | 9/16/24 | &nbsp;&nbsp;&nbsp;1138 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1200 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Credit Suisse AG | 4.750% | 8/9/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;388 |
| <sup>10</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Credit Suisse Group AG | 2.125% | 10/13/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;641 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;616 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Novartis Capital Corp. | 2.750% | 8/14/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;UBS Group AG | 4.703% | 8/5/27 | &nbsp;&nbsp;&nbsp;1030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1016 |
| <sup>1,12</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Zurich Finance Ireland Designated Activity Co. | 5.125% | 11/23/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;465 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**3730** |
| **United Arab Emirates (0.3%)** | **United Arab Emirates (0.3%)** | **United Arab Emirates (0.3%)** | **United Arab Emirates (0.3%)** | **United Arab Emirates (0.3%)** | **United Arab Emirates (0.3%)** |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Galaxy Pipeline Assets Bidco Ltd. | 2.625% | 3/31/36 | &nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;817 |
| **United Kingdom (7.2%)** | **United Kingdom (7.2%)** | **United Kingdom (7.2%)** | **United Kingdom (7.2%)** | **United Kingdom (7.2%)** | **United Kingdom (7.2%)** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AstraZeneca Finance LLC | 1.200% | 5/28/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AstraZeneca Finance LLC | 1.750% | 5/28/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;115 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AstraZeneca plc | 4.000% | 1/17/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;104 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;103 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AstraZeneca plc | 1.375% | 8/6/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AstraZeneca plc | 4.000% | 9/18/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;148 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Barclays plc | 4.375% | 9/11/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;247 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Barclays plc | 1.007% | 12/10/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;231 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Barclays plc | 2.852% | 5/7/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;190 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Barclays plc | 5.304% | 8/9/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;201 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Barclays plc | 7.385% | 11/2/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;433 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Barclays plc | 7.437% | 11/2/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;220 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;248 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;BAT Capital Corp. | 2.259% | 3/25/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;344 |

---

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | &nbsp;&nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;BAT Capital Corp. | 4.390% | 8/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp; 165 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;BAT Capital Corp. | 4.540% | 8/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;135 | &nbsp;&nbsp;&nbsp; 103 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;BP Capital Markets plc | 3.279% | 9/19/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23 | &nbsp;&nbsp;&nbsp; 22 |
| <sup>1,10</sup> | &nbsp;&nbsp;&nbsp;&nbsp;BP Capital Markets plc | 0.831% | 11/8/27 | 1800 | &nbsp;&nbsp;&nbsp; 1724 |
| <sup>1,12</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Centrica plc | 4.375% | 3/13/29 | &nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp; 590 |
| <sup>10</sup> | &nbsp;&nbsp;&nbsp;&nbsp;CK Hutchison Europe Finance 18 Ltd. | 2.000% | 4/13/30 | 1100 | &nbsp;&nbsp;&nbsp; 1039 |
| <sup>12</sup> | &nbsp;&nbsp;&nbsp;&nbsp;CK Hutchison Group Telecom Finance SA | 2.625% | 10/17/34 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp; 181 |
| <sup>10</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Heathrow Funding Ltd. | 1.500% | 10/12/25 | 1200 | &nbsp;&nbsp;&nbsp; 1225 |
| <sup>1,10</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Heathrow Funding Ltd. | 1.125% | 10/8/30 | &nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp; 612 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;HSBC Holdings plc | 0.976% | 5/24/25 | &nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp; 470 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;HSBC Holdings plc | 2.999% | 3/10/26 | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp; 381 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;HSBC Holdings plc | 2.099% | 6/4/26 | &nbsp;&nbsp;&nbsp;&nbsp;255 | &nbsp;&nbsp;&nbsp; 237 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;HSBC Holdings plc | 1.589% | 5/24/27 | &nbsp;&nbsp;&nbsp;&nbsp;210 | &nbsp;&nbsp;&nbsp; 186 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;HSBC Holdings plc | 7.390% | 11/3/28 | &nbsp;&nbsp;&nbsp;&nbsp;215 | &nbsp;&nbsp;&nbsp; 234 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;HSBC Holdings plc | 2.871% | 11/22/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;411 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;HSBC Holdings plc | 6.500% | 9/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;132 |
| <sup>1,12</sup> | &nbsp;&nbsp;&nbsp;&nbsp;HSBC Holdings plc | 6.000% | 3/29/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;486 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;HSBC Holdings plc | 5.250% | 3/14/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;191 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;INEOS Quattro Finance 2 plc | 3.375% | 1/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lloyds Banking Group plc | 0.695% | 5/11/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;405 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;399 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Lloyds Banking Group plc | 3.870% | 7/9/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;270 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lloyds Banking Group plc | 4.716% | 8/11/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;197 |
| <sup>1,10</sup> | &nbsp;&nbsp;&nbsp;&nbsp;National Grid Electricity Distribution East Midlands plc | 3.530% | 9/20/28 | &nbsp;&nbsp;&nbsp;1800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1935 |
| <sup>1,10</sup> | &nbsp;&nbsp;&nbsp;&nbsp;National Grid plc | 2.179% | 6/30/26 | &nbsp;&nbsp;&nbsp;1100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1140 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;NatWest Group plc | 4.269% | 3/22/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;266 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;NatWest Group plc | 3.073% | 5/22/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;208 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;NatWest Group plc | 4.892% | 5/18/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;197 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;RELX Capital Inc. | 3.000% | 5/22/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;89 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Rolls-Royce plc | 5.750% | 10/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44 |
| <sup>12</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Rothesay Life plc | 8.000% | 10/30/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;904 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Santander UK Group Holdings plc | 6.833% | 11/21/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;310 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Santander UK Group Holdings plc | 6.534% | 1/10/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;313 |
| <sup>12</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Scottish Widows Ltd. | 5.500% | 6/16/23 | &nbsp;&nbsp;&nbsp;1475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1818 |
| <sup>12</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Utmost Group plc | 4.000% | 12/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;196 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;181 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Vodafone Group plc | 6.150% | 2/27/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;220 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;237 |
| <sup>1,10</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Vodafone Group plc | 2.500% | 5/24/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;440 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Vodafone Group plc | 5.250% | 5/30/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;340 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;323 |
| <sup>1,12</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Vodafone Group plc | 3.000% | 8/12/56 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;156 |
| <sup>1,10</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Vodafone International Financing DAC | 3.750% | 12/2/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;542 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**20763** |
| **United States (49.3%)** | **United States (49.3%)** | **United States (49.3%)** | **United States (49.3%)** | **United States (49.3%)** | **United States (49.3%)** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Abbott Laboratories | 4.900% | 11/30/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;130 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AbbVie Inc. | 2.600% | 11/21/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;116 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AbbVie Inc. | 3.800% | 3/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;186 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AbbVie Inc. | 3.600% | 5/14/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AbbVie Inc. | 4.050% | 11/21/39 | &nbsp;&nbsp;&nbsp;1008 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;908 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AbbVie Inc. | 4.250% | 11/21/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;215 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Advanced Drainage Systems Inc. | 6.375% | 6/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Advanced Micro Devices Inc. | 4.393% | 6/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;149 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;AdventHealth Obligated Group | 2.795% | 11/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;205 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AEP Transmission Co. LLC | 3.750% | 12/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;109 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AEP Transmission Co. LLC | 4.250% | 9/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;AEP Transmission Co. LLC | 3.650% | 4/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;AEP Transmission Co. LLC | 2.750% | 8/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Aflac Inc. | 1.125% | 3/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Aflac Inc. | 4.750% | 1/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;195 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Agree LP | 2.000% | 6/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Agree LP | 2.600% | 6/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Air Lease Corp. | 2.875% | 1/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;117 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Air Lease Corp. | 3.750% | 6/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Air Products and Chemicals Inc. | 2.700% | 5/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Alabama Power Co. | 4.150% | 8/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Albemarle Corp. | 4.650% | 6/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 |

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | &nbsp;&nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Alexandria Real Estate Equities Inc. | 3.000% | 5/18/51 | &nbsp;&nbsp;&nbsp;&nbsp;130 | &nbsp;&nbsp;&nbsp; 89 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Alleghany Corp. | 3.625% | 5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp; 237 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Allina Health System | 3.887% | 4/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;130 | &nbsp;&nbsp;&nbsp; 110 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Allison Transmission Inc. | 4.750% | 10/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24 | &nbsp;&nbsp;&nbsp; 23 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ally Financial Inc. | 1.450% | 10/2/23 | &nbsp;&nbsp;&nbsp;&nbsp;120 | &nbsp;&nbsp;&nbsp; 117 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Altria Group Inc. | 4.400% | 2/14/26 | &nbsp;&nbsp;&nbsp;&nbsp;101 | &nbsp;&nbsp;&nbsp; 101 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Altria Group Inc. | 4.800% | 2/14/29 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp; 99 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Altria Group Inc. | 3.400% | 5/6/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25 | &nbsp;&nbsp;&nbsp; 22 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Altria Group Inc. | 2.450% | 2/4/32 | &nbsp;&nbsp;&nbsp;&nbsp;255 | &nbsp;&nbsp;&nbsp; 199 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Altria Group Inc. | 3.400% | 2/4/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp; 49 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Altria Group Inc. | 5.375% | 1/31/44 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp; 93 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Altria Group Inc. | 5.950% | 2/14/49 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp; 95 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Altria Group Inc. | 4.450% | 5/6/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp; 30 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Amazon.com Inc. | 4.700% | 12/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;605 | &nbsp;&nbsp;&nbsp; 619 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Amazon.com Inc. | 2.500% | 6/3/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;115 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Amazon.com Inc. | 3.950% | 4/13/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ameren Corp. | 2.500% | 9/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ameren Corp. | 3.500% | 1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;110 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ameren Illinois Co. | 1.550% | 11/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ameren Illinois Co. | 4.150% | 3/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ameren Illinois Co. | 5.900% | 12/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;151 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;American Airlines Inc. | 11.750% | 7/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;American Airlines Inc. | 5.500% | 4/20/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;American Airlines Inc. | 5.750% | 4/20/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;American Builders & Contractors Supply Co. Inc. | 3.875% | 11/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;American Electric Power Co. Inc. | 2.031% | 3/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;American Express Co. | 3.950% | 8/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;591 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;American Express Co. | 5.850% | 11/5/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;317 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;American Express Co. | 4.420% | 8/3/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;263 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;American Honda Finance Corp. | 1.200% | 7/8/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;American Honda Finance Corp. | 4.750% | 1/12/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;145 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;146 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;American International Group Inc. | 4.800% | 7/10/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;American International Group Inc. | 4.375% | 6/30/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;105 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;American Tower Corp. | 3.375% | 10/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;161 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;American Tower Corp. | 3.600% | 1/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AmerisourceBergen Corp. | 2.700% | 3/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;230 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AmerisourceBergen Corp. | 4.300% | 12/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Amgen Inc. | 2.200% | 2/21/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;115 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Amgen Inc. | 3.350% | 2/22/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;135 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;122 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Amgen Inc. | 5.150% | 11/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Amgen Inc. | 3.375% | 2/21/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;340 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;255 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Amgen Inc. | 2.770% | 9/1/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;147 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Amgen Inc. | 4.400% | 2/22/62 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;120 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Antero Resources Corp. | 5.375% | 3/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Aon Global Ltd. | 4.600% | 6/14/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Aon Global Ltd. | 4.750% | 5/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Appalachian Power Co. | 4.500% | 3/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Apple Inc. | 3.250% | 8/8/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;520 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;494 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Apple Inc. | 3.850% | 8/4/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;196 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;176 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Apple Inc. | 2.650% | 5/11/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Apple Inc. | 2.700% | 8/5/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;160 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Apple Inc. | 4.100% | 8/8/62 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;223 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Aramark Services Inc. | 6.375% | 5/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Arconic Corp. | 6.000% | 5/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Arconic Corp. | 6.125% | 2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Ardagh Packaging Finance plc | 5.250% | 4/30/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Asbury Automotive Group Inc. | 4.500% | 3/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;ASP Unifrax Holdings Inc. | 5.250% | 9/30/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AT&T Inc. | 3.800% | 2/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;136 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AT&T Inc. | 4.350% | 3/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;273 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;268 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;AT&T Inc. | 4.300% | 2/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AT&T Inc. | 2.250% | 2/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;266 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;217 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AT&T Inc. | 4.500% | 5/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;124 |

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | &nbsp;&nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AT&T Inc. | 4.900% | 8/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55 | &nbsp;&nbsp;&nbsp; 53 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AT&T Inc. | 3.500% | 9/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;235 | &nbsp;&nbsp;&nbsp; 174 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AT&T Inc. | 3.550% | 9/15/55 | &nbsp;&nbsp;&nbsp;&nbsp;213 | &nbsp;&nbsp;&nbsp; 156 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AT&T Inc. | 3.800% | 12/1/57 | &nbsp;&nbsp;&nbsp;&nbsp;111 | &nbsp;&nbsp;&nbsp; 84 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AT&T Inc. | 3.650% | 9/15/59 | &nbsp;&nbsp;&nbsp;&nbsp;130 | &nbsp;&nbsp;&nbsp; 95 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Athene Global Funding | 0.950% | 1/8/24 | &nbsp;&nbsp;&nbsp;&nbsp;195 | &nbsp;&nbsp;&nbsp; 187 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AutoZone Inc. | 4.500% | 2/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp; 199 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Avient Corp. | 7.125% | 8/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 | &nbsp;&nbsp;&nbsp; 15 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Axalta Coating Systems LLC | 4.750% | 6/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 | &nbsp;&nbsp;&nbsp; 9 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ball Corp. | 6.875% | 3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 | &nbsp;&nbsp;&nbsp; 10 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ball Corp. | 2.875% | 8/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12 | &nbsp;&nbsp;&nbsp; 10 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ball Corp. | 3.125% | 9/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 | &nbsp;&nbsp;&nbsp; 12 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Bank of America Corp. | 0.810% | 10/24/24 | &nbsp;&nbsp;&nbsp;&nbsp;285 | &nbsp;&nbsp;&nbsp; 276 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Bank of America Corp. | 4.000% | 1/22/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 | &nbsp;&nbsp;&nbsp; 74 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Bank of America Corp. | 0.981% | 9/25/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;570 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;532 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Bank of America Corp. | 3.366% | 1/23/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;239 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;231 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Bank of America Corp. | 1.319% | 6/19/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;135 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;124 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank of America Corp. | 1.734% | 7/22/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;365 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;327 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Bank of America Corp. | 4.948% | 7/22/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;140 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank of America Corp. | 6.204% | 11/10/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;440 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;464 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Bank of America Corp. | 3.419% | 12/20/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;235 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;220 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Bank of America Corp. | 3.194% | 7/23/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;165 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;148 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Bank of America Corp. | 2.496% | 2/13/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;128 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Bank of America Corp. | 1.898% | 7/23/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;115 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93 |
| <sup>1,10</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Bank of America Corp. | 0.654% | 10/26/31 | &nbsp;&nbsp;&nbsp;1100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;928 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank of America Corp. | 2.687% | 4/22/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;571 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Bank of America Corp. | 2.676% | 6/19/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;126 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank of America Corp. | 3.311% | 4/22/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Bank of America Corp. | 4.875% | 4/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Bank of America Corp. | 3.946% | 1/23/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Bank of America Corp. | 4.083% | 3/20/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;108 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Bank of America Corp. | 2.831% | 10/24/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank of New York Mellon Corp. | 4.414% | 7/24/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;298 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Bank of New York Mellon Corp. | 5.802% | 10/25/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;264 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank of New York Mellon Corp. | 4.543% | 2/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank of New York Mellon Corp. | 4.596% | 7/26/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Bank of New York Mellon Corp. | 5.834% | 10/25/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;216 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank of New York Mellon Corp. | 4.706% | 2/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;149 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bath & Body Works Inc. | 7.500% | 6/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Baxter International Inc. | 2.272% | 12/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;210 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;183 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Baxter International Inc. | 3.950% | 4/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Baxter International Inc. | 2.539% | 2/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Baxter International Inc. | 3.132% | 12/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;135 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Becton Dickinson & Co. | 4.685% | 12/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Becton Dickinson & Co. | 4.669% | 6/6/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Berkshire Hathaway Energy Co. | 2.850% | 5/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Berkshire Hathaway Finance Corp. | 2.875% | 3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Berkshire Hathaway Finance Corp. | 4.200% | 8/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Berkshire Hathaway Finance Corp. | 3.850% | 3/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;216 |
| <sup>10</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Berkshire Hathaway Inc. | 1.625% | 3/16/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;348 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Berry Global Inc. | 4.875% | 7/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Beth Israel Lahey Health Inc. | 3.080% | 7/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;123 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Big River Steel LLC | 6.625% | 1/31/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Boeing Co. | 2.800% | 3/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Boeing Co. | 4.875% | 5/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;265 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;265 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Boeing Co. | 2.750% | 2/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;118 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Boeing Co. | 2.250% | 6/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Boeing Co. | 5.150% | 5/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Boeing Co. | 3.550% | 3/1/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Boeing Co. | 5.705% | 5/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;164 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Boeing Co. | 5.805% | 5/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;179 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Boeing Co. | 5.930% | 5/1/60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51 |
| <sup>10</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Booking Holdings Inc. | 4.750% | 11/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;297 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;343 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Boston Properties LP | 3.250% | 1/30/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;257 |

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | &nbsp;&nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Boston Properties LP | 2.450% | 10/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp; 228 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;BP Capital Markets America Inc. | 3.017% | 1/16/27 | &nbsp;&nbsp;&nbsp;&nbsp;120 | &nbsp;&nbsp;&nbsp; 114 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;BP Capital Markets America Inc. | 4.234% | 11/6/28 | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp; 299 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;BP Capital Markets America Inc. | 2.721% | 1/12/32 | &nbsp;&nbsp;&nbsp;&nbsp;110 | &nbsp;&nbsp;&nbsp; 96 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;BP Capital Markets America Inc. | 2.939% | 6/4/51 | &nbsp;&nbsp;&nbsp;&nbsp;120 | &nbsp;&nbsp;&nbsp; 86 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;BP Capital Markets America Inc. | 3.001% | 3/17/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp; 36 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bristol-Myers Squibb Co. | 3.400% | 7/26/29 | &nbsp;&nbsp;&nbsp;&nbsp;718 | &nbsp;&nbsp;&nbsp; 685 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bristol-Myers Squibb Co. | 1.450% | 11/13/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 | &nbsp;&nbsp;&nbsp; 12 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bristol-Myers Squibb Co. | 2.950% | 3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp; 136 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bristol-Myers Squibb Co. | 2.550% | 11/13/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp; 48 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Broadcom Inc. | 1.950% | 2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp; 43 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Broadcom Inc. | 5.000% | 4/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;120 | &nbsp;&nbsp;&nbsp; 118 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Broadcom Inc. | 3.137% | 11/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;360 | &nbsp;&nbsp;&nbsp; 279 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Broadcom Inc. | 3.187% | 11/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;145 | &nbsp;&nbsp;&nbsp; 111 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Broadcom Inc. | 3.500% | 2/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Burlington Northern Santa Fe LLC | 5.750% | 5/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;358 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Cable One Inc. | 4.000% | 11/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Caesars Resort Collection LLC | 5.750% | 7/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Calpine Corp. | 5.125% | 3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Camden Property Trust | 3.350% | 11/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Camelot Return Merger Sub Inc. | 8.750% | 8/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Cameron LNG LLC | 3.701% | 1/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;153 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Campbell Soup Co. | 2.375% | 4/24/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;468 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;402 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Capital One Financial Corp. | 5.468% | 2/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;181 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Capital One Financial Corp. | 2.618% | 11/2/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;143 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Capital One Financial Corp. | 5.817% | 2/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;252 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Capital One NA | 2.280% | 1/28/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;284 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Cargill Inc. | 4.875% | 10/10/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Cargill Inc. | 5.125% | 10/11/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Cargo Aircraft Management Inc. | 4.750% | 2/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Carnival Corp. | 5.750% | 3/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Carnival Corp. | 4.000% | 8/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Carnival Holdings Bermuda Ltd. | 10.375% | 5/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Carrier Global Corp. | 2.700% | 2/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;301 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Carrier Global Corp. | 3.377% | 4/5/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Catalent Pharma Solutions Inc. | 3.125% | 2/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Catalent Pharma Solutions Inc. | 3.500% | 4/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Caterpillar Financial Services Corp. | 4.900% | 1/17/25 | &nbsp;&nbsp;&nbsp;1290 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1303 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Caterpillar Financial Services Corp. | 4.800% | 1/6/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;490 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;497 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cboe Global Markets Inc. | 1.625% | 12/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;CCO Holdings LLC | 5.000% | 2/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;CCO Holdings LLC | 6.375% | 9/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;CCO Holdings LLC | 4.750% | 3/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Cedar Fair LP | 5.500% | 5/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Celanese US Holdings LLC | 5.900% | 7/5/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Centene Corp. | 2.450% | 7/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;145 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;126 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Centene Corp. | 3.000% | 10/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Centene Corp. | 2.625% | 8/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;CenterPoint Energy Houston Electric LLC | 2.350% | 4/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;CenterPoint Energy Houston Electric LLC | 3.000% | 3/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;218 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;196 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;CenterPoint Energy Houston Electric LLC | 4.450% | 10/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CenterPoint Energy Houston Electric LLC | 3.550% | 8/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CenterPoint Energy Inc. | 2.950% | 3/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CenterPoint Energy Inc. | 2.650% | 6/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;163 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CenterPoint Energy Resources Corp. | 1.750% | 10/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;165 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CenterPoint Energy Resources Corp. | 4.100% | 9/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Charles Schwab Corp. | 2.450% | 3/3/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;121 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Chart Industries Inc. | 7.500% | 1/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Chart Industries Inc. | 9.500% | 1/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Charter Communications Operating LLC | 4.500% | 2/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;421 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Charter Communications Operating LLC | 4.200% | 3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66 |

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | &nbsp;&nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Charter Communications Operating LLC | 5.050% | 3/30/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80 | &nbsp;&nbsp;&nbsp; 78 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Charter Communications Operating LLC | 3.500% | 3/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;330 | &nbsp;&nbsp;&nbsp; 229 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Charter Communications Operating LLC | 6.484% | 10/23/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85 | &nbsp;&nbsp;&nbsp; 83 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Charter Communications Operating LLC | 5.375% | 5/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;285 | &nbsp;&nbsp;&nbsp; 243 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Charter Communications Operating LLC | 4.800% | 3/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp; 79 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Chemours Co. | 4.625% | 11/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27 | &nbsp;&nbsp;&nbsp; 23 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cheniere Corpus Christi Holdings LLC | 3.700% | 11/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp; 66 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cheniere Energy Inc. | 4.625% | 10/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25 | &nbsp;&nbsp;&nbsp; 24 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cheniere Energy Partners LP | 4.000% | 3/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25 | &nbsp;&nbsp;&nbsp; 22 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cheniere Energy Partners LP | 3.250% | 1/31/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 | &nbsp;&nbsp;&nbsp; 8 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chevron Corp. | 2.236% | 5/11/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 | &nbsp;&nbsp;&nbsp; 67 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chevron USA Inc. | 3.250% | 10/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp; 47 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Children's Hospital of Philadelphia | 2.704% | 7/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp; 102 |
| <sup>10</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Chubb INA Holdings Inc. | 0.875% | 6/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;560 | &nbsp;&nbsp;&nbsp; 541 |
| <sup>10</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Chubb INA Holdings Inc. | 1.550% | 3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;686 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chubb INA Holdings Inc. | 1.375% | 9/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;220 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;178 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chubb INA Holdings Inc. | 4.350% | 11/3/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Churchill Downs Inc. | 5.500% | 4/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Churchill Downs Inc. | 4.750% | 1/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cigna Corp. | 1.250% | 3/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;135 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cigna Corp. | 2.375% | 3/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cigna Corp. | 4.800% | 8/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;155 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;152 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cigna Corp. | 3.400% | 3/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;114 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Citigroup Inc. | 0.981% | 5/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;210 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;199 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Citigroup Inc. | 2.014% | 1/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;141 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Citigroup Inc. | 3.200% | 10/21/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Citigroup Inc. | 4.300% | 11/20/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;147 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Citigroup Inc. | 4.450% | 9/29/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;123 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Citigroup Inc. | 4.658% | 5/24/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Citigroup Inc. | 3.668% | 7/24/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;415 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;393 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Citigroup Inc. | 2.976% | 11/5/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;123 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Citigroup Inc. | 2.572% | 6/3/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;424 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Citigroup Inc. | 2.561% | 5/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;165 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;137 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Citigroup Inc. | 4.650% | 7/30/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Citigroup Inc. | 4.650% | 7/23/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;City of Hope | 4.378% | 8/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Civitas Resources Inc. | 5.000% | 10/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Clarios Global LP | 6.750% | 5/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Clarios Global LP | 8.500% | 5/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Clean Harbors Inc. | 6.375% | 2/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CME Group Inc. | 2.650% | 3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;175 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CMS Energy Corp. | 3.450% | 8/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;260 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;246 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CMS Energy Corp. | 4.875% | 3/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;135 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;129 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CNH Industrial Capital LLC | 1.950% | 7/2/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;197 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;CNX Resources Corp. | 7.375% | 1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Coca-Cola Co. | 1.000% | 3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;129 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Coca-Cola Co. | 3.000% | 3/5/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Cogent Communications Group Inc. | 7.000% | 6/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Colgate-Palmolive Co. | 3.250% | 8/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;160 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Comcast Corp. | 5.250% | 11/7/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;123 |
| <sup>10</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Comcast Corp. | 0.000% | 9/14/26 | &nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1929 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Comcast Corp. | 3.150% | 2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;213 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Comcast Corp. | 4.150% | 10/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Comcast Corp. | 2.650% | 2/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;246 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Comcast Corp. | 4.400% | 8/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88 |
| <sup>12</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Comcast Corp. | 1.875% | 2/20/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;363 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Comcast Corp. | 6.550% | 7/1/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Comcast Corp. | 3.250% | 11/1/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;145 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;121 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Comcast Corp. | 4.500% | 1/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;129 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Comcast Corp. | 4.700% | 10/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;134 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;129 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Comcast Corp. | 4.950% | 10/15/58 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Comcast Corp. | 2.650% | 8/15/62 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;263 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;166 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Comcast Corp. | 2.987% | 11/1/63 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;413 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;276 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;CommonSpirit Health | 4.350% | 11/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;220 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;195 |

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | &nbsp;&nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Commonwealth Edison Co. | 4.900% | 2/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp; 52 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Commonwealth Edison Co. | 3.800% | 10/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;115 | &nbsp;&nbsp;&nbsp; 100 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Commonwealth Edison Co. | 5.300% | 2/1/53 | &nbsp;&nbsp;&nbsp;&nbsp;180 | &nbsp;&nbsp;&nbsp; 192 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;CommScope Inc. | 6.000% | 3/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8 | &nbsp;&nbsp;&nbsp; 8 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;CommScope Inc. | 7.125% | 7/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21 | &nbsp;&nbsp;&nbsp; 16 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Connecticut Light & Power Co. | 5.250% | 1/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;175 | &nbsp;&nbsp;&nbsp; 187 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ConocoPhillips Co. | 6.950% | 4/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp; 113 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ConocoPhillips Co. | 4.300% | 11/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65 | &nbsp;&nbsp;&nbsp; 61 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ConocoPhillips Co. | 3.800% | 3/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;180 | &nbsp;&nbsp;&nbsp; 154 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Consolidated Edison Co. of New York Inc. | 3.950% | 4/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp; 86 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Constellation Brands Inc. | 2.250% | 8/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;290 | &nbsp;&nbsp;&nbsp; 239 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Constellation Energy Generation LLC | 6.250% | 10/1/39 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp; 108 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Consumers Energy Co. | 4.650% | 3/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;360 | &nbsp;&nbsp;&nbsp; 365 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Consumers Energy Co. | 3.600% | 8/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;115 | &nbsp;&nbsp;&nbsp; 108 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Continental Resources Inc. | 2.268% | 11/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;89 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Continental Resources Inc. | 2.875% | 4/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Corebridge Financial Inc. | 3.500% | 4/4/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Corebridge Financial Inc. | 3.650% | 4/5/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;86 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Corebridge Financial Inc. | 3.850% | 4/5/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;159 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Corebridge Financial Inc. | 3.900% | 4/5/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Corebridge Financial Inc. | 4.350% | 4/5/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Corebridge Financial Inc. | 4.400% | 4/5/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;129 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Corporate Office Properties LP | 2.250% | 3/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;159 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Corporate Office Properties LP | 2.750% | 4/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;105 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Coterra Energy Inc. | 3.900% | 5/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Coterra Energy Inc. | 4.375% | 3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Cox Communications Inc. | 4.800% | 2/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Crown Castle Inc. | 5.000% | 1/11/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Crown Castle Inc. | 3.800% | 2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Crown Castle Inc. | 4.750% | 5/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;113 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Crown Castle Inc. | 5.200% | 2/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;CrownRock LP | 5.625% | 10/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;CrownRock LP | 5.000% | 5/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;CSC Holdings LLC | 4.625% | 12/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;CSC Holdings LLC | 3.375% | 2/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CSX Corp. | 4.750% | 11/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;184 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CubeSmart LP | 2.250% | 12/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;193 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CVS Health Corp. | 4.875% | 7/20/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CVS Health Corp. | 4.780% | 3/25/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;259 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;248 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CVS Health Corp. | 4.125% | 4/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;135 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;118 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CVS Health Corp. | 5.125% | 7/20/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dana Inc. | 4.500% | 2/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;DaVita Inc. | 3.750% | 2/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;DCP Midstream Operating LP | 5.625% | 7/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;DCP Midstream Operating LP | 5.125% | 5/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dell International LLC | 6.020% | 6/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dell International LLC | 6.100% | 7/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;126 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dell International LLC | 5.250% | 2/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;191 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dell International LLC | 5.300% | 10/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dell International LLC | 6.200% | 7/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;132 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Delta Air Lines Inc. | 2.900% | 10/28/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Delta Air Lines Inc. | 4.750% | 10/20/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;256 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;249 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Delta Air Lines Inc. | 3.750% | 10/28/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Devon Energy Corp. | 5.850% | 12/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Devon Energy Corp. | 5.875% | 6/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Devon Energy Corp. | 5.600% | 7/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Devon Energy Corp. | 5.000% | 6/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;DH Europe Finance II Sarl | 2.600% | 11/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;112 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Diamondback Energy Inc. | 3.125% | 3/24/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Diamondback Energy Inc. | 4.250% | 3/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80 |
| <sup>10</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Digital Euro Finco LLC | 2.625% | 4/15/24 | &nbsp;&nbsp;&nbsp;2092 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2220 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Directv Financing LLC | 5.875% | 8/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Discovery Communications LLC | 4.900% | 3/11/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;337 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;334 |

---

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---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | &nbsp;&nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Discovery Communications LLC | 6.350% | 6/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp; 50 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Discovery Communications LLC | 4.000% | 9/15/55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62 | &nbsp;&nbsp;&nbsp; 43 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;DISH DBS Corp. | 5.250% | 12/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 | &nbsp;&nbsp;&nbsp; 13 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;DISH DBS Corp. | 5.750% | 12/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 | &nbsp;&nbsp;&nbsp; 8 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;DISH DBS Corp. | 5.125% | 6/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 | &nbsp;&nbsp;&nbsp; 10 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;DISH Network Corp. | 11.750% | 11/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35 | &nbsp;&nbsp;&nbsp; 36 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Dominion Energy Inc. | 4.050% | 9/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;170 | &nbsp;&nbsp;&nbsp; 141 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dominion Energy South Carolina Inc. | 5.450% | 2/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp; 42 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dominion Energy South Carolina Inc. | 4.600% | 6/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;240 | &nbsp;&nbsp;&nbsp; 227 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dow Chemical Co. | 2.100% | 11/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp; 84 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dow Chemical Co. | 4.375% | 11/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;180 | &nbsp;&nbsp;&nbsp; 161 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;DT Midstream Inc. | 4.125% | 6/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26 | &nbsp;&nbsp;&nbsp; 23 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;DT Midstream Inc. | 4.375% | 6/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp; 17 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;DTE Electric Co. | 4.300% | 7/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;120 | &nbsp;&nbsp;&nbsp; 111 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;DTE Electric Co. | 3.700% | 6/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Duke Energy Carolinas LLC | 2.450% | 2/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Duke Energy Carolinas LLC | 2.550% | 4/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Duke Energy Carolinas LLC | 4.950% | 1/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;103 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Duke Energy Carolinas LLC | 5.300% | 2/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Duke Energy Carolinas LLC | 4.250% | 12/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;115 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Duke Energy Carolinas LLC | 5.350% | 1/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;190 |
| <sup>10</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Duke Energy Corp. | 3.100% | 6/15/28 | &nbsp;&nbsp;&nbsp;1533 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1577 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Duke Energy Corp. | 3.500% | 6/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Duke Energy Corp. | 5.000% | 8/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;153 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Duke Energy Florida LLC | 3.400% | 10/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Duke Energy Indiana LLC | 2.750% | 4/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Duke Energy Progress LLC | 3.400% | 4/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Duke Energy Progress LLC | 4.100% | 5/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;179 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Duke Energy Progress LLC | 2.500% | 8/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;110 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;DuPont de Nemours Inc. | 5.319% | 11/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;eBay Inc. | 5.900% | 11/22/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;eBay Inc. | 5.950% | 11/22/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;eBay Inc. | 6.300% | 11/22/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;145 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;158 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Element Solutions Inc. | 3.875% | 9/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Elevance Health Inc. | 3.125% | 5/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;142 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Elevance Health Inc. | 6.100% | 10/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;155 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;177 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Eli Lilly & Co. | 2.500% | 9/15/60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Emerson Electric Co. | 2.200% | 12/21/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Endeavor Energy Resources LP | 5.750% | 1/30/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Energizer Holdings Inc. | 4.750% | 6/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Energizer Holdings Inc. | 4.375% | 3/31/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Energy Transfer LP | 3.750% | 5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Energy Transfer LP | 5.750% | 2/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;230 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;237 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Energy Transfer LP | 6.050% | 6/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Energy Transfer LP | 6.500% | 2/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;106 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Energy Transfer LP | 5.300% | 4/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Energy Transfer LP | 5.150% | 3/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Energy Transfer LP | 6.250% | 4/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;EnLink Midstream LLC | 5.625% | 1/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;EnLink Midstream LLC | 5.375% | 6/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Enstar Group Ltd. | 4.950% | 6/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;132 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Entegris Escrow Corp. | 4.750% | 4/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;178 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Entegris Escrow Corp. | 5.950% | 6/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Entergy Arkansas LLC | 5.150% | 1/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Entergy Arkansas LLC | 2.650% | 6/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Entergy Corp. | 2.800% | 6/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Entergy Louisiana LLC | 3.250% | 4/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;593 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;557 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Enterprise Products Operating LLC | 5.350% | 1/31/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Enterprise Products Operating LLC | 4.850% | 3/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;215 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;204 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Enterprise Products Operating LLC | 4.900% | 5/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Enterprise Products Operating LLC | 4.250% | 2/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Enterprise Products Operating LLC | 3.700% | 1/31/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;EOG Resources Inc. | 3.900% | 4/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;EQM Midstream Partners LP | 7.500% | 6/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | &nbsp;&nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;EQM Midstream Partners LP | 6.500% | 7/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16 | &nbsp;&nbsp;&nbsp; 16 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;EQM Midstream Partners LP | 5.500% | 7/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 | &nbsp;&nbsp;&nbsp; 14 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;EQM Midstream Partners LP | 7.500% | 6/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 | &nbsp;&nbsp;&nbsp; 10 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;EQT Corp. | 5.678% | 10/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;145 | &nbsp;&nbsp;&nbsp; 145 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;EQT Corp. | 3.125% | 5/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7 | &nbsp;&nbsp;&nbsp; 7 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;EQT Corp. | 3.900% | 10/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96 | &nbsp;&nbsp;&nbsp; 91 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;EQT Corp. | 5.000% | 1/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25 | &nbsp;&nbsp;&nbsp; 24 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;EQT Corp. | 3.625% | 5/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55 | &nbsp;&nbsp;&nbsp; 48 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Equitable Holdings Inc. | 5.594% | 1/11/33 | &nbsp;&nbsp;&nbsp;&nbsp;290 | &nbsp;&nbsp;&nbsp; 297 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Equitable Holdings Inc. | 5.000% | 4/20/48 | &nbsp;&nbsp;&nbsp;&nbsp;115 | &nbsp;&nbsp;&nbsp; 109 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;ERAC USA Finance LLC | 7.000% | 10/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;180 | &nbsp;&nbsp;&nbsp; 210 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ERP Operating LP | 4.500% | 7/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;135 | &nbsp;&nbsp;&nbsp; 126 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Essex Portfolio LP | 4.500% | 3/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 | &nbsp;&nbsp;&nbsp; 52 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Everest Reinsurance Holdings Inc. | 3.500% | 10/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96 | &nbsp;&nbsp;&nbsp; 72 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Evergy Kansas Central Inc. | 3.250% | 9/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;113 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Eversource Energy | 4.200% | 6/27/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;163 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;161 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Eversource Energy | 1.400% | 8/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;269 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Exelon Corp. | 3.400% | 4/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;120 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Exelon Corp. | 3.350% | 3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;181 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Exelon Corp. | 4.450% | 4/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;165 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;149 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Exelon Corp. | 4.100% | 3/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Expedia Group Inc. | 2.950% | 3/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32 |
| <sup>10</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Exxon Mobil Corp. | 1.408% | 6/26/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;155 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;114 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Exxon Mobil Corp. | 4.227% | 3/19/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;155 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;148 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Exxon Mobil Corp. | 4.114% | 3/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FedEx Corp. | 3.875% | 8/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FirstEnergy Corp. | 2.650% | 3/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;128 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;FirstEnergy Corp. | 2.250% | 9/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;FirstEnergy Transmission LLC | 4.550% | 4/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Florida Power & Light Co. | 5.625% | 4/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;165 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;180 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Florida Power & Light Co. | 3.800% | 12/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;131 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FMC Corp. | 4.100% | 2/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;198 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FMC Corp. | 4.500% | 10/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ford Motor Credit Co. LLC | 4.950% | 5/28/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ford Motor Credit Co. LLC | 4.125% | 8/17/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ford Motor Credit Co. LLC | 3.815% | 11/2/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ford Motor Credit Co. LLC | 2.900% | 2/10/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ford Motor Credit Co. LLC | 4.000% | 11/13/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ford Motor Credit Co. LLC | 3.625% | 6/17/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fox Corp. | 5.476% | 1/25/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;145 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Freeport-McMoRan Inc. | 4.125% | 3/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Freeport-McMoRan Inc. | 4.375% | 8/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Freeport-McMoRan Inc. | 5.250% | 9/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Freeport-McMoRan Inc. | 4.250% | 3/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Freeport-McMoRan Inc. | 4.625% | 8/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Freeport-McMoRan Inc. | 5.450% | 3/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Frontier Communications Holdings LLC | 5.875% | 10/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Frontier Communications Holdings LLC | 5.000% | 5/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Frontier Communications Holdings LLC | 6.000% | 1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FS KKR Capital Corp. | 3.400% | 1/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;220 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;201 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Gates Global LLC | 6.250% | 1/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;GATX Corp. | 3.500% | 6/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;GE HealthCare Technologies Inc. | 5.600% | 11/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;220 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;224 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;GE HealthCare Technologies Inc. | 5.650% | 11/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;185 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;192 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;GE HealthCare Technologies Inc. | 5.857% | 3/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;117 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;GE HealthCare Technologies Inc. | 5.905% | 11/22/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;108 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;GE HealthCare Technologies Inc. | 6.377% | 11/22/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;115 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;General Dynamics Corp. | 3.250% | 4/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;General Dynamics Corp. | 4.250% | 4/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;General Mills Inc. | 4.150% | 2/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;General Motors Co. | 6.125% | 10/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;154 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;General Motors Co. | 5.200% | 4/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;General Motors Financial Co. Inc. | 3.500% | 11/7/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;388 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;General Motors Financial Co. Inc. | 2.750% | 6/20/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;390 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;368 |

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | &nbsp;&nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;General Motors Financial Co. Inc. | 6.050% | 10/10/25 | &nbsp;&nbsp;&nbsp;&nbsp;650 | &nbsp;&nbsp;&nbsp; 662 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;General Motors Financial Co. Inc. | 1.250% | 1/8/26 | &nbsp;&nbsp;&nbsp;&nbsp;455 | &nbsp;&nbsp;&nbsp; 408 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;General Motors Financial Co. Inc. | 1.500% | 6/10/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 | &nbsp;&nbsp;&nbsp; 53 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Genesis Energy LP | 6.500% | 10/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4 | &nbsp;&nbsp;&nbsp; 4 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Georgia-Pacific LLC | 1.750% | 9/30/25 | &nbsp;&nbsp;&nbsp;&nbsp;245 | &nbsp;&nbsp;&nbsp; 227 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Gilead Sciences Inc. | 4.150% | 3/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;190 | &nbsp;&nbsp;&nbsp; 170 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Global Payments Inc. | 1.500% | 11/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;120 | &nbsp;&nbsp;&nbsp; 113 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | 1.431% | 3/9/27 | &nbsp;&nbsp;&nbsp;&nbsp;265 | &nbsp;&nbsp;&nbsp; 237 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | 2.640% | 2/24/28 | &nbsp;&nbsp;&nbsp;&nbsp;170 | &nbsp;&nbsp;&nbsp; 156 |
| <sup>1,12</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | 7.250% | 4/10/28 | &nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp; 1087 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | 4.223% | 5/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;135 | &nbsp;&nbsp;&nbsp; 130 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | 2.615% | 4/22/32 | &nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp; 209 |
| <sup>12</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | 6.875% | 1/18/38 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp; 278 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | 4.411% | 4/23/39 | &nbsp;&nbsp;&nbsp;&nbsp;255 | &nbsp;&nbsp;&nbsp; 236 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | 3.210% | 4/22/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | 4.750% | 10/21/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82 |
| <sup>1,8,9</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc., 3M Australian Bank Bill Rate + 1.550% | 4.605% | 5/2/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;213 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Goodyear Tire & Rubber Co. | 5.000% | 7/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Graham Packaging Co. Inc. | 7.125% | 8/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Graphic Packaging International LLC | 3.500% | 3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;GSK Consumer Healthcare Capital US LLC | 3.625% | 3/24/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;174 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Harley-Davidson Financial Services Inc. | 3.050% | 2/14/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;230 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;210 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;HCA Inc. | 5.250% | 6/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;115 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;105 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Healthpeak Properties Inc. | 5.250% | 12/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;173 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Helmerich & Payne Inc. | 2.900% | 9/29/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;110 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hess Corp. | 7.300% | 8/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Hess Midstream Operations LP | 5.500% | 10/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Hilcorp Energy I LP | 5.750% | 2/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Hilcorp Energy I LP | 6.000% | 2/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Hilton Domestic Operating Co. Inc. | 5.750% | 5/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Home Depot Inc. | 4.000% | 9/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Home Depot Inc. | 3.900% | 12/6/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;128 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Home Depot Inc. | 2.950% | 6/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Home Depot Inc. | 2.700% | 4/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Home Depot Inc. | 4.500% | 9/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;127 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Home Depot Inc. | 4.250% | 4/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;209 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Home Depot Inc. | 3.900% | 6/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;110 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Home Depot Inc. | 4.500% | 12/6/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Home Depot Inc. | 2.750% | 9/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;493 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;349 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Home Depot Inc. | 4.950% | 9/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Home Depot Inc. | 3.500% | 9/15/56 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Honeywell International Inc. | 5.000% | 2/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;295 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;311 |
| <sup>10</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Honeywell International Inc. | 4.125% | 11/2/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;819 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;915 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Honeywell International Inc. | 5.700% | 3/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;430 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;475 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hormel Foods Corp. | 1.700% | 6/3/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hormel Foods Corp. | 1.800% | 6/11/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;HP Inc. | 4.000% | 4/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;220 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;208 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;HP Inc. | 2.650% | 6/17/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;86 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Imola Merger Corp. | 4.750% | 5/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Ingevity Corp. | 3.875% | 11/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Intel Corp. | 4.150% | 8/5/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Intel Corp. | 4.750% | 3/25/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;228 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;211 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Intel Corp. | 3.050% | 8/12/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;139 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Intel Corp. | 4.900% | 8/5/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;189 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Intercontinental Exchange Inc. | 4.950% | 6/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Intercontinental Exchange Inc. | 5.200% | 6/15/62 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;International Business Machines Corp. | 3.300% | 5/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;154 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;International Business Machines Corp. | 4.150% | 5/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;290 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;262 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;International Business Machines Corp. | 5.100% | 2/6/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;240 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;International Paper Co. | 4.800% | 6/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Interpublic Group of Cos. Inc. | 3.375% | 3/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Invesco Finance plc | 5.375% | 11/30/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54 |

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | &nbsp;&nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;ITC Holdings Corp. | 4.950% | 9/22/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp; 51 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ITC Holdings Corp. | 3.350% | 11/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;320 | &nbsp;&nbsp;&nbsp; 303 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;ITC Holdings Corp. | 2.950% | 5/14/30 | &nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp; 132 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;JBS USA LUX SA | 5.750% | 4/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;417 | &nbsp;&nbsp;&nbsp; 410 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;John Deere Capital Corp. | 4.800% | 1/9/26 | &nbsp;&nbsp;&nbsp;&nbsp;480 | &nbsp;&nbsp;&nbsp; 486 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;John Deere Capital Corp. | 4.850% | 10/11/29 | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp; 309 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Johnson & Johnson | 2.450% | 9/1/60 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp; 67 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 4.080% | 4/26/26 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp; 196 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 1.578% | 4/22/27 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp; 90 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 4.323% | 4/26/28 | &nbsp;&nbsp;&nbsp;&nbsp;270 | &nbsp;&nbsp;&nbsp; 264 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 4.851% | 7/25/28 | &nbsp;&nbsp;&nbsp;&nbsp;140 | &nbsp;&nbsp;&nbsp; 140 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 3.509% | 1/23/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp; 47 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 4.005% | 4/23/29 | &nbsp;&nbsp;&nbsp;&nbsp;212 | &nbsp;&nbsp;&nbsp; 203 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 2.963% | 1/25/33 | &nbsp;&nbsp;&nbsp;&nbsp;130 | &nbsp;&nbsp;&nbsp; 111 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 4.586% | 4/26/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 6.400% | 5/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;172 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 3.882% | 7/24/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 3.109% | 4/22/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;190 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 5.600% | 7/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 2.525% | 11/19/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;136 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 3.964% | 11/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 3.109% | 4/22/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 3.328% | 4/22/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;290 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;221 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Kaiser Aluminum Corp. | 4.500% | 6/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kaiser Foundation Hospitals | 3.150% | 5/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;347 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;332 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;KB Home | 7.250% | 7/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Keurig Dr Pepper Inc. | 4.500% | 11/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;330 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;301 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;KeyBank NA | 4.150% | 8/8/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;247 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;KeyBank NA | 5.000% | 1/26/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;251 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kimco Realty OP LLC | 4.250% | 4/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kimco Realty OP LLC | 3.700% | 10/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kinder Morgan Energy Partners LP | 5.800% | 3/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;385 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;397 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kinder Morgan Inc. | 4.800% | 2/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;KLA Corp. | 5.000% | 3/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;116 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;115 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kraft Heinz Foods Co. | 3.875% | 5/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;236 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;230 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kraft Heinz Foods Co. | 3.750% | 4/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kraft Heinz Foods Co. | 4.875% | 10/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kroger Co. | 2.200% | 5/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;189 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kroger Co. | 3.875% | 10/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;102 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;L3Harris Technologies Inc. | 4.400% | 6/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;210 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;209 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;L3Harris Technologies Inc. | 5.054% | 4/27/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Ladder Capital Finance Holdings LLLP | 4.750% | 6/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Lamb Weston Holdings Inc. | 4.875% | 5/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Level 3 Financing Inc. | 4.625% | 9/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Level 3 Financing Inc. | 3.625% | 1/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Lithia Motors Inc. | 4.625% | 12/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Lithia Motors Inc. | 3.875% | 6/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Lithia Motors Inc. | 4.375% | 1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Live Nation Entertainment Inc. | 5.625% | 3/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Live Nation Entertainment Inc. | 6.500% | 5/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lockheed Martin Corp. | 4.500% | 5/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;665 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;662 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lockheed Martin Corp. | 4.700% | 5/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lockheed Martin Corp. | 4.300% | 6/15/62 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;295 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;272 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lowe's Cos. Inc. | 3.100% | 5/3/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;433 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;411 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lowe's Cos. Inc. | 1.300% | 4/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lowe's Cos. Inc. | 1.700% | 9/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lowe's Cos. Inc. | 4.450% | 4/1/62 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;161 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;LYB International Finance III LLC | 3.375% | 10/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;M&T Bank Corp. | 5.053% | 1/27/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;189 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Manufacturers & Traders Trust Co. | 4.650% | 1/27/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;270 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Manufacturers & Traders Trust Co. | 4.700% | 1/27/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;269 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Marriott International Inc. | 4.625% | 6/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;292 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Marsh & McLennan Cos. Inc. | 5.750% | 11/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;152 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Marsh & McLennan Cos. Inc. | 2.900% | 12/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;107 |

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | &nbsp;&nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Marsh & McLennan Cos. Inc. | 6.250% | 11/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;110 | &nbsp;&nbsp;&nbsp; 132 |
| <sup>10</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Mastercard Inc. | 1.000% | 2/22/29 | &nbsp;&nbsp;&nbsp;&nbsp;989 | &nbsp;&nbsp;&nbsp; 951 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Mattel Inc. | 3.375% | 4/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 | &nbsp;&nbsp;&nbsp; 9 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Mattel Inc. | 5.875% | 12/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 | &nbsp;&nbsp;&nbsp; 10 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;McAfee Corp. | 7.375% | 2/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25 | &nbsp;&nbsp;&nbsp; 21 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Medline Borrower LP | 3.875% | 4/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 | &nbsp;&nbsp;&nbsp; 9 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Medline Borrower LP | 5.250% | 10/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 | &nbsp;&nbsp;&nbsp; 4 |
| <sup>10</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Medtronic Global Holdings SCA | 3.000% | 10/15/28 | 1500 | &nbsp;&nbsp;&nbsp; 1597 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Merck & Co. Inc. | 1.900% | 12/10/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 | &nbsp;&nbsp;&nbsp; 4 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Merck & Co. Inc. | 3.400% | 3/7/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp; 38 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Merck & Co. Inc. | 2.150% | 12/10/31 | &nbsp;&nbsp;&nbsp;&nbsp;330 | &nbsp;&nbsp;&nbsp; 280 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Meritage Homes Corp. | 3.875% | 4/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 | &nbsp;&nbsp;&nbsp; 53 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Meta Platforms Inc. | 3.850% | 8/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;140 | &nbsp;&nbsp;&nbsp; 130 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MetLife Inc. | 4.125% | 8/13/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 | &nbsp;&nbsp;&nbsp; 68 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MetLife Inc. | 4.875% | 11/13/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;335 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;333 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MetLife Inc. | 5.000% | 7/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;115 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;117 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MetLife Inc. | 5.250% | 1/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Midcap Financial Issuer Trust | 5.625% | 1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Mileage Plus Holdings LLC | 6.500% | 6/20/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;420 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;425 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mondelez International Inc. | 1.500% | 2/4/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;160 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Morgan Stanley | 2.720% | 7/22/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;480 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;464 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Morgan Stanley | 4.679% | 7/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Morgan Stanley | 5.050% | 1/28/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;570 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;572 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Morgan Stanley | 3.950% | 4/23/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;261 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Morgan Stanley | 1.593% | 5/4/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;195 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;175 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Morgan Stanley | 2.475% | 1/21/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;182 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Morgan Stanley | 3.591% | 7/22/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;260 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Morgan Stanley | 5.123% | 2/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;273 |
| <sup>10</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Morgan Stanley | 0.495% | 10/26/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;447 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Morgan Stanley | 2.699% | 1/22/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;635 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;551 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Morgan Stanley | 1.794% | 2/13/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;380 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300 |
| <sup>10</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Morgan Stanley | 2.950% | 5/7/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;397 |
| <sup>1,10</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Morgan Stanley | 5.148% | 1/25/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;584 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Morgan Stanley | 5.948% | 1/19/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;275 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Morgan Stanley | 3.971% | 7/22/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Morgan Stanley | 4.457% | 4/22/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Morgan Stanley | 3.217% | 4/22/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;135 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;108 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Morgan Stanley | 4.300% | 1/27/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Morgan Stanley | 2.802% | 1/25/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mosaic Co. | 4.875% | 11/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Mount Sinai Hospitals Group Inc. | 3.737% | 7/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;161 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MPLX LP | 1.750% | 3/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;137 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MPLX LP | 4.500% | 4/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;290 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;264 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MPT Operating Partnership LP | 3.500% | 3/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;MSCI Inc. | 3.625% | 9/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nasdaq Inc. | 2.500% | 12/21/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nasdaq Inc. | 3.950% | 3/7/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Nationwide Financial Services Inc. | 3.900% | 11/30/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Nationwide Mutual Insurance Co. | 4.350% | 4/30/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;102 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;NCL Corp. Ltd. | 5.875% | 2/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;NCL Corp. Ltd. | 7.750% | 2/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Nestle Holdings Inc. | 1.000% | 9/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;282 |
| <sup>1,12</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Nestle Holdings Inc. | 1.375% | 6/23/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;471 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Nestle Holdings Inc. | 4.000% | 9/24/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;136 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Netflix Inc. | 3.625% | 6/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Netflix Inc. | 4.875% | 4/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;175 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Netflix Inc. | 5.875% | 11/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Netflix Inc. | 6.375% | 5/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;New York Life Global Funding | 4.850% | 1/9/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;153 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Newell Brands Inc. | 6.375% | 9/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Newell Brands Inc. | 6.625% | 9/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Newmont Corp. | 2.800% | 10/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;114 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Newmont Corp. | 2.250% | 10/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;134 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;News Corp. | 3.875% | 5/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 |

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | &nbsp;&nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Nexstar Media Inc. | 5.625% | 7/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 | &nbsp;&nbsp;&nbsp; 14 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Nexstar Media Inc. | 4.750% | 11/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22 | &nbsp;&nbsp;&nbsp; 20 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;NiSource Inc. | 3.950% | 3/30/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp; 42 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Norfolk Southern Corp. | 3.050% | 5/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;120 | &nbsp;&nbsp;&nbsp; 87 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Northern States Power Co. | 6.250% | 6/1/36 | &nbsp;&nbsp;&nbsp;&nbsp;144 | &nbsp;&nbsp;&nbsp; 162 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Northrop Grumman Corp. | 3.200% | 2/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;170 | &nbsp;&nbsp;&nbsp; 164 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Northrop Grumman Corp. | 5.250% | 5/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;125 | &nbsp;&nbsp;&nbsp; 131 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Novelis Corp. | 4.750% | 1/30/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 | &nbsp;&nbsp;&nbsp; 14 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Novelis Corp. | 3.875% | 8/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12 | &nbsp;&nbsp;&nbsp; 10 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;NRG Energy Inc. | 6.625% | 1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4 | &nbsp;&nbsp;&nbsp; 4 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nucor Corp. | 4.400% | 5/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp; 64 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nucor Corp. | 3.850% | 4/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp; 42 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;NuStar Logistics LP | 5.750% | 10/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 | &nbsp;&nbsp;&nbsp; 5 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;NuStar Logistics LP | 6.375% | 10/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp; 19 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;NVIDIA Corp. | 3.500% | 4/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Occidental Petroleum Corp. | 5.550% | 3/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Occidental Petroleum Corp. | 8.500% | 7/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Occidental Petroleum Corp. | 6.375% | 9/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Occidental Petroleum Corp. | 6.625% | 9/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Occidental Petroleum Corp. | 6.125% | 1/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Occidental Petroleum Corp. | 7.500% | 5/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Occidental Petroleum Corp. | 6.450% | 9/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Occidental Petroleum Corp. | 6.600% | 3/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Oklahoma Gas & Electric Co. | 5.400% | 1/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;340 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;355 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Olympus Water US Holding Corp. | 4.250% | 10/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Omega Healthcare Investors Inc. | 3.375% | 2/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;185 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Oncor Electric Delivery Co. LLC | 3.800% | 9/30/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;153 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;132 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;OneMain Finance Corp. | 3.500% | 1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ONEOK Inc. | 4.000% | 7/13/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ONEOK Inc. | 4.950% | 7/13/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ONEOK Partners LP | 6.125% | 2/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;135 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;137 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Oracle Corp. | 2.400% | 9/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;618 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;608 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Oracle Corp. | 2.500% | 4/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;520 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;496 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Oracle Corp. | 5.800% | 11/10/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;154 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Oracle Corp. | 2.300% | 3/25/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;189 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;169 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Oracle Corp. | 2.950% | 4/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Oracle Corp. | 2.875% | 3/25/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;233 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Oracle Corp. | 3.850% | 7/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;216 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Oracle Corp. | 3.600% | 4/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;430 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;341 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Oracle Corp. | 3.650% | 3/25/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;119 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Oracle Corp. | 6.900% | 11/9/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;208 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Oracle Corp. | 4.375% | 5/15/55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;115 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Organon & Co. | 4.125% | 4/30/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;PACCAR Financial Corp. | 2.850% | 4/7/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;525 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;507 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pacific Gas & Electric Co. | 3.150% | 1/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;189 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pacific Gas & Electric Co. | 3.000% | 6/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pacific Gas & Electric Co. | 2.500% | 2/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;113 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pacific Gas & Electric Co. | 6.150% | 1/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;278 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pacific Gas & Electric Co. | 4.500% | 7/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pacific Gas & Electric Co. | 3.500% | 8/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PacifiCorp | 6.250% | 10/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;181 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PacifiCorp | 4.100% | 2/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PacifiCorp | 4.150% | 2/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;177 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PacifiCorp | 5.350% | 12/1/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;285 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;304 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Packaging Corp. of America | 3.400% | 12/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Packaging Corp. of America | 4.050% | 12/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Paramount Global | 4.750% | 5/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;158 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;157 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Paramount Global | 6.875% | 4/30/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;136 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;139 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Parker-Hannifin Corp. | 3.650% | 6/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;260 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;256 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PayPal Holdings Inc. | 3.900% | 6/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PECO Energy Co. | 4.150% | 10/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;117 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Penn Entertainment Inc. | 5.625% | 1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PepsiCo Inc. | 3.600% | 2/18/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PepsiCo Inc. | 2.625% | 7/29/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;305 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;277 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | &nbsp;&nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PepsiCo Inc. | 2.750% | 3/19/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25 | &nbsp;&nbsp;&nbsp; 23 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PepsiCo Inc. | 3.900% | 7/18/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp; 20 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PepsiCo Inc. | 4.200% | 7/18/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25 | &nbsp;&nbsp;&nbsp; 24 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Performance Food Group Inc. | 6.875% | 5/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 | &nbsp;&nbsp;&nbsp; 10 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Permian Resources Operating LLC | 7.750% | 2/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 | &nbsp;&nbsp;&nbsp; 10 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Permian Resources Operating LLC | 5.875% | 7/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25 | &nbsp;&nbsp;&nbsp; 23 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pfizer Inc. | 2.625% | 4/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp; 36 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pfizer Inc. | 1.750% | 8/18/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp; 25 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pfizer Inc. | 2.550% | 5/28/40 | &nbsp;&nbsp;&nbsp;&nbsp;225 | &nbsp;&nbsp;&nbsp; 173 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Philip Morris International Inc. | 5.125% | 11/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;365 | &nbsp;&nbsp;&nbsp; 368 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Philip Morris International Inc. | 5.000% | 11/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;230 | &nbsp;&nbsp;&nbsp; 233 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Philip Morris International Inc. | 5.125% | 11/17/27 | &nbsp;&nbsp;&nbsp;&nbsp;185 | &nbsp;&nbsp;&nbsp; 189 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Philip Morris International Inc. | 5.625% | 11/17/29 | &nbsp;&nbsp;&nbsp;&nbsp;190 | &nbsp;&nbsp;&nbsp; 198 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Philip Morris International Inc. | 5.750% | 11/17/32 | &nbsp;&nbsp;&nbsp;&nbsp;140 | &nbsp;&nbsp;&nbsp; 147 |
| <sup>10</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Philip Morris International Inc. | 1.450% | 8/1/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;322 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Philip Morris International Inc. | 4.250% | 11/10/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;165 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;140 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Phillips 66 | 3.900% | 3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Phillips 66 | 4.650% | 11/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Phillips 66 Co. | 3.150% | 12/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;207 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;187 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pioneer Natural Resources Co. | 1.900% | 8/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;123 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Plains All American Pipeline LP | 4.900% | 2/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PNC Financial Services Group Inc. | 4.758% | 1/26/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;501 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PNC Financial Services Group Inc. | 5.068% | 1/24/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;135 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;136 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Procter & Gamble Co. | 4.050% | 1/26/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Progressive Corp. | 2.500% | 3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93 |
| <sup>1,10</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Prologis Euro Finance LLC | 1.000% | 2/8/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;549 |
| <sup>1,10</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Prologis Euro Finance LLC | 3.875% | 1/31/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;196 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;211 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Prologis LP | 1.750% | 2/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Prologis LP | 4.625% | 1/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;260 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;262 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Prudential Financial Inc. | 3.935% | 12/7/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;260 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;222 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Prudential Financial Inc. | 4.350% | 2/25/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Prudential Financial Inc. | 3.700% | 3/13/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Public Service Co. of Colorado | 6.250% | 9/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Public Service Co. of New Hampshire | 5.150% | 1/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Public Service Co. of Oklahoma | 5.250% | 1/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;414 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Public Service Electric & Gas Co. | 3.000% | 5/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Public Service Electric & Gas Co. | 3.600% | 12/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Public Service Enterprise Group Inc. | 5.850% | 11/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;440 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;462 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Public Storage | 1.950% | 11/9/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;176 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Raytheon Technologies Corp. | 5.400% | 5/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;262 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Raytheon Technologies Corp. | 4.625% | 11/16/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;155 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Realty Income Corp. | 2.200% | 6/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;142 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Realty Income Corp. | 4.850% | 3/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;165 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;165 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Regal Rexnord Corp. | 6.050% | 4/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Regal Rexnord Corp. | 6.400% | 4/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;113 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Republic Services Inc. | 1.750% | 2/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Roche Holdings Inc. | 2.076% | 12/13/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;215 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;181 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Rockwell Automation Inc. | 2.800% | 8/15/61 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;230 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;152 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Royal Caribbean Cruises Ltd. | 11.500% | 6/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Royal Caribbean Cruises Ltd. | 8.250% | 1/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;RPM International Inc. | 4.550% | 3/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;115 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;109 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;S&P Global Inc. | 3.700% | 3/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sabine Pass Liquefaction LLC | 5.875% | 6/30/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;113 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sabine Pass Liquefaction LLC | 4.200% | 3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;107 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sabine Pass Liquefaction LLC | 4.500% | 5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;243 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Sabre GLBL Inc. | 7.375% | 9/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Salesforce Inc. | 2.700% | 7/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;481 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;363 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SBA Communications Corp. | 3.125% | 2/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Scripps Escrow II Inc. | 5.375% | 1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Scripps Escrow Inc. | 5.875% | 7/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Sealed Air Corp. | 6.125% | 2/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sempra Energy | 3.700% | 4/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;285 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;269 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sherwin-Williams Co. | 4.500% | 6/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Simon Property Group LP | 3.500% | 9/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;262 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | &nbsp;&nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Sirius XM Radio Inc. | 5.000% | 8/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 | &nbsp;&nbsp;&nbsp; 9 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Skyworks Solutions Inc. | 1.800% | 6/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 | &nbsp;&nbsp;&nbsp; 54 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Skyworks Solutions Inc. | 3.000% | 6/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;230 | &nbsp;&nbsp;&nbsp; 190 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Southern California Edison Co. | 4.200% | 3/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp; 97 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Southern California Edison Co. | 4.500% | 9/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp; 45 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Southern California Edison Co. | 3.900% | 3/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp; 41 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Southern California Edison Co. | 4.000% | 4/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp; 42 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Southern California Edison Co. | 3.450% | 2/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp; 38 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Southern California Gas Co. | 2.550% | 2/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;330 | &nbsp;&nbsp;&nbsp; 289 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Southern California Gas Co. | 3.750% | 9/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp; 42 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Southern Co. | 4.475% | 8/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;520 | &nbsp;&nbsp;&nbsp; 515 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Southern Co. | 5.150% | 10/6/25 | &nbsp;&nbsp;&nbsp;&nbsp;130 | &nbsp;&nbsp;&nbsp; 131 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Southern Co. | 3.700% | 4/30/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp; 28 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Southern Co. | 4.400% | 7/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp; 27 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Southwest Airlines Co. | 5.250% | 5/4/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Southwest Airlines Co. | 5.125% | 6/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Southwest Airlines Co. | 2.625% | 2/10/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;218 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Spirit AeroSystems Inc. | 7.500% | 4/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Spirit AeroSystems Inc. | 4.600% | 6/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Spirit AeroSystems Inc. | 9.375% | 11/30/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sprint LLC | 7.125% | 6/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sprint LLC | 7.625% | 3/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;SS&C Technologies Inc. | 5.500% | 9/30/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Stanley Black & Decker Inc. | 2.300% | 3/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Starbucks Corp. | 3.500% | 11/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;State Street Corp. | 4.857% | 1/26/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;State Street Corp. | 4.821% | 1/26/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;121 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Steel Dynamics Inc. | 2.400% | 6/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Steel Dynamics Inc. | 3.450% | 4/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sun Communities Operating LP | 2.300% | 11/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;173 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SVB Financial Group | 2.100% | 5/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;230 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;197 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Take-Two Interactive Software Inc. | 4.000% | 4/14/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;117 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tampa Electric Co. | 3.875% | 7/12/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Tap Rock Resources LLC | 7.000% | 10/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Targa Resources Partners LP | 6.500% | 7/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Targa Resources Partners LP | 5.000% | 1/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Targa Resources Partners LP | 6.875% | 1/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Targa Resources Partners LP | 4.875% | 2/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Target Corp. | 4.400% | 1/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Target Corp. | 4.800% | 1/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Teledyne Technologies Inc. | 2.750% | 4/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;204 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tenet Healthcare Corp. | 4.625% | 9/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tenet Healthcare Corp. | 4.875% | 1/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Tenet Healthcare Corp. | 6.250% | 2/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tenet Healthcare Corp. | 6.125% | 10/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tenet Healthcare Corp. | 4.250% | 6/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Texas Instruments Inc. | 4.600% | 2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;210 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;214 |
| <sup>10</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Thermo Fisher Scientific Finance I BV | 2.000% | 10/18/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;361 |
| <sup>10</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Thermo Fisher Scientific Inc. | 3.200% | 1/21/26 | &nbsp;&nbsp;&nbsp;1420 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1538 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Thermo Fisher Scientific Inc. | 1.750% | 10/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Thermo Fisher Scientific Inc. | 2.000% | 10/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Thermo Fisher Scientific Inc. | 4.950% | 11/21/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;220 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;231 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Thermo Fisher Scientific Inc. | 2.800% | 10/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;133 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Time Warner Cable LLC | 5.875% | 11/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;353 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;332 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Time Warner Cable LLC | 4.500% | 9/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;T-Mobile USA Inc. | 2.625% | 2/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;290 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;254 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;T-Mobile USA Inc. | 3.375% | 4/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;245 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;224 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;T-Mobile USA Inc. | 3.875% | 4/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;159 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;T-Mobile USA Inc. | 2.875% | 2/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;T-Mobile USA Inc. | 3.600% | 11/15/60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;255 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;184 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Toll Brothers Finance Corp. | 3.800% | 11/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;117 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;TopBuild Corp. | 3.625% | 3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;TopBuild Corp. | 4.125% | 2/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Toyota Motor Credit Corp. | 3.950% | 6/30/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;960 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;948 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | &nbsp;&nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Toyota Motor Credit Corp. | 1.900% | 1/13/27 | &nbsp;&nbsp;&nbsp;&nbsp;270 | &nbsp;&nbsp;&nbsp; 246 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Toyota Motor Credit Corp. | 3.050% | 3/22/27 | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp; 285 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Transcontinental Gas Pipe Line Co. LLC | 4.000% | 3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 | &nbsp;&nbsp;&nbsp; 5 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Transcontinental Gas Pipe Line Co. LLC | 3.250% | 5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90 | &nbsp;&nbsp;&nbsp; 81 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Transcontinental Gas Pipe Line Co. LLC | 4.600% | 3/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp; 36 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;TransDigm Inc. | 8.000% | 12/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp; 31 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;TransDigm Inc. | 6.250% | 3/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49 | &nbsp;&nbsp;&nbsp; 49 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TransDigm Inc. | 5.500% | 11/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11 | &nbsp;&nbsp;&nbsp; 10 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Transocean Inc. | 8.750% | 2/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 | &nbsp;&nbsp;&nbsp; 5 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Transocean Titan Financing Ltd. | 8.375% | 2/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 | &nbsp;&nbsp;&nbsp; 2 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Travelers Cos. Inc. | 3.750% | 5/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;260 | &nbsp;&nbsp;&nbsp; 218 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Truist Financial Corp. | 4.873% | 1/26/29 | &nbsp;&nbsp;&nbsp;&nbsp;215 | &nbsp;&nbsp;&nbsp; 216 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Truist Financial Corp. | 5.122% | 1/26/34 | &nbsp;&nbsp;&nbsp;&nbsp;160 | &nbsp;&nbsp;&nbsp; 162 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TWDC Enterprises 18 Corp. | 3.000% | 2/13/26 | &nbsp;&nbsp;&nbsp;&nbsp;165 | &nbsp;&nbsp;&nbsp; 158 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tyco Electronics Group SA | 2.500% | 2/4/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;129 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;UDR Inc. | 2.950% | 9/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Union Electric Co. | 4.000% | 4/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Union Electric Co. | 3.250% | 10/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Union Electric Co. | 3.900% | 4/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;130 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Union Pacific Corp. | 3.950% | 9/10/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;148 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Union Pacific Corp. | 3.250% | 2/5/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;210 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Union Pacific Corp. | 3.839% | 3/20/60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Union Pacific Corp. | 3.850% | 2/14/72 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;185 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;149 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;United Airlines Inc. | 4.375% | 4/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;United Airlines Inc. | 4.625% | 4/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;United Airlines Pass-Through Trust Class A Series 2020-1 | 5.875% | 10/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;United Parcel Service Inc. | 6.200% | 1/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;260 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;302 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;United Parcel Service Inc. | 5.300% | 4/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | 5.250% | 2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;205 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;214 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | 5.300% | 2/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;845 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;887 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | 5.350% | 2/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;360 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;383 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | 2.750% | 5/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | 4.375% | 3/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;215 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;204 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | 3.250% | 5/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | 6.050% | 2/15/63 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;234 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Uniti Group LP | 7.875% | 2/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Univision Communications Inc. | 7.375% | 6/30/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;US Bancorp | 5.727% | 10/21/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;245 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;252 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;US Bancorp | 4.548% | 7/22/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;499 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;US Bancorp | 4.653% | 2/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;US Bancorp | 5.850% | 10/21/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;215 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;US Bancorp | 4.839% | 2/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Vail Resorts Inc. | 6.250% | 5/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Valero Energy Corp. | 4.350% | 6/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Valero Energy Corp. | 3.650% | 12/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Venture Global Calcasieu Pass LLC | 3.875% | 8/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Venture Global Calcasieu Pass LLC | 6.250% | 1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Verisk Analytics Inc. | 5.500% | 6/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101 |
| <sup>1,10</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Verizon Communications Inc. | 3.250% | 2/17/26 | &nbsp;&nbsp;&nbsp;2283 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2467 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Verizon Communications Inc. | 2.100% | 3/22/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;590 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;526 |
| <sup>10</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Verizon Communications Inc. | 0.375% | 3/22/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;718 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Verizon Communications Inc. | 1.500% | 9/18/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;285 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;230 |
| <sup>10</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Verizon Communications Inc. | 4.250% | 10/31/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;234 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;263 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Verizon Communications Inc. | 4.400% | 11/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;134 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Verizon Communications Inc. | 5.250% | 3/16/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;175 |
| <sup>1,10</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Verizon Communications Inc. | 2.875% | 1/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;377 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Verizon Communications Inc. | 4.812% | 3/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;145 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Verizon Communications Inc. | 2.650% | 11/20/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Verizon Communications Inc. | 3.850% | 11/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Verizon Communications Inc. | 4.862% | 8/21/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;241 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Verizon Communications Inc. | 3.875% | 3/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;107 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Verizon Communications Inc. | 3.000% | 11/20/60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Verizon Communications Inc. | 3.700% | 3/22/61 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;105 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80 |

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | &nbsp;&nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;VICI Properties LP | 5.625% | 5/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8 | &nbsp;&nbsp;&nbsp; 8 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;VICI Properties LP | 4.625% | 6/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35 | &nbsp;&nbsp;&nbsp; 34 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Virginia Electric & Power Co. | 3.150% | 1/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 | &nbsp;&nbsp;&nbsp; 73 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Virginia Electric & Power Co. | 2.950% | 11/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;533 | &nbsp;&nbsp;&nbsp; 503 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Virginia Electric & Power Co. | 3.800% | 4/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;228 | &nbsp;&nbsp;&nbsp; 220 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Virginia Electric & Power Co. | 2.875% | 7/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65 | &nbsp;&nbsp;&nbsp; 59 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Virginia Electric & Power Co. | 4.200% | 5/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp; 44 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Vistra Operations Co. LLC | 5.625% | 2/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp; 19 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Vistra Operations Co. LLC | 5.000% | 7/31/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8 | &nbsp;&nbsp;&nbsp; 7 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;VMware Inc. | 1.800% | 8/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;190 | &nbsp;&nbsp;&nbsp; 160 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;VMware Inc. | 4.700% | 5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;130 | &nbsp;&nbsp;&nbsp; 126 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Walmart Inc. | 3.950% | 6/28/38 | &nbsp;&nbsp;&nbsp;&nbsp;415 | &nbsp;&nbsp;&nbsp; 399 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Walt Disney Co. | 6.650% | 11/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp; 83 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Walt Disney Co. | 3.500% | 5/13/40 | &nbsp;&nbsp;&nbsp;&nbsp;125 | &nbsp;&nbsp;&nbsp; 107 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Walt Disney Co. | 2.750% | 9/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Walt Disney Co. | 3.600% | 1/13/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Warnermedia Holdings Inc. | 3.428% | 3/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Warnermedia Holdings Inc. | 5.050% | 3/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Warnermedia Holdings Inc. | 5.391% | 3/15/62 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;165 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;137 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;WEC Energy Group Inc. | 5.000% | 9/27/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;405 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;407 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;WEC Energy Group Inc. | 4.750% | 1/9/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;401 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;WEC Energy Group Inc. | 4.750% | 1/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;302 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Wells Fargo & Co. | 2.164% | 2/11/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;189 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Wells Fargo & Co. | 2.188% | 4/30/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;447 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Wells Fargo & Co. | 3.196% | 6/17/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Wells Fargo & Co. | 4.808% | 7/25/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;140 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Wells Fargo & Co. | 2.879% | 10/30/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;239 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Wells Fargo & Co. | 4.897% | 7/25/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 |
| <sup>12</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Wells Fargo & Co. | 4.625% | 11/2/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;480 |
| <sup>1,12</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Wells Fargo & Co. | 4.875% | 11/29/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;357 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Wells Fargo & Co. | 3.068% | 4/30/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;320 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wells Fargo & Co. | 5.375% | 11/2/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Wells Fargo & Co. | 4.650% | 11/4/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Wells Fargo & Co. | 4.400% | 6/14/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Wells Fargo & Co. | 5.013% | 4/4/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Wells Fargo & Co. | 4.611% | 4/25/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47 |
| <sup>1,12</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Wells Fargo Bank NA | 5.250% | 8/1/23 | &nbsp;&nbsp;&nbsp;2400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2966 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Welltower Inc. | 4.250% | 4/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Western Midstream Operating LP | 4.500% | 3/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Western Midstream Operating LP | 4.750% | 8/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;104 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Western Midstream Operating LP | 4.300% | 2/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Westlake Corp. | 3.125% | 8/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Weyerhaeuser Co. | 4.000% | 11/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;131 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;124 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Williams Cos. Inc. | 4.650% | 8/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Williams Cos. Inc. | 6.300% | 4/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Willis North America Inc. | 4.500% | 9/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Willis North America Inc. | 2.950% | 9/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Willis North America Inc. | 3.875% | 9/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wisconsin Public Service Corp. | 5.350% | 11/10/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;153 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;WMG Acquisition Corp. | 3.750% | 12/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Workday Inc. | 3.700% | 4/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;132 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Wyndham Hotels & Resorts Inc. | 4.375% | 8/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Wynn Resorts Finance LLC | 7.750% | 4/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Xcel Energy Inc. | 3.500% | 12/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;320 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;251 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Zayo Group Holdings Inc. | 4.000% | 3/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zoetis Inc. | 5.400% | 11/14/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;230 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;235 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zoetis Inc. | 5.600% | 11/16/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;220 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;237 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zoetis Inc. | 4.700% | 2/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;129 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;123 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zoetis Inc. | 3.950% | 9/12/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 |
|  |  |  |  |  | &nbsp;&nbsp;**141894** |
| **Total Corporate Bonds (Cost $230,401)** | **Total Corporate Bonds (Cost $230,401)** | **Total Corporate Bonds (Cost $230,401)** | **Total Corporate Bonds (Cost $230,401)** | **Total Corporate Bonds (Cost $230,401)** | **220642** |

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | **Coupon** | **Maturity<br> Date** | &nbsp;&nbsp;&nbsp;**Face<br> Amount<br> ($000)** | &nbsp;&nbsp;**Market<br> Value<br> ($000)** |
| **Floating Rate Loan Interests (0.1%)** | **Floating Rate Loan Interests (0.1%)** | **Floating Rate Loan Interests (0.1%)** | **Floating Rate Loan Interests (0.1%)** | **Floating Rate Loan Interests (0.1%)** | **Floating Rate Loan Interests (0.1%)** |
| **Ireland (0.1%)** | **Ireland (0.1%)** | **Ireland (0.1%)** | **Ireland (0.1%)** | **Ireland (0.1%)** | **Ireland (0.1%)** |
| <sup>9</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Setanta Aircraft Leasing DAC Term Loan, 3M USD LIBOR + 2.000% | 6.730% | 11/5/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85 | &nbsp;&nbsp;&nbsp; 85 |
| **United States (0.0%)** | **United States (0.0%)** | **United States (0.0%)** | **United States (0.0%)** | **United States (0.0%)** | **United States (0.0%)** |
| <sup>9</sup> | &nbsp;&nbsp;&nbsp;&nbsp;AAdvantage Loyalty IP Ltd. Initial Term Loan, 3M USD LIBOR + 4.750% | 9.558% | 4/20/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 | &nbsp;&nbsp;&nbsp; 5 |
| <sup>9</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Central Parent Inc. First Lien Initial Term Loan, TSFR3M + 4.500% | 9.080% | 7/6/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 | &nbsp;&nbsp;&nbsp; 10 |
| <sup>9</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Directv Financing LLC Term Loan, 1M USD LIBOR + 5.000% | 9.570% | 8/2/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9 | &nbsp;&nbsp;&nbsp; 9 |
| <sup>9</sup> | &nbsp;&nbsp;&nbsp;&nbsp;First Student Bidco Inc. Incremental Term Loan B, TSFR3M + 4.000% | 8.680% | 7/21/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp; 19 |
| <sup>9</sup> | &nbsp;&nbsp;&nbsp;&nbsp;First Student Bidco Inc. Incremental Term Loan C, TSFR3M + 4.000% | 8.680% | 7/21/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 | &nbsp;&nbsp;&nbsp; 2 |
| <sup>9</sup> | &nbsp;&nbsp;&nbsp;&nbsp;McAfee Corp. Tranche B-1 Term Loan, TSFR1M + 3.750% | 8.184% | 3/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 | &nbsp;&nbsp;&nbsp; 9 |
| <sup>9</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Medline Borrower LP Initial Dollar Term Loan, 1M USD LIBOR + 3.250% | 7.820% | 10/23/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 | &nbsp;&nbsp;&nbsp; 10 |
| <sup>9</sup> | &nbsp;&nbsp;&nbsp;&nbsp;SS&C Technologies Holdings Inc. Term Loan B-6, TSFR1M + 2.250% | 6.911% | 3/22/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 | &nbsp;&nbsp;&nbsp; 5 |
| <sup>9</sup> | &nbsp;&nbsp;&nbsp;&nbsp;SS&C Technologies Holdings Inc. Term Loan B-7, TSFR1M + 2.250% | 6.911% | 3/22/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8 | &nbsp;&nbsp;&nbsp; 8 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**77** |
| **Total Floating Rate Loan Interests (Cost $161)** | **Total Floating Rate Loan Interests (Cost $161)** | **Total Floating Rate Loan Interests (Cost $161)** | **Total Floating Rate Loan Interests (Cost $161)** | **Total Floating Rate Loan Interests (Cost $161)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**162** |
| **Sovereign Bonds (17.5%)** | **Sovereign Bonds (17.5%)** | **Sovereign Bonds (17.5%)** | **Sovereign Bonds (17.5%)** | **Sovereign Bonds (17.5%)** | **Sovereign Bonds (17.5%)** |
| **Bermuda (0.2%)** | **Bermuda (0.2%)** | **Bermuda (0.2%)** | **Bermuda (0.2%)** | **Bermuda (0.2%)** | **Bermuda (0.2%)** |
| <sup>1,7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Bermuda Government International Bond | 5.000% | 7/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;706 |
| **Canada (1.1%)** | **Canada (1.1%)** | **Canada (1.1%)** | **Canada (1.1%)** | **Canada (1.1%)** | **Canada (1.1%)** |
| <sup>11</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Canadian Government Bond | 3.000% | 11/1/24 | &nbsp;&nbsp;&nbsp;1400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1036 |
| <sup>11</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Canadian Government Bond | 4.000% | 6/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;885 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;755 |
| <sup>11</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Canadian Government Bond | 2.750% | 12/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;216 |
| <sup>11</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Canadian Government Bond | 1.750% | 12/1/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85 |
| <sup>1,7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Ontario Teachers' Cadillac Fairview Properties Trust | 3.875% | 3/20/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;748 |
| <sup>1,7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Ontario Teachers' Cadillac Fairview Properties Trust | 4.125% | 2/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;323 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**3163** |
| **Chile (0.4%)** | **Chile (0.4%)** | **Chile (0.4%)** | **Chile (0.4%)** | **Chile (0.4%)** | **Chile (0.4%)** |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Empresa Nacional del Petroleo | 3.750% | 8/5/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;236 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Republic of Chile | 2.450% | 1/31/31 | &nbsp;&nbsp;&nbsp;1060 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;908 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**1144** |
| **Colombia (0.4%)** | **Colombia (0.4%)** | **Colombia (0.4%)** | **Colombia (0.4%)** | **Colombia (0.4%)** | **Colombia (0.4%)** |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Republic of Colombia | 4.500% | 1/28/26 | &nbsp;&nbsp;&nbsp;1215 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1162 |
| **Croatia (0.5%)** | **Croatia (0.5%)** | **Croatia (0.5%)** | **Croatia (0.5%)** | **Croatia (0.5%)** | **Croatia (0.5%)** |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Republic of Croatia | 5.500% | 4/4/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;460 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;460 |
| <sup>10</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Republic of Croatia | 2.750% | 1/27/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;927 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**1387** |
| **Dominican Republic (0.5%)** | **Dominican Republic (0.5%)** | **Dominican Republic (0.5%)** | **Dominican Republic (0.5%)** | **Dominican Republic (0.5%)** | **Dominican Republic (0.5%)** |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Dominican Republic | 5.500% | 2/22/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;283 |
| <sup>3,7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Dominican Republic | 7.050% | 2/3/31 | &nbsp;&nbsp;&nbsp;1050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1050 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**1333** |
| **El Salvador (0.0%)** | **El Salvador (0.0%)** | **El Salvador (0.0%)** | **El Salvador (0.0%)** | **El Salvador (0.0%)** | **El Salvador (0.0%)** |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Republic of El Salvador | 9.500% | 7/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;105 |
| **Germany (2.3%)** | **Germany (2.3%)** | **Germany (2.3%)** | **Germany (2.3%)** | **Germany (2.3%)** | **Germany (2.3%)** |
| <sup>10</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Federal Republic of Germany | 0.250% | 2/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;740 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;716 |
| <sup>10</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Federal Republic of Germany | 2.100% | 11/15/29 | &nbsp;&nbsp;&nbsp;1970 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2124 |
| <sup>10</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Federal Republic of Germany | 3.250% | 7/4/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;437 |
| <sup>10</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Federal Republic of Germany | 2.500% | 8/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;372 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | &nbsp;&nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| <sup>10</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Federal Republic of Germany | 0.000% | 8/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;260 | &nbsp;&nbsp;&nbsp; 151 |
| <sup>10,14</sup> | &nbsp;&nbsp;&nbsp;&nbsp;KFW | 0.625% | 1/7/28 | 2900 | &nbsp;&nbsp;&nbsp; 2846 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**6646** |
| **Hungary (0.2%)** | **Hungary (0.2%)** | **Hungary (0.2%)** | **Hungary (0.2%)** | **Hungary (0.2%)** | **Hungary (0.2%)** |
| <sup>10</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Republic of Hungary | 1.625% | 4/28/32 | &nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp; 577 |
| **Indonesia (0.3%)** | **Indonesia (0.3%)** | **Indonesia (0.3%)** | **Indonesia (0.3%)** | **Indonesia (0.3%)** | **Indonesia (0.3%)** |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Perusahaan Perseroan Persero PT Perusahaan Listrik Negara | 4.125% | 5/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp; 194 |
| <sup>1,7,10</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Perusahaan Perseroan Persero PT Perusahaan Listrik Negara | 1.875% | 11/5/31 | &nbsp;&nbsp;&nbsp;&nbsp;370 | &nbsp;&nbsp;&nbsp; 295 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Republic of Indonesia | 4.300% | 3/31/52 | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp; 265 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Republic of Indonesia | 5.650% | 1/11/53 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp; 211 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**965** |
| **Israel (0.5%)** | **Israel (0.5%)** | **Israel (0.5%)** | **Israel (0.5%)** | **Israel (0.5%)** | **Israel (0.5%)** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;State of Israel | 4.500% | 1/17/33 | 1185 | &nbsp;&nbsp;&nbsp; 1193 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;State of Israel | 4.500% | 4/3/20 | &nbsp;&nbsp;&nbsp;&nbsp;325 | &nbsp;&nbsp;&nbsp; 283 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**1476** |
| **Mexico (2.1%)** | **Mexico (2.1%)** | **Mexico (2.1%)** | **Mexico (2.1%)** | **Mexico (2.1%)** | **Mexico (2.1%)** |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Comision Federal de Electricidad | 4.688% | 5/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;184 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Petroleos Mexicanos | 6.625% | 6/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;210 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;165 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Petroleos Mexicanos | 6.750% | 9/21/47 | &nbsp;&nbsp;&nbsp;1452 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1009 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;United Mexican States | 5.400% | 2/9/28 | &nbsp;&nbsp;&nbsp;1591 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1639 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;United Mexican States | 2.659% | 5/24/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;168 |
| <sup>1,15</sup> | &nbsp;&nbsp;&nbsp;&nbsp;United Mexican States | 7.750% | 5/29/31 | 25000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1255 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;United Mexican States | 6.350% | 2/9/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;440 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;469 |
| <sup>1,15</sup> | &nbsp;&nbsp;&nbsp;&nbsp;United Mexican States | 10.000% | 11/20/36 | 12000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;703 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;United Mexican States | 4.400% | 2/12/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;393 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**5985** |
| **Nigeria (0.1%)** | **Nigeria (0.1%)** | **Nigeria (0.1%)** | **Nigeria (0.1%)** | **Nigeria (0.1%)** | **Nigeria (0.1%)** |
| <sup>1,7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Federal Republic of Nigeria | 8.250% | 9/28/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;280 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;189 |
| **Panama (0.2%)** | **Panama (0.2%)** | **Panama (0.2%)** | **Panama (0.2%)** | **Panama (0.2%)** | **Panama (0.2%)** |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Republic of Panama | 3.362% | 6/30/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;457 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;392 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Republic of Panama | 3.870% | 7/23/60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;134 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**526** |
| **Peru (0.3%)** | **Peru (0.3%)** | **Peru (0.3%)** | **Peru (0.3%)** | **Peru (0.3%)** | **Peru (0.3%)** |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Petroleos del Peru SA | 5.625% | 6/19/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;432 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Republic of Peru | 2.844% | 6/20/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;355 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;307 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Republic of Peru | 2.783% | 1/23/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;233 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**972** |
| **Philippines (0.2%)** | **Philippines (0.2%)** | **Philippines (0.2%)** | **Philippines (0.2%)** | **Philippines (0.2%)** | **Philippines (0.2%)** |
| <sup>10</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Republic of the Philippines | 1.750% | 4/28/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;786 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;574 |
| **Poland (0.1%)** | **Poland (0.1%)** | **Poland (0.1%)** | **Poland (0.1%)** | **Poland (0.1%)** | **Poland (0.1%)** |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Republic of Poland | 5.500% | 11/16/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;305 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;317 |
| **Romania (0.5%)** | **Romania (0.5%)** | **Romania (0.5%)** | **Romania (0.5%)** | **Romania (0.5%)** | **Romania (0.5%)** |
| <sup>1,10</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Republic of Romania | 2.125% | 3/7/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;764 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;711 |
| <sup>1,7,10</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Republic of Romania | 1.750% | 7/13/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;830 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;661 |
| <sup>1,10</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Republic of Romania | 1.750% | 7/13/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;199 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**1571** |
| **Saudi Arabia (1.8%)** | **Saudi Arabia (1.8%)** | **Saudi Arabia (1.8%)** | **Saudi Arabia (1.8%)** | **Saudi Arabia (1.8%)** | **Saudi Arabia (1.8%)** |
| <sup>1,7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Kingdom of Saudi Arabia | 4.750% | 1/18/28 | &nbsp;&nbsp;&nbsp;3460 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3516 |
| <sup>1,7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Kingdom of Saudi Arabia | 5.500% | 10/25/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;353 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;380 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Kingdom of Saudi Arabia | 4.625% | 10/4/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;456 |
| <sup>1,7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Kingdom of Saudi Arabia | 5.000% | 1/18/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;740 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;710 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**5062** |
| **Serbia (0.4%)** | **Serbia (0.4%)** | **Serbia (0.4%)** | **Serbia (0.4%)** | **Serbia (0.4%)** | **Serbia (0.4%)** |
| <sup>1,10</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Republic of Serbia | 3.125% | 5/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;611 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;594 |
| <sup>1,7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Republic of Serbia | 6.500% | 9/26/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;454 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**1048** |

---

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---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | **Coupon** | **Maturity<br> Date** | &nbsp;&nbsp;&nbsp;**Face<br> Amount<br> ($000)** | &nbsp;&nbsp;**Market<br> Value<br> ($000)** |
| **South Africa (0.1%)** | **South Africa (0.1%)** | **South Africa (0.1%)** | **South Africa (0.1%)** | **South Africa (0.1%)** | **South Africa (0.1%)** |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Eskom Holdings SOC Ltd. | 6.750% | 8/6/23 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp; 197 |
| **South Korea (0.9%)** | **South Korea (0.9%)** | **South Korea (0.9%)** | **South Korea (0.9%)** | **South Korea (0.9%)** | **South Korea (0.9%)** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Export-Import Bank of Korea | 5.000% | 1/11/28 | 1175 | &nbsp;&nbsp;&nbsp; 1204 |
| <sup>1,7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Korea Electric Power Corp. | 5.375% | 4/6/26 | &nbsp;&nbsp;&nbsp;&nbsp;930 | &nbsp;&nbsp;&nbsp; 942 |
| <sup>1,7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Korea Electric Power Corp. | 4.000% | 6/14/27 | &nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp; 581 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**2727** |
| **Supranational (3.1%)** | **Supranational (3.1%)** | **Supranational (3.1%)** | **Supranational (3.1%)** | **Supranational (3.1%)** | **Supranational (3.1%)** |
| <sup>1,10</sup> | &nbsp;&nbsp;&nbsp;&nbsp;European Union | 2.000% | 10/4/27 | 8250 | &nbsp;&nbsp;&nbsp; 8653 |
| <sup>1,10</sup> | &nbsp;&nbsp;&nbsp;&nbsp;European Union | 3.000% | 3/4/53 | &nbsp;&nbsp;&nbsp;&nbsp;315 | &nbsp;&nbsp;&nbsp; 335 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**8988** |
| **United Arab Emirates (0.1%)** | **United Arab Emirates (0.1%)** | **United Arab Emirates (0.1%)** | **United Arab Emirates (0.1%)** | **United Arab Emirates (0.1%)** | **United Arab Emirates (0.1%)** |
| <sup>1,7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Finance Department Government of Sharjah | 4.000% | 7/28/50 | &nbsp;&nbsp;&nbsp;&nbsp;350 | &nbsp;&nbsp;&nbsp; 232 |
| **United Kingdom (1.2%)** | **United Kingdom (1.2%)** | **United Kingdom (1.2%)** | **United Kingdom (1.2%)** | **United Kingdom (1.2%)** | **United Kingdom (1.2%)** |
| <sup>12</sup> | &nbsp;&nbsp;&nbsp;&nbsp;United Kingdom | 2.750% | 9/7/24 | &nbsp;&nbsp;&nbsp;1085 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1324 |
| <sup>12</sup> | &nbsp;&nbsp;&nbsp;&nbsp;United Kingdom | 1.250% | 7/22/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;538 |
| <sup>12</sup> | &nbsp;&nbsp;&nbsp;&nbsp;United Kingdom | 0.500% | 1/31/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;627 |
| <sup>12</sup> | &nbsp;&nbsp;&nbsp;&nbsp;United Kingdom | 4.500% | 12/7/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;169 |
| <sup>12</sup> | &nbsp;&nbsp;&nbsp;&nbsp;United Kingdom | 3.250% | 1/22/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;170 |
| <sup>12</sup> | &nbsp;&nbsp;&nbsp;&nbsp;United Kingdom | 1.500% | 7/22/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;145 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;114 |
| <sup>12</sup> | &nbsp;&nbsp;&nbsp;&nbsp;United Kingdom | 0.625% | 10/22/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;108 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63 |
| <sup>12</sup> | &nbsp;&nbsp;&nbsp;&nbsp;United Kingdom | 3.750% | 10/22/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;247 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;306 |
| <sup>12</sup> | &nbsp;&nbsp;&nbsp;&nbsp;United Kingdom | 3.500% | 7/22/68 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;109 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**3420** |
| **Total Sovereign Bonds (Cost $52,192)** | **Total Sovereign Bonds (Cost $52,192)** | **Total Sovereign Bonds (Cost $52,192)** | **Total Sovereign Bonds (Cost $52,192)** | **Total Sovereign Bonds (Cost $52,192)** | &nbsp;&nbsp;**50472** |
| **Taxable Municipal Bonds (0.1%)** | **Taxable Municipal Bonds (0.1%)** | **Taxable Municipal Bonds (0.1%)** | **Taxable Municipal Bonds (0.1%)** | **Taxable Municipal Bonds (0.1%)** | **Taxable Municipal Bonds (0.1%)** |
| **United States (0.1%)** | **United States (0.1%)** | **United States (0.1%)** | **United States (0.1%)** | **United States (0.1%)** | **United States (0.1%)** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;New York Metropolitan Transportation Authority Revenue (Build America Bonds) (**Cost** $**318)** | 5.871% | 11/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**304** |
|  |  |  |  | &nbsp;&nbsp;&nbsp;Shares |  |
| **Temporary Cash Investments (0.3%)** | **Temporary Cash Investments (0.3%)** | **Temporary Cash Investments (0.3%)** | **Temporary Cash Investments (0.3%)** | **Temporary Cash Investments (0.3%)** | **Temporary Cash Investments (0.3%)** |
| **Money Market Fund (0.3%)** | **Money Market Fund (0.3%)** | **Money Market Fund (0.3%)** | **Money Market Fund (0.3%)** | **Money Market Fund (0.3%)** | **Money Market Fund (0.3%)** |
| <sup>16</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Vanguard Market Liquidity Fund<br> **(Cost $836)** | 4.437% |  | &nbsp;&nbsp;&nbsp;8361 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**836** |
|  | Counterparty | Expiration<br> Date | Exercise<br> Rate | &nbsp;&nbsp;&nbsp;Notional<br> Amount on<br> Underlying<br> Swap<br> ($000) |  |
| **Options Purchased (0.0%)** | **Options Purchased (0.0%)** | **Options Purchased (0.0%)** | **Options Purchased (0.0%)** | **Options Purchased (0.0%)** | **Options Purchased (0.0%)** |
| **Over-the-Counter Swaptions (0.0%)** | **Over-the-Counter Swaptions (0.0%)** | **Over-the-Counter Swaptions (0.0%)** | **Over-the-Counter Swaptions (0.0%)** | **Over-the-Counter Swaptions (0.0%)** | **Over-the-Counter Swaptions (0.0%)** |
| **Call Swaptions** | **Call Swaptions** | **Call Swaptions** | **Call Swaptions** | **Call Swaptions** | **Call Swaptions** |
|  | BNPSW | 2/3/23 | 0.603% | &nbsp;&nbsp;&nbsp;&nbsp;2432 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
|  | MSCS | 2/3/23 | 0.630% | &nbsp;&nbsp;&nbsp;&nbsp;2432 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**—** |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | **Counterparty** | **Expiration<br> Date** | **Exercise<br> Rate** | &nbsp;&nbsp;&nbsp;**Notional<br> Amount on<br> Underlying<br> Swap<br> ($000)** | &nbsp;&nbsp;**Market<br> Value<br> ($000)** |
| **Put Swaptions** | **Put Swaptions** | **Put Swaptions** | **Put Swaptions** | **Put Swaptions** | **Put Swaptions** |
| &nbsp;&nbsp;&nbsp;&nbsp;5-Year CDX-NA-IG-S39-V1, Credit Protection Purchased, Pays 1.000% Quarterly | GSB | 3/15/23 | 0.900% | &nbsp;&nbsp;&nbsp; 9700 | &nbsp;&nbsp; 6 |
| **Total Options Purchased (Cost $30)** | **Total Options Purchased (Cost $30)** | **Total Options Purchased (Cost $30)** | **Total Options Purchased (Cost $30)** | **Total Options Purchased (Cost $30)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**6** |
| **Total Investments (102.3%) (Cost $306,110)** | **Total Investments (102.3%) (Cost $306,110)** | **Total Investments (102.3%) (Cost $306,110)** | **Total Investments (102.3%) (Cost $306,110)** |  | **294555** |
| **Other Assets and Liabilities—Net (-2.3%)** | **Other Assets and Liabilities—Net (-2.3%)** | **Other Assets and Liabilities—Net (-2.3%)** | **Other Assets and Liabilities—Net (-2.3%)** |  | &nbsp;&nbsp;&nbsp;&nbsp;**(6544)** |
| **Net Assets (100%)** | **Net Assets (100%)** | **Net Assets (100%)** | **Net Assets (100%)** |  | **288011** |

---

---

| | |
|:---|:---|
| Cost is in $000. | Cost is in $000. |
| 1 | The average or expected maturity is shorter than the final maturity shown because of the possibility of interim principal payments and prepayments or the possibility of the issue being called. |
| 2 | The issuer was placed under federal conservatorship in September 2008; since that time, its daily operations have been managed by the Federal Housing Finance Agency and it receives capital from the U.S. Treasury, as needed to maintain a positive net worth, in exchange for senior preferred stock. |
| 3 | Includes securities purchased on a when-issued or delayed-delivery basis for which the fund has not taken delivery as of January 31, 2023. |
| 4 | Securities with a value of $1,800,000 have been segregated as collateral for open forward currency contracts and over-the-counter swap contracts. |
| 5 | Securities with a value of $491,000 have been segregated as initial margin for open futures contracts. |
| 6 | Securities with a value of $187,000 have been segregated as initial margin for open centrally cleared swap contracts. |
| 7 | Security exempt from registration under Rule 144A of the Securities Act of 1933. Such securities may be sold in transactions exempt from registration, normally to qualified institutional buyers. At January 31, 2023, the aggregate value was $26,757,000, representing 9.3% of net assets. |
| 8 | Face amount denominated in Australian dollars. |
| 9 | Variable-rate security; rate shown is effective rate at period end. Certain variable-rate securities are not based on a published reference rate and spread but are determined by the issuer or agent based on current market conditions. |
| 10 | Face amount denominated in euro. |
| 11 | Face amount denominated in Canadian dollars. |
| 12 | Face amount denominated in British pounds. |
| 13 | Face amount denominated in Swiss francs. |
| 14 | Guaranteed by the Federal Republic of Germany. |
| 15 | Face amount denominated in Mexican pesos. |
| 16 | Affiliated money market fund available only to Vanguard funds and certain trusts and accounts managed by Vanguard. Rate shown is the 7-day yield. |

---

---

| |
|:---|
| 1M—1-month. |
| 3M—3-month. |
| BNPSW—BNP Paribas. |
| DAC—Designated Activity Company. |
| GSB—Goldman Sachs Bank USA. |
| LIBOR—London Interbank Offered Rate. |
| MSCS—Morgan Stanley Capital Services LLC. |
| TSFR1M—CME Term Secured Overnight Financing Rate 1-Month. |
| TSFR3M—CME Term Secured Overnight Financing Rate 3-Month. |
| UMBS—Uniform Mortgage-Backed Securities. |
| USD—U.S. dollar. |

---

------

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

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Futures Contracts | Futures Contracts | Futures Contracts | Futures Contracts | Futures Contracts |
|  |  |  | ($000) | ($000) |
|  | Expiration | Number of<br> Long (Short)<br> Contracts | Notional<br> Amount | &nbsp;&nbsp;Value and<br> Unrealized<br> Appreciation<br> (Depreciation) |
| Long Futures Contracts | Long Futures Contracts | Long Futures Contracts | Long Futures Contracts | Long Futures Contracts |
| 10-Year Government of Canada Bond | March 2023 | &nbsp;&nbsp;&nbsp;17 | &nbsp;&nbsp;1613 | &nbsp;&nbsp;&nbsp;17 |
| 10-Year U.S. Treasury Note | March 2023 | &nbsp;&nbsp;46 | &nbsp;&nbsp;5268 | &nbsp;&nbsp;&nbsp;&nbsp;(8) |
| 5-Year Government of Canada Bond | March 2023 | &nbsp;&nbsp;31 | &nbsp;&nbsp;2636 | &nbsp;&nbsp;&nbsp;25 |
| Euro-Bund | March 2023 | &nbsp;&nbsp;38 | &nbsp;&nbsp;5652 | &nbsp;&nbsp;(44) |
| Euro-Buxl | March 2023 | &nbsp;&nbsp;&nbsp;&nbsp;4 | &nbsp;&nbsp;&nbsp;&nbsp;626 | &nbsp;&nbsp;(11) |
| Euro-Schatz | March 2023 | &nbsp;&nbsp;62 | &nbsp;&nbsp;&nbsp;7128 | &nbsp;&nbsp;&nbsp;&nbsp;(2) |
| Ultra Long U.S. Treasury Bond | March 2023 | &nbsp;&nbsp;&nbsp;&nbsp;7 | &nbsp;&nbsp;&nbsp;&nbsp;992 | &nbsp;&nbsp;(12) |
|  |  |  |  | &nbsp;&nbsp;(35) |
| Short Futures Contracts | Short Futures Contracts | Short Futures Contracts | Short Futures Contracts | Short Futures Contracts |
| 2-Year U.S. Treasury Note | March 2023 | (27) | (5553) | &nbsp;&nbsp;&nbsp;&nbsp;2 |
| AUD 10-Year Treasury Bond | March 2023 | &nbsp;&nbsp;&nbsp;(4) | &nbsp;&nbsp;&nbsp;&nbsp;(340) | &nbsp;&nbsp;&nbsp;&nbsp;5 |
| Euro-Bobl | March 2023 | (62) | &nbsp;&nbsp;(7906) | &nbsp;&nbsp;&nbsp;29 |
| Euro-BTP | March 2023 | &nbsp;&nbsp;&nbsp;(7) | &nbsp;&nbsp;&nbsp;&nbsp;(869) | &nbsp;&nbsp;&nbsp;&nbsp;2 |
| Long Gilt | March 2023 | &nbsp;&nbsp;&nbsp;(5) | &nbsp;&nbsp;&nbsp;&nbsp;(644) | &nbsp;&nbsp;&nbsp;&nbsp;(3) |
| Long U.S. Treasury Bond | March 2023 | &nbsp;&nbsp;(18) | (2338) | &nbsp;&nbsp;(10) |
| Ultra 10-Year U.S. Treasury Note | March 2023 | (66) | &nbsp;&nbsp;(7999) | &nbsp;&nbsp;(15) |
|  |  |  |  | &nbsp;&nbsp;&nbsp;10 |
|  |  |  |  | &nbsp;&nbsp;(25) |

---

------

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| Forward Currency Contracts | Forward Currency Contracts | Forward Currency Contracts | Forward Currency Contracts | Forward Currency Contracts | Forward Currency Contracts | Forward Currency Contracts | Forward Currency Contracts |
|  | Contract<br> Settlement<br> Date | &nbsp;&nbsp;&nbsp;Contract Amount (000) | &nbsp;&nbsp;&nbsp;Contract Amount (000) | &nbsp;&nbsp;&nbsp;Contract Amount (000) | &nbsp;&nbsp;&nbsp;Contract Amount (000) | &nbsp;&nbsp;&nbsp;Unrealized<br> Appreciation<br> ($000) | &nbsp;&nbsp;&nbsp;Unrealized<br> (Depreciation)<br> ($000) |
| Counterparty | Contract<br> Settlement<br> Date |  | &nbsp;&nbsp;&nbsp;Receive |  | &nbsp;&nbsp;&nbsp;Deliver | &nbsp;&nbsp;&nbsp;Unrealized<br> Appreciation<br> ($000) | &nbsp;&nbsp;&nbsp;Unrealized<br> (Depreciation)<br> ($000) |
| Bank of America, N.A. | &nbsp;&nbsp;2/2/23 | &nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp;&nbsp;&nbsp;5578 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;3945 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(8) |
| Morgan Stanley Capital Services LLC | &nbsp;&nbsp;2/2/23 | &nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp;&nbsp;&nbsp;4180 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;3133 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Bank of America, N.A. | &nbsp;&nbsp;2/2/23 | &nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;103 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| State Street Bank & Trust Co. | &nbsp;&nbsp;2/2/23 | &nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| HSBC Bank plc | &nbsp;&nbsp;2/2/23 | &nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Citibank, N.A. | &nbsp;&nbsp;2/2/23 | &nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Morgan Stanley Capital Services LLC | &nbsp;&nbsp;2/2/23 | &nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;260 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;281 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| State Street Bank & Trust Co. | &nbsp;&nbsp;2/2/23 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;60951 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;66367 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(104) |
| State Street Bank & Trust Co. | &nbsp;&nbsp;2/2/23 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;4123 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;4408 | &nbsp;&nbsp;&nbsp;&nbsp;74 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Bank of America, N.A. | &nbsp;&nbsp;2/2/23 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;3815 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;4122 | &nbsp;&nbsp;&nbsp;&nbsp;25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Standard Chartered Bank | &nbsp;&nbsp;2/2/23 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;2106 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;2278 | &nbsp;&nbsp;&nbsp;&nbsp;11 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| HSBC Bank plc | &nbsp;&nbsp;2/2/23 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;1525 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;1660 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1) |
| Standard Chartered Bank | 3/15/23 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;661 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;720 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| JPMorgan Chase Bank, N.A. | &nbsp;&nbsp;2/2/23 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;245 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;258 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Credit Agricole CIB | &nbsp;&nbsp;2/2/23 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;215 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;227 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| HSBC Bank plc | &nbsp;&nbsp;2/2/23 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;108 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;117 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| State Street Bank & Trust Co. | &nbsp;&nbsp;2/2/23 | &nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;19684 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;24364 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(97) |
| HSBC Bank plc | &nbsp;&nbsp;2/2/23 | &nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;340 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;417 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| State Street Bank & Trust Co. | &nbsp;&nbsp;2/2/23 | &nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;269 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Bank of America, N.A. | &nbsp;&nbsp;2/2/23 | &nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;139 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;166 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| UBS AG | &nbsp;&nbsp;2/2/23 | &nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| JPMorgan Chase Bank, N.A. | &nbsp;&nbsp;2/2/23 | &nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Toronto-Dominion Bank | &nbsp;&nbsp;2/2/23 | &nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;&nbsp;1817 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| HSBC Bank plc | &nbsp;&nbsp;3/2/23 | &nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;&nbsp;1817 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| HSBC Bank plc | &nbsp;&nbsp;2/2/23 | &nbsp;&nbsp;&nbsp;MXN | &nbsp;&nbsp;&nbsp;38259 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;2038 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(6) |
| Morgan Stanley Capital Services LLC | &nbsp;&nbsp;3/2/23 | &nbsp;&nbsp;&nbsp;NZD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Citibank, N.A. | &nbsp;&nbsp;2/2/23 | &nbsp;&nbsp;&nbsp;SEK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Morgan Stanley Capital Services LLC | &nbsp;&nbsp;2/2/23 | &nbsp;&nbsp;&nbsp;ZAR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Goldman Sachs Bank USA | &nbsp;&nbsp;3/2/23 | &nbsp;&nbsp;&nbsp;ZAR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Bank of America, N.A. | &nbsp;&nbsp;3/2/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;4004 | &nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp;&nbsp;&nbsp;5654 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Standard Chartered Bank | &nbsp;&nbsp;2/2/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;3754 | &nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp;&nbsp;&nbsp;5562 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(172) |
| UBS AG | &nbsp;&nbsp;2/2/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11 | &nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| State Street Bank & Trust Co. | &nbsp;&nbsp;3/2/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7 | &nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Bank of America, N.A. | &nbsp;&nbsp;2/2/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;3164 | &nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp;&nbsp;&nbsp;4294 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(62) |
| Morgan Stanley Capital Services LLC | &nbsp;&nbsp;3/2/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;3134 | &nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp;&nbsp;&nbsp;4180 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(8) |
| Morgan Stanley Capital Services LLC | &nbsp;&nbsp;3/2/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54 | &nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Toronto-Dominion Bank | &nbsp;&nbsp;2/2/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44 | &nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1) |
| Morgan Stanley Capital Services LLC | &nbsp;&nbsp;2/2/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37 | &nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Bank of America, N.A. | &nbsp;&nbsp;3/2/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13 | &nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |

---

------

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| Forward Currency Contracts (continued) | Forward Currency Contracts (continued) | Forward Currency Contracts (continued) | Forward Currency Contracts (continued) | Forward Currency Contracts (continued) | Forward Currency Contracts (continued) | Forward Currency Contracts (continued) | Forward Currency Contracts (continued) |
|  | Contract<br> Settlement<br> Date | &nbsp;&nbsp;&nbsp;Contract Amount (000) | &nbsp;&nbsp;&nbsp;Contract Amount (000) | &nbsp;&nbsp;&nbsp;Contract Amount (000) | &nbsp;&nbsp;&nbsp;Contract Amount (000) | &nbsp;&nbsp;&nbsp;Unrealized<br> Appreciation<br> ($000) | &nbsp;&nbsp;&nbsp;Unrealized<br> (Depreciation)<br> ($000) |
| Counterparty | Contract<br> Settlement<br> Date |  | &nbsp;&nbsp;&nbsp;Receive |  | &nbsp;&nbsp;&nbsp;Deliver | &nbsp;&nbsp;&nbsp;Unrealized<br> Appreciation<br> ($000) | &nbsp;&nbsp;&nbsp;Unrealized<br> (Depreciation)<br> ($000) |
| State Street Bank & Trust Co. | &nbsp;&nbsp;3/2/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9 | &nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Morgan Stanley Capital Services LLC | &nbsp;&nbsp;2/2/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;282 | &nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;260 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1) |
| Morgan Stanley Capital Services LLC | &nbsp;&nbsp;3/2/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;282 | &nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;260 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2) |
| HSBC Bank plc | &nbsp;&nbsp;2/2/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;68377 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;64011 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(1212) |
| State Street Bank & Trust Co. | &nbsp;&nbsp;3/2/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;66015 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;60516 | &nbsp;&nbsp;&nbsp;112 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| State Street Bank & Trust Co. | &nbsp;&nbsp;2/2/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;7454 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;6916 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(64) |
| Barclays Bank plc | &nbsp;&nbsp;3/2/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;1290 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;1184 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| UBS AG | &nbsp;&nbsp;2/2/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;1233 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;1159 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(27) |
| Morgan Stanley Capital Services LLC | &nbsp;&nbsp;3/2/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;1218 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;1120 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1) |
| State Street Bank & Trust Co. | &nbsp;&nbsp;3/2/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;982 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;902 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1) |
| Bank of America, N.A. | &nbsp;&nbsp;2/2/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;668 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;617 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4) |
| Morgan Stanley Capital Services LLC | &nbsp;&nbsp;2/2/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;417 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;386 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2) |
| State Street Bank & Trust Co. | &nbsp;&nbsp;3/2/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;24049 | &nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;19417 | &nbsp;&nbsp;&nbsp;&nbsp;97 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| State Street Bank & Trust Co. | &nbsp;&nbsp;2/2/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;23803 | &nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;19742 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(537) |
| Bank of America, N.A. | &nbsp;&nbsp;2/2/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;390 | &nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;322 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(8) |
| Standard Chartered Bank | &nbsp;&nbsp;3/2/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;389 | &nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;315 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Morgan Stanley Capital Services LLC | &nbsp;&nbsp;2/2/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;305 | &nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;254 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(9) |
| HSBC Bank plc | &nbsp;&nbsp;2/2/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;237 | &nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;194 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3) |
| HSBC Bank plc | &nbsp;&nbsp;2/2/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14 | &nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;&nbsp;1817 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Citibank, N.A. | &nbsp;&nbsp;3/2/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13 | &nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;&nbsp;1703 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| HSBC Bank plc | &nbsp;&nbsp;3/2/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;2028 | &nbsp;&nbsp;&nbsp;MXN | &nbsp;&nbsp;&nbsp;38259 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Morgan Stanley Capital Services LLC | &nbsp;&nbsp;2/2/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;1967 | &nbsp;&nbsp;&nbsp;MXN | &nbsp;&nbsp;&nbsp;38259 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(65) |
| HSBC Bank plc | &nbsp;&nbsp;2/2/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 | &nbsp;&nbsp;&nbsp;SEK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Citibank, N.A. | &nbsp;&nbsp;3/2/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 | &nbsp;&nbsp;&nbsp;SEK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Goldman Sachs Bank USA | &nbsp;&nbsp;2/2/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;ZAR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
|  |  |  |  |  |  | &nbsp;&nbsp;&nbsp;379 | &nbsp;&nbsp;&nbsp;(2395) |

---

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

---

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| Centrally Cleared Credit Default Swaps | Centrally Cleared Credit Default Swaps | Centrally Cleared Credit Default Swaps | Centrally Cleared Credit Default Swaps | Centrally Cleared Credit Default Swaps | Centrally Cleared Credit Default Swaps | Centrally Cleared Credit Default Swaps |
| Reference Entity | Termination<br> Date |  | &nbsp;&nbsp;&nbsp;Notional<br> Amount<br> (000) | &nbsp;&nbsp;&nbsp;Periodic<br> Premium<br> Received<br> (Paid)<sup>1</sup><br> (%) | &nbsp;&nbsp;&nbsp;Value<br> ($000) | &nbsp;&nbsp;&nbsp;Unrealized<br> Appreciation<br> (Depreciation)<br> ($000) |
| Credit Protection Sold | Credit Protection Sold |  |  |  |  |  |
| CDX-NA-IG-S39-V1 | 12/20/27 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;1.000 | &nbsp;&nbsp;&nbsp;&nbsp;95 | &nbsp;&nbsp;&nbsp;&nbsp;42 |
| Credit Protection Purchased | Credit Protection Purchased |  |  |  |  |  |
| CDX-NA-HY-S39-V1 | 12/20/27 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;1400 | &nbsp;&nbsp;&nbsp;(5.000) | &nbsp;&nbsp;&nbsp;(45) | &nbsp;&nbsp;&nbsp;&nbsp;(8) |
| iTraxx Europe-S38-V1 | 12/20/27 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;5200 | &nbsp;&nbsp;&nbsp;(1.000) | &nbsp;&nbsp;&nbsp;(59) | &nbsp;&nbsp;&nbsp;(11) |
|  |  |  |  |  |  | &nbsp;&nbsp;&nbsp;(19) |
|  |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;23 |

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

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| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Over-the-Counter Credit Default Swaps | Over-the-Counter Credit Default Swaps | Over-the-Counter Credit Default Swaps | Over-the-Counter Credit Default Swaps | Over-the-Counter Credit Default Swaps | Over-the-Counter Credit Default Swaps | Over-the-Counter Credit Default Swaps | Over-the-Counter Credit Default Swaps | Over-the-Counter Credit Default Swaps |
| Reference<br> Entity | Termination<br> Date | Counterparty | Notional<br> Amount<br> ($000) | Periodic<br> Premium<br> Received<br> (Paid)<sup>1</sup><br> (%) | Value<br> ($000) | Remaining<br> Up-Front<br> Premium<br> Paid<br> (Received)<br> ($000) | Unrealized<br> Appreciation<br> ($000) | Unrealized<br> (Depreciation)<br> ($000) |
| Credit Protection Sold/Moody's Rating | Credit Protection Sold/Moody's Rating | Credit Protection Sold/Moody's Rating |  |  |  |  |  |  |
| AT&T Inc./Baa2 | 12/20/23 | BARC | &nbsp;&nbsp;&nbsp;&nbsp;640 | &nbsp;&nbsp;1.000 | &nbsp;&nbsp;&nbsp;&nbsp;3 | &nbsp;&nbsp;&nbsp;&nbsp;3 | &nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;— |
| AT&T Inc./Baa2 | 12/20/23 | BARC | &nbsp;&nbsp;&nbsp;&nbsp;160 | &nbsp;&nbsp;1.000 | &nbsp;&nbsp;&nbsp;&nbsp;1 | &nbsp;&nbsp;&nbsp;&nbsp;1 | &nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;— |
| Credit Suisse Group Finance Guernsey Ltd./Baa2 | &nbsp;&nbsp;6/20/27 | JPMC | &nbsp;&nbsp;&nbsp;500<sup>2</sup> | &nbsp;&nbsp;1.000 | (35) | &nbsp;&nbsp;&nbsp;(5) | &nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(30) |
| Federation of Malaysia/A3 | 12/20/27 | MSCS | &nbsp;&nbsp;&nbsp;&nbsp;950 | &nbsp;&nbsp;1.000 | (69) | &nbsp;&nbsp;&nbsp;(6) | &nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(63) |
| Republic of Indonesia/Baa2 | 12/20/27 | GSI | 1200 | &nbsp;&nbsp;1.000 | &nbsp;&nbsp;&nbsp;&nbsp;8 | (27) | 35 | &nbsp;&nbsp;&nbsp;&nbsp;— |
|  |  |  |  |  | (92) | (34) | 35 | &nbsp;&nbsp;&nbsp;(93) |
| Credit Protection Purchased | Credit Protection Purchased | Credit Protection Purchased |  |  |  |  |  |  |
| Republic of Colombia | &nbsp;&nbsp;6/20/27 | BARC | &nbsp;&nbsp;&nbsp;&nbsp;520 | (1.000) | &nbsp;&nbsp;28 | &nbsp;&nbsp;38 | &nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(10) |
| Republic of Colombia | &nbsp;&nbsp;6/20/27 | BARC | &nbsp;&nbsp;&nbsp;&nbsp;450 | (1.000) | &nbsp;&nbsp;24 | &nbsp;&nbsp;33 | &nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(9) |
|  |  |  |  |  | &nbsp;&nbsp;52 | &nbsp;&nbsp;71 | &nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(19) |
|  |  |  |  |  | (40) | &nbsp;&nbsp;37 | 35 | (112) |

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---

| |
|:---|
| 1 Periodic premium received/paid quarterly. |
| 2 Notional amount denominated in euro. |
| BARC—Barclays Bank plc. |
| GSI—Goldman Sachs International. |
| JPMC—JPMorgan Chase Bank, N.A. |
| MSCS—Morgan Stanley Capital Services LLC. |

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

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At January 31, 2023, the counterparties had deposited in segregated accounts securities with a value of $92,000 in connection with open forward currency contracts and over-the-counter swap contracts.

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| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| Centrally Cleared Interest Rate Swaps | Centrally Cleared Interest Rate Swaps | Centrally Cleared Interest Rate Swaps | Centrally Cleared Interest Rate Swaps | Centrally Cleared Interest Rate Swaps | Centrally Cleared Interest Rate Swaps | Centrally Cleared Interest Rate Swaps |
| Termination Date | Future<br> Effective<br> Date | &nbsp;&nbsp;&nbsp;Notional<br> Amount<br> (000)<sup>1</sup> | &nbsp;&nbsp;&nbsp;Interest<br> Rate<br> Received<sup>2</sup><br> (%) | &nbsp;&nbsp;&nbsp;Interest<br> Rate<br> (Paid)<sup>3</sup><br> (%) | &nbsp;&nbsp;&nbsp;Value<br> ($000) | &nbsp;&nbsp;&nbsp;Unrealized<br> Appreciation<br> (Depreciation)<br> ($000) |
| 12/21/24 | N/A | &nbsp;&nbsp;&nbsp;2350 | &nbsp;&nbsp;&nbsp;3.430 | &nbsp;&nbsp;&nbsp;(4.274) | &nbsp;&nbsp;&nbsp;(13) | &nbsp;&nbsp;&nbsp;(13) |

---

---

| |
|:---|
| 1 Notional amount denominated in British pound. |
| 2 Based on 1-Day Sterling Overnight Index Average Rate (SONIA) as of the most recent payment date. Interest payment received/paid annually. |
| 3 Interest payment received/paid annually. |

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A. Security Valuation: Securities are valued as of the close of trading on the New York Stock Exchange (generally 4 p.m., Eastern time) on the valuation date. Bonds and temporary cash investments are valued using the latest bid prices or using valuations based on a matrix system (which considers such factors as security prices, yields, maturities, and ratings), both as furnished by independent pricing services. Structured debt securities, including mortgages and asset-backed securities, are valued using the latest bid prices or using valuations based on a matrix system that considers such factors as issuer, tranche, nominal or option-adjusted spreads, weighted average coupon, weighted average maturity, credit enhancements, and collateral, as furnished by independent pricing services. Investments in Vanguard Market Liquidity Fund are valued at that fund's net asset value. Securities for which market quotations are not readily available, or whose values have been affected by events occurring before the fund's pricing time but after the close of the securities' primary markets, are valued by methods deemed by the valuation designee to represent fair value and subject to oversight by the board of trustees. These procedures include obtaining quotations from an independent pricing service, monitoring news to identify significant market- or security-specific events, and evaluating changes in the values of foreign market proxies (for example, ADRs, futures contracts, or exchange-traded funds), between the time the foreign markets close and the fund's pricing time.

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

C. To Be Announced (TBA) Transactions: A TBA transaction is an agreement to buy or sell mortgage-backed securities with agreed-upon characteristics (face amount, coupon, maturity) for settlement at a future date. The fund may be a seller of TBA transactions to reduce its exposure to the mortgage-backed securities market or in order to sell mortgage-backed securities it owns under delayed-delivery arrangements. When the fund is a buyer of TBA transactions, it maintains cash or short-term investments in an amount sufficient to meet the purchase price at the settlement date of the TBA transaction. The primary risk associated with TBA transactions is that a counterparty may default on its obligations. The fund mitigates its counterparty risk by, among other things, performing a credit analysis of counterparties, allocating transactions among numerous counterparties, and monitoring its exposure to each counterparty. The fund may also enter into a Master Securities Forward Transaction Agreement (MSFTA) with certain counterparties and require them to transfer collateral as security for their performance. In the absence of a default, the collateral pledged or received by the fund cannot be repledged, resold, or rehypothecated. Under an MSFTA, upon a counterparty default (including bankruptcy), the fund may terminate any TBA transactions with that counterparty, determine the net amount owed by either party in accordance with its MSFTA, and sell or retain any collateral held up to the net amount owed to the fund under the MSFTA.

D. Mortgage Dollar Rolls: The fund enters into mortgage-dollar-roll transactions, in which the fund sells mortgage-backed securities to a dealer and simultaneously agrees to purchase similar securities in the future at a predetermined price. The proceeds of the securities sold in mortgage-dollar-roll transactions are typically invested in high-quality short-term fixed income securities. The fund forgoes principal and interest paid on the securities sold, and is compensated by interest earned on the proceeds of the sale and by a lower price on the securities to be repurchased. The fund also enters into mortgage-dollar-roll transactions in which the fund buys mortgage-backed securities from a dealer pursuant to a TBA transaction and simultaneously agrees to sell similar securities in the future at a predetermined price. The securities bought in mortgage-dollar-roll transactions are used to cover an open TBA sell position. The fund continues to earn interest on mortgage-backed security pools already held and receives a lower price on the

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securities to be sold in the future. The fund accounts for mortgage-dollar-roll transactions as purchases and sales; as such, these transactions may increase the fund's portfolio turnover rate. Amounts to be received or paid in connection with open mortgage dollar rolls are included in Receivables for Investment Securities Sold or Payables for Investment Securities Purchased.

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

F. Swaptions: The fund invests in options on swaps, which are transacted over-the-counter (OTC) and not on an exchange. The fund enters into swaptions to adjust the fund's sensitivity to interest rates or to adjust its exposure to the underlying investments. The fund may purchase a swaption from a counterparty whereby the fund has the right to enter into a swap in which the fund will pay either a fixed percentage rate or a floating rate, which is reset periodically based on short-term interest rates, and receive a different floating rate, each applied to a notional amount. The fund may also sell a swaption to a counterparty whereby the fund grants the counterparty the right to enter into a swap in which the fund will pay a floating rate and receive a fixed rate, each applied to a notional amount. Swaptions also include options that allow an existing swap to be terminated or extended by one of the counterparties. Unlike exchange-traded options, which are standardized with respect to the underlying instrument, expiration date, contract size, and strike price, the terms of OTC options generally are established through negotiation with the other party to the option contract. Although this type of arrangement allows the purchaser or writer greater flexibility to tailor an option to its needs, OTC options generally involve greater credit risk than exchange-traded options. Credit risk involves the possibility that a counterparty may default on its obligation to pay net amounts due to the fund. The fund mitigates its counterparty risk by entering into swaptions with a diverse group of prequalified counterparties and monitoring their financial strength.

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

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

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

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

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

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

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

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is cash settled, the seller agrees to pay the buyer the difference between the notional amount and the final price for the relevant debt instrument, as determined either in a market auction or pursuant to a pre-agreed-upon valuation procedure.

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

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

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

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

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

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

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

The following table summarizes the market value of the fund's investments and derivatives as of January 31, 2023, based on the inputs used to value them:

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| | | | | |
|:---|:---|:---|:---|:---|
|  | Level 1<br> ($000) | &nbsp;&nbsp;&nbsp;Level 2<br> ($000) | &nbsp;&nbsp;&nbsp;Level 3<br> ($000) | &nbsp;&nbsp;&nbsp;Total<br> ($000) |
| **Investments** |  |  |  |  |
| Assets |  |  |  |  |
| U.S. Government and Agency Obligations | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;21320 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;21320 |
| Asset-Backed/Commercial Mortgage-Backed Securities | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;813 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;813 |
| Corporate Bonds | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;220642 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;220642 |
| Floating Rate Loan Interests | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;162 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;162 |
| Sovereign Bonds | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;50472 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;50472 |
| Taxable Municipal Bonds | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;304 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;304 |
| Temporary Cash Investments | 836 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;836 |
| Options Purchased | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6 |
| Total | 836 | &nbsp;&nbsp;&nbsp;293719 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;294555 |
| **Derivative Financial Instruments** |  |  |  |  |
| Assets |  |  |  |  |
| Futures Contracts<sup>1</sup> | &nbsp;&nbsp;&nbsp;80 | &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;80 |
| Forward Currency Contracts | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;379 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;379 |
| Swap Contracts | &nbsp;&nbsp;42<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77 |
| Total | &nbsp;&nbsp;122 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;414 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;536 |
| Liabilities |  |  |  |  |
| Futures Contracts<sup>1</sup> | &nbsp;&nbsp;105 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;105 |
| Forward Currency Contracts | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2395 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2395 |
| Swap Contracts | &nbsp;&nbsp;32<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;112 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144 |
| Total | &nbsp;&nbsp;137 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2507 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2644 |

---

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Malvern

  - **State:** PA

  - **Foreign country:** US

  - **Zip / Postal Code:** 19355

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

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

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

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

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

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

- **a. Date of fiscal year-end:** 2023-10-31

- **b. Date as of which information is reported:** 2023-01-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $312408233.24

**Total Liabilities:** $24363647.86

**Net Assets:** $288044585.38

**Delayed Delivery Securities:** $17359833.98

**Cash Not Reported:** $1464843.11

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -634.42402703 | **1-Year:** -12886.45124605 | **5-Year:** -51597.38628632 | **10-Year:** -64222.94214696 | **30-Year:** -34821.21868201

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

- **3-Month:** -24.36616634 | **1-Year:** -495.12692888 | **5-Year:** -2373.72011172 | **10-Year:** -2276.65934877 | **30-Year:** -1119.07491297

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000205452 | 4.26%                | -1.08%               | 3.62%                |
| Class ID C000205451 | 4.20%                | -1.00%               | 3.51%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-1937148.38             | $16650275.93                               |
| Month 2  | $-1357045.17             | $-596377.73                                |
| Month 3  | $-1407850.11             | $11830751.06                               |

**Designated Index Information**

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

- **Index Identifier:** H03434US

### Schedule of Portfolio Investments

| Name                                                                            | Title                              | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Morgan Stanley                                                                  | MORGAN STANLEY                     | CUSIP: N/A<br>LEI: IGJSJL3JD5P30I6NJZ34       | Long             | DBT              | CORP              | US        |    500000 | PA      | $447219.48    | 0.16%             | 2029-10-26      | Variable      | 0.49%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                | T-MOBILE USA INC                   | CUSIP: 87264ABY0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    255000 | PA      | $183596.90    | 0.06%             | 2060-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                | VIACOM INC                         | CUSIP: 925524AX8<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    136000 | PA      | $139328.25    | 0.05%             | 2036-04-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                    | BARCLAYS PLC                       | CUSIP: 06738ECE3<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    220000 | PA      | $247826.13    | 0.09%             | 2033-11-02      | Variable      | 7.44%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                                         | CENTERPOINT HOUS                   | CUSIP: 15189XAV0<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |     30000 | PA      | $25820.79     | 0.01%             | 2031-04-01      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                    | CUSIP: 91282CEY3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2200000 | PA      | $2148093.64   | 0.75%             | 2025-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE                     | CUSIP: 46647PDG8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    140000 | PA      | $139975.87    | 0.05%             | 2028-07-25      | Variable      | 4.85%                 | No            |                  2 | On Loan: No      |
| Petroleos del Peru SA                                                           | PETROLEOS DEL PE                   | CUSIP: N/A<br>LEI: 549300ZMGDLC9JT2OR80       | Long             | DBT              | CORP              | PE        |    650000 | PA      | $431925.00    | 0.15%             | 2047-06-19      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                    | ENBRIDGE INC                       | CUSIP: 29250NAZ8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     42000 | PA      | $38013.16     | 0.01%             | 2029-11-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp                                                           | TENET HEALTHCARE                   | CUSIP: 88033GCZ1<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38950.84     | 0.01%             | 2026-01-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Utmost Group PLC                                                                | UTMOST GRP                         | CUSIP: N/A<br>LEI: 2138004N53RFLL6JDQ41       | Long             | DBT              | CORP              | GB        |    196000 | PA      | $181369.83    | 0.06%             | 2031-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMER CRP                   | CUSIP: 06051GKW8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    140000 | PA      | $140351.16    | 0.05%             | 2028-07-22      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                                        | CELANESE US HLDS                   | CUSIP: 15089QAR5<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55320.59     | 0.02%             | 2024-07-05      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Alleghany Corp                                                                  | ALLEGHANY CORP                     | CUSIP: 017175AE0<br>LEI: 549300DCJE6AYX159479 | Long             | DBT              | CORP              | US        |    250000 | PA      | $237412.68    | 0.08%             | 2030-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Teledyne Technologies Inc                                                       | TELEDYNE TECH                      | CUSIP: 879360AE5<br>LEI: 549300VSMO9KYQWDND94 | Long             | DBT              | CORP              | US        |    240000 | PA      | $203929.68    | 0.07%             | 2031-04-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd                                                     | ROYAL CARIBBEAN                    | CUSIP: 780153AZ5<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |      3000 | PA      | $3218.89      | 0.00%             | 2025-06-01      | Fixed         | 11.50%                | Yes           |                  2 | On Loan: No      |
| Endeavor Energy Resources LP / EER Finance Inc                                  | ENDEAVOR ENERGY                    | CUSIP: 29260FAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $14815.84     | 0.01%             | 2028-01-30      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| SVB Financial Group                                                             | SVB FINANCIAL GR                   | CUSIP: 78486QAH4<br>LEI: 549300D2KJ20JMXE7542 | Long             | DBT              | CORP              | US        |    230000 | PA      | $196563.48    | 0.07%             | 2028-05-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Performance Food Group Inc                                                      | PERFORMANCE FOOD                   | CUSIP: 71376LAD2<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10073.79     | 0.00%             | 2025-05-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| ONEOK Inc                                                                       | ONEOK INC                          | CUSIP: 682680AS2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96217.90     | 0.03%             | 2027-07-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                 | CVS HEALTH CORP                    | CUSIP: 126650CY4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    259000 | PA      | $247892.18    | 0.09%             | 2038-03-25      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                    | COMCAST CORP                       | CUSIP: 20030NDA6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    275000 | PA      | $245756.67    | 0.09%             | 2030-02-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | USD/ZAR FWD 20230202               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $0.09         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                                | ALTRIA GROUP INC                   | CUSIP: 02209SBC6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    101000 | PA      | $100566.60    | 0.03%             | 2026-02-14      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                          | UNITEDHEALTH GRP                   | CUSIP: 91324PDY5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    100000 | PA      | $77271.68     | 0.03%             | 2040-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20230202               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-2901.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ITC Holdings Corp                                                               | ITC HOLDINGS COR                   | CUSIP: 465685AP0<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |    320000 | PA      | $303379.32    | 0.11%             | 2027-11-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| CubeSmart LP                                                                    | CUBESMART LP                       | CUSIP: 22966RAH9<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              | CORP              | US        |    225000 | PA      | $193431.74    | 0.07%             | 2028-12-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                                              | VODAFONE GROUP                     | CUSIP: N/A<br>LEI: 213800TB53ELEUKM7Q61       | Long             | DBT              | CORP              | GB        |    500000 | PA      | $439864.15    | 0.15%             | 2039-05-24      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp                                                           | TENET HEALTHCARE                   | CUSIP: 88033GCX6<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9800.18      | 0.00%             | 2027-02-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Albemarle Corp                                                                  | ALBEMARLE CORP                     | CUSIP: 012653AD3<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49731.93     | 0.02%             | 2027-06-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                       | DUKE ENERGY CAR                    | CUSIP: 26442CAH7<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20881.04     | 0.01%             | 2040-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20230202               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $379.27       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VMware Inc                                                                      | VMWARE INC                         | CUSIP: 928563AK1<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    190000 | PA      | $160215.12    | 0.06%             | 2028-08-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                             | PETROLEOS MEXICA                   | CUSIP: 71654QCC4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   1452000 | PA      | $1008792.48   | 0.35%             | 2047-09-21      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                        | FLORIDA PWR & LT                   | CUSIP: 341081EQ6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    165000 | PA      | $180478.02    | 0.06%             | 2034-04-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                    | COMCAST CORP                       | CUSIP: 20030NDZ1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    120000 | PA      | $122609.07    | 0.04%             | 2025-11-07      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| 1011778 BC ULC / New Red Finance Inc                                            | 1011778 BC ULC /                   | CUSIP: 68245XAH2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      7000 | PA      | $6398.03      | 0.00%             | 2028-01-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Zoetis Inc                                                                      | ZOETIS INC                         | CUSIP: 98978VAV5<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    220000 | PA      | $236803.87    | 0.08%             | 2032-11-16      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| American Airlines Inc/AAdvantage Loyalty IP Ltd                                 | AMERICAN AIRLINE                   | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |     60000 | PA      | $58085.10     | 0.02%             | 2029-04-20      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Pfizer Inc                                                                      | PFIZER INC                         | CUSIP: 717081FB4<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |     30000 | PA      | $25081.59     | 0.01%             | 2031-08-18      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                      | ABBVIE INC                         | CUSIP: 00287YAQ2<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     39000 | PA      | $38034.83     | 0.01%             | 2025-05-14      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                                                  | SABHLD 7.375 9/1/2025              | CUSIP: N/A<br>LEI: F2TJC7HPPHLHU1AQMP98       | Long             | DBT              | CORP              | US        |     11000 | PA      | $10869.56     | 0.00%             | 2025-09-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital | CHARTER COMM OPT                   | CUSIP: 161175CE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    330000 | PA      | $229059.75    | 0.08%             | 2042-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                            | UNITED MEXICAN                     | CUSIP: 91087BAM2<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    200000 | PA      | $168167.78    | 0.06%             | 2031-05-24      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                    | BROADCOM INC                       | CUSIP: 11135FBE0<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     50000 | PA      | $43464.81     | 0.02%             | 2028-02-15      | Fixed         | 1.95%                 | Yes           |                  2 | On Loan: No      |
| RPM International Inc                                                           | RPM INTL INC                       | CUSIP: 749685AX1<br>LEI: 549300TJCKW4BRXPJ474 | Long             | DBT              | CORP              | US        |    115000 | PA      | $109333.84    | 0.04%             | 2029-03-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Sabine Pass Liquefaction LLC                                                    | SABINE PASS LIQU                   | CUSIP: 785592AV8<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    110000 | PA      | $112519.35    | 0.04%             | 2026-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Target Corp                                                                     | TARGET CORP                        | CUSIP: 87612EBQ8<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50007.24     | 0.02%             | 2033-01-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                               | NATWEST GROUP                      | CUSIP: 780097BP5<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    225000 | PA      | $207939.70    | 0.07%             | 2028-05-22      | Variable      | 3.07%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                 | PHILIP MORRIS IN                   | CUSIP: 718172CT4<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    365000 | PA      | $367648.74    | 0.13%             | 2024-11-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE                     | CUSIP: 46647PDA1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    270000 | PA      | $264098.98    | 0.09%             | 2028-04-26      | Variable      | 4.32%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                              | UNION PAC CORP                     | CUSIP: 907818FK9<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    270000 | PA      | $210481.09    | 0.07%             | 2050-02-05      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fox Corp                                                                        | FOX CORP                           | CUSIP: 35137LAJ4<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |    150000 | PA      | $145321.27    | 0.05%             | 2039-01-25      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                        | FORD MOTOR CRED                    | CUSIP: 345397B36<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8730.08      | 0.00%             | 2030-11-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | CAD/USD FWD 20230202               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $98.24        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SK Hynix Inc                                                                    | SK HYNIX INC                       | CUSIP: 78392BAE7<br>LEI: 988400XAIK6XISWQV045 | Long             | DBT              | CORP              | KR        |    705000 | PA      | $716209.63    | 0.25%             | 2028-01-17      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Southern California Gas Co                                                      | SOUTHERN CAL GAS                   | CUSIP: 842434CU4<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    330000 | PA      | $289416.74    | 0.10%             | 2030-02-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC                                         | VOLKSWAGEN GRP                     | CUSIP: 928668BN1<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    150000 | PA      | $129507.12    | 0.04%             | 2027-11-24      | Fixed         | 1.62%                 | Yes           |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                       | TORONTO DOM BANK                   | CUSIP: 89115A2M3<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    300000 | PA      | $306099.47    | 0.11%             | 2028-01-10      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| EQM Midstream Partners LP                                                       | EQT MIDSTREAM PT                   | CUSIP: 26885BAC4<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13838.41     | 0.00%             | 2028-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                | WELLS FARGO CO                     | CUSIP: 95000U2Z5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46637.74     | 0.02%             | 2053-04-25      | Variable      | 4.61%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                               | EVERSOURCE ENERG                   | CUSIP: 30040WAS7<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    163000 | PA      | $161375.39    | 0.06%             | 2024-06-27      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Ameren Corp                                                                     | AMEREN CORP                        | CUSIP: 023608AJ1<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |    120000 | PA      | $110168.87    | 0.04%             | 2031-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Big River Steel LLC / BRS Finance Corp                                          | BIG RVR STL/FIN                    | CUSIP: 08949LAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     22000 | PA      | $21685.15     | 0.01%             | 2029-01-31      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Sealed Air Corp                                                                 | SEALED AIR CORP                    | CUSIP: 812127AA6<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5046.59      | 0.00%             | 2028-02-01      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Mosaic Co/The                                                                   | MOSAIC CO                          | CUSIP: 61945CAB9<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |     30000 | PA      | $27382.21     | 0.01%             | 2041-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ONEOK Partners LP                                                               | ONEOK PARTNERS                     | CUSIP: 68268NAG8<br>LEI: T4DHW82NMF6BXJT50795 | Long             | DBT              | CORP              | US        |    135000 | PA      | $137293.65    | 0.05%             | 2041-02-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Live Nation Entertainment Inc                                                   | LIVE NATION ENT                    | CUSIP: 538034AV1<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |     31000 | PA      | $31172.59     | 0.01%             | 2027-05-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Home Depot Inc/The                                                              | HOME DEPOT INC                     | CUSIP: 437076BP6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     70000 | PA      | $56880.04     | 0.02%             | 2056-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                                                     | AMERICAN HONDA F                   | CUSIP: 02665WDL2<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     66000 | PA      | $60868.51     | 0.02%             | 2025-07-08      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Scripps Escrow II Inc                                                           | SCRIPPS ESCROW                     | CUSIP: 81105DAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $12099.41     | 0.00%             | 2031-01-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Amgen Inc                                                                       | AMGEN INC                          | CUSIP: 031162DE7<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    135000 | PA      | $122276.80    | 0.04%             | 2032-02-22      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                | WELLS FARGO CO                     | CUSIP: 95000U2F9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47333.73     | 0.02%             | 2027-06-17      | Variable      | 3.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | LONG GILT FUTURE  Mar23            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |        -5 | NC      | $-3204.81     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| American Builders & Contractors Supply Co Inc                                   | ABC SUPPLY CO                      | CUSIP: 024747AG2<br>LEI: 549300H5GQ4C1BEKG397 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8524.92      | 0.00%             | 2029-11-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                       | FNCL 5 2/23                        | CUSIP: 01F050627<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |  -2000000 | PA      | $-2006875.00  | -0.70%            | 2023-02-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                        | AT&T INC                           | CUSIP: 00206RHW5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    140000 | PA      | $136228.84    | 0.05%             | 2027-02-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                       | OCCIDENTAL PETE                    | CUSIP: 674599DF9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15782.59     | 0.01%             | 2036-09-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                    | COMCAST CORP                       | CUSIP: 20030NAY7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     80000 | PA      | $93642.70     | 0.03%             | 2039-07-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                                               | DELL INT / EMC                     | CUSIP: 24703TAG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     28000 | PA      | $28260.29     | 0.01%             | 2029-10-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Finance Corp                                                 | BERKSHIRE HATH                     | CUSIP: 084664DB4<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    250000 | PA      | $215587.11    | 0.07%             | 2052-03-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY                     | CUSIP: 61747YEU5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69366.41     | 0.02%             | 2033-07-20      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                  | ELI LILLY & CO                     | CUSIP: 532457BZ0<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    100000 | PA      | $66786.41     | 0.02%             | 2060-09-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| EQM Midstream Partners LP                                                       | EQM MIDSTREAM PT                   | CUSIP: 26885BAH3<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |     16000 | PA      | $15648.79     | 0.01%             | 2027-07-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMER CRP                   | CUSIP: N/A<br>LEI: 9DJT3UXIJIZJI4WXO774       | Long             | DBT              | CORP              | US        |   1100000 | PA      | $928155.31    | 0.32%             | 2031-10-26      | Variable      | 0.65%                 | No            |                  2 | On Loan: No      |
| MEG Energy Corp                                                                 | MEG ENERGY CORP                    | CUSIP: 552704AF5<br>LEI: 5493002WXPTG5ZC1T326 | Long             | DBT              | CORP              | CA        |      5000 | PA      | $4796.54      | 0.00%             | 2029-02-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Verizon Communications Inc                                                      | VERIZON COMM INC                   | CUSIP: 92343VDR2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    150000 | PA      | $144976.63    | 0.05%             | 2039-03-15      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| RELX Capital Inc                                                                | RELX CAPITAL INC                   | CUSIP: 74949LAD4<br>LEI: 2R15C3RTKJN1RCBOV146 | Long             | DBT              | CORP              | US        |    100000 | PA      | $88717.75     | 0.03%             | 2030-05-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                       | APPLE INC                          | CUSIP: 037833CD0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    196000 | PA      | $176012.76    | 0.06%             | 2046-08-04      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc                     | ANHEUSER-BUSCH                     | CUSIP: 03522AAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $24411.31     | 0.01%             | 2046-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Salesforce Inc                                                                  | SALESFORCE.COM                     | CUSIP: 79466LAK0<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    481000 | PA      | $362984.73    | 0.13%             | 2041-07-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets PLC                                                          | BP CAPITAL PLC                     | CUSIP: N/A<br>LEI: 549300CRVT18MXX0AG93       | Long             | DBT              | CORP              | GB        |   1800000 | PA      | $1724252.17   | 0.60%             | 2027-11-08      | Fixed         | 0.83%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                     | ORACLE CORP                        | CUSIP: 68389XBZ7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    150000 | PA      | $118712.25    | 0.04%             | 2041-03-25      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing Inc                                                           | LEVEL 3 FIN INC                    | CUSIP: 527298BS1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     20000 | PA      | $14878.34     | 0.01%             | 2029-01-15      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| HP Inc                                                                          | HP INC                             | CUSIP: 40434LAK1<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    220000 | PA      | $207649.17    | 0.07%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                    | CUSIP: 91282CFP1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    700000 | PA      | $705468.75    | 0.24%             | 2025-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | GBP/USD FWD 20230202               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-1003.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TransDigm Inc                                                                   | TRANSDIGM INC                      | CUSIP: 893647BE6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     49000 | PA      | $48981.78     | 0.02%             | 2026-03-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Exxon Mobil Corp                                                                | EXXON MOBIL CORP                   | CUSIP: 30231GBF8<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    155000 | PA      | $148142.88    | 0.05%             | 2040-03-19      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| NRG Energy Inc                                                                  | NRG ENERGY INC                     | CUSIP: 629377CC4<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      4000 | PA      | $4003.37      | 0.00%             | 2027-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | AUST 10Y BOND FUT Mar23            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |        -4 | NC      | $4922.29      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Energy Transfer LP                                                              | ENERGY TRANSFER                    | CUSIP: 29273RBF5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     85000 | PA      | $76681.73     | 0.03%             | 2045-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                      | PACIFICORP                         | CUSIP: 695114CZ9<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    285000 | PA      | $304406.82    | 0.11%             | 2053-12-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp                                                           | TENET HEALTHCARE                   | CUSIP: 88033GDD9<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4928.72      | 0.00%             | 2024-09-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                                               | DELL INT / EMC                     | CUSIP: 24703DBJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    190000 | PA      | $191477.73    | 0.07%             | 2028-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                        | AT&T INC                           | CUSIP: 00206RLJ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    213000 | PA      | $156172.59    | 0.05%             | 2055-09-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Siemens Financieringsmaatschappij NV                                            | SIEMENS FINAN                      | CUSIP: 82620KAZ6<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |    520000 | PA      | $470683.12    | 0.16%             | 2026-03-11      | Fixed         | 1.20%                 | Yes           |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                   | INTERCONTINENT                     | CUSIP: 45866FAX2<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |     70000 | PA      | $68977.64     | 0.02%             | 2052-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                    | THERMO FISHER                      | CUSIP: 883556CM2<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    170000 | PA      | $133477.61    | 0.05%             | 2041-10-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Plains All American Pipeline LP / PAA Finance Corp                              | PLAINS ALL AMER                    | CUSIP: 72650RBH4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $25287.19     | 0.01%             | 2045-02-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc                                                     | HONEYWELL INTL                     | CUSIP: N/A<br>LEI: ISRPG12PN4EIEOEMW547       | Long             | DBT              | CORP              | US        |    819000 | PA      | $915449.99    | 0.32%             | 2034-11-02      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY                     | CUSIP: N/A<br>LEI: IGJSJL3JD5P30I6NJZ34       | Long             | DBT              | CORP              | US        |    400000 | PA      | $397496.13    | 0.14%             | 2032-05-07      | Variable      | 2.95%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                   | BOEING CO                          | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    175000 | PA      | $178729.39    | 0.06%             | 2050-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                | BANK OF NY MELLO                   | CUSIP: 06406RBL0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    250000 | PA      | $263543.36    | 0.09%             | 2028-10-25      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| Cigna Corp                                                                      | CIGNA CORP                         | CUSIP: 125523CM0<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     75000 | PA      | $63646.60     | 0.02%             | 2031-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC HOLDINGS                      | CUSIP: 404280DA4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $381277.31    | 0.13%             | 2026-03-10      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY                     | CUSIP: 61744YAK4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    275000 | PA      | $260401.97    | 0.09%             | 2028-07-22      | Variable      | 3.59%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                    | BROADCOM INC                       | CUSIP: 11135FBJ9<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     60000 | PA      | $45882.61     | 0.02%             | 2041-02-15      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Cedar Fair LP / Canada's Wonderland Co / Magnum Management Corp / Millennium Op | CEDAR FAIR LP                      | CUSIP: 150190AF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     16000 | PA      | $15889.54     | 0.01%             | 2025-05-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd                                                       | TRANSCANADA PL                     | CUSIP: 89352HAM1<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    398000 | PA      | $385816.53    | 0.13%             | 2034-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                      | INTEL CORP                         | CUSIP: 458140BW9<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    200000 | PA      | $138906.90    | 0.05%             | 2051-08-12      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                | CROWN CASTLE INC                   | CUSIP: 22822VBA8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101180.55    | 0.04%             | 2028-01-11      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                     | PEPSICO INC                        | CUSIP: 713448FL7<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     75000 | PA      | $73291.62     | 0.03%             | 2028-02-18      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                                                     | EXELON CORP                        | CUSIP: 30161NAV3<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    165000 | PA      | $148952.18    | 0.05%             | 2046-04-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                                                  | MASTERCARD INC                     | CUSIP: 57636QAV6<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    989000 | PA      | $951430.48    | 0.33%             | 2029-02-22      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Rothesay Life PLC                                                               | ROTHESAY LIFE                      | CUSIP: QJ0051806<br>LEI: MFQO711J5UPYBWXSPG12 | Long             | DBT              | CORP              | GB        |    700000 | PA      | $904120.08    | 0.31%             | 2025-10-30      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                            | WILLIAMS COS INC                   | CUSIP: 969457BZ2<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     80000 | PA      | $78038.66     | 0.03%             | 2032-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | ICE: (CDX.NA.IG.39.V1)             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |  -7000000 | NC      | $86610.93     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Sun Communities Operating LP                                                    | SUN COMMUNITIES                    | CUSIP: 866677AF4<br>LEI: 549300PUNBPJCGT6X741 | Long             | DBT              | CORP              | US        |    200000 | PA      | $172598.39    | 0.06%             | 2028-11-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                | BANK OF NY MELLO                   | CUSIP: 06406RBK2<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200475.44    | 0.07%             | 2030-07-26      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| Uniti Group LP / Uniti Fiber Holdings Inc / CSL Capital LLC                     | UNITI/UNITI/CSL                    | CUSIP: 91327AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     12000 | PA      | $11840.56     | 0.00%             | 2025-02-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20230202               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-1122.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Southern Co/The                                                                 | SOUTHERN CO                        | CUSIP: 842587DE4<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28094.18     | 0.01%             | 2030-04-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                  | MERCK & CO INC                     | CUSIP: 58933YBD6<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4412.48      | 0.00%             | 2028-12-10      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                       | APPLE INC                          | CUSIP: 037833EK2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    225000 | PA      | $160176.78    | 0.06%             | 2051-08-05      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Devon Energy Corp                                                               | DEVON ENERGY                       | CUSIP: 25179MAV5<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41010.17     | 0.01%             | 2025-12-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                       | AMGEN INC                          | CUSIP: 031162CS7<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    340000 | PA      | $255000.16    | 0.09%             | 2050-02-21      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                             | AMERICAN EXPRESS                   | CUSIP: 025816DB2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    300000 | PA      | $317414.05    | 0.11%             | 2027-11-05      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE                     | CUSIP: 46647PAR7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    212000 | PA      | $203264.04    | 0.07%             | 2029-04-23      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                            | UNITED MEXICAN                     | CUSIP: 91087BAV2<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    440000 | PA      | $468909.06    | 0.16%             | 2035-02-09      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Arconic Corp                                                                    | ARCONIC CORP                       | CUSIP: 03966VAB3<br>LEI: 549300B4YFWH3U74B152 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6964.90      | 0.00%             | 2025-05-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| SS&C Technologies Inc                                                           | SS&C TECH INC                      | CUSIP: 78466CAC0<br>LEI: 549300KY09TR3J12JU49 | Long             | DBT              | CORP              | US        |      9000 | PA      | $8651.91      | 0.00%             | 2027-09-30      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| CNX Resources Corp                                                              | CNX RESOURCES CO                   | CUSIP: 12653CAK4<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4871.06      | 0.00%             | 2031-01-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Chart Industries Inc                                                            | CHART INDUSTRIES                   | CUSIP: 16115QAG5<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |      2000 | PA      | $2087.34      | 0.00%             | 2031-01-01      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| Kaiser Foundation Hospitals                                                     | KAISER FOUN HOSP                   | CUSIP: 48305QAC7<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |    347000 | PA      | $332275.19    | 0.12%             | 2027-05-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                       | DUKE ENERGY CAR                    | CUSIP: 26442CBB9<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     45000 | PA      | $38925.19     | 0.01%             | 2031-04-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                            | IBM CORP                           | CUSIP: 459200KB6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    290000 | PA      | $262392.42    | 0.09%             | 2039-05-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Peruvian Government International Bond                                          | REPUBLIC OF PERU                   | CUSIP: 715638DF6<br>LEI: N/A                  | Long             | DBT              | NUSS              | PE        |    275000 | PA      | $233278.07    | 0.08%             | 2031-01-23      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                | WELLS FARGO CO                     | CUSIP: 94974BGE4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     75000 | PA      | $69157.40     | 0.02%             | 2044-11-04      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Nasdaq Inc                                                                      | NASDAQ INC                         | CUSIP: 631103AM0<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |     30000 | PA      | $24588.07     | 0.01%             | 2052-03-07      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Chart Industries Inc                                                            | CHART INDUSTRIES                   | CUSIP: 16115QAF7<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5107.58      | 0.00%             | 2030-01-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Romanian Government International Bond                                          | ROMANIA                            | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |    250000 | PA      | $199192.73    | 0.07%             | 2030-07-13      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                             | ABBOTT LABS                        | CUSIP: 002824BH2<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    125000 | PA      | $130468.10    | 0.05%             | 2046-11-30      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Zayo Group Holdings Inc                                                         | ZAYO GROUP HOLDI                   | CUSIP: 98919VAA3<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | DBT              | CORP              | US        |     27000 | PA      | $21460.21     | 0.01%             | 2027-03-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Walt Disney Co/The                                                              | WALT DISNEY CO                     | CUSIP: 254687FY7<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    125000 | PA      | $107027.56    | 0.04%             | 2040-05-13      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                 | GEN MOTORS FIN                     | CUSIP: 37045XDK9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     60000 | PA      | $53334.28     | 0.02%             | 2026-06-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20230202               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $6031.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE                     | CUSIP: 46647PAM8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46850.73     | 0.02%             | 2029-01-23      | Variable      | 3.51%                 | No            |                  2 | On Loan: No      |
| General Dynamics Corp                                                           | GENERAL DYNAMICS                   | CUSIP: 369550BH0<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |     95000 | PA      | $92244.21     | 0.03%             | 2040-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Lithia Motors Inc                                                               | LITHIA MOTORS                      | CUSIP: 536797AE3<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13954.86     | 0.00%             | 2027-12-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE                     | CUSIP: 46647PCZ7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    200000 | PA      | $196471.08    | 0.07%             | 2026-04-26      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| Lamb Weston Holdings Inc                                                        | LAMB WESTON HLD                    | CUSIP: 513272AC8<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |     16000 | PA      | $15478.48     | 0.01%             | 2028-05-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| AbbVie Inc                                                                      | ABBVIE INC                         | CUSIP: 00287YCB3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    240000 | PA      | $214995.82    | 0.07%             | 2049-11-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Westfield America Management Ltd                                                | WESTFIELD AMERIC                   | CUSIP: AM9809360<br>LEI: 875500W7WGQNQWSP6E89 | Long             | DBT              | CORP              | AU        |   1637000 | PA      | $1859995.90   | 0.65%             | 2025-03-30      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                     | PROLOGIS LP                        | CUSIP: 74340XBT7<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    260000 | PA      | $262239.95    | 0.09%             | 2033-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | GBP/USD FWD 20230202               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-2670.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Dominion Energy South Carolina Inc                                              | SOUTH CAROL E&G                    | CUSIP: 837004CE8<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41733.75     | 0.01%             | 2041-02-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Public Service Enterprise Group Inc                                             | PUBLIC SERVICE                     | CUSIP: 744573AV8<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    440000 | PA      | $462004.82    | 0.16%             | 2027-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| DH Europe Finance II Sarl                                                       | DH EUROPE                          | CUSIP: 23291KAH8<br>LEI: 222100KDGL314CKTZ511 | Long             | DBT              | CORP              | LU        |    125000 | PA      | $112317.74    | 0.04%             | 2029-11-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20230202               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-451.85      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                    | COMCAST CORP                       | CUSIP: 20030NDX6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1929326.84   | 0.67%             | 2026-09-14      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Raytheon Technologies Corp                                                      | UNITED TECH CORP                   | CUSIP: 913017BJ7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    250000 | PA      | $262446.38    | 0.09%             | 2035-05-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Newmont Corp                                                                    | NEWMONT GOLDCORP                   | CUSIP: 651639AX4<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |    130000 | PA      | $114459.70    | 0.04%             | 2029-10-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Enel Finance International NV                                                   | ENEL FIN INTL NV                   | CUSIP: 29278GAC2<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $171798.86    | 0.06%             | 2047-05-25      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                  | BP CAP MKTS AMER                   | CUSIP: 10373QBT6<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    110000 | PA      | $96149.68     | 0.03%             | 2032-01-12      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp                                                           | TRUIST FINANCIAL                   | CUSIP: 89788MAL6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    215000 | PA      | $215989.12    | 0.07%             | 2029-01-26      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                    | BARCLAYS PLC                       | CUSIP: 06738EAC9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $247112.86    | 0.09%             | 2024-09-11      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMER CRP                   | CUSIP: 06051GHD4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    235000 | PA      | $219891.50    | 0.08%             | 2028-12-20      | Variable      | 3.42%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                                | ALTRIA GROUP INC                   | CUSIP: 02209SBM4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     70000 | PA      | $49187.39     | 0.02%             | 2041-02-04      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Sabine Pass Liquefaction LLC                                                    | SABINE PASS LIQU                   | CUSIP: 785592AX4<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    250000 | PA      | $242732.36    | 0.08%             | 2030-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                             | AMERICAN TOWER                     | CUSIP: 03027XAK6<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    170000 | PA      | $161261.60    | 0.06%             | 2026-10-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Union Electric Co                                                               | UNION ELECTRIC                     | CUSIP: 906548CQ3<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |     75000 | PA      | $56548.79     | 0.02%             | 2049-10-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | AUD/USD FWD 20230202               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-172138.36   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE                     | CUSIP: 46647PBN5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     70000 | PA      | $51471.42     | 0.02%             | 2051-04-22      | Variable      | 3.11%                 | No            |                  2 | On Loan: No      |
| PECO Energy Co                                                                  | PECO ENERGY CO                     | CUSIP: 693304AS6<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    130000 | PA      | $117148.77    | 0.04%             | 2044-10-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                          | UNITEDHEALTH GRP                   | CUSIP: 91324PBW1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    215000 | PA      | $203785.91    | 0.07%             | 2042-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                       | AMGEN INC                          | CUSIP: 031162DG2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    140000 | PA      | $120100.87    | 0.04%             | 2062-02-22      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                               | ENTERPRISE PRODU                   | CUSIP: 29379VBA0<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    215000 | PA      | $204232.16    | 0.07%             | 2044-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20230202               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-964.12      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WMG Acquisition Corp                                                            | WMG ACQUISITION                    | CUSIP: 92933BAT1<br>LEI: 549300NAS11NXI33CP80 | Long             | DBT              | CORP              | US        |     60000 | PA      | $52547.39     | 0.02%             | 2029-12-01      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                        | DEUTSCHLAND REP                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | DE        |    350000 | PA      | $436441.05    | 0.15%             | 2042-07-04      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Directv Financing LLC                                                           | DIRECTV FINANCIN                   | CUSIP: 25460HAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      9079 | PA      | $8912.84      | 0.00%             | 2027-08-02      | Floating      | 9.57%                 | No            |                  2 | On Loan: No      |
| Shell International Finance BV                                                  | SHELL INTL FIN                     | CUSIP: 822582BY7<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    141000 | PA      | $120289.68    | 0.04%             | 2046-09-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Caesars Resort Collection LLC / CRC Finco Inc                                   | CAESARS RESORT                     | CUSIP: 12770RAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     17000 | PA      | $17010.16     | 0.01%             | 2025-07-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Transcontinental Gas Pipe Line Co LLC                                           | TRANSCONT GAS PL                   | CUSIP: 893574AM5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $36180.76     | 0.01%             | 2048-03-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| ITC Holdings Corp                                                               | ITC HOLDINGS COR                   | CUSIP: 465685AQ8<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |    150000 | PA      | $131817.23    | 0.05%             | 2030-05-14      | Fixed         | 2.95%                 | Yes           |                  2 | On Loan: No      |
| MPLX LP                                                                         | MPLX LP                            | CUSIP: 55336VAM2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    290000 | PA      | $264101.14    | 0.09%             | 2038-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Public Service Co of Colorado                                                   | PUBLIC SERV COLO                   | CUSIP: 744448BZ3<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |     60000 | PA      | $68383.28     | 0.02%             | 2037-09-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                       | OCCIDENTAL PETE                    | CUSIP: 674599DC6<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     16000 | PA      | $16173.80     | 0.01%             | 2026-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                   | BOEING CO                          | CUSIP: 097023CT0<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    265000 | PA      | $265042.30    | 0.09%             | 2025-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                             | SUMITOMO MITSUI                    | CUSIP: 86562MCS7<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $211587.69    | 0.07%             | 2033-01-13      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| CK Hutchison Group Telecom Finance SA                                           | CK HUTCHISON                       | CUSIP: N/A<br>LEI: 254900OM17Q9YNDIUG82       | Long             | DBT              | CORP              | LU        |    200000 | PA      | $180674.27    | 0.06%             | 2034-10-17      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                        | PRUDENTIAL FIN                     | CUSIP: 74432QCF0<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     70000 | PA      | $57773.08     | 0.02%             | 2051-03-13      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                | CROWN CASTLE INT                   | CUSIP: 22822VAM3<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     85000 | PA      | $82120.12     | 0.03%             | 2049-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Inc                                                             | CHENIERE ENERGY                    | CUSIP: 16411RAK5<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23825.69     | 0.01%             | 2028-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Baxter International Inc                                                        | BAXTER INTL                        | CUSIP: 071813CP2<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    210000 | PA      | $183370.46    | 0.06%             | 2028-12-01      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips Co                                                               | CONOCOPHIL CO                      | CUSIP: 208251AE8<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    100000 | PA      | $113295.09    | 0.04%             | 2029-04-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                                         | CENTERPOINT HOUS                   | CUSIP: 15189XAX6<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    218000 | PA      | $195778.65    | 0.07%             | 2032-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                              | HOME DEPOT INC                     | CUSIP: 437076BH4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    225000 | PA      | $209450.97    | 0.07%             | 2046-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc                                                            | FREEPORT-MCMORAN                   | CUSIP: 35671DCD5<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49599.74     | 0.02%             | 2029-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | ENERGY TRANSFER                    | CUSIP: 86765BAP4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     75000 | PA      | $68772.97     | 0.02%             | 2044-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG/New York NY                                                    | DEUTSCHE BANK NY                   | CUSIP: 251526CD9<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    250000 | PA      | $217362.79    | 0.08%             | 2031-09-18      | Variable      | 3.55%                 | No            |                  2 | On Loan: No      |
| Nucor Corp                                                                      | NUCOR CORP                         | CUSIP: 670346AW5<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |     50000 | PA      | $42054.26     | 0.01%             | 2052-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY                     | CUSIP: 61747YFB6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    270000 | PA      | $275055.53    | 0.10%             | 2038-01-19      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                                     | METLIFE INC                        | CUSIP: 59156RBD9<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     75000 | PA      | $68140.74     | 0.02%             | 2042-08-13      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                  | MERCK & CO INC                     | CUSIP: 58933YBE4<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    330000 | PA      | $280044.26    | 0.10%             | 2031-12-10      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                     | ORACLE CORP                        | CUSIP: 68389XBT1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    520000 | PA      | $495850.73    | 0.17%             | 2025-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP                                                               | CLARIOS GLOBAL L                   | CUSIP: 18060TAA3<br>LEI: 549300474L1ZLXZY2P98 | Long             | DBT              | CORP              | CA        |      5000 | PA      | $5031.60      | 0.00%             | 2025-05-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| News Corp                                                                       | NEWS CORP                          | CUSIP: 65249BAA7<br>LEI: 549300ITS31QK8VRBQ14 | Long             | DBT              | CORP              | US        |     33000 | PA      | $29564.14     | 0.01%             | 2029-05-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                    | CUSIP: 912810TH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    168000 | PA      | $155767.50    | 0.05%             | 2042-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CommScope Inc                                                                   | COMMSCOPE FINANC                   | CUSIP: 20338QAD5<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7670.41      | 0.00%             | 2026-03-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                    | CUSIP: 91282CFN6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     12000 | PA      | $11971.87     | 0.00%             | 2024-09-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Hormel Foods Corp                                                               | HORMEL FOODS CRP                   | CUSIP: 440452AH3<br>LEI: MSD54751OJP1FS2ND863 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44391.39     | 0.02%             | 2028-06-03      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                        | AT&T INC                           | CUSIP: 00206RLV2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    130000 | PA      | $95248.98     | 0.03%             | 2059-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                 | PHILIP MORRIS IN                   | CUSIP: 718172BL2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    165000 | PA      | $140480.19    | 0.05%             | 2044-11-10      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                                           | BANQ FED CRD MUT                   | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |   1200000 | PA      | $1195853.82   | 0.42%             | 2029-11-06      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Texas Instruments Inc                                                           | TEXAS INSTRUMENT                   | CUSIP: 882508BV5<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    210000 | PA      | $214280.36    | 0.07%             | 2028-02-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                          | COMMONWEALTH EDI                   | CUSIP: 202795JA9<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    115000 | PA      | $99535.12     | 0.03%             | 2042-10-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                     | PACIFIC GAS&ELEC                   | CUSIP: 694308JG3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    140000 | PA      | $113122.10    | 0.04%             | 2031-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NuStar Logistics LP                                                             | NUSTAR LOGISTICS                   | CUSIP: 67059TAG0<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4947.24      | 0.00%             | 2025-10-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp                                             | CATERPILLAR FINL                   | CUSIP: 14913R3B1<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    490000 | PA      | $496611.39    | 0.17%             | 2026-01-06      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                | WELLS FARGO CO                     | CUSIP: 95000U2N2<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    475000 | PA      | $446881.31    | 0.16%             | 2026-04-30      | Variable      | 2.19%                 | No            |                  2 | On Loan: No      |
| Astrazeneca Finance LLC                                                         | ASTRAZENECA FIN                    | CUSIP: 04636NAA1<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |     75000 | PA      | $67777.87     | 0.02%             | 2026-05-28      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Israel Government International Bond                                            | STATE OF ISRAEL                    | CUSIP: 46513JB59<br>LEI: N/A                  | Long             | DBT              | NUSS              | IL        |    325000 | PA      | $282378.11    | 0.10%             | 2120-04-03      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | CITIGROUP INC                      | CUSIP: 172967MS7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    500000 | PA      | $423880.10    | 0.15%             | 2031-06-03      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                 | CVS HEALTH CORP                    | CUSIP: 126650DK3<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    135000 | PA      | $117891.17    | 0.04%             | 2040-04-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Carrier Global Corp                                                             | CARRIER GLOBAL                     | CUSIP: 14448CAR5<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |    100000 | PA      | $80497.07     | 0.03%             | 2040-04-05      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                        | LLOYDS BK GR PLC                   | CUSIP: 53944YAT0<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $197241.97    | 0.07%             | 2026-08-11      | Variable      | 4.72%                 | No            |                  2 | On Loan: No      |
| Aurizon Finance Pty Ltd                                                         | AURIZON FINANCE                    | CUSIP: N/A<br>LEI: 8945002Q8CO1BE22YB71       | Long             | DBT              | CORP              | AU        |   1000000 | PA      | $606190.62    | 0.21%             | 2028-03-09      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                   | BOEING CO                          | CUSIP: 097023CC7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29235.80     | 0.01%             | 2024-03-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Rolls-Royce PLC                                                                 | ROLLS-ROYCE PLC                    | CUSIP: 77578JAC2<br>LEI: X57JK1U580XATGR67572 | Long             | DBT              | CORP              | GB        |     45000 | PA      | $43767.84     | 0.02%             | 2027-10-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| CenterPoint Energy Resources Corp                                               | CENTERPOINT ENER                   | CUSIP: 15189YAF3<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |    200000 | PA      | $164606.25    | 0.06%             | 2030-10-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Bouygues SA                                                                     | BOUYGUS SA                         | CUSIP: N/A<br>LEI: 969500MOCLNQFNZN0D63       | Long             | DBT              | CORP              | FR        |    400000 | PA      | $482777.48    | 0.17%             | 2042-06-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Willis North America Inc                                                        | WILLIS NORTH AME                   | CUSIP: 970648AJ0<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |     85000 | PA      | $75110.57     | 0.03%             | 2029-09-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SEK/USD FWD 20230202               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $2.11         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | GOLDMAN SACHS GP                   | CUSIP: N/A<br>LEI: 784F5XWPLTWKTBV3E584       | Long             | DBT              | CORP              | US        |    200000 | PA      | $277597.60    | 0.10%             | 2038-01-18      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Southwest Airlines Co                                                           | SOUTHWEST AIR                      | CUSIP: 844741BK3<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |     80000 | PA      | $80862.70     | 0.03%             | 2027-06-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Spirit AeroSystems Inc                                                          | SPIRIT AEROSYSTE                   | CUSIP: 85205TAK6<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |      7000 | PA      | $5940.95      | 0.00%             | 2028-06-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Venture Global Calcasieu Pass LLC                                               | VENTURE GLOBAL C                   | CUSIP: 92328MAE3<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5095.08      | 0.00%             | 2030-01-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Bank of Montreal                                                                | BANK OF MONTREAL                   | CUSIP: 06368LGU4<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    400000 | PA      | $402951.73    | 0.14%             | 2024-12-12      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | 2Y RTR 0.602500 03-FEB-2023        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   2432000 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Rogers Communications Inc                                                       | ROGERS COMM INC                    | CUSIP: 775109CC3<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |     85000 | PA      | $76494.99     | 0.03%             | 2032-03-15      | Fixed         | 3.80%                 | Yes           |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                 | GEN MOTORS FIN                     | CUSIP: 37045XDD5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    455000 | PA      | $407763.01    | 0.14%             | 2026-01-08      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Churchill Downs Inc                                                             | CHURCHILL DOWNS                    | CUSIP: 171484AE8<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |     41000 | PA      | $38356.20     | 0.01%             | 2028-01-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Hilcorp Energy I LP / Hilcorp Finance Co                                        | HILCORP ENERGY I                   | CUSIP: 431318AU8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $4651.44      | 0.00%             | 2029-02-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Korea Electric Power Corp                                                       | KOREA ELEC PWR                     | CUSIP: 500631AX4<br>LEI: 988400QG33WS7JEIV602 | Long             | DBT              | NUSS              | KR        |    930000 | PA      | $941830.35    | 0.33%             | 2026-04-06      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Targa Resources Partners LP / Targa Resources Partners Finance Corp             | TARGA RES PRTNRS                   | CUSIP: 87612BBG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $48903.62     | 0.02%             | 2028-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                | DUKE ENERGY COR                    | CUSIP: 26441CBN4<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    100000 | PA      | $75561.77     | 0.03%             | 2051-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Southern Co/The                                                                 | SOUTHERN CO                        | CUSIP: 842587DM6<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    130000 | PA      | $131447.08    | 0.05%             | 2025-10-06      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| COMM 2015-CCRE27 Mortgage Trust                                                 | COMM 2015-CR27 C                   | CUSIP: 12635QBL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    135000 | PA      | $122682.59    | 0.04%             | 2048-10-10      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| Booking Holdings Inc                                                            | BOOKING HLDS INC                   | CUSIP: 09857LAX6<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |    297000 | PA      | $343470.77    | 0.12%             | 2034-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Centene Corp                                                                    | CENTENE CORP                       | CUSIP: 15135BAZ4<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     60000 | PA      | $49159.32     | 0.02%             | 2031-08-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Devon Energy Corp                                                               | DEVON ENERGY                       | CUSIP: 25179MBE2<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |      9000 | PA      | $9219.38      | 0.00%             | 2028-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                        | AT&T INC                           | CUSIP: 00206RCP5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    130000 | PA      | $123528.78    | 0.04%             | 2035-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MPT Operating Partnership LP / MPT Finance Corp                                 | MPT OP PTNR/FINL                   | CUSIP: 55342UAM6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $17614.08     | 0.01%             | 2031-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Inc                                                          | CENTERPOINT ENER                   | CUSIP: 15189TBB2<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |    190000 | PA      | $162824.31    | 0.06%             | 2031-06-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Cigna Corp                                                                      | CIGNA CORP                         | CUSIP: 125523CK4<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    150000 | PA      | $113785.21    | 0.04%             | 2050-03-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                        | AT&T INC                           | CUSIP: 00206RFW7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     55000 | PA      | $53381.90     | 0.02%             | 2037-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| DT Midstream Inc                                                                | DT MIDSTREAM                       | CUSIP: 23345MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     26000 | PA      | $22930.17     | 0.01%             | 2029-06-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Ball Corp                                                                       | BALL CORP                          | CUSIP: 058498AX4<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |     15000 | PA      | $12294.54     | 0.00%             | 2031-09-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Sherwin-Williams Co/The                                                         | SHERWIN-WILLIAMS                   | CUSIP: 824348AX4<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |     80000 | PA      | $72097.02     | 0.03%             | 2047-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                        | LLOYDS BK GR PLC                   | CUSIP: 53944YAL7<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    275000 | PA      | $269615.24    | 0.09%             | 2025-07-09      | Variable      | 3.87%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                            | LOCKHEED MARTIN                    | CUSIP: 539830BT5<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    295000 | PA      | $271622.98    | 0.09%             | 2062-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Mattel Inc                                                                      | MATTEL INC                         | CUSIP: 577081BE1<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9354.14      | 0.00%             | 2026-04-01      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| Diamondback Energy Inc                                                          | DIAMONDBACK ENER                   | CUSIP: 25278XAR0<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     65000 | PA      | $56773.48     | 0.02%             | 2031-03-24      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC HOLDINGS                      | CUSIP: 404280CS6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $470194.56    | 0.16%             | 2025-05-24      | Variable      | 0.98%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20230302               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $112176.43    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                  | BNP PARIBAS                        | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |    400000 | PA      | $437045.08    | 0.15%             | 2029-02-24      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                     | PACIFIC GAS&ELEC                   | CUSIP: 694308JP3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    200000 | PA      | $189361.07    | 0.07%             | 2026-01-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| VMware Inc                                                                      | VMWARE INC                         | CUSIP: 928563AF2<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    130000 | PA      | $126264.75    | 0.04%             | 2030-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | ENERGY TRANSFER                    | CUSIP: 29279FAA7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     70000 | PA      | $71086.38     | 0.02%             | 2049-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Philippine Government International Bond                                        | PHILIPPINES(REP)                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PH        |    786000 | PA      | $574342.03    | 0.20%             | 2041-04-28      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                              | HOME DEPOT INC                     | CUSIP: 437076CR1<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     90000 | PA      | $89628.95     | 0.03%             | 2025-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Packaging Corp of America                                                       | PACKAGING CORP                     | CUSIP: 695156AT6<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18902.15     | 0.01%             | 2027-12-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Omega Healthcare Investors Inc                                                  | OMEGA HEALTHCARE                   | CUSIP: 681936BM1<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |    185000 | PA      | $150061.80    | 0.05%             | 2031-02-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                | WELLS FARGO CO                     | CUSIP: 95000U2G7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    270000 | PA      | $238859.16    | 0.08%             | 2030-10-30      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SEK/USD FWD 20230202               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-20.16       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| US Bancorp                                                                      | US BANCORP                         | CUSIP: 91159HJH4<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    245000 | PA      | $251583.98    | 0.09%             | 2026-10-21      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                 | CVS HEALTH CORP                    | CUSIP: 126650CM0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     80000 | PA      | $79583.79     | 0.03%             | 2035-07-20      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                        | DEUTSCHLAND REP                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | DE        |    740000 | PA      | $716433.83    | 0.25%             | 2029-02-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Packaging Corp of America                                                       | PACKAGING CORP                     | CUSIP: 695156AV1<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | DBT              | CORP              | US        |     50000 | PA      | $41721.33     | 0.01%             | 2049-12-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Finance Inc                                                | ANHEUSER-BUSCH                     | CUSIP: 03524BAF3<br>LEI: 5493000EYEKDT0FBSQ91 | Long             | DBT              | CORP              | US        |    468000 | PA      | $441420.81    | 0.15%             | 2044-02-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                            | LOCKHEED MARTIN                    | CUSIP: 539830BL2<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70153.77     | 0.02%             | 2046-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                      | VERIZON COMM INC                   | CUSIP: 92343VGH1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    590000 | PA      | $526486.48    | 0.18%             | 2028-03-22      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Coterra Energy Inc                                                              | COTERRA ENERGY                     | CUSIP: 127097AG8<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38412.48     | 0.01%             | 2027-05-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Heathrow Funding Ltd                                                            | HEATHROW FNDG                      | CUSIP: N/A<br>LEI: 7TI96JO3DYEIQWZ7Z726       | Long             | DBT              | CORP              | JE        |    700000 | PA      | $611504.05    | 0.21%             | 2032-10-08      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp                                                            | ONEMAIN FINANCE                    | CUSIP: 682691AB6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13102.24     | 0.00%             | 2027-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                  | BP CAP MKTS AMER                   | CUSIP: 10373QBP4<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    120000 | PA      | $85808.59     | 0.03%             | 2051-06-04      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                | T-MOBILE USA INC                   | CUSIP: 87264ABV6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    245000 | PA      | $223776.43    | 0.08%             | 2029-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Manufacturers & Traders Trust Co                                                | MANUF & TRADERS                    | CUSIP: 55279HAV2<br>LEI: WWB2V0FCW3A0EE3ZJN75 | Long             | DBT              | CORP              | US        |    270000 | PA      | $269594.62    | 0.09%             | 2026-01-27      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                      | US BANCORP                         | CUSIP: 91159HJF8<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    500000 | PA      | $498827.99    | 0.17%             | 2028-07-22      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | ENERGY TRANSFER                    | CUSIP: 29278NAQ6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     70000 | PA      | $64233.46     | 0.02%             | 2030-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                            | LOCKHEED MARTIN                    | CUSIP: 539830BK4<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    665000 | PA      | $662244.01    | 0.23%             | 2036-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                               | ENTERPRISE PRODU                   | CUSIP: 29379VBQ5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     50000 | PA      | $43333.51     | 0.02%             | 2048-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Appalachian Power Co                                                            | APPALACHIAN PWR                    | CUSIP: 037735CX3<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |     30000 | PA      | $26713.05     | 0.01%             | 2049-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | JPY/USD FWD 20230202               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $3.22         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Canadian National Railway Co                                                    | CANADIAN NATL RR                   | CUSIP: 136375DC3<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $193303.52    | 0.07%             | 2032-08-05      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                | DUKE ENERGY COR                    | CUSIP: 26441CBU8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    160000 | PA      | $152916.42    | 0.05%             | 2052-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Wynn Resorts Finance LLC / Wynn Resorts Capital Corp                            | WYNN RESORTS FIN                   | CUSIP: 983133AB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $15050.85     | 0.01%             | 2025-04-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC HOLDINGS                      | CUSIP: 404280CY3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $411374.08    | 0.14%             | 2032-11-22      | Variable      | 2.87%                 | No            |                  2 | On Loan: No      |
| Tampa Electric Co                                                               | TAMPA ELECTRIC                     | CUSIP: 875127BK7<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |     70000 | PA      | $68876.73     | 0.02%             | 2024-07-12      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp                                                           | NOVARTIS CAPITAL                   | CUSIP: 66989HAS7<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |     60000 | PA      | $44965.96     | 0.02%             | 2050-08-14      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CMS Energy Corp                                                                 | CMS ENERGY                         | CUSIP: 125896BS8<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |    260000 | PA      | $245967.30    | 0.09%             | 2027-08-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| TopBuild Corp                                                                   | TOPBUILD CORP                      | CUSIP: 89055FAC7<br>LEI: 5493007YSKHOL4RWII46 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8482.56      | 0.00%             | 2032-02-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                        | DUKE ENERGY PROG                   | CUSIP: 26442UAN4<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91685.15     | 0.03%             | 2032-04-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial Inc                                                        | COREBRIDGE FIN                     | CUSIP: 21871XAA7<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96678.68     | 0.03%             | 2025-04-04      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| AEP Transmission Co LLC                                                         | AEP TRANSMISSION                   | CUSIP: 00115AAJ8<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90601.55     | 0.03%             | 2048-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                        | DEUTSCHLAND REP                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | DE        |    259650 | PA      | $151402.92    | 0.05%             | 2052-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                | BAT CAPITAL CORP                   | CUSIP: 05526DBF1<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    135000 | PA      | $102999.88    | 0.04%             | 2047-08-15      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| General Mills Inc                                                               | GENERAL MILLS IN                   | CUSIP: 370334BP8<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |     70000 | PA      | $63234.96     | 0.02%             | 2043-02-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                        | AT&T INC                           | CUSIP: 00206RHJ4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    273000 | PA      | $268173.34    | 0.09%             | 2029-03-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | CAD/USD FWD 20230302               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-8477.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Coterra Energy Inc                                                              | COTERRA ENERGY                     | CUSIP: 127097AK9<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |    130000 | PA      | $124804.09    | 0.04%             | 2029-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Saudi Government International Bond                                             | SAUDI INT BOND                     | CUSIP: 80413TBA6<br>LEI: N/A                  | Long             | DBT              | NUSS              | SA        |    353000 | PA      | $379652.87    | 0.13%             | 2032-10-25      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| John Deere Capital Corp                                                         | JOHN DEERE CAP                     | CUSIP: 24422EWN5<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    300000 | PA      | $309307.52    | 0.11%             | 2029-10-11      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY                     | CUSIP: 6174468U6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    380000 | PA      | $300452.92    | 0.10%             | 2032-02-13      | Variable      | 1.79%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                    | COMCAST CORP                       | CUSIP: 20030NCM1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    134000 | PA      | $129360.81    | 0.04%             | 2048-10-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Southwest Airlines Co                                                           | SOUTHWEST AIR                      | CUSIP: 844741BJ6<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70487.80     | 0.02%             | 2025-05-04      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Oklahoma Gas and Electric Co                                                    | OKLAHOMA GAS & E                   | CUSIP: 678858BX8<br>LEI: 549300VJ8YXGPO8EV472 | Long             | DBT              | CORP              | US        |    340000 | PA      | $355489.80    | 0.12%             | 2033-01-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                    | COMCAST CORP                       | CUSIP: 20030NCA7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    225000 | PA      | $213117.65    | 0.07%             | 2028-02-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                        | FORD MOTOR CRED                    | CUSIP: 345397A86<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4606.97      | 0.00%             | 2027-08-17      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL MASTER TRUST PROG_22-SFR5                                  | PROG 2022-SFR5 B                   | CUSIP: 74332YAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    100000 | PA      | $96059.88     | 0.03%             | 2039-06-17      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| Ball Corp                                                                       | BALL CORP                          | CUSIP: 058498AW6<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |     12000 | PA      | $9860.16      | 0.00%             | 2030-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp                                                                | EXXON MOBIL CORP                   | CUSIP: 30231GAW2<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |     55000 | PA      | $50145.54     | 0.02%             | 2046-03-01      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| Carrier Global Corp                                                             | CARRIER GLOBAL                     | CUSIP: 14448CAL8<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |    350000 | PA      | $301174.33    | 0.10%             | 2031-02-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | CAD/USD FWD 20230202               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $276.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                   | SOUTHERN CAL ED                    | CUSIP: 842400HN6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     50000 | PA      | $38086.83     | 0.01%             | 2052-02-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                        | FORD MOTOR CRED                    | CUSIP: 345397B69<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     45000 | PA      | $37416.94     | 0.01%             | 2031-06-17      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Weyerhaeuser Co                                                                 | WEYERHAEUSER CO                    | CUSIP: 962166BX1<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              | CORP              | US        |    131000 | PA      | $124208.40    | 0.04%             | 2029-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DISH DBS Corp                                                                   | DISH DBS CORP                      | CUSIP: 25470XBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $12924.81     | 0.00%             | 2026-12-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Consumers Energy Co                                                             | CONSUMERS ENERGY                   | CUSIP: 210518DP8<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    115000 | PA      | $107985.00    | 0.04%             | 2032-08-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | CHF/USD FWD 20230202               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-1494.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE                     | CUSIP: 46625HJB7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     81000 | PA      | $86960.64     | 0.03%             | 2041-07-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                               | NATWEST GROUP                      | CUSIP: 780097BK6<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    270000 | PA      | $266340.00    | 0.09%             | 2025-03-22      | Variable      | 4.27%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                    | BARCLAYS PLC                       | CUSIP: 06738EBQ7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    240000 | PA      | $230960.15    | 0.08%             | 2024-12-10      | Variable      | 1.01%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                       | DUKE ENERGY CAR                    | CUSIP: 26442CBK9<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    180000 | PA      | $190173.26    | 0.07%             | 2053-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| JAB Holdings BV                                                                 | JAB HOLDINGS                       | CUSIP: N/A<br>LEI: 529900RRNKUM3INJGF98       | Long             | DBT              | CORP              | NL        |    100000 | PA      | $77791.20     | 0.03%             | 2039-12-19      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                             | UK TSY GILT                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |    600000 | PA      | $626832.40    | 0.22%             | 2029-01-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SCDS: (T)                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |   -640000 | NC      | $2535.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Essex Portfolio LP                                                              | ESSEX PORTFOLIO                    | CUSIP: 29717PAS6<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |     60000 | PA      | $51955.92     | 0.02%             | 2048-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                                | COCA-COLA CO/THE                   | CUSIP: 191216DD9<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    150000 | PA      | $129331.67    | 0.04%             | 2028-03-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co LLC                                                        | VISTRA OPERATION                   | CUSIP: 92840VAB8<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19380.50     | 0.01%             | 2027-02-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Macquarie Bank Ltd                                                              | MACQUARIE BK LTD                   | CUSIP: BJ6318445<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |   1250000 | PA      | $896385.83    | 0.31%             | 2030-05-28      | Floating      | 6.01%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Co Inc                                                | HILTON DOMESTIC                    | CUSIP: 432833AH4<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9915.82      | 0.00%             | 2028-05-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Vodafone Group PLC                                                              | VODAFONE GROUP                     | CUSIP: 92857WAQ3<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    220000 | PA      | $236761.16    | 0.08%             | 2037-02-27      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Warnermedia Holdings Inc                                                        | WARNERMEDIA HLDG                   | CUSIP: 55903VAC7<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     80000 | PA      | $78326.64     | 0.03%             | 2024-03-15      | Fixed         | 3.43%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                             | NOK/USD FWD 20230302               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-0.04        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                                              | VODAFONE GROUP                     | CUSIP: N/A<br>LEI: 213800TB53ELEUKM7Q61       | Long             | DBT              | CORP              | GB        |    200000 | PA      | $155631.78    | 0.05%             | 2056-08-12      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | GOLDMAN SACHS GP                   | CUSIP: N/A<br>LEI: 784F5XWPLTWKTBV3E584       | Long             | DBT              | CORP              | US        |    300000 | PA      | $212516.45    | 0.07%             | 2024-05-02      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones SA                                                         | TELEFONICA EMIS                    | CUSIP: 87938WAV5<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |    250000 | PA      | $216246.82    | 0.08%             | 2038-03-06      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Finance I BV                                           | THERMO FISHER                      | CUSIP: N/A<br>LEI: 549300SM0PJC1F3RPL91       | Long             | DBT              | CORP              | NL        |    500000 | PA      | $361083.88    | 0.13%             | 2051-10-18      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Aon Global Ltd                                                                  | AON PLC                            | CUSIP: 00185AAG9<br>LEI: VVT2B79I2Z4U3R6BY589 | Long             | DBT              | CORP              | GB        |     35000 | PA      | $32153.86     | 0.01%             | 2044-06-14      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Setanta Aircraft Leasing DAC                                                    | SETANTA AIRCRAFT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | IE        |     85000 | PA      | $84822.95     | 0.03%             | 2028-11-05      | Floating      | 6.81%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                  | AMAZON.COM INC                     | CUSIP: 023135CJ3<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     85000 | PA      | $75189.36     | 0.03%             | 2052-04-13      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | CITIGROUP INC                      | CUSIP: 172967MX6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    210000 | PA      | $198839.85    | 0.07%             | 2025-05-01      | Variable      | 0.98%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Inc                                                               | KINDER MORGAN                      | CUSIP: 49456BAV3<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |     70000 | PA      | $67865.83     | 0.02%             | 2033-02-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                 | PHILIP MORRIS IN                   | CUSIP: 718172CV9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    185000 | PA      | $189026.56    | 0.07%             | 2027-11-17      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| DaVita Inc                                                                      | DAVITA INC                         | CUSIP: 23918KAT5<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |     25000 | PA      | $19434.72     | 0.01%             | 2031-02-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd                                       | AUST & NZ BANK                     | CUSIP: 052528AL0<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |    550000 | PA      | $505940.06    | 0.18%             | 2030-07-22      | Variable      | 2.95%                 | Yes           |                  2 | On Loan: No      |
| Berkshire Hathaway Finance Corp                                                 | BERKSHIRE HATH                     | CUSIP: 084664DA6<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    100000 | PA      | $89606.65     | 0.03%             | 2032-03-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Nestle Holdings Inc                                                             | NESTLE HOLDINGS                    | CUSIP: 641062AS3<br>LEI: 549300EAEU8YV8MQXP30 | Long             | DBT              | CORP              | US        |    325000 | PA      | $282296.19    | 0.10%             | 2027-09-15      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| Merck & Co Inc                                                                  | MERCK & CO INC                     | CUSIP: 58933YAX3<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38441.42     | 0.01%             | 2029-03-07      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                        | CANADA-GOV'T                       | CUSIP: 135087D35<br>LEI: N/A                  | Long             | DBT              | NUSS              | CA        |    300000 | PA      | $215710.04    | 0.07%             | 2048-12-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SPCM SA                                                                         | SPCM SA                            | CUSIP: 7846ELAD9<br>LEI: 969500F7036FEDYPRV54 | Long             | DBT              | CORP              | FR        |     10000 | PA      | $8816.68      | 0.00%             | 2027-03-15      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| Walt Disney Co/The                                                              | WALT DISNEY CO                     | CUSIP: 254687EH5<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |     70000 | PA      | $82691.00     | 0.03%             | 2037-11-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                             | UK TSY GILT                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |    475000 | PA      | $537872.72    | 0.19%             | 2027-07-22      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Volkswagen Leasing GmbH                                                         | VOLKSWAGEN LEAS                    | CUSIP: N/A<br>LEI: 5299004GLEUX88BSNB74       | Long             | DBT              | CORP              | DE        |    900000 | PA      | $792021.12    | 0.27%             | 2029-01-12      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| CommonSpirit Health                                                             | CATHOLIC HEALTH                    | CUSIP: 14916RAD6<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    220000 | PA      | $195042.80    | 0.07%             | 2042-11-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Zoetis Inc                                                                      | ZOETIS INC                         | CUSIP: 98978VAH6<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    129000 | PA      | $123274.59    | 0.04%             | 2043-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Transocean Titan Financing Ltd                                                  | TRANSOCEAN TITAN                   | CUSIP: 89386MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |      2000 | PA      | $2075.50      | 0.00%             | 2028-02-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Altria Group Inc                                                                | ALTRIA GROUP INC                   | CUSIP: 02209SBJ1<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22135.69     | 0.01%             | 2030-05-06      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                              | HOME DEPOT INC                     | CUSIP: 437076BY7<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     85000 | PA      | $78875.55     | 0.03%             | 2029-06-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp                                                                  | AIR LEASE CORP                     | CUSIP: 00914AAJ1<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    125000 | PA      | $117301.54    | 0.04%             | 2026-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Capital One NA                                                                  | CAPITAL ONE NA                     | CUSIP: 14042TCT2<br>LEI: 207ALC1P1YM0OVDV0K75 | Long             | DBT              | CORP              | US        |    300000 | PA      | $283577.78    | 0.10%             | 2026-01-28      | Variable      | 2.28%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                                              | VODAFONE GROUP                     | CUSIP: 92857WBM1<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    340000 | PA      | $323147.05    | 0.11%             | 2048-05-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMER CRP                   | CUSIP: 06051GJH3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    285000 | PA      | $276263.84    | 0.10%             | 2024-10-24      | Variable      | 0.81%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                                               | STATE STREET CRP                   | CUSIP: 857477BZ5<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70246.59     | 0.02%             | 2026-01-26      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| Ball Corp                                                                       | BALL CORP                          | CUSIP: 058498AY2<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10321.83     | 0.00%             | 2028-03-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp                                             | CATERPILLAR FINL                   | CUSIP: 14913R2Y2<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |   1290000 | PA      | $1303340.88   | 0.45%             | 2025-01-17      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                          | UNITEDHEALTH GRP                   | CUSIP: 91324PEP3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    205000 | PA      | $213533.83    | 0.07%             | 2028-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co                                                            | KRAFT HEINZ FOOD                   | CUSIP: 50077LAV8<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     80000 | PA      | $75738.25     | 0.03%             | 2030-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | GBP/USD FWD 20230202               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-108.36      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                                | CSC HOLDINGS LLC                   | CUSIP: 126307BD8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     16000 | PA      | $9461.95      | 0.00%             | 2030-12-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Organon & Co / Organon Foreign Debt Co-Issuer BV                                | ORGANON & CO/ORG                   | CUSIP: 68622TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $22686.36     | 0.01%             | 2028-04-30      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Western Midstream Operating LP                                                  | WESTERN MIDSTRM                    | CUSIP: 958667AC1<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     60000 | PA      | $54930.02     | 0.02%             | 2030-02-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital | CHARTER COMM OPT                   | CUSIP: 161175BK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $66468.46     | 0.02%             | 2028-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                | BANK OF NY MELLO                   | CUSIP: 06406RBP1<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149391.45    | 0.05%             | 2034-02-01      | Variable      | 4.71%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                               | JOHNSON&JOHNSON                    | CUSIP: 478160CT9<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    100000 | PA      | $66773.26     | 0.02%             | 2060-09-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| DNB Bank ASA                                                                    | DNB BANK ASA                       | CUSIP: N/A<br>LEI: 549300GKFG0RYRRQ1414       | Long             | DBT              | CORP              | NO        |   2719000 | PA      | $2811522.56   | 0.98%             | 2026-05-31      | Variable      | 1.62%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                                                      | FEDEX CORP                         | CUSIP: 31428XAT3<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |     30000 | PA      | $24506.46     | 0.01%             | 2042-08-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Energy Partners LP                                                | KINDER MORGAN EN                   | CUSIP: 494550AT3<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    385000 | PA      | $396582.62    | 0.14%             | 2035-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                    | BARCLAYS PLC                       | CUSIP: 06738EBL8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $189900.58    | 0.07%             | 2026-05-07      | Variable      | 2.85%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | ENERGY TRANSFER                    | CUSIP: 29273RAP4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     65000 | PA      | $66262.99     | 0.02%             | 2041-06-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Centene Corp                                                                    | CENTENE CORP                       | CUSIP: 15135BAY7<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    145000 | PA      | $125740.50    | 0.04%             | 2028-07-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Genesis Energy LP / Genesis Energy Finance Corp                                 | GENESIS ENERGY                     | CUSIP: 37185LAJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2000 | PA      | $1965.54      | 0.00%             | 2025-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Comision Federal de Electricidad                                                | COMISION FEDERAL                   | CUSIP: N/A<br>LEI: 4469000001BFPONMPF32       | Long             | DBT              | CORP              | MX        |    200000 | PA      | $184014.20    | 0.06%             | 2029-05-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                                               | DELL INT / EMC                     | CUSIP: 24703TAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125000 | PA      | $131925.47    | 0.05%             | 2030-07-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc                                                            | FREEPORT-MCMORAN                   | CUSIP: 35671DCE3<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |     62000 | PA      | $58798.70     | 0.02%             | 2028-03-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| NVIDIA Corp                                                                     | NVIDIA CORP                        | CUSIP: 67066GAG9<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |    100000 | PA      | $86960.96     | 0.03%             | 2040-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Southern Co/The                                                                 | SOUTHERN CO                        | CUSIP: 842587CX3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     30000 | PA      | $26853.26     | 0.01%             | 2046-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| United Parcel Service Inc                                                       | UNITED PARCEL                      | CUSIP: 911312AJ5<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    260000 | PA      | $302236.46    | 0.10%             | 2038-01-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | NOK/USD FWD 20230202               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $0.04         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                             | SUMITOMO MITSUI                    | CUSIP: 86562MCR9<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $206358.40    | 0.07%             | 2028-01-13      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc                                              | ANHEUSER-BUSCH                     | CUSIP: 035240AF7<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    240000 | PA      | $260481.88    | 0.09%             | 2035-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | JPY/USD FWD 20230302               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-6.77        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Saudi Government International Bond                                             | SAUDI INT BOND                     | CUSIP: 80413TBE8<br>LEI: N/A                  | Long             | DBT              | NUSS              | SA        |    740000 | PA      | $710078.72    | 0.25%             | 2053-01-18      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC HOLDINGS                      | CUSIP: 404280CM9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    210000 | PA      | $186246.84    | 0.06%             | 2027-05-24      | Variable      | 1.59%                 | No            |                  2 | On Loan: No      |
| Workday Inc                                                                     | WORKDAY INC                        | CUSIP: 98138HAH4<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |    140000 | PA      | $132056.09    | 0.05%             | 2029-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc                          | ARDAGH PKG FIN                     | CUSIP: 03969AAQ3<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |     14000 | PA      | $13711.08     | 0.00%             | 2025-04-30      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Tap Rock Resources LLC                                                          | TAP ROCK RESOURC                   | CUSIP: 87602LAA0<br>LEI: 549300Y3SDS1HPFQ6H17 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18958.52     | 0.01%             | 2026-10-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Volkswagen Leasing GmbH                                                         | VOLKSWAGEN LEAS                    | CUSIP: N/A<br>LEI: 5299004GLEUX88BSNB74       | Long             | DBT              | CORP              | DE        |    675000 | PA      | $649586.23    | 0.23%             | 2026-07-20      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Canpack SA / Canpack US LLC                                                     | CANPACK SA                         | CUSIP: 13806CAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |     37000 | PA      | $30710.25     | 0.01%             | 2029-11-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Corebridge Financial Inc                                                        | COREBRIDGE FIN                     | CUSIP: 21871XAE9<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    170000 | PA      | $159309.62    | 0.06%             | 2029-04-05      | Fixed         | 3.85%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20230202               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $93.32        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Constellation Energy Generation LLC                                             | EXELON GENERATIO                   | CUSIP: 30161MAG8<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    100000 | PA      | $107906.16    | 0.04%             | 2039-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FMC Corp                                                                        | FMC CORP                           | CUSIP: 302491AV7<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |     30000 | PA      | $25801.83     | 0.01%             | 2049-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                          | UNITEDHEALTH GRP                   | CUSIP: 91324PER9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    360000 | PA      | $383162.18    | 0.13%             | 2033-02-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                                             | GILEAD SCIENCES                    | CUSIP: 375558BK8<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    190000 | PA      | $170080.50    | 0.06%             | 2047-03-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Blackstone Property Partners Europe Holdings Sarl                               | BLACKSTONE PROP                    | CUSIP: N/A<br>LEI: 213800Y3B5GQFBGVHP79       | Long             | DBT              | CORP              | LU        |   1075000 | PA      | $986532.71    | 0.34%             | 2026-10-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Steel Dynamics Inc                                                              | STEEL DYNAMICS                     | CUSIP: 858119BL3<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |     35000 | PA      | $32946.47     | 0.01%             | 2025-06-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Xcel Energy Inc                                                                 | XCEL ENERGY INC                    | CUSIP: 98389BAX8<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    320000 | PA      | $250854.95    | 0.09%             | 2049-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Chubb INA Holdings Inc                                                          | CHUBB INA HLDGS                    | CUSIP: 171239AA4<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    700000 | PA      | $685942.43    | 0.24%             | 2028-03-15      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                      | INTEL CORP                         | CUSIP: 458140CB4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    200000 | PA      | $188685.02    | 0.07%             | 2052-08-05      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| DuPont de Nemours Inc                                                           | DOWDUPONT                          | CUSIP: 26078JAE0<br>LEI: 5493004JF0SDFLM8GD76 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41367.63     | 0.01%             | 2038-11-15      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC HLDGS PLC                     | CUSIP: N/A<br>LEI: MLU0ZO3ML4LN2LL2TL39       | Long             | DBT              | CORP              | GB        |    400000 | PA      | $485790.93    | 0.17%             | 2040-03-29      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PACCAR Financial Corp                                                           | PACCAR FINL CORP                   | CUSIP: 69371RR73<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |    525000 | PA      | $506861.61    | 0.18%             | 2025-04-07      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Vonovia SE                                                                      | VONOVIA SE                         | CUSIP: N/A<br>LEI: 5299005A2ZEP6AP7KM81       | Long             | DBT              | CORP              | DE        |    600000 | PA      | $581957.16    | 0.20%             | 2025-12-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMER CRP                   | CUSIP: 06051GJE0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    170000 | PA      | $125532.62    | 0.04%             | 2041-06-19      | Variable      | 2.68%                 | No            |                  2 | On Loan: No      |
| First Student Bidco Inc                                                         | FIRST STUDENT BI                   | CUSIP: 33718FAF7<br>LEI: 2549006DRO2F06AA1391 | Long             | LON              | CORP              | US        |      2000 | PA      | $1925.62      | 0.00%             | 2028-07-21      | Floating      | 8.59%                 | No            |                  2 | On Loan: No      |
| AdventHealth Obligated Group                                                    | ADVENTHEALTH                       | CUSIP: 00778XAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $205467.08    | 0.07%             | 2051-11-15      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| Sirius XM Radio Inc                                                             | SIRIUS XM RADIO                    | CUSIP: 82967NBA5<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9463.36      | 0.00%             | 2027-08-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                       | TORONTO DOM BANK                   | CUSIP: 89115A2K7<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $506557.30    | 0.18%             | 2026-01-09      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMER CRP                   | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    675000 | PA      | $570732.20    | 0.20%             | 2032-04-22      | Variable      | 2.69%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST FORDR_22-1                                         | FORDR 2022-1 C                     | CUSIP: 34528EAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    100000 | PA      | $97106.04     | 0.03%             | 2034-11-15      | Fixed         | 4.67%                 | Yes           |                  2 | On Loan: No      |
| Sprint LLC                                                                      | SPRINT CORP                        | CUSIP: 85207UAH8<br>LEI: 549300ZTTY7CXOLJ6539 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51117.44     | 0.02%             | 2024-06-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| CommScope Inc                                                                   | COMMSCOPE INC                      | CUSIP: 203372AV9<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |     21000 | PA      | $16494.70     | 0.01%             | 2028-07-01      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| Verizon Communications Inc                                                      | VERIZON COMM INC                   | CUSIP: 92343VGP3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    130000 | PA      | $106782.05    | 0.04%             | 2052-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Cable One Inc                                                                   | CABLE ONE INC                      | CUSIP: 12685JAC9<br>LEI: 549300648QS85T0XSH18 | Long             | DBT              | CORP              | US        |     20000 | PA      | $16541.85     | 0.01%             | 2030-11-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| AXA SA                                                                          | AXA SA                             | CUSIP: N/A<br>LEI: F5WCUMTUM4RKZ1MAIE39       | Long             | DBT              | CORP              | FR        |    800000 | PA      | $968846.32    | 0.34%             | 2054-01-16      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| Continental Resources Inc/OK                                                    | CONTINENTAL RESO                   | CUSIP: 212015AU5<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |    100000 | PA      | $88850.38     | 0.03%             | 2026-11-15      | Fixed         | 2.27%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY                     | CUSIP: 61761JZN2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    270000 | PA      | $260931.97    | 0.09%             | 2027-04-23      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Duke Energy Indiana LLC                                                         | DUKE ENERGY IND                    | CUSIP: 26443TAC0<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |     75000 | PA      | $50905.91     | 0.02%             | 2050-04-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| First Student Bidco Inc                                                         | FIRST STUDENT BI                   | CUSIP: 33718FAE0<br>LEI: 2549006DRO2F06AA1391 | Long             | LON              | CORP              | US        |     20000 | PA      | $19256.24     | 0.01%             | 2028-07-21      | Floating      | 8.59%                 | No            |                  2 | On Loan: No      |
| KeyBank NA/Cleveland OH                                                         | KEY BANK NA                        | CUSIP: 49327M3H5<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250572.26    | 0.09%             | 2033-01-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | GOLDMAN SACHS GP                   | CUSIP: 38141GWZ3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    135000 | PA      | $130240.04    | 0.05%             | 2029-05-01      | Variable      | 4.22%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                                         | CENTERPOINT HOUS                   | CUSIP: 15189XAZ1<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |     90000 | PA      | $90136.45     | 0.03%             | 2032-10-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc                                              | ANHEUSER-BUSCH                     | CUSIP: 03523TBU1<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    244000 | PA      | $255874.39    | 0.09%             | 2039-01-23      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Global Payments Inc                                                             | GLOBAL PAY INC                     | CUSIP: 37940XAF9<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    120000 | PA      | $112618.46    | 0.04%             | 2024-11-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                        | DEUTSCHLAND REP                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | DE        |    325000 | PA      | $371856.08    | 0.13%             | 2046-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20230302               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-509.07      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                                             | MEDLINE BORROWER                   | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8556.39      | 0.00%             | 2029-04-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                       | TORONTO DOM BANK                   | CUSIP: 89117FMA4<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   1650000 | PA      | $1210934.94   | 0.42%             | 2024-03-08      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Chubb INA Holdings Inc                                                          | ACE INA HOLDINGS                   | CUSIP: 00440EAW7<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |     82000 | PA      | $77853.57     | 0.03%             | 2045-11-03      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | NZD/USD FWD 20230302               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-12.36       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                       | FNCL 4.5 2/23                      | CUSIP: 01F042624<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |  -3000000 | PA      | $-2962031.40  | -1.03%            | 2023-02-13      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                       | FNCL 5 2/23                        | CUSIP: 01F050627<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2500000 | PA      | $2508593.75   | 0.87%             | 2023-02-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | CAD/USD FWD 20230202               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $562.74       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Dominican Republic International Bond                                           | DOMINICAN REPUBL                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | DO        |    300000 | PA      | $283305.63    | 0.10%             | 2029-02-22      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Santander UK Group Holdings PLC                                                 | SANTANDER UK GRP                   | CUSIP: 80281LAT2<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $313080.08    | 0.11%             | 2029-01-10      | Variable      | 6.53%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY                     | CUSIP: 6174468L6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    635000 | PA      | $550586.60    | 0.19%             | 2031-01-22      | Variable      | 2.70%                 | No            |                  2 | On Loan: No      |
| NIBC Bank NV                                                                    | NIBC BANK NV                       | CUSIP: N/A<br>LEI: B64D6Y3LBJS4ANNPCU93       | Long             | DBT              | CORP              | NL        |   2500000 | PA      | $3026927.22   | 1.05%             | 2023-11-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Agree LP                                                                        | AGREE LP                           | CUSIP: 008513AB9<br>LEI: 549300DXY3G299V1BO77 | Long             | DBT              | CORP              | US        |     50000 | PA      | $42695.81     | 0.01%             | 2028-06-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | AERCAP IRELAND                     | CUSIP: 00774MAZ8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    150000 | PA      | $116644.83    | 0.04%             | 2041-10-29      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                      | PACIFICORP                         | CUSIP: 695114CN6<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     65000 | PA      | $57528.99     | 0.02%             | 2042-02-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                       | ONEOK INC                          | CUSIP: 682680AT0<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     50000 | PA      | $43721.04     | 0.02%             | 2047-07-13      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Southern Co/The                                                                 | SOUTHERN CO                        | CUSIP: 842587DC8<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    520000 | PA      | $515298.00    | 0.18%             | 2024-08-01      | Variable      | 4.47%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                              | MITSUB UFJ FIN                     | CUSIP: 606822CK8<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    350000 | PA      | $351411.58    | 0.12%             | 2033-07-20      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                   | SOUTHERN CAL ED                    | CUSIP: 842400GG2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     50000 | PA      | $41959.15     | 0.01%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Hormel Foods Corp                                                               | HORMEL FOODS CRP                   | CUSIP: 440452AF7<br>LEI: MSD54751OJP1FS2ND863 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8446.05      | 0.00%             | 2030-06-11      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners LP                                                     | CHENIERE ENERGYP                   | CUSIP: 16411QAK7<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22426.54     | 0.01%             | 2031-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ontario Teachers' Cadillac Fairview Properties Trust                            | CADILLAC FAIRVIE                   | CUSIP: 68327LAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    350000 | PA      | $323512.10    | 0.11%             | 2029-02-01      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMER CRP                   | CUSIP: 06051GJS9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    365000 | PA      | $327026.35    | 0.11%             | 2027-07-22      | Variable      | 1.73%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                             | UK TSY GILT                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |    247000 | PA      | $306043.95    | 0.11%             | 2053-10-22      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Parkland Corp/Alberta                                                           | PARKLAND CORP                      | CUSIP: 70137WAG3<br>LEI: 549300XHQS1JYWBNK868 | Long             | DBT              | CORP              | CA        |     20000 | PA      | $17235.26     | 0.01%             | 2029-10-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Oracle Corp                                                                     | ORACLE CORP                        | CUSIP: 68389XBH7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    250000 | PA      | $215601.72    | 0.07%             | 2036-07-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | CAD/USD FWD 20230202               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-91.76       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Hilcorp Energy I LP / Hilcorp Finance Co                                        | HILCORP ENERGY I                   | CUSIP: 431318AV6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      6000 | PA      | $5524.22      | 0.00%             | 2031-02-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| WEC Energy Group Inc                                                            | WEC ENERGY GROUP                   | CUSIP: 92939UAK2<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |    400000 | PA      | $400888.65    | 0.14%             | 2026-01-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMER CRP                   | CUSIP: 06051GJA8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    125000 | PA      | $107823.07    | 0.04%             | 2051-03-20      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                     | ORACLE CORP                        | CUSIP: 68389XBV6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     40000 | PA      | $35215.70     | 0.01%             | 2030-04-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                            | ROYAL BK CANADA                    | CUSIP: 78016EZH3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $247253.59    | 0.09%             | 2024-07-26      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                    | UBS GROUP                          | CUSIP: 902613AS7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1030000 | PA      | $1016285.57   | 0.35%             | 2027-08-05      | Variable      | 4.70%                 | Yes           |                  2 | On Loan: No      |
| Boston Properties LP                                                            | BOSTON PROP LP                     | CUSIP: 10112RBF0<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |    300000 | PA      | $228323.42    | 0.08%             | 2033-10-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Union Electric Co                                                               | UNION ELECTRIC                     | CUSIP: 906548CN0<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |     65000 | PA      | $55631.58     | 0.02%             | 2048-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                                                     | NUTRIEN LTD                        | CUSIP: 67077MAZ1<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     30000 | PA      | $30479.33     | 0.01%             | 2024-11-07      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bond                                          | COLOMBIA REP OF                    | CUSIP: 195325CX1<br>LEI: N/A                  | Long             | DBT              | NUSS              | CO        |   1215000 | PA      | $1162114.16   | 0.40%             | 2026-01-28      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | ENERGY TRANS                       | CUSIP: 29273VAQ3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    230000 | PA      | $236730.24    | 0.08%             | 2033-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CD 2018-CD7 Mortgage Trust                                                      | CD 2018-CD7 C                      | CUSIP: 12512JBA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     50000 | PA      | $42746.27     | 0.01%             | 2051-08-15      | Variable      | 4.85%                 | No            |                  2 | On Loan: No      |
| Allison Transmission Inc                                                        | ALLISON TRANS                      | CUSIP: 019736AE7<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |     24000 | PA      | $22754.46     | 0.01%             | 2027-10-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| MSCI Inc                                                                        | MSCI INC                           | CUSIP: 55354GAK6<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13129.80     | 0.00%             | 2030-09-01      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Berkshire Hathaway Energy Co                                                    | BERKSHIRE HATHAW                   | CUSIP: 084659BC4<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    100000 | PA      | $70644.68     | 0.02%             | 2051-05-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| General Dynamics Corp                                                           | GENERAL DYNAMICS                   | CUSIP: 369550BK3<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39023.93     | 0.01%             | 2025-04-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                          | COMMONWEALTH EDI                   | CUSIP: 202795JX9<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51581.17     | 0.02%             | 2033-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                    | CUSIP: 912810TK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1040000 | PA      | $982800.00    | 0.34%             | 2042-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| United Airlines Inc                                                             | UNITED AIRLINES                    | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |     35000 | PA      | $31934.98     | 0.01%             | 2029-04-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Becton Dickinson and Co                                                         | BECTON DICKINSON                   | CUSIP: 075887BG3<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |     36000 | PA      | $34233.02     | 0.01%             | 2044-12-15      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Finance North America LLC                                         | MERCEDES-BNZ FIN                   | CUSIP: 58769JAB3<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |   1070000 | PA      | $1088033.56   | 0.38%             | 2025-11-26      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Dow Chemical Co/The                                                             | DOW CHEMICAL CO                    | CUSIP: 260543DC4<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    100000 | PA      | $83826.39     | 0.03%             | 2030-11-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Korea Electric Power Corp                                                       | KOREA ELEC PWR                     | CUSIP: 500631AW6<br>LEI: 988400QG33WS7JEIV602 | Long             | DBT              | NUSS              | KR        |    600000 | PA      | $580493.50    | 0.20%             | 2027-06-14      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| SPCM SA                                                                         | SPCM SA                            | CUSIP: 7846ELAE7<br>LEI: 969500F7036FEDYPRV54 | Long             | DBT              | CORP              | FR        |     22000 | PA      | $18631.58     | 0.01%             | 2030-03-15      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| Zoetis Inc                                                                      | ZOETIS INC                         | CUSIP: 98978VAM5<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |     70000 | PA      | $60350.16     | 0.02%             | 2047-09-12      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                                           | BANQ FED CRD MUT                   | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |   1100000 | PA      | $1089623.52   | 0.38%             | 2026-06-08      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                                         | CHARLES SCHWAB                     | CUSIP: 808513BY0<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    130000 | PA      | $120951.43    | 0.04%             | 2027-03-03      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Hudbay Minerals Inc                                                             | HUDBAY MINERALS                    | CUSIP: 443628AJ1<br>LEI: 549300WI524AL577IX21 | Long             | DBT              | CORP              | CA        |     35000 | PA      | $32244.00     | 0.01%             | 2026-04-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                       | PERUSAHAAN LISTR                   | CUSIP: N/A<br>LEI: 254900OYVDRYS9J51J61       | Long             | DBT              | CORP              | ID        |    370000 | PA      | $295454.22    | 0.10%             | 2031-11-05      | Fixed         | 1.88%                 | Yes           |                  2 | On Loan: No      |
| Ameren Illinois Co                                                              | AMEREN ILLINOIS                    | CUSIP: 02361DAZ3<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |    130000 | PA      | $151085.09    | 0.05%             | 2052-12-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                         | BRISTOL-MYERS                      | CUSIP: 110122DQ8<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     15000 | PA      | $12274.54     | 0.00%             | 2030-11-13      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20230202               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $18144.69     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| New York Life Global Funding                                                    | NEW YORK LIFE GL                   | CUSIP: 64952WEY5<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152733.10    | 0.05%             | 2028-01-09      | Fixed         | 4.85%                 | Yes           |                  2 | On Loan: No      |
| PepsiCo Inc                                                                     | PEPSICO INC                        | CUSIP: 713448EL8<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    305000 | PA      | $277468.28    | 0.10%             | 2029-07-29      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                      | ABBVIE INC                         | CUSIP: 00287YCX5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    190000 | PA      | $186451.51    | 0.06%             | 2025-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | GOLDMAN SACHS GP                   | CUSIP: 38141GYA6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    265000 | PA      | $237205.80    | 0.08%             | 2027-03-09      | Variable      | 1.43%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | CITIGROUP INC                      | CUSIP: 172967NS6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     95000 | PA      | $94178.53     | 0.03%             | 2028-05-24      | Variable      | 4.66%                 | No            |                  2 | On Loan: No      |
| Discovery Communications LLC                                                    | DISCOVERY COMMUN                   | CUSIP: 25470DAD1<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49907.24     | 0.02%             | 2040-06-01      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Kazakhstan Temir Zholy National Co JSC                                          | KAZAKHSTAN TEMIR                   | CUSIP: N/A<br>LEI: 213800X9NVS4IWFKLS77       | Long             | DBT              | CORP              | KZ        |    275000 | PA      | $284710.28    | 0.10%             | 2023-12-05      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Public Storage                                                                  | PUBLIC STORAGE                     | CUSIP: 74460DAH2<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |    200000 | PA      | $175638.95    | 0.06%             | 2028-11-09      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE                     | CUSIP: 46647PCB0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    100000 | PA      | $89879.80     | 0.03%             | 2027-04-22      | Variable      | 1.58%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                                                           | NORTHROP GRUMMAN                   | CUSIP: 666807BU5<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    125000 | PA      | $130942.99    | 0.05%             | 2050-05-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | CAD/USD FWD 20230202               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-716.59      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GSK Consumer Healthcare Capital US LLC                                          | GSK CONSUMER                       | CUSIP: 36264FAM3<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |    190000 | PA      | $174351.98    | 0.06%             | 2032-03-24      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                                                                   | TRANSDIGM INC                      | CUSIP: 893647BK2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30618.02     | 0.01%             | 2025-12-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Bermuda Government International Bond                                           | BERMUDA-GOVT OF                    | CUSIP: 085209AJ3<br>LEI: N/A                  | Long             | DBT              | NUSS              | BM        |    700000 | PA      | $706403.02    | 0.25%             | 2032-07-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMER CRP                   | CUSIP: 06051GJM2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     70000 | PA      | $47941.17     | 0.02%             | 2051-10-24      | Variable      | 2.83%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                                               | GENERAL MOTORS C                   | CUSIP: 37045VAV2<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153817.14    | 0.05%             | 2025-10-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                  | LOWE'S COS INC                     | CUSIP: 548661ED5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     90000 | PA      | $77541.64     | 0.03%             | 2028-09-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | GOLDMAN SACHS GP                   | CUSIP: N/A<br>LEI: 784F5XWPLTWKTBV3E584       | Long             | DBT              | CORP              | US        |    800000 | PA      | $1086989.05   | 0.38%             | 2028-04-10      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance USA Ltd                                                       | RIO TINTO FINANC                   | CUSIP: 767201AL0<br>LEI: 213800RX94ZKEZXPKH58 | Long             | DBT              | CORP              | AU        |    250000 | PA      | $264145.71    | 0.09%             | 2040-11-02      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Suncor Energy Inc                                                               | SUNCOR ENERGY                      | CUSIP: 867224AE7<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |    175000 | PA      | $139322.78    | 0.05%             | 2051-03-04      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| NuStar Logistics LP                                                             | NUSTAR LOGISTICS                   | CUSIP: 67059TAH8<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19270.72     | 0.01%             | 2030-10-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY                     | CUSIP: 61747YEY7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    220000 | PA      | $241863.56    | 0.08%             | 2033-10-18      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| Cigna Corp                                                                      | CIGNA CORP                         | CUSIP: 125523CP3<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    150000 | PA      | $135296.06    | 0.05%             | 2026-03-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd                                                     | AVOLON HDGS                        | CUSIP: 05401AAM3<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    150000 | PA      | $134008.34    | 0.05%             | 2026-02-21      | Fixed         | 2.12%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                             | SCDS: (COLOM)                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |    520000 | NC      | $28623.70     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20230202               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-1211937.89  | -0.42%            |  |  |  | No            |                  2 | On Loan: No      |
| Manufacturers & Traders Trust Co                                                | MANUF & TRADERS                    | CUSIP: 55279HAW0<br>LEI: WWB2V0FCW3A0EE3ZJN75 | Long             | DBT              | CORP              | US        |    270000 | PA      | $269415.34    | 0.09%             | 2028-01-27      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                | BANK OF NY MELLO                   | CUSIP: 06406RBJ5<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    300000 | PA      | $297944.32    | 0.10%             | 2026-07-24      | Variable      | 4.41%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | GBP/USD FWD 20230202               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $1970.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                                            | PNC FINANCIAL                      | CUSIP: 693475BM6<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    300000 | PA      | $302480.96    | 0.11%             | 2034-01-24      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC / CCO Holdings Capital Corp                                    | CCO HOLDINGS LLC                   | CUSIP: 1248EPBX0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $18668.25     | 0.01%             | 2028-02-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Prologis Euro Finance LLC                                                       | PROLOGIS EURO                      | CUSIP: N/A<br>LEI: 549300MI5D1784PRQH06       | Long             | DBT              | CORP              | US        |    196000 | PA      | $210701.19    | 0.07%             | 2030-01-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CK Hutchison Europe Finance 18 Ltd                                              | CK HUTCHISON E F                   | CUSIP: N/A<br>LEI: 2549003J58N9TB141B68       | Long             | DBT              | CORP              | KY        |   1100000 | PA      | $1038469.31   | 0.36%             | 2030-04-13      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Targa Resources Partners LP / Targa Resources Partners Finance Corp             | TARGA RES PRTNRS                   | CUSIP: 87612BBS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $47014.37     | 0.02%             | 2031-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                      | VERIZON COMM INC                   | CUSIP: 92343VFL3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    285000 | PA      | $230437.37    | 0.08%             | 2030-09-18      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CSL Finance PLC                                                                 | CSL FINANCE PLC                    | CUSIP: 12661PAE9<br>LEI: 2549007CCNBNAF4HBC02 | Long             | DBT              | CORP              | GB        |    370000 | PA      | $360419.86    | 0.13%             | 2052-04-27      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Barclays PLC                                                                    | BARCLAYS PLC                       | CUSIP: 06738ECD5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $433314.75    | 0.15%             | 2028-11-02      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                      | VERIZON COMM INC                   | CUSIP: 92343VCQ5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    140000 | PA      | $133925.55    | 0.05%             | 2034-11-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Avient Corp                                                                     | AVIENT CORP                        | CUSIP: 05368VAA4<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15176.25     | 0.01%             | 2030-08-01      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| ERP Operating LP                                                                | ERP OPERATING LP                   | CUSIP: 26884ABB8<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |    135000 | PA      | $125917.88    | 0.04%             | 2044-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Camelot Return Merger Sub Inc                                                   | CAMELOT RETURN                     | CUSIP: 13323NAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $28206.03     | 0.01%             | 2028-08-01      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| Corebridge Financial Inc                                                        | COREBRIDGE FIN                     | CUSIP: 21871XAC3<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |     90000 | PA      | $86014.28     | 0.03%             | 2027-04-05      | Fixed         | 3.65%                 | Yes           |                  2 | On Loan: No      |
| Target Corp                                                                     | TARGET CORP                        | CUSIP: 87612EBR6<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60654.58     | 0.02%             | 2053-01-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| TopBuild Corp                                                                   | TOPBUILD CORP                      | CUSIP: 89055FAB9<br>LEI: 5493007YSKHOL4RWII46 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4267.74      | 0.00%             | 2029-03-15      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Novelis Corp                                                                    | NOVELIS CORP                       | CUSIP: 670001AH9<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |     12000 | PA      | $10114.95     | 0.00%             | 2031-08-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                             | SUMITOMO MITSUI                    | CUSIP: 86562MCE8<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    260000 | PA      | $204494.20    | 0.07%             | 2031-01-12      | Fixed         | 1.71%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | AUD/USD FWD 20230302               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $8575.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY                     | CUSIP: 61747YDY8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     30000 | PA      | $27582.58     | 0.01%             | 2045-01-27      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                      | VERIZON COMM INC                   | CUSIP: 92343VCK8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    250000 | PA      | $241321.95    | 0.08%             | 2046-08-21      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                       | AMGEN INC                          | CUSIP: 031162CY4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    147000 | PA      | $95105.23     | 0.03%             | 2053-09-01      | Fixed         | 2.77%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                 | CVS HEALTH CORP                    | CUSIP: 126650CN8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     75000 | PA      | $72181.57     | 0.03%             | 2045-07-20      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20230202               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-32501.72    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Allina Health System                                                            | ALLINA HEALTH                      | CUSIP: 01959LAC6<br>LEI: 5493001V00JCD7SQ0G44 | Long             | DBT              | CORP              | US        |    130000 | PA      | $110461.19    | 0.04%             | 2049-04-15      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SCDS: (MALAYS)                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |   -950000 | NC      | $-69843.95    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Aroundtown SA                                                                   | AROUNDTOWN SA                      | CUSIP: AZ5768587<br>LEI: 529900H4DWG3KWMBMQ39 | Long             | DBT              | CORP              | LU        |    110000 | PA      | $48607.01     | 0.02%             | 2172-01-12      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                             | ELEVANCE HEALTH                    | CUSIP: 036752AX1<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    155000 | PA      | $177226.05    | 0.06%             | 2052-10-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                      | US BANCORP                         | CUSIP: 91159HJK7<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149973.95    | 0.05%             | 2029-02-01      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                     | ORACLE CORP                        | CUSIP: 68389XCK9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    180000 | PA      | $208125.41    | 0.07%             | 2052-11-09      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Amprion GmbH                                                                    | AMPRION GMBH                       | CUSIP: N/A<br>LEI: 529900ZIV0ETYHYZM863       | Long             | DBT              | CORP              | DE        |   2000000 | PA      | $2161121.57   | 0.75%             | 2027-09-22      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Nucor Corp                                                                      | NUCOR CORP                         | CUSIP: 670346AQ8<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |     70000 | PA      | $64012.03     | 0.02%             | 2048-05-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Discovery Communications LLC                                                    | DISCOVERY COMMUN                   | CUSIP: 25470DBL2<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |     62000 | PA      | $42607.92     | 0.01%             | 2055-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Vodafone International Financing DAC                                            | VODAFONE INT FIN                   | CUSIP: N/A<br>LEI: 2138004BCYGT82KFW603       | Long             | DBT              | CORP              | IE        |    500000 | PA      | $542336.95    | 0.19%             | 2034-12-02      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                      | VERIZON COMM INC                   | CUSIP: N/A<br>LEI: 2S72QS2UO2OESLG6Y829       | Long             | DBT              | CORP              | US        |    800000 | PA      | $717536.74    | 0.25%             | 2029-03-22      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Centrica PLC                                                                    | CENTRICA PLC                       | CUSIP: N/A<br>LEI: E26EDV109X6EEPBKVH76       | Long             | DBT              | CORP              | GB        |    500000 | PA      | $589865.47    | 0.20%             | 2029-03-13      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                      | ABBVIE INC                         | CUSIP: 00287YBZ1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    120000 | PA      | $115649.20    | 0.04%             | 2024-11-21      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC HOLDINGS                      | CUSIP: 404280DR7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    215000 | PA      | $234255.97    | 0.08%             | 2028-11-03      | Variable      | 7.39%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                                | ALTRIA GROUP INC                   | CUSIP: 02209SBK8<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     40000 | PA      | $29963.27     | 0.01%             | 2050-05-06      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Shell International Finance BV                                                  | SHELL INTL FIN                     | CUSIP: 822582CD2<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    150000 | PA      | $134375.96    | 0.05%             | 2029-11-07      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                | DUKE ENERGY COR                    | CUSIP: N/A<br>LEI: I1BZKREC126H0VB1BL91       | Long             | DBT              | CORP              | US        |   1533000 | PA      | $1577332.14   | 0.55%             | 2028-06-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMER CRP                   | CUSIP: 06051GJD2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    135000 | PA      | $123626.53    | 0.04%             | 2026-06-19      | Variable      | 1.32%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20230202               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-999.89      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                      | VERIZON COMM INC                   | CUSIP: 92343VGC2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    105000 | PA      | $79690.86     | 0.03%             | 2061-03-22      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co                                                            | KRAFT HEINZ FOOD                   | CUSIP: 50077LBC9<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    236000 | PA      | $229871.24    | 0.08%             | 2027-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Corp                                                                | FIRSTENERGY CORP                   | CUSIP: 337932AP2<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |     60000 | PA      | $49299.29     | 0.02%             | 2030-09-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Netflix Inc                                                                     | NETFLIX INC                        | CUSIP: 64110LAX4<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |     90000 | PA      | $96512.50     | 0.03%             | 2029-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| DCP Midstream Operating LP                                                      | DCP MIDSTREAM OP                   | CUSIP: 23311VAH0<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |     21000 | PA      | $20974.70     | 0.01%             | 2029-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                                               | DELL INT / EMC                     | CUSIP: 24703TAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    120000 | PA      | $125793.53    | 0.04%             | 2027-07-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Cargill Inc                                                                     | CARGILL INC                        | CUSIP: 141781BY9<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |     95000 | PA      | $95712.87     | 0.03%             | 2025-10-10      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| CCO Holdings LLC / CCO Holdings Capital Corp                                    | CCO HOLDINGS LLC                   | CUSIP: 1248EPCS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $43416.96     | 0.02%             | 2029-09-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Adani Ports & Special Economic Zone Ltd                                         | ADANI PORTS AND                    | CUSIP: N/A<br>LEI: 335800QOAXP5TM7OYP69       | Long             | DBT              | CORP              | IN        |    200000 | PA      | $160000.00    | 0.06%             | 2029-07-03      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| European Union                                                                  | EUROPEAN UNION                     | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | CORP              | N/A       |    315000 | PA      | $335327.19    | 0.12%             | 2053-03-04      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable LLC                                                           | TIME WARNER CABL                   | CUSIP: 88732JBD9<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |     55000 | PA      | $43637.19     | 0.02%             | 2042-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Nationwide Mutual Insurance Co                                                  | NATIONWIDE MUTL                    | CUSIP: 638671AN7<br>LEI: Z7LVXXWM8HZPKF5T2355 | Long             | DBT              | CORP              | US        |    125000 | PA      | $102449.37    | 0.04%             | 2050-04-30      | Fixed         | 4.35%                 | Yes           |                  2 | On Loan: No      |
| Eversource Energy                                                               | EVERSOURCE ENERG                   | CUSIP: 30040WAN8<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    300000 | PA      | $268775.24    | 0.09%             | 2026-08-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| AEP Transmission Co LLC                                                         | AEP TRANSMISSION                   | CUSIP: 00115AAM1<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |     70000 | PA      | $57583.91     | 0.02%             | 2050-04-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co                                                                 | DTE ELECTRIC CO                    | CUSIP: 23338VAD8<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    120000 | PA      | $110732.80    | 0.04%             | 2044-07-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                         | SIMON PROP GP LP                   | CUSIP: 828807CV7<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    270000 | PA      | $262363.31    | 0.09%             | 2025-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co LLC                                                  | ONCOR ELECTRIC D                   | CUSIP: 68233JBD5<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    153000 | PA      | $131701.64    | 0.05%             | 2047-09-30      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC HOLDINGS                      | CUSIP: 404280AQ2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $191245.95    | 0.07%             | 2044-03-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Nestle Holdings Inc                                                             | NESTLE HOLDINGS                    | CUSIP: 641062AN4<br>LEI: 549300EAEU8YV8MQXP30 | Long             | DBT              | CORP              | US        |    150000 | PA      | $135748.99    | 0.05%             | 2048-09-24      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Antero Resources Corp                                                           | ANTERO RESOURCES                   | CUSIP: 03674XAS5<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | DBT              | CORP              | US        |     16000 | PA      | $14921.80     | 0.01%             | 2030-03-01      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Aramark Services Inc                                                            | ARAMARK SERV INC                   | CUSIP: 038522AR9<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9999.25      | 0.00%             | 2025-05-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                       | DUKE ENERGY CAR                    | CUSIP: 26442CBA1<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     85000 | PA      | $74616.43     | 0.03%             | 2030-02-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                 | PHILIP MORRIS IN                   | CUSIP: 718172CM9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    500000 | PA      | $322124.39    | 0.11%             | 2039-08-01      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Venture Global Calcasieu Pass LLC                                               | VENTURE GLOBAL C                   | CUSIP: 92328MAA1<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17840.33     | 0.01%             | 2029-08-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| SANTANDER RETAIL AUTO LEASE TRUST_20-A                                          | SRT 2020-B D                       | CUSIP: 80286RAG2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    100000 | PA      | $95311.61     | 0.03%             | 2025-10-20      | Fixed         | 1.98%                 | Yes           |                  2 | On Loan: No      |
| Public Service Electric and Gas Co                                              | PUBLIC SERVICE                     | CUSIP: 74456QBT2<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    100000 | PA      | $82316.37     | 0.03%             | 2047-12-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                   | SOUTHERN CAL ED                    | CUSIP: 842400FQ1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45275.07     | 0.02%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                               | ENTERPRISE PRODU                   | CUSIP: 29379VBY8<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     70000 | PA      | $55091.75     | 0.02%             | 2051-01-31      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                     | PEPSICO INC                        | CUSIP: 713448FM5<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19541.75     | 0.01%             | 2032-07-18      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Goodyear Tire & Rubber Co/The                                                   | GOODYEAR TIRE                      | CUSIP: 382550BN0<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |     12000 | PA      | $10582.80     | 0.00%             | 2029-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Eskom Holdings SOC Ltd                                                          | ESKOM HOLDINGS                     | CUSIP: EJ7753969<br>LEI: 3789001900ED06F65111 | Long             | DBT              | CORP              | ZA        |    200000 | PA      | $196800.00    | 0.07%             | 2023-08-06      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                                                 | ASTRAZENECA PLC                    | CUSIP: 046353AT5<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    104000 | PA      | $102968.20    | 0.04%             | 2029-01-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Hess Corp                                                                       | HESS CORP                          | CUSIP: 023551AJ3<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5606.76      | 0.00%             | 2031-08-15      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | USD/ZAR FWD 20230302               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-0.07        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | GBP/USD FWD 20230202               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-96351.24    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| ITC Holdings Corp                                                               | ITC HOLDINGS COR                   | CUSIP: 465685AR6<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50633.75     | 0.02%             | 2027-09-22      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                        | FORD MOTOR CRED                    | CUSIP: 345397C27<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     45000 | PA      | $43191.24     | 0.01%             | 2027-05-28      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Emerson Electric Co                                                             | EMERSON ELECTRIC                   | CUSIP: 291011BR4<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |     90000 | PA      | $75108.20     | 0.03%             | 2031-12-21      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Energizer Holdings Inc                                                          | ENERGIZER HLDGS                    | CUSIP: 29272WAD1<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |     30000 | PA      | $26004.71     | 0.01%             | 2029-03-31      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | GOLDMAN SACHS GP                   | CUSIP: 38141GVS0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     85000 | PA      | $82344.01     | 0.03%             | 2045-10-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                                               | STATE STREET CRP                   | CUSIP: 857477CA9<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    120000 | PA      | $120638.42    | 0.04%             | 2034-01-26      | Variable      | 4.82%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy Inc                                                          | DIAMONDBACK ENER                   | CUSIP: 25278XAT6<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    100000 | PA      | $80267.84     | 0.03%             | 2052-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG/New York NY                                                    | DEUTSCHE BANK NY                   | CUSIP: 251526CC1<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    150000 | PA      | $146731.74    | 0.05%             | 2024-09-18      | Variable      | 2.22%                 | No            |                  2 | On Loan: No      |
| Credit Suisse AG/New York NY                                                    | CRED SUIS NY                       | CUSIP: 22550L2J9<br>LEI: 549300D0YARF5HYP1809 | Long             | DBT              | CORP              | CH        |    400000 | PA      | $388249.96    | 0.13%             | 2024-08-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                 | GEN MOTORS FIN                     | CUSIP: 37045XCD6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    400000 | PA      | $388419.76    | 0.13%             | 2024-11-07      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                                             | MEDLINE BORROWER                   | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4196.11      | 0.00%             | 2029-10-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Sempra Energy                                                                   | SEMPRA ENERGY                      | CUSIP: 816851BP3<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    285000 | PA      | $269038.54    | 0.09%             | 2029-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                      | PFIZER INC                         | CUSIP: 717081EZ2<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    225000 | PA      | $173399.29    | 0.06%             | 2040-05-28      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies Inc                                                  | GE HEALTHCARE                      | CUSIP: 36267VAL7<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    100000 | PA      | $115397.76    | 0.04%             | 2052-11-22      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                  | BP CAP MKTS AMER                   | CUSIP: 10373QAE0<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    300000 | PA      | $298801.76    | 0.10%             | 2028-11-06      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| Cargill Inc                                                                     | CARGILL INC                        | CUSIP: 141781BZ6<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |     65000 | PA      | $67697.94     | 0.02%             | 2032-10-11      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| INEOS Quattro Finance 2 Plc                                                     | INEOS QUATTRO FI                   | CUSIP: 45674GAA2<br>LEI: 213800V48W4Y5MT5Q131 | Long             | DBT              | CORP              | GB        |     10000 | PA      | $9175.07      | 0.00%             | 2026-01-15      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| Clarios Global LP / Clarios US Finance Co                                       | CLARIOS GLOBAL                     | CUSIP: 69867DAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |     22000 | PA      | $21934.15     | 0.01%             | 2027-05-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital | CHARTER COMM OPT                   | CUSIP: 161175BQ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    425000 | PA      | $421424.05    | 0.15%             | 2024-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                         | HCA INC                            | CUSIP: 404119BZ1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    115000 | PA      | $105187.21    | 0.04%             | 2049-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | US ULTRA BOND CBT Mar23            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |         8 | NC      | $-13227.89    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Nova Scotia/The                                                         | BANK NOVA SCOTIA                   | CUSIP: 06417XAP6<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $200541.05    | 0.07%             | 2030-02-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Zurich Finance Ireland Designated Activity Co                                   | ZURICH FINANCE                     | CUSIP: N/A<br>LEI: 549300E0FVHYR37EGX65       | Long             | DBT              | CORP              | IE        |    400000 | PA      | $464974.41    | 0.16%             | 2052-11-23      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20230202               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-26851.03    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                | T-MOBILE USA INC                   | CUSIP: 87264ABT1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     75000 | PA      | $64189.11     | 0.02%             | 2031-02-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Transcontinental Gas Pipe Line Co LLC                                           | TRANSCONT GAS PL                   | CUSIP: 893574AK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $4827.90      | 0.00%             | 2028-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                       | APPLE INC                          | CUSIP: 037833ER7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    250000 | PA      | $223038.57    | 0.08%             | 2062-08-08      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                        | AT&T INC                           | CUSIP: 00206RGQ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     56000 | PA      | $54627.54     | 0.02%             | 2030-02-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                               | ENTERPRISE PRODU                   | CUSIP: 29379VCD3<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     90000 | PA      | $93604.78     | 0.03%             | 2033-01-31      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Boston Properties LP                                                            | BOSTON PROP LP                     | CUSIP: 10112RBD5<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |    300000 | PA      | $257261.66    | 0.09%             | 2031-01-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Regal Rexnord Corp                                                              | REGAL REXNORD                      | CUSIP: 758750AF0<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |    110000 | PA      | $112646.88    | 0.04%             | 2033-04-15      | Fixed         | 6.40%                 | Yes           |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                         | BANK NOVA SCOTIA                   | CUSIP: 06417XAN1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    300000 | PA      | $299838.14    | 0.10%             | 2026-02-02      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Newell Brands Inc                                                               | NEWELL BRANDS I                    | CUSIP: 651229BC9<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |      2000 | PA      | $2010.80      | 0.00%             | 2027-09-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Baxter International Inc                                                        | BAXTER INTL                        | CUSIP: 071813CS6<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    120000 | PA      | $98264.05     | 0.03%             | 2032-02-01      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                            | UNITED MEXICAN                     | CUSIP: 91087BAS9<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    500000 | PA      | $392992.09    | 0.14%             | 2052-02-12      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                   | BOEING CO                          | CUSIP: 097023BR5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9174.40      | 0.00%             | 2026-06-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Pioneer Natural Resources Co                                                    | PIONEER NATURAL                    | CUSIP: 723787AQ0<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |    150000 | PA      | $122992.61    | 0.04%             | 2030-08-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                   | BOEING CO                          | CUSIP: 097023BY0<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    100000 | PA      | $80770.69     | 0.03%             | 2038-03-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | GBP/USD FWD 20230202               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $510.94       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nationwide Financial Services Inc                                               | NATIONWIDE FIN                     | CUSIP: 638612AM3<br>LEI: 5493001H7AZNDS6BKJ36 | Long             | DBT              | CORP              | US        |     65000 | PA      | $50279.31     | 0.02%             | 2049-11-30      | Fixed         | 3.90%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | CITIGROUP INC                      | CUSIP: 172967MY4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    165000 | PA      | $137496.08    | 0.05%             | 2032-05-01      | Variable      | 2.56%                 | No            |                  2 | On Loan: No      |
| Zoetis Inc                                                                      | ZOETIS INC                         | CUSIP: 98978VAU7<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    230000 | PA      | $235200.08    | 0.08%             | 2025-11-14      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Cigna Corp                                                                      | CIGNA CORP                         | CUSIP: 125523AJ9<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    155000 | PA      | $151785.16    | 0.05%             | 2038-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20230202               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $24636.96     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LYB International Finance III LLC                                               | LYB INT FIN III                    | CUSIP: 50249AAH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $38417.51     | 0.01%             | 2040-10-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Chemours Co/The                                                                 | CHEMOURS CO                        | CUSIP: 163851AH1<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |     27000 | PA      | $22550.19     | 0.01%             | 2029-11-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Comcast Corp                                                                    | COMCAST CORP                       | CUSIP: 20030NBP5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     90000 | PA      | $88293.63     | 0.03%             | 2035-08-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Mondelez International Inc                                                      | MONDELEZ INT INC                   | CUSIP: 609207AX3<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |    200000 | PA      | $159977.05    | 0.06%             | 2031-02-04      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| EOG Resources Inc                                                               | EOG RESOURCES IN                   | CUSIP: 26875PAN1<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18890.78     | 0.01%             | 2035-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                | WELLS FARGO CO                     | CUSIP: 95000U3A9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    140000 | PA      | $139728.18    | 0.05%             | 2028-07-25      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                  | LOWE'S COS INC                     | CUSIP: 548661DX2<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    100000 | PA      | $85283.46     | 0.03%             | 2028-04-15      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                        | TOYOTA MTR CRED                    | CUSIP: 89236TJV8<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    270000 | PA      | $245976.58    | 0.09%             | 2027-01-13      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Public Service Co of Oklahoma                                                   | PUB SVC OKLAHOMA                   | CUSIP: 744533BQ2<br>LEI: F3TJNSIZRGXRH8GEIK79 | Long             | DBT              | CORP              | US        |    400000 | PA      | $414262.17    | 0.14%             | 2033-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20230202               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-799.39      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Verisk Analytics Inc                                                            | VERISK ANALYTICS                   | CUSIP: 92345YAE6<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100561.32    | 0.03%             | 2045-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Airbus SE                                                                       | AIRBUS SE                          | CUSIP: N/A<br>LEI: MINO79WLOO247M1IL051       | Long             | DBT              | CORP              | NL        |    300000 | PA      | $257123.10    | 0.09%             | 2040-06-09      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                           | MET TRANS AUTH                     | CUSIP: 59259YBF5<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |    300000 | PA      | $303798.33    | 0.11%             | 2039-11-15      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                         | BRISTOL-MYERS                      | CUSIP: 110122DU9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    150000 | PA      | $135964.64    | 0.05%             | 2032-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing Inc                                                           | LEVEL 3 FIN INC                    | CUSIP: 527298BN2<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     22000 | PA      | $18659.21     | 0.01%             | 2027-09-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Nutrien Ltd                                                                     | NUTRIEN LTD                        | CUSIP: 67077MAT5<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    125000 | PA      | $121525.85    | 0.04%             | 2029-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Blackstone Property Partners Europe Holdings Sarl                               | BLACKSTONE PROP                    | CUSIP: N/A<br>LEI: 213800Y3B5GQFBGVHP79       | Long             | DBT              | CORP              | LU        |    700000 | PA      | $735420.47    | 0.26%             | 2024-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Cloverie PLC for Zurich Insurance Co Ltd                                        | CLOVERIE PLC                       | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | IE        |   1138000 | PA      | $1199607.11   | 0.42%             | 2024-09-16      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | AUD/USD FWD 20230202               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-153.16      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies Inc                                                  | GE HEALTHCARE                      | CUSIP: 36267VAJ2<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    100000 | PA      | $108285.77    | 0.04%             | 2032-11-22      | Fixed         | 5.91%                 | Yes           |                  2 | On Loan: No      |
| Canadian Government Bond                                                        | CANADA-GOV'T                       | CUSIP: 135087YQ1<br>LEI: N/A                  | Long             | DBT              | NUSS              | CA        |    885000 | PA      | $755058.55    | 0.26%             | 2041-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co                                              | PUBLIC SERVICE E                   | CUSIP: 74456QBL9<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     38000 | PA      | $36718.47     | 0.01%             | 2025-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                                | ALTRIA GROUP INC                   | CUSIP: 02209SBD4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98924.94     | 0.03%             | 2029-02-14      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                            | WESTPAC BANKING                    | CUSIP: 961214EQ2<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |     75000 | PA      | $54075.18     | 0.02%             | 2040-11-16      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| Harley-Davidson Financial Services Inc                                          | HARLEY-DAVIDSON                    | CUSIP: 41283LBA2<br>LEI: RLUFFFFW4GRYU77BTS24 | Long             | DBT              | CORP              | US        |    230000 | PA      | $210411.21    | 0.07%             | 2027-02-14      | Fixed         | 3.05%                 | Yes           |                  2 | On Loan: No      |
| Honda Motor Co Ltd                                                              | HONDA MOTOR CO                     | CUSIP: 438127AC6<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |    160000 | PA      | $142576.33    | 0.05%             | 2032-03-10      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| Empresa Nacional del Petroleo                                                   | EMPRESA NACIONAL                   | CUSIP: N/A<br>LEI: 549300YP3P0JZBLIV197       | Long             | DBT              | CORP              | CL        |    250000 | PA      | $235916.40    | 0.08%             | 2026-08-05      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SCDS: (COLOM)                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |    450000 | NC      | $24770.51     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY                     | CUSIP: 61772BAB9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    195000 | PA      | $175167.36    | 0.06%             | 2027-05-04      | Variable      | 1.59%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                  | AMAZON.COM INC                     | CUSIP: 023135CR5<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    605000 | PA      | $619329.20    | 0.22%             | 2032-12-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Canadian Natural Resources Ltd                                                  | CAN NATURAL RES                    | CUSIP: 136385AL5<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    290000 | PA      | $310519.52    | 0.11%             | 2038-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | US 10YR NOTE (CBT)Mar23            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |        42 | NC      | $-6119.44     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo & Co                                                                | WELLS FARGO CO                     | CUSIP: 95000U3B7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74700.04     | 0.03%             | 2033-07-25      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| Newell Brands Inc                                                               | NEWELL BRANDS I                    | CUSIP: 651229BD7<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5068.86      | 0.00%             | 2029-09-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                | WELLS FARGO CO                     | CUSIP: 95000U2Q5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    320000 | PA      | $250037.92    | 0.09%             | 2041-04-30      | Variable      | 3.07%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                 | PHILIP MORRIS IN                   | CUSIP: 718172CX5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    140000 | PA      | $147427.49    | 0.05%             | 2032-11-17      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Enstar Group Ltd                                                                | ENSTAR GROUP LTD                   | CUSIP: 29359UAB5<br>LEI: 213800AMAL5QFXVUCN04 | Long             | DBT              | CORP              | BM        |    140000 | PA      | $131844.41    | 0.05%             | 2029-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Canadian National Railway Co                                                    | CANADIAN NATL RR                   | CUSIP: 136375DB5<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    230000 | PA      | $218501.75    | 0.08%             | 2052-08-05      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Air Products and Chemicals Inc                                                  | AIR PROD & CHEM                    | CUSIP: 009158AZ9<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |    125000 | PA      | $99146.04     | 0.03%             | 2040-05-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Netflix Inc                                                                     | NETFLIX INC                        | CUSIP: 64110LAS5<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    175000 | PA      | $174851.62    | 0.06%             | 2028-04-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ERAC USA Finance LLC                                                            | ERAC USA FINANCE                   | CUSIP: 26882PBE1<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |    180000 | PA      | $209560.29    | 0.07%             | 2037-10-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Aflac Inc                                                                       | AFLAC INC                          | CUSIP: 001055BK7<br>LEI: 549300N0B7DOGLXWPP39 | Long             | DBT              | CORP              | US        |     55000 | PA      | $49622.27     | 0.02%             | 2026-03-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                     | PACIFIC GAS&ELEC                   | CUSIP: 694308JW8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    100000 | PA      | $89577.89     | 0.03%             | 2028-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial Inc                                                        | COREBRIDGE FIN                     | CUSIP: 21871XAJ8<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    100000 | PA      | $87631.43     | 0.03%             | 2042-04-05      | Fixed         | 4.35%                 | Yes           |                  2 | On Loan: No      |
| Canadian Government Bond                                                        | CANADA-GOV'T                       | CUSIP: 135087M68<br>LEI: N/A                  | Long             | DBT              | NUSS              | CA        |    150000 | PA      | $85047.54     | 0.03%             | 2053-12-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Frontier Communications Holdings LLC                                            | FRONTIER COMMUNI                   | CUSIP: 35908MAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $12309.33     | 0.00%             | 2030-01-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                  | BP CAP MKTS AMER                   | CUSIP: 10373QAV2<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    120000 | PA      | $114127.05    | 0.04%             | 2027-01-16      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| United Parcel Service Inc                                                       | UNITED PARCEL                      | CUSIP: 911312BW5<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |     60000 | PA      | $65672.18     | 0.02%             | 2050-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| UPC Broadband Finco BV                                                          | UPC BROAD FINCO                    | CUSIP: 90320BAA7<br>LEI: 213800MNFBDEQRS6HZ22 | Long             | DBT              | CORP              | NL        |     15000 | PA      | $13192.49     | 0.00%             | 2031-07-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| General Motors Co                                                               | GENERAL MOTORS C                   | CUSIP: 37045VAJ9<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     88000 | PA      | $76760.95     | 0.03%             | 2045-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital | CHARTER COMM OPT                   | CUSIP: 161175BL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    285000 | PA      | $242928.21    | 0.08%             | 2047-05-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Graham Packaging Co Inc                                                         | GRAHAM PKG CO IN                   | CUSIP: 384701AA6<br>LEI: 549300YS0ZFT826HIK72 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13176.83     | 0.00%             | 2028-08-15      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| AstraZeneca PLC                                                                 | ASTRAZENECA PLC                    | CUSIP: 046353AW8<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $82073.91     | 0.03%             | 2030-08-06      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Nissan Motor Co Ltd                                                             | NISSAN MOTOR CO                    | CUSIP: 654744AA9<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |    450000 | PA      | $442446.80    | 0.15%             | 2023-09-15      | Fixed         | 3.04%                 | Yes           |                  2 | On Loan: No      |
| Pacific National Finance Pty Ltd                                                | PACIFIC NTNL FIN                   | CUSIP: N/A<br>LEI: 213800SSTRDXLWWVF948       | Long             | DBT              | CORP              | AU        |   1190000 | PA      | $822465.86    | 0.29%             | 2027-05-12      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CrownRock LP / CrownRock Finance Inc                                            | CROWNROCK LP/CR                    | CUSIP: 228701AG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $9236.28      | 0.00%             | 2029-05-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| GE HealthCare Technologies Inc                                                  | GE HEALTHCARE                      | CUSIP: 36267VAE3<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    185000 | PA      | $191542.75    | 0.07%             | 2027-11-15      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| Entegris Escrow Corp                                                            | ENTEGRIS ESCROW                    | CUSIP: 29365BAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $43225.56     | 0.02%             | 2030-06-15      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| Dow Chemical Co/The                                                             | DOW CHEMICAL CO                    | CUSIP: 260543CG6<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    180000 | PA      | $160837.78    | 0.06%             | 2042-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AEP Transmission Co LLC                                                         | AEP TRANSMISSION                   | CUSIP: 00115AAN9<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    100000 | PA      | $68575.82     | 0.02%             | 2051-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips Co                                                               | CONOCOPHIL CO                      | CUSIP: 20826FAC0<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |     65000 | PA      | $60802.01     | 0.02%             | 2044-11-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| International Paper Co                                                          | INTL PAPER CO                      | CUSIP: 460146CK7<br>LEI: 824LMFJDH41EY779Q875 | Long             | DBT              | CORP              | US        |     45000 | PA      | $42246.91     | 0.01%             | 2044-06-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| United Airlines 2020-1 Class A Pass Through Trust                               | UNTD AIR 20-1 A                    | CUSIP: 90931GAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45272 | PA      | $45725.48     | 0.02%             | 2029-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| EnLink Midstream LLC                                                            | ENLINK MIDSTREA                    | CUSIP: 29336TAA8<br>LEI: 54930000GY1H533OBE23 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14462.61     | 0.01%             | 2029-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                      | PFIZER INC                         | CUSIP: 717081EW9<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |     40000 | PA      | $36215.32     | 0.01%             | 2030-04-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Vanguard Cmt Funds-Vanguard Market Liquidity Fund                               | Vanguard Market Liquidity Fund     | CUSIP: N/A<br>LEI: 1I6HV0TLSTR3A4XQ6L78       | Long             | STIV             | CORP              | US        |     46204 | NS      | $4619981.36   | 1.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | GOLDMAN SACHS GP                   | CUSIP: 38141GXR0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    180000 | PA      | $144096.57    | 0.05%             | 2032-01-27      | Variable      | 1.99%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                 | GEN MOTORS FIN                     | CUSIP: 37045XCX2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    390000 | PA      | $368002.07    | 0.13%             | 2025-06-20      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                    | COMCAST CORP                       | CUSIP: 20030NCT6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69312.80     | 0.02%             | 2028-10-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Cenovus Energy Inc                                                              | CENOVUS ENERGY                     | CUSIP: 15135UAR0<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $96539.17     | 0.03%             | 2047-06-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | GOLDMAN SACHS GP                   | CUSIP: 38141GZK3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    170000 | PA      | $155826.40    | 0.05%             | 2028-02-24      | Variable      | 2.64%                 | No            |                  2 | On Loan: No      |
| Advanced Drainage Systems Inc                                                   | ADVANCED DRAINAG                   | CUSIP: 00790RAB0<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4966.95      | 0.00%             | 2030-06-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Scottish Widows Ltd                                                             | SCOTTISH WIDOWS                    | CUSIP: N/A<br>LEI: 549300ZT0RVWCG8T4L55       | Long             | DBT              | CORP              | GB        |   1475000 | PA      | $1817802.02   | 0.63%             | 2023-06-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bond                                             | CHILE                              | CUSIP: 168863DP0<br>LEI: N/A                  | Long             | DBT              | NUSS              | CL        |   1060000 | PA      | $908177.05    | 0.32%             | 2031-01-31      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Entergy Arkansas LLC                                                            | ENTERGY ARKANSAS                   | CUSIP: 29366MAB4<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |    100000 | PA      | $66537.05     | 0.02%             | 2051-06-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Wyndham Hotels & Resorts Inc                                                    | WYNDHAM HOTELS &                   | CUSIP: 98311AAB1<br>LEI: 549300FE3MQ4RVXXC673 | Long             | DBT              | CORP              | US        |     30000 | PA      | $27819.22     | 0.01%             | 2028-08-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| MPLX LP                                                                         | MPLX LP                            | CUSIP: 55336VBR0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    150000 | PA      | $136543.82    | 0.05%             | 2026-03-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                      | US BANCORP                         | CUSIP: 91159HJJ0<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    200000 | PA      | $214991.24    | 0.07%             | 2033-10-21      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| Spirit AeroSystems Inc                                                          | SPIRIT AEROSYSTE                   | CUSIP: 85205TAL4<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |      4000 | PA      | $4013.22      | 0.00%             | 2025-04-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Medtronic Global Holdings SCA                                                   | MEDTRONIC GLOBAL                   | CUSIP: N/A<br>LEI: 549300JXMTTP8GKYIX14       | Long             | DBT              | CORP              | LU        |   1500000 | PA      | $1596572.73   | 0.55%             | 2028-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | US LONG BOND(CBT) Mar23            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |       -13 | NC      | $-13095.11    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Southern California Edison Co                                                   | SOUTHERN CAL ED                    | CUSIP: 842400FW8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     50000 | PA      | $41410.37     | 0.01%             | 2043-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY                     | CUSIP: 61747YEK7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    200000 | PA      | $182393.61    | 0.06%             | 2028-01-21      | Variable      | 2.48%                 | No            |                  2 | On Loan: No      |
| AXA SA                                                                          | AXA SA                             | CUSIP: EK2783257<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | DBT              | CORP              | FR        |   1188000 | PA      | $1257584.29   | 0.44%             | 2171-10-08      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                                                        | MARSH & MCLENNAN                   | CUSIP: 571748BQ4<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    150000 | PA      | $107352.02    | 0.04%             | 2051-12-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                     | ORACLE CORP                        | CUSIP: 68389XBG9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    115000 | PA      | $94399.36     | 0.03%             | 2055-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SEK/USD FWD 20230302               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $20.38        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TWDC Enterprises 18 Corp                                                        | WALT DISNEY CO                     | CUSIP: 25468PDK9<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |    165000 | PA      | $158477.02    | 0.06%             | 2026-02-13      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                   | INTERCONTINENT                     | CUSIP: 45866FAY0<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |     55000 | PA      | $54825.82     | 0.02%             | 2062-06-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMER CRP                   | CUSIP: 06051GKK4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    110000 | PA      | $93813.78     | 0.03%             | 2033-02-04      | Variable      | 2.97%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                        | DUKE ENERGY PROG                   | CUSIP: 144141DB1<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    200000 | PA      | $178538.10    | 0.06%             | 2042-05-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| DT Midstream Inc                                                                | DT MIDSTREAM                       | CUSIP: 23345MAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $17483.62     | 0.01%             | 2031-06-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                                | COCA-COLA CO/THE                   | CUSIP: 191216DL1<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |     50000 | PA      | $39173.64     | 0.01%             | 2051-03-05      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                                         | CENTERPOINT HOUS                   | CUSIP: 15189XAM0<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |     65000 | PA      | $54854.80     | 0.02%             | 2042-08-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Nexstar Media Inc                                                               | NEXSTAR BROADC                     | CUSIP: 65336YAN3<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |     22000 | PA      | $19807.58     | 0.01%             | 2028-11-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Broadcom Inc                                                                    | BROADCOM INC                       | CUSIP: 11135FBP5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    360000 | PA      | $279469.53    | 0.10%             | 2035-11-15      | Fixed         | 3.14%                 | Yes           |                  2 | On Loan: No      |
| Westlake Corp                                                                   | WESTLAKE CHEM                      | CUSIP: 960413AZ5<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |    150000 | PA      | $99966.81     | 0.03%             | 2051-08-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                     | PROLOGIS LP                        | CUSIP: 74340XCA7<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |     55000 | PA      | $44995.55     | 0.02%             | 2031-02-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Aon Global Ltd                                                                  | AON PLC                            | CUSIP: 00185AAH7<br>LEI: VVT2B79I2Z4U3R6BY589 | Long             | DBT              | CORP              | GB        |     70000 | PA      | $65880.58     | 0.02%             | 2045-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Nigeria Government International Bond                                           | REP OF NIGERIA                     | CUSIP: 65412JAT0<br>LEI: N/A                  | Long             | DBT              | NUSS              | NG        |    280000 | PA      | $189174.12    | 0.07%             | 2051-09-28      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Cheniere Corpus Christi Holdings LLC                                            | CHENIERE CORP CH                   | CUSIP: 16412XAJ4<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |     70000 | PA      | $65763.83     | 0.02%             | 2029-11-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                | BAT CAPITAL CORP                   | CUSIP: 05526DBD6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    200000 | PA      | $164766.76    | 0.06%             | 2037-08-15      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                     | PEPSICO INC                        | CUSIP: 713448FN3<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24128.48     | 0.01%             | 2052-07-18      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Aflac Inc                                                                       | AFLAC INC                          | CUSIP: 001055AY8<br>LEI: 549300N0B7DOGLXWPP39 | Long             | DBT              | CORP              | US        |    200000 | PA      | $195103.00    | 0.07%             | 2049-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones SA                                                         | TELEFONICA EMIS                    | CUSIP: 87938WAT0<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |    235000 | PA      | $227936.72    | 0.08%             | 2027-03-08      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Roche Holdings Inc                                                              | ROCHE HLDGS INC                    | CUSIP: 771196BX9<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |    215000 | PA      | $181487.93    | 0.06%             | 2031-12-13      | Fixed         | 2.08%                 | Yes           |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                       | OCCIDENTAL PETE                    | CUSIP: 674599ED3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     34000 | PA      | $36126.80     | 0.01%             | 2030-09-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc                                                     | HONEYWELL INTL                     | CUSIP: 438516AT3<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    430000 | PA      | $475346.49    | 0.17%             | 2037-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                              | REALTY INCOME                      | CUSIP: 756109BR4<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    165000 | PA      | $165346.35    | 0.06%             | 2030-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                | BANK OF NY MELLO                   | CUSIP: 06406RBM8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    200000 | PA      | $216443.02    | 0.08%             | 2033-10-25      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | ICE: (CDX.NA.HY.39.V1)             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |   1400000 | NC      | $-36886.81    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Devon Energy Corp                                                               | DEVON ENERGY                       | CUSIP: 25179MAU7<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |     30000 | PA      | $27545.00     | 0.01%             | 2045-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Warnermedia Holdings Inc                                                        | WARNERMEDIA HLDG                   | CUSIP: 55903VAN3<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     34000 | PA      | $29028.87     | 0.01%             | 2042-03-15      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| Verizon Communications Inc                                                      | VERIZON COMM INC                   | CUSIP: 92343VDU5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    170000 | PA      | $174748.70    | 0.06%             | 2037-03-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating LP                                                  | WESTERN GAS PART                   | CUSIP: 958254AH7<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     49000 | PA      | $46290.37     | 0.02%             | 2028-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                            | WESTPAC BANKING                    | CUSIP: N/A<br>LEI: EN5TNI6CI43VEPAMHL14       | Long             | DBT              | CORP              | AU        |    500000 | PA      | $346391.97    | 0.12%             | 2029-08-16      | Variable      | 4.33%                 | No            |                  2 | On Loan: No      |
| CNH Industrial Capital LLC                                                      | CNH INDUSTRIAL                     | CUSIP: 12592BAK0<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197210.37    | 0.07%             | 2023-07-02      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | GOLDMAN SACHS GP                   | CUSIP: 38141GYB4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    250000 | PA      | $209158.26    | 0.07%             | 2032-04-22      | Variable      | 2.62%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                | T-MOBILE USA INC                   | CUSIP: 87264ABS3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    290000 | PA      | $254205.24    | 0.09%             | 2029-02-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Prologis Euro Finance LLC                                                       | PROLOGIS EURO                      | CUSIP: N/A<br>LEI: 549300MI5D1784PRQH06       | Long             | DBT              | CORP              | US        |    600000 | PA      | $548781.49    | 0.19%             | 2029-02-08      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                             | UK TSY GILT                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |    150000 | PA      | $170132.92    | 0.06%             | 2044-01-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                        | TOYOTA MTR CRED                    | CUSIP: 89236TKC8<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    960000 | PA      | $947624.53    | 0.33%             | 2025-06-30      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                      | CAPITAL ONE FINL                   | CUSIP: 14040HCX1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    180000 | PA      | $181060.32    | 0.06%             | 2029-02-01      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| ASP Unifrax Holdings Inc                                                        | UNIFRAX ESC ISS                    | CUSIP: 90473LAA0<br>LEI: 549300RRU6BWJLD0YT71 | Long             | DBT              | CORP              | US        |     15000 | PA      | $12810.39     | 0.00%             | 2028-09-30      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMER CRP                   | CUSIP: 06051GHA0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     35000 | PA      | $29757.84     | 0.01%             | 2049-01-23      | Variable      | 3.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | ICE: (ITRAXX.EUR.38.V1)            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |   5200000 | NC      | $-52262.96    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| EQT Corp                                                                        | EQT CORP                           | CUSIP: 26884LAF6<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     96000 | PA      | $91039.30     | 0.03%             | 2027-10-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd                                                       | TRANSCANADA PL                     | CUSIP: 89352HAD1<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    120000 | PA      | $131370.62    | 0.05%             | 2037-10-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                    | THERMO FISHER                      | CUSIP: 883556CU4<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    220000 | PA      | $230972.02    | 0.08%             | 2032-11-21      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                                                           | NORTHROP GRUMMAN                   | CUSIP: 666807BK7<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    170000 | PA      | $163671.11    | 0.06%             | 2027-02-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital | CHARTER COMM OPT                   | CUSIP: 161175BR4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     80000 | PA      | $77821.09     | 0.03%             | 2029-03-30      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Hess Midstream Operations LP                                                    | HESS MIDSTREAM                     | CUSIP: 428102AF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      6000 | PA      | $5594.50      | 0.00%             | 2030-10-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Mexican Bonos                                                                   | MEXICAN BONOS                      | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MX        |  25000000 | PA      | $1255215.87   | 0.44%             | 2031-05-29      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| KeyBank NA/Cleveland OH                                                         | KEY BANK NA                        | CUSIP: 49327M3E2<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |    250000 | PA      | $247046.91    | 0.09%             | 2025-08-08      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                | WELLS FARGO CO                     | CUSIP: 94974BGT1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     60000 | PA      | $53002.30     | 0.02%             | 2046-06-14      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial Inc                                                        | COREBRIDGE FIN                     | CUSIP: 21871XAG4<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91058.07     | 0.03%             | 2032-04-05      | Fixed         | 3.90%                 | Yes           |                  2 | On Loan: No      |
| Entegris Escrow Corp                                                            | ENTEGRIS ESCROW                    | CUSIP: 29365BAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    190000 | PA      | $178261.83    | 0.06%             | 2029-04-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Home Depot Inc/The                                                              | HOME DEPOT INC                     | CUSIP: 437076CB6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13503.09     | 0.00%             | 2030-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                        | FORD MOTOR CRED                    | CUSIP: 345397YT4<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     22000 | PA      | $19864.03     | 0.01%             | 2027-11-02      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                     | ORACLE CORP                        | CUSIP: 68389XCD5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    189000 | PA      | $168787.67    | 0.06%             | 2028-03-25      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                                     | METLIFE INC                        | CUSIP: 59156RCD8<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     80000 | PA      | $83305.18     | 0.03%             | 2054-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                    | COMCAST CORP                       | CUSIP: 20030NDF5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    400000 | PA      | $362850.04    | 0.13%             | 2036-02-20      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Inc                                                          | BERKSHIRE HATHWY                   | CUSIP: N/A<br>LEI: 5493000C01ZX7D35SD85       | Long             | DBT              | CORP              | US        |    400000 | PA      | $348312.21    | 0.12%             | 2035-03-16      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Valero Energy Corp                                                              | VALERO ENERGY                      | CUSIP: 91913YBD1<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    100000 | PA      | $76490.81     | 0.03%             | 2051-12-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Shell International Finance BV                                                  | SHELL INTL FIN                     | CUSIP: 822582BF8<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |     70000 | PA      | $66101.77     | 0.02%             | 2045-05-11      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Graphic Packaging International LLC                                             | GRAPHIC PACKAGIN                   | CUSIP: 38869AAB3<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2697.22      | 0.00%             | 2028-03-15      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Camden Property Trust                                                           | CAMDEN PROP TRST                   | CUSIP: 133131AY8<br>LEI: 5493002MYX22OHYJBD89 | Long             | DBT              | CORP              | US        |    110000 | PA      | $82665.21     | 0.03%             | 2049-11-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Delta Air Lines Inc / SkyMiles IP Ltd                                           | DELTA/SKYMILES                     | CUSIP: 830867AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    256000 | PA      | $248896.91    | 0.09%             | 2028-10-20      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Corporate Office Properties LP                                                  | CORPORATE OFFICE                   | CUSIP: 22003BAL0<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |    175000 | PA      | $158588.80    | 0.06%             | 2026-03-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                  | LOWE'S COS INC                     | CUSIP: 548661DP9<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    433000 | PA      | $411180.19    | 0.14%             | 2027-05-03      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY                     | CUSIP: 6174468Y8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     90000 | PA      | $61917.90     | 0.02%             | 2052-01-25      | Variable      | 2.80%                 | No            |                  2 | On Loan: No      |
| JSW Infrastructure Ltd                                                          | JSW INFRA                          | CUSIP: 46654XAA7<br>LEI: 3358003E3YFK92C9WX80 | Long             | DBT              | CORP              | IN        |    330000 | PA      | $291970.49    | 0.10%             | 2029-01-21      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Spirit AeroSystems Inc                                                          | SPIRIT AEROSYSTE                   | CUSIP: 85205TAN0<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |      9000 | PA      | $9774.61      | 0.00%             | 2029-11-30      | Fixed         | 9.38%                 | Yes           |                  2 | On Loan: No      |
| United Kingdom Gilt                                                             | UK TSY GILT                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |    108000 | PA      | $62720.16     | 0.02%             | 2050-10-22      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                    | COMCAST CORP                       | CUSIP: 20030NDQ1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    263000 | PA      | $165514.10    | 0.06%             | 2062-08-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                        | PRUDENTIAL FIN                     | CUSIP: 74432QCE3<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     65000 | PA      | $59138.84     | 0.02%             | 2050-02-25      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp              | LADDER CAP FINAN                   | CUSIP: 505742AP1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $16618.55     | 0.01%             | 2029-06-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Amgen Inc                                                                       | AMGEN INC                          | CUSIP: 031162CT5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    125000 | PA      | $114711.37    | 0.04%             | 2027-02-21      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                    | BROADCOM INC                       | CUSIP: 11135FBD2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    120000 | PA      | $118465.86    | 0.04%             | 2030-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd                                                     | ROYAL CARIBBEAN                    | CUSIP: 780153BS0<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |      4000 | PA      | $4178.93      | 0.00%             | 2029-01-15      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                           | NORFOLK SOUTHERN                   | CUSIP: 655844CF3<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    120000 | PA      | $87226.14     | 0.03%             | 2050-05-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| FMC Corp                                                                        | FMC CORP                           | CUSIP: 302491AS4<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198438.03    | 0.07%             | 2024-02-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                      | PACIFICORP                         | CUSIP: 695114CV8<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    200000 | PA      | $177295.64    | 0.06%             | 2050-02-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bond                                            | PANAMA                             | CUSIP: 698299BL7<br>LEI: N/A                  | Long             | DBT              | NUSS              | PA        |    200000 | PA      | $133990.79    | 0.05%             | 2060-07-23      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                  | VIRGINIA EL&PWR                    | CUSIP: 927804FU3<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     75000 | PA      | $72718.88     | 0.03%             | 2026-01-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Bank NA                                                             | WELLS FARGO BANK                   | CUSIP: N/A<br>LEI: KB1H1DSPRFMYMCUFXT09       | Long             | DBT              | CORP              | US        |   2400000 | PA      | $2965562.48   | 1.03%             | 2023-08-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | CAD/USD FWD 20230202               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $508.51       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                        | RABOBANK                           | CUSIP: 21684AAD8<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    250000 | PA      | $245541.18    | 0.09%             | 2045-08-04      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                       | APPLE INC                          | CUSIP: 037833EN6<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    520000 | PA      | $494025.84    | 0.17%             | 2029-08-08      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| WEC Energy Group Inc                                                            | WEC ENERGY GROUP                   | CUSIP: 92939UAL0<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |    300000 | PA      | $301618.16    | 0.10%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                              | HOME DEPOT INC                     | CUSIP: 437076CK6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    493000 | PA      | $349396.60    | 0.12%             | 2051-09-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                                     | METLIFE INC                        | CUSIP: 59156RBG2<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    335000 | PA      | $333056.15    | 0.12%             | 2043-11-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Wisconsin Public Service Corp                                                   | WISCONSIN PUBLIC                   | CUSIP: 976843BP6<br>LEI: 549300BJRHJVYNUMQZ30 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152881.34    | 0.05%             | 2025-11-10      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Devon Energy Corp                                                               | DEVON ENERGY                       | CUSIP: 25179MAL7<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49545.27     | 0.02%             | 2041-07-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Medtronic Global Holdings SCA                                                   | MEDTRONIC GLOBAL                   | CUSIP: N/A<br>LEI: 549300JXMTTP8GKYIX14       | Long             | DBT              | CORP              | LU        |    141000 | PA      | $148212.90    | 0.05%             | 2034-10-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                                                        | MARSH & MCLENNAN                   | CUSIP: 571748BR2<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    140000 | PA      | $151819.02    | 0.05%             | 2032-11-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | GBP/USD FWD 20230202               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-7573.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY                     | CUSIP: 61744YAL2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     90000 | PA      | $80833.08     | 0.03%             | 2038-07-22      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMER CRP                   | CUSIP: 06051GFM6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     75000 | PA      | $73682.90     | 0.03%             | 2025-01-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners LP                                                     | CHENIERE ENERGYP                   | CUSIP: 16411QAN1<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8346.75      | 0.00%             | 2032-01-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE                     | CUSIP: 46647PAL0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     70000 | PA      | $60516.08     | 0.02%             | 2048-11-15      | Variable      | 3.96%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                              | META PLATFORMS                     | CUSIP: 30303M8H8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    140000 | PA      | $130369.25    | 0.05%             | 2032-08-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                        | DUKE ENERGY PROG                   | CUSIP: 26442UAK0<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    170000 | PA      | $110067.12    | 0.04%             | 2050-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                                     | METLIFE INC                        | CUSIP: 59156RCC0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    115000 | PA      | $116635.84    | 0.04%             | 2052-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Finance Department Government of Sharjah                                        | FIN DEPT SHARJAH                   | CUSIP: 38381CAB8<br>LEI: 254900ZNL8O3F1CLJO24 | Long             | DBT              | NUSS              | AE        |    350000 | PA      | $232259.26    | 0.08%             | 2050-07-28      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Southern California Edison Co                                                   | SOUTHERN CAL ED                    | CUSIP: 842400GQ0<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97414.81     | 0.03%             | 2029-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Ameren Corp                                                                     | AMEREN CORP                        | CUSIP: 023608AH5<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96270.75     | 0.03%             | 2024-09-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20230202               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $1135.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | CITIGROUP INC                      | CUSIP: 172967JC6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147486.30    | 0.05%             | 2026-11-20      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp                                                           | TRUIST FINANCIAL                   | CUSIP: 89788MAM4<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    160000 | PA      | $162000.91    | 0.06%             | 2034-01-26      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds                                  | TSY INFL IX N/B                    | CUSIP: 91282CGK1<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   3285000 | PA      | $3242666.17   | 1.13%             | 2033-01-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE                     | CUSIP: 46647PCU8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    130000 | PA      | $111436.17    | 0.04%             | 2033-01-25      | Variable      | 2.96%                 | No            |                  2 | On Loan: No      |
| AAdvantage Loyalty IP Ltd                                                       | AADVANTAGE LOYAL                   | CUSIP: 02376CBJ3<br>LEI: N/A                  | Long             | LON              | CORP              | KY        |      5000 | PA      | $5129.86      | 0.00%             | 2028-04-20      | Floating      | 9.48%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | CAD/USD FWD 20230202               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-49.00       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Steel Dynamics Inc                                                              | STEEL DYNAMICS                     | CUSIP: 858119BK5<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92144.62     | 0.03%             | 2030-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc                                                     | HONEYWELL INTL                     | CUSIP: 438516CK0<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    295000 | PA      | $310675.91    | 0.11%             | 2033-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DISH DBS Corp                                                                   | DISH DBS CORP                      | CUSIP: 25470XBF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $8201.66      | 0.00%             | 2028-12-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Oracle Corp                                                                     | ORACLE CORP                        | CUSIP: 68389XBL8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    618000 | PA      | $607618.88    | 0.21%             | 2023-09-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                  | BP CAP MKTS AMER                   | CUSIP: 10373QBS8<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |     50000 | PA      | $36031.04     | 0.01%             | 2052-03-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                | WELLS FARGO CO                     | CUSIP: 95000U2K8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    200000 | PA      | $188707.48    | 0.07%             | 2026-02-11      | Variable      | 2.16%                 | No            |                  2 | On Loan: No      |
| Olympus Water US Holding Corp                                                   | OLYMPUS WTR HLDG                   | CUSIP: 681639AA8<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3343.88      | 0.00%             | 2028-10-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| SS&C Technologies Inc                                                           | SS&C TECH INC                      | CUSIP: 78466DBH6<br>LEI: 549300KY09TR3J12JU49 | Long             | LON              | CORP              | US        |      7691 | PA      | $7674.77      | 0.00%             | 2029-03-22      | Floating      | 6.77%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20230302               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-142.49      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital | CHARTER COMM OPT                   | CUSIP: 161175BT0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $78546.24     | 0.03%             | 2050-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc                                                            | FREEPORT-MC C&G                    | CUSIP: 35671DBC8<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9730.02      | 0.00%             | 2043-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                | WELLS FARGO CO                     | CUSIP: 95000U2M4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     80000 | PA      | $78779.65     | 0.03%             | 2051-04-04      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                    | COMCAST CORP                       | CUSIP: 20030NCY5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    145000 | PA      | $120648.68    | 0.04%             | 2039-11-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CME Group Inc                                                                   | CME GROUP INC                      | CUSIP: 12572QAK1<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | DBT              | CORP              | US        |    200000 | PA      | $174707.78    | 0.06%             | 2032-03-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Chubb INA Holdings Inc                                                          | CHUBB INA HLDGS                    | CUSIP: 171239AG1<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    220000 | PA      | $178226.91    | 0.06%             | 2030-09-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | AERCAP IRELAND                     | CUSIP: 00774MAT2<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    300000 | PA      | $291047.91    | 0.10%             | 2023-10-29      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                          | UNITEDHEALTH GRP                   | CUSIP: 91324PEF5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    100000 | PA      | $78260.85     | 0.03%             | 2051-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Campbell Soup Co                                                                | CAMPBELL SOUP CO                   | CUSIP: 134429BJ7<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    468000 | PA      | $402483.59    | 0.14%             | 2030-04-24      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | CAD/USD FWD 20230302               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-48.95       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AmerisourceBergen Corp                                                          | AMERISOURCEBERGE                   | CUSIP: 03073EAQ8<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |     80000 | PA      | $72169.27     | 0.03%             | 2047-12-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                              | HOME DEPOT INC                     | CUSIP: 437076BS0<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    125000 | PA      | $110425.98    | 0.04%             | 2047-06-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| UDR Inc                                                                         | UDR INC                            | CUSIP: 90265EAL4<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14066.40     | 0.00%             | 2026-09-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | CITIGROUP INC                      | CUSIP: 172967JU6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     90000 | PA      | $84526.81     | 0.03%             | 2045-07-30      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Lithia Motors Inc                                                               | LITHIA MOTORS                      | CUSIP: 536797AF0<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1703.18      | 0.00%             | 2031-01-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| American Airlines Inc/AAdvantage Loyalty IP Ltd                                 | AMERICAN AIRLINE                   | CUSIP: 00253XAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |     25000 | PA      | $24517.58     | 0.01%             | 2026-04-20      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                     | PACIFIC GAS&ELEC                   | CUSIP: 694308KJ5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    270000 | PA      | $277661.48    | 0.10%             | 2033-01-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Netflix Inc                                                                     | NETFLIX INC                        | CUSIP: 64110LAT3<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41646.14     | 0.01%             | 2028-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Phillips 66 Co                                                                  | PHILLIPS 66                        | CUSIP: 718547AJ1<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    207000 | PA      | $186969.83    | 0.06%             | 2029-12-15      | Fixed         | 3.15%                 | Yes           |                  2 | On Loan: No      |
| Starbucks Corp                                                                  | STARBUCKS CORP                     | CUSIP: 855244BA6<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    125000 | PA      | $97539.61     | 0.03%             | 2050-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ATF Netherlands BV                                                              | ATF NETHERLANDS                    | CUSIP: QZ9126496<br>LEI: 529900Z1P6YBY9EOYT70 | Long             | DBT              | CORP              | NL        |    500000 | PA      | $291156.87    | 0.10%             | 2172-01-20      | Variable      | 7.08%                 | No            |                  2 | On Loan: No      |
| McAfee Corp                                                                     | MCAFEE CORP                        | CUSIP: 579063AB4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | DBT              | CORP              | US        |     25000 | PA      | $20673.48     | 0.01%             | 2030-02-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Equitable Holdings Inc                                                          | AXA EQUITABLE HO                   | CUSIP: 054561AM7<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |    115000 | PA      | $108583.96    | 0.04%             | 2048-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                       | APPLE INC                          | CUSIP: 037833DW7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     70000 | PA      | $49533.84     | 0.02%             | 2050-05-11      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                                                     | NUTRIEN LTD                        | CUSIP: 67077MAN8<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     70000 | PA      | $63775.89     | 0.02%             | 2035-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC HOLDINGS                      | CUSIP: 404280CG2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    255000 | PA      | $236793.65    | 0.08%             | 2026-06-04      | Variable      | 2.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | AUD/USD FWD 20230202               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-8230.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Healthpeak Properties Inc                                                       | HEALTHPEAK PROP                    | CUSIP: 42250PAE3<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              | CORP              | US        |    170000 | PA      | $173439.31    | 0.06%             | 2032-12-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | CAD/USD FWD 20230202               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $69.64        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                     | WALMART INC                        | CUSIP: 931142EB5<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    415000 | PA      | $398704.78    | 0.14%             | 2038-06-28      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                                          | ROMANIA                            | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |    830000 | PA      | $661319.87    | 0.23%             | 2030-07-13      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| Oracle Corp                                                                     | ORACLE CORP                        | CUSIP: 68389XCE3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    270000 | PA      | $232923.05    | 0.08%             | 2031-03-25      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips Co                                                               | CONOCOPHIL CO                      | CUSIP: 20826FAV8<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    180000 | PA      | $154190.60    | 0.05%             | 2052-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Welltower Inc                                                                   | WELLTOWER INC                      | CUSIP: 95040QAC8<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49056.40     | 0.02%             | 2026-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                       | OCCIDENTAL PETE                    | CUSIP: 674599DZ5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     13000 | PA      | $14382.54     | 0.00%             | 2027-07-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Agree LP                                                                        | AGREE LP                           | CUSIP: 008513AC7<br>LEI: 549300DXY3G299V1BO77 | Long             | DBT              | CORP              | US        |     60000 | PA      | $48041.25     | 0.02%             | 2033-06-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                       | DUKE ENERGY CAR                    | CUSIP: 26442CAM6<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    125000 | PA      | $114701.16    | 0.04%             | 2041-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TOYOTA AUTO LOAN EXTENDED NOTE TRUST TALNT_22-1                                 | TALNT 2022-1A A                    | CUSIP: 89231EAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     40000 | PA      | $38822.58     | 0.01%             | 2035-04-25      | Fixed         | 3.82%                 | Yes           |                  2 | On Loan: No      |
| Broadcom Inc                                                                    | BROADCOM INC                       | CUSIP: 11135FBQ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    145000 | PA      | $110844.78    | 0.04%             | 2036-11-15      | Fixed         | 3.19%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                       | FNCL 4.5 2/23                      | CUSIP: 01F042624<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   5250000 | PA      | $5183554.95   | 1.80%             | 2023-02-13      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co                                                                | ALABAMA POWER CO                   | CUSIP: 010392FL7<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44152.52     | 0.02%             | 2044-08-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                                                        | MARSH & MCLENNAN                   | CUSIP: 571748BS0<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    110000 | PA      | $132466.56    | 0.05%             | 2052-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | CAN 5YR BOND FUT  Mar23            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |        31 | NC      | $24420.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                             | EURO-BOBL FUTURE  Mar23            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |       -55 | NC      | $29562.57     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CrownRock LP / CrownRock Finance Inc                                            | CROWNROCK LP/CR                    | CUSIP: 228701AF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $9781.50      | 0.00%             | 2025-10-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Interpublic Group of Cos Inc/The                                                | INTERPUBLIC GRP                    | CUSIP: 460690BS8<br>LEI: 5493008IUOJ5VWTRC333 | Long             | DBT              | CORP              | US        |    100000 | PA      | $76049.44     | 0.03%             | 2041-03-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Regal Rexnord Corp                                                              | REGAL REXNORD                      | CUSIP: 758750AD5<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60829.13     | 0.02%             | 2028-04-15      | Fixed         | 6.05%                 | Yes           |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                        | LLOYDS BK GR PLC                   | CUSIP: 53944YAN3<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    405000 | PA      | $399173.29    | 0.14%             | 2024-05-11      | Variable      | 0.69%                 | No            |                  2 | On Loan: No      |
| Dominion Energy South Carolina Inc                                              | SOUTH CAROL E&G                    | CUSIP: 837004CG3<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |    240000 | PA      | $227339.15    | 0.08%             | 2043-06-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Co                                                             | CONSUMERS ENERGY                   | CUSIP: 210518DS2<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    360000 | PA      | $365033.32    | 0.13%             | 2028-03-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| El Salvador Government International Bond                                       | EL SALVADOR REP                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SV        |    200000 | PA      | $105232.84    | 0.04%             | 2052-07-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                      | CAPITAL ONE FINL                   | CUSIP: 14040HCJ2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    175000 | PA      | $142531.84    | 0.05%             | 2032-11-02      | Variable      | 2.62%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMER CRP                   | CUSIP: 06051GJW0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     60000 | PA      | $48271.65     | 0.02%             | 2042-04-22      | Variable      | 3.31%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY                     | CUSIP: N/A<br>LEI: IGJSJL3JD5P30I6NJZ34       | Long             | DBT              | CORP              | US        |    500000 | PA      | $584096.34    | 0.20%             | 2034-01-25      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                              | REALTY INCOME                      | CUSIP: 756109BJ2<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    160000 | PA      | $141877.26    | 0.05%             | 2028-06-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| 1011778 BC ULC / New Red Finance Inc                                            | 1011778 BC ULC /                   | CUSIP: 68245XAJ8<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     38000 | PA      | $35073.57     | 0.01%             | 2028-01-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                       | FNCL 5.5 2/23                      | CUSIP: 01F052623<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    750000 | PA      | $761250.00    | 0.26%             | 2023-02-13      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                        | FORD MOTOR CRED                    | CUSIP: 345397B93<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     53000 | PA      | $44245.04     | 0.02%             | 2029-02-10      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Frontier Communications Holdings LLC                                            | FRONTIER COMMUNI                   | CUSIP: 35906ABF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     16000 | PA      | $14511.20     | 0.01%             | 2028-05-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Appalachian Power Co                                                            | APPALACHIAN PWR                    | CUSIP: 037735DA2<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |    410000 | PA      | $398772.39    | 0.14%             | 2032-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AmerisourceBergen Corp                                                          | AMERISOURCEBERGE                   | CUSIP: 03073EAT2<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    230000 | PA      | $199747.23    | 0.07%             | 2031-03-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| SANTANDER RETAIL AUTO LEASE TRUST_20-A                                          | SRT 2020-A D                       | CUSIP: 80286KAG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     20000 | PA      | $19877.57     | 0.01%             | 2024-11-20      | Fixed         | 2.52%                 | Yes           |                  2 | On Loan: No      |
| Galaxy Pipeline Assets Bidco Ltd                                                | GALAXY PIPELINE                    | CUSIP: N/A<br>LEI: 549300L82YB0C6JQIC26       | Long             | DBT              | CORP              | JE        |   1000000 | PA      | $817500.00    | 0.28%             | 2036-03-31      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                              | UNION PAC CORP                     | CUSIP: 907818EY0<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147633.60    | 0.05%             | 2028-09-10      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Shell International Finance BV                                                  | SHELL INTL FIN                     | CUSIP: 822582CG5<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    210000 | PA      | $191564.95    | 0.07%             | 2030-04-06      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                       | FNCL 5.5 2/23                      | CUSIP: 01F052623<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |   -750000 | PA      | $-761250.00   | -0.26%            | 2023-02-13      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SWP: OIS 4.273500 21-DEC-2024      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   2350000 | NC      | $-10144.47    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| EQT Corp                                                                        | EQT CORP                           | CUSIP: 26884LAM1<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6552.49      | 0.00%             | 2026-05-15      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                             | CAD/USD FWD 20230202               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-8.03        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| American Express Co                                                             | AMERICAN EXPRESS                   | CUSIP: 025816CY3<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    600000 | PA      | $591235.78    | 0.21%             | 2025-08-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Netflix Inc                                                                     | NETFLIX INC                        | CUSIP: 64110LAY2<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38755.07     | 0.01%             | 2025-06-15      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                       | FNCL 5 3/23                        | CUSIP: 01F050635<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2000000 | PA      | $2005781.20   | 0.70%             | 2023-03-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| L3Harris Technologies Inc                                                       | L3HARRIS TECH IN                   | CUSIP: 502431AM1<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    210000 | PA      | $208604.26    | 0.07%             | 2028-06-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Air Canada                                                                      | AIR CANADA                         | CUSIP: 008911BK4<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | DBT              | CORP              | CA        |     20000 | PA      | $18504.72     | 0.01%             | 2026-08-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| AbbVie Inc                                                                      | ABBVIE INC                         | CUSIP: 00287YCA5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1008000 | PA      | $908360.82    | 0.32%             | 2039-11-21      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20230202               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $8014.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| McAfee Corp                                                                     | MCAFEE CORP                        | CUSIP: 57906HAD9<br>LEI: 2549009UKR8UEZYVCR93 | Long             | LON              | CORP              | US        |      9950 | PA      | $9303.25      | 0.00%             | 2029-03-01      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                | WELLS FARGO CO                     | CUSIP: 94974BFP0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     90000 | PA      | $90847.99     | 0.03%             | 2043-11-02      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Transcontinental Gas Pipe Line Co LLC                                           | TRANSCONT GAS PL                   | CUSIP: 893574AP8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $81152.02     | 0.03%             | 2030-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Connecticut Light and Power Co/The                                              | CONN LIGHT & PWR                   | CUSIP: 207597EP6<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |    175000 | PA      | $187420.54    | 0.07%             | 2053-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                             | UK TSY GILT                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |     90000 | PA      | $109004.76    | 0.04%             | 2068-07-22      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | JPY/USD FWD 20230302               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-14.43       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co Ltd                                                    | TAKEDA PHARM                       | CUSIP: 874060AY2<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |    100000 | PA      | $78069.94     | 0.03%             | 2040-07-09      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Finance Corp                                                 | BERKSHIRE HATH                     | CUSIP: 084664CQ2<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |     45000 | PA      | $42086.32     | 0.01%             | 2048-08-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                     | ORACLE CORP                        | CUSIP: 68389XBW4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    430000 | PA      | $340762.88    | 0.12%             | 2040-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| EQT Corp                                                                        | EQT CORP                           | CUSIP: 26884LAL3<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24254.65     | 0.01%             | 2029-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Sabine Pass Liquefaction LLC                                                    | SABINE PASS LIQU                   | CUSIP: 785592AU0<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    110000 | PA      | $106602.63    | 0.04%             | 2028-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                         | DUKE ENERGY FLA                    | CUSIP: 26444HAA9<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |     35000 | PA      | $27115.09     | 0.01%             | 2046-10-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc                                              | ANHEUSER-BUSCH                     | CUSIP: 03523TBQ0<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |     89000 | PA      | $76340.77     | 0.03%             | 2042-07-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Public Service Co of New Hampshire                                              | PUB SVC NEW HAMP                   | CUSIP: 744482BP4<br>LEI: 549300SHPFALUPKK2351 | Long             | DBT              | CORP              | US        |     90000 | PA      | $95204.89     | 0.03%             | 2053-01-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | JPY/USD FWD 20230202               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $257.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                              | HOME DEPOT INC                     | CUSIP: 437076BX9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     75000 | PA      | $72536.85     | 0.03%             | 2048-12-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20230202               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-31271.55    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY                     | CUSIP: 61744YAR9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     75000 | PA      | $70925.18     | 0.02%             | 2039-04-22      | Variable      | 4.46%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY                     | CUSIP: 61747YFA8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    270000 | PA      | $272921.36    | 0.09%             | 2029-02-01      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                | BANK OF NY MELLO                   | CUSIP: 06406RBN6<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149902.13    | 0.05%             | 2029-02-01      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                       | OCCIDENTAL PETE                    | CUSIP: 674599EC5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     70000 | PA      | $72797.23     | 0.03%             | 2028-09-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| WEC Energy Group Inc                                                            | WEC ENERGY GROUP                   | CUSIP: 92939UAH9<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |    405000 | PA      | $407448.09    | 0.14%             | 2025-09-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Penn Entertainment Inc                                                          | PENN NATL GAMING                   | CUSIP: 707569AS8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $4698.87      | 0.00%             | 2027-01-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMER CRP                   | CUSIP: 06051GJG5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    570000 | PA      | $531947.47    | 0.18%             | 2025-09-25      | Variable      | 0.98%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                         | BRISTOL-MYERS                      | CUSIP: 110122DS4<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     70000 | PA      | $47702.92     | 0.02%             | 2050-11-13      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Gates Global LLC / Gates Corp                                                   | GATES GLOBAL LLC                   | CUSIP: 36740LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $4925.70      | 0.00%             | 2026-01-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| GE HealthCare Technologies Inc                                                  | GE HEALTHCARE                      | CUSIP: 36267VAG8<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    110000 | PA      | $116681.26    | 0.04%             | 2030-03-15      | Fixed         | 5.86%                 | Yes           |                  2 | On Loan: No      |
| KB Home                                                                         | KB HOME                            | CUSIP: 48666KBA6<br>LEI: 549300LGUCWQURMWLG09 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20085.52     | 0.01%             | 2030-07-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | CITIGROUP INC                      | CUSIP: 172967KA8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    125000 | PA      | $122667.43    | 0.04%             | 2027-09-29      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd       | MILEAGE PLUS HLD                   | CUSIP: 599191AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    420476 | PA      | $425019.48    | 0.15%             | 2027-06-20      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Chevron Corp                                                                    | CHEVRON CORP                       | CUSIP: 166764BY5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $66559.60     | 0.02%             | 2030-05-11      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital | CHARTER COMM OPT                   | CUSIP: 161175BA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     85000 | PA      | $83409.10     | 0.03%             | 2045-10-23      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                  | VIRGINIA EL&PWR                    | CUSIP: 927804FT6<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     50000 | PA      | $43649.84     | 0.02%             | 2045-05-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Baxter International Inc                                                        | BAXTER INTL                        | CUSIP: 071813CV9<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    135000 | PA      | $92789.64     | 0.03%             | 2051-12-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                       | FNCL 4.5 3/23                      | CUSIP: 01F042632<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3500000 | PA      | $3455156.25   | 1.20%             | 2023-03-13      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Nomura Holdings Inc                                                             | NOMURA HOLDINGS                    | CUSIP: 65535HBB4<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    250000 | PA      | $216306.97    | 0.08%             | 2029-01-22      | Fixed         | 2.71%                 | No            |                  2 | On Loan: No      |
| Valero Energy Corp                                                              | VALERO ENERGY                      | CUSIP: 91913YAV2<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |     48000 | PA      | $47439.50     | 0.02%             | 2028-06-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                | CROWN CASTLE INT                   | CUSIP: 22822VAK7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     68000 | PA      | $64903.44     | 0.02%             | 2028-02-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Saudi Government International Bond                                             | SAUDI INT BOND                     | CUSIP: 80413TBC2<br>LEI: N/A                  | Long             | DBT              | NUSS              | SA        |   3460000 | PA      | $3515870.97   | 1.22%             | 2028-01-18      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Engie SA                                                                        | ENGIE                              | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | DBT              | CORP              | FR        |    800000 | PA      | $670268.07    | 0.23%             | 2037-09-28      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Travelers Cos Inc/The                                                           | TRAVELERS COS                      | CUSIP: 89417EAL3<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    260000 | PA      | $217525.04    | 0.08%             | 2046-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Northern States Power Co/MN                                                     | NORTHERN ST PR-M                   | CUSIP: 665772CB3<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    144000 | PA      | $162071.14    | 0.06%             | 2036-06-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                            | WESTPAC BANKING                    | CUSIP: 961214EM1<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    500000 | PA      | $466503.32    | 0.16%             | 2030-02-04      | Variable      | 2.89%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                | T-MOBILE USA INC                   | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    170000 | PA      | $159201.15    | 0.06%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| EQT Corp                                                                        | EQT CORP                           | CUSIP: 26884LAN9<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     55000 | PA      | $48155.81     | 0.02%             | 2031-05-15      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Canadian Pacific Railway Co                                                     | CANADIAN PACIFIC                   | CUSIP: 13645RAU8<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     60000 | PA      | $58198.88     | 0.02%             | 2045-08-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Univision Communications Inc                                                    | UNIVISION COMM                     | CUSIP: 914906AX0<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14704.69     | 0.01%             | 2030-06-30      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| FirstEnergy Transmission LLC                                                    | FIRSTENERGY TRAN                   | CUSIP: 33767BAC3<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |    100000 | PA      | $87120.58     | 0.03%             | 2049-04-01      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| Rogers Communications Inc                                                       | ROGERS COMM INC                    | CUSIP: 775109CD1<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |     80000 | PA      | $67237.07     | 0.02%             | 2052-03-15      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| Romanian Government International Bond                                          | ROMANIA                            | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |    764000 | PA      | $710385.09    | 0.25%             | 2028-03-07      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Ameren Illinois Co                                                              | AMEREN ILLINOIS                    | CUSIP: 02361DAV2<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |     70000 | PA      | $56949.04     | 0.02%             | 2030-11-15      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                    | COMCAST CORP                       | CUSIP: 20030NDW8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    413000 | PA      | $275674.65    | 0.10%             | 2063-11-01      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| Berry Global Inc                                                                | BERRY GLOBAL INC                   | CUSIP: 085770AA3<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |     28000 | PA      | $27259.58     | 0.01%             | 2026-07-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Boeing Co/The                                                                   | BOEING CO                          | CUSIP: 097023DA0<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    125000 | PA      | $117860.63    | 0.04%             | 2026-02-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                    | BARCLAYS PLC                       | CUSIP: 06738EBZ7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $200816.09    | 0.07%             | 2026-08-09      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| Ingevity Corp                                                                   | INGEVITY CORP                      | CUSIP: 45688CAB3<br>LEI: 5493009UTFC4B5IMGF87 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13196.46     | 0.00%             | 2028-11-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| United Kingdom Gilt                                                             | UK TSY GILT                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |    145000 | PA      | $114089.84    | 0.04%             | 2047-07-22      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                | BANK OF MONTREAL                   | CUSIP: 06368LGV2<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    300000 | PA      | $305999.46    | 0.11%             | 2028-02-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | CAD/USD FWD 20230202               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $8553.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DISH Network Corp                                                               | DISH NETWORK                       | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |     35000 | PA      | $36298.92     | 0.01%             | 2027-11-15      | Fixed         | 11.75%                | Yes           |                  2 | On Loan: No      |
| L3Harris Technologies Inc                                                       | HARRIS CORP                        | CUSIP: 413875AT2<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28995.62     | 0.01%             | 2045-04-27      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                    | COMCAST CORP                       | CUSIP: 20030NBG5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    140000 | PA      | $128812.58    | 0.04%             | 2043-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Meritage Homes Corp                                                             | MERITAGE HOMES                     | CUSIP: 59001ABD3<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |     60000 | PA      | $53159.55     | 0.02%             | 2029-04-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| eBay Inc                                                                        | EBAY INC                           | CUSIP: 278642BC6<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77428.98     | 0.03%             | 2025-11-22      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc                                                            | FREEPORT-MCMORAN                   | CUSIP: 35671DCG8<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28665.99     | 0.01%             | 2028-08-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                | VIACOMCBS INC                      | CUSIP: 92556HAA5<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    158000 | PA      | $156880.83    | 0.05%             | 2025-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| eBay Inc                                                                        | EBAY INC                           | CUSIP: 278642BB8<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |    145000 | PA      | $158039.96    | 0.05%             | 2032-11-22      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Children's Hospital of Philadelphia/The                                         | CHILDREN'S HOSP                    | CUSIP: 16877PAA8<br>LEI: 254900N2KNSY5WTR1Q61 | Long             | DBT              | CORP              | US        |    150000 | PA      | $101663.48    | 0.04%             | 2050-07-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                   | BOEING CO                          | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     76000 | PA      | $76631.37     | 0.03%             | 2030-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE                     | CUSIP: 46647PDK9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    170000 | PA      | $174685.19    | 0.06%             | 2033-09-14      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc                                                            | FREEPORT-MCMORAN                   | CUSIP: 35671DCF0<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9352.93      | 0.00%             | 2030-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Midcap Financial Issuer Trust                                                   | MIDCAP FINL ISSR                   | CUSIP: 59590AAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     17000 | PA      | $13719.77     | 0.00%             | 2030-01-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Union Electric Co                                                               | UNION ELECTRIC                     | CUSIP: 906548CU4<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    150000 | PA      | $129716.56    | 0.05%             | 2052-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Delta Air Lines Inc                                                             | DELTA AIR LINES                    | CUSIP: 247361ZU5<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11447.97     | 0.00%             | 2024-10-28      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| National Grid Electricity Distribution East Midlands PLC                        | NAT GRD ELCT EM                    | CUSIP: N/A<br>LEI: 549300KXFU5Q7NZE9L79       | Long             | DBT              | CORP              | GB        |   1800000 | PA      | $1934574.21   | 0.67%             | 2028-09-20      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| Expedia Group Inc                                                               | EXPEDIA GRP INC                    | CUSIP: 30212PBH7<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | DBT              | CORP              | US        |     38000 | PA      | $32003.15     | 0.01%             | 2031-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMER CRP                   | CUSIP: 06051GHV4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    165000 | PA      | $147857.84    | 0.05%             | 2030-07-23      | Variable      | 3.19%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | GBP/USD FWD 20230202               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-8734.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc                          | JBS USA/FOOD/FIN                   | CUSIP: 46590XAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    417000 | PA      | $410424.39    | 0.14%             | 2033-04-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Verizon Communications Inc                                                      | VERIZON COMM INC                   | CUSIP: N/A<br>LEI: 2S72QS2UO2OESLG6Y829       | Long             | DBT              | CORP              | US        |    234000 | PA      | $262988.13    | 0.09%             | 2030-10-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial Inc                                                        | COREBRIDGE FIN                     | CUSIP: 21871XAL3<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    150000 | PA      | $128508.37    | 0.04%             | 2052-04-05      | Fixed         | 4.40%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY                     | CUSIP: 61747YET8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99187.90     | 0.03%             | 2026-07-17      | Variable      | 4.68%                 | No            |                  2 | On Loan: No      |
| Churchill Downs Inc                                                             | CHURCHILL DOWNS                    | CUSIP: 171484AG3<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |     33000 | PA      | $32028.67     | 0.01%             | 2027-04-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Engie SA                                                                        | ENGIE                              | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | DBT              | CORP              | FR        |    700000 | PA      | $599503.15    | 0.21%             | 2030-10-24      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| NCL Corp Ltd                                                                    | NCL CORP                           | CUSIP: 62886HBE0<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     14000 | PA      | $13035.44     | 0.00%             | 2027-02-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                             | GBP/USD FWD 20230302               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $97330.86     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| EQM Midstream Partners LP                                                       | EQM MIDSTREAM PT                   | CUSIP: 26885BAM2<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10027.56     | 0.00%             | 2027-06-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co Ltd                                                    | TAKEDA PHARM                       | CUSIP: 874060AZ9<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |    100000 | PA      | $73716.09     | 0.03%             | 2050-07-09      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                              | HOME DEPOT INC                     | CUSIP: 437076CT7<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     55000 | PA      | $56607.93     | 0.02%             | 2052-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Frontier Communications Holdings LLC                                            | FRONTIER COMMUNI                   | CUSIP: 35906ABE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      7000 | PA      | $6679.84      | 0.00%             | 2027-10-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Constellation Brands Inc                                                        | CONSTELLATION BR                   | CUSIP: 21036PBH0<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    290000 | PA      | $239066.06    | 0.08%             | 2031-08-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Asbury Automotive Group Inc                                                     | ASBURY AUTO GRP                    | CUSIP: 043436AU8<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |     46000 | PA      | $41882.37     | 0.01%             | 2028-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Corp                                                                | FIRSTENERGY CORP                   | CUSIP: 337932AL1<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    150000 | PA      | $128140.61    | 0.04%             | 2030-03-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Mount Sinai Hospitals Group Inc                                                 | MT SINAI HOSP                      | CUSIP: 623115AE2<br>LEI: 549300IJEDK5LH7YPT15 | Long             | DBT              | CORP              | US        |    200000 | PA      | $160526.08    | 0.06%             | 2049-07-01      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                       | OCCIDENTAL PETE                    | CUSIP: 674599DL6<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10650.24     | 0.00%             | 2046-03-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Videotron Ltd                                                                   | VIDEOTRON LTD                      | CUSIP: 92660FAN4<br>LEI: 549300LW4GNJRBECSD81 | Long             | DBT              | CORP              | CA        |     20000 | PA      | $17471.70     | 0.01%             | 2029-06-15      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Sprint LLC                                                                      | SPRINT CORP                        | CUSIP: 85207UAK1<br>LEI: 549300ZTTY7CXOLJ6539 | Long             | DBT              | CORP              | US        |     40000 | PA      | $42295.87     | 0.01%             | 2026-03-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson and Co                                                         | BECTON DICKINSON                   | CUSIP: 075887BX6<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |     40000 | PA      | $37739.08     | 0.01%             | 2047-06-06      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | 2Y RTR 0.630000 03-FEB-2023        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   2432000 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Corporate Office Properties LP                                                  | CORPORATE OFFICE                   | CUSIP: 22003BAM8<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |    105000 | PA      | $81965.56     | 0.03%             | 2031-04-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMER CRP                   | CUSIP: 06051GGZ6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    239000 | PA      | $230965.34    | 0.08%             | 2026-01-23      | Variable      | 3.37%                 | No            |                  2 | On Loan: No      |
| Volkswagen Financial Services NV                                                | VOLKSWAGEN FIN                     | CUSIP: N/A<br>LEI: 529900ZTQC8D1TW6BL41       | Long             | DBT              | CORP              | NL        |   2700000 | PA      | $3259863.24   | 1.13%             | 2023-09-18      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable LLC                                                           | TIME WARNER CABL                   | CUSIP: 88732JAY4<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    353000 | PA      | $332464.82    | 0.12%             | 2040-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | MXN/USD FWD 20230202               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-64824.20    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| American International Group Inc                                                | AMER INTL GROUP                    | CUSIP: 026874DF1<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |     32000 | PA      | $30606.76     | 0.01%             | 2045-07-10      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                        | TOYOTA MTR CRED                    | CUSIP: 89236TJZ9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    300000 | PA      | $285205.68    | 0.10%             | 2027-03-22      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                             | UK TSY GILT                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |    125000 | PA      | $169424.85    | 0.06%             | 2042-12-07      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| eBay Inc                                                                        | EBAY INC                           | CUSIP: 278642BA0<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |     75000 | PA      | $78772.90     | 0.03%             | 2027-11-22      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                                                 | ASTRAZENECA PLC                    | CUSIP: 046353AG3<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    160000 | PA      | $148400.17    | 0.05%             | 2042-09-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Marriott International Inc/MD                                                   | MARRIOTT INTL                      | CUSIP: 571903BE2<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    300000 | PA      | $292493.44    | 0.10%             | 2030-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Kimco Realty OP LLC                                                             | KIMCO REALTY                       | CUSIP: 49446RAV1<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |     70000 | PA      | $52194.92     | 0.02%             | 2049-10-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co Ltd                                                    | TAKEDA PHARM                       | CUSIP: 874060BD7<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $145112.83    | 0.05%             | 2060-07-09      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG/New York NY                                                    | DEUTSCHE BANK NY                   | CUSIP: 251526CS6<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    155000 | PA      | $163105.22    | 0.06%             | 2029-01-18      | Variable      | 6.72%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                      | INTEL CORP                         | CUSIP: 458140BM1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    228000 | PA      | $210701.99    | 0.07%             | 2050-03-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Group AG                                                          | CREDIT SUISSE                      | CUSIP: N/A<br>LEI: 549300506SI9CRFV9Z86       | Long             | DBT              | CORP              | CH        |    641000 | PA      | $615689.61    | 0.21%             | 2026-10-13      | Variable      | 2.12%                 | No            |                  2 | On Loan: No      |
| Serbia International Bond                                                       | SERBIA REPUBLIC                    | CUSIP: 817477AH5<br>LEI: N/A                  | Long             | DBT              | NUSS              | RS        |    450000 | PA      | $454062.83    | 0.16%             | 2033-09-26      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| AEP Transmission Co LLC                                                         | AEP TRANSMISSION                   | CUSIP: 00115AAH2<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    130000 | PA      | $109421.70    | 0.04%             | 2047-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| EQT Corp                                                                        | EQT CORP                           | CUSIP: 26884LAP4<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    145000 | PA      | $145124.52    | 0.05%             | 2025-10-01      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| Mattel Inc                                                                      | MATTEL INC                         | CUSIP: 577081BD3<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10012.65     | 0.00%             | 2027-12-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co Ltd                                                    | TAKEDA PHARM                       | CUSIP: N/A<br>LEI: 549300ZLMVP4X0OGR454       | Long             | DBT              | CORP              | JP        |    200000 | PA      | $160611.76    | 0.06%             | 2040-07-09      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Saudi Government International Bond                                             | SAUDI INT BOND                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SA        |    500000 | PA      | $456430.55    | 0.16%             | 2047-10-04      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE                     | CUSIP: 46647PDH6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99618.49     | 0.03%             | 2033-07-25      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | NOK/USD FWD 20230202               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-0.09        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Mexican Bonos                                                                   | MEXICAN BONOS                      | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MX        |  12000000 | PA      | $702931.84    | 0.24%             | 2036-11-20      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                          | UNITEDHEALTH GRP                   | CUSIP: 91324PET5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    200000 | PA      | $233928.30    | 0.08%             | 2063-02-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Energizer Holdings Inc                                                          | ENERGIZER HLDGS                    | CUSIP: 29272WAC3<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |     33000 | PA      | $29534.90     | 0.01%             | 2028-06-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Equitable Holdings Inc                                                          | EQUITABLE HLDGS                    | CUSIP: 29452EAC5<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |    290000 | PA      | $296922.28    | 0.10%             | 2033-01-11      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                     | PACIFIC GAS&ELEC                   | CUSIP: 694308JQ1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    100000 | PA      | $82306.25     | 0.03%             | 2040-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FS KKR Capital Corp                                                             | FS KKR CAPITAL                     | CUSIP: 302635AG2<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |    220000 | PA      | $201035.31    | 0.07%             | 2026-01-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Transocean Inc                                                                  | TRANSOCEAN INC                     | CUSIP: 893830BX6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | KY        |      5000 | PA      | $5162.60      | 0.00%             | 2030-02-15      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| CSX Corp                                                                        | CSX CORP                           | CUSIP: 126408HN6<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    190000 | PA      | $183590.33    | 0.06%             | 2048-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                          | UNITEDHEALTH GRP                   | CUSIP: 91324PEQ1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    845000 | PA      | $887066.48    | 0.31%             | 2030-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Cenovus Energy Inc                                                              | CENOVUS ENERGY                     | CUSIP: 15135UAF6<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $54944.49     | 0.02%             | 2039-11-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Serbia International Bond                                                       | SERBIA REPUBLIC                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RS        |    611000 | PA      | $594061.81    | 0.21%             | 2027-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE                     | CUSIP: 46647PBV7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    190000 | PA      | $136471.96    | 0.05%             | 2041-11-19      | Variable      | 2.52%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                                                     | EXELON CORP                        | CUSIP: 30161NAU5<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    125000 | PA      | $120145.54    | 0.04%             | 2026-04-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                  | VIRGINIA EL&PWR                    | CUSIP: 927804GB4<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     65000 | PA      | $59179.75     | 0.02%             | 2029-07-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| NAVIENT STUDENT LOAN TRUST NAVSL_18-BA                                          | NAVSL 2018-BA A2A                  | CUSIP: 63940QAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    276397 | PA      | $267415.47    | 0.09%             | 2059-12-15      | Fixed         | 3.61%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20230202               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-306.68      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nestle Holdings Inc                                                             | NESTLE HOLDINGS                    | CUSIP: N/A<br>LEI: 549300EAEU8YV8MQXP30       | Long             | DBT              | CORP              | US        |    500000 | PA      | $470917.76    | 0.16%             | 2033-06-23      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| VZ Secured Financing BV                                                         | VZ SECURED FINAN                   | CUSIP: 91845AAA3<br>LEI: 549300MG611MYCOWY949 | Long             | DBT              | CORP              | NL        |     15000 | PA      | $12845.30     | 0.00%             | 2032-01-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                    | THERMO FISHER                      | CUSIP: N/A<br>LEI: HCHV7422L5HDJZCRFL38       | Long             | DBT              | CORP              | US        |   1420000 | PA      | $1537830.86   | 0.53%             | 2026-01-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Rockwell Automation Inc                                                         | ROCKWELL AUTOMAT                   | CUSIP: 773903AM1<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | DBT              | CORP              | US        |    230000 | PA      | $151861.64    | 0.05%             | 2061-08-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | GOLDMAN SACHS GP                   | CUSIP: 38141GYC2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    100000 | PA      | $78536.40     | 0.03%             | 2042-04-22      | Variable      | 3.21%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                 | KFW                                | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |   2900000 | PA      | $2845907.05   | 0.99%             | 2028-01-07      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | MXN/USD FWD 20230202               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-6148.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VICI Properties LP / VICI Note Co Inc                                           | VICI PROPERTIES                    | CUSIP: 92564RAG0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35000 | PA      | $33915.12     | 0.01%             | 2025-06-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| AT&T Inc                                                                        | AT&T INC                           | CUSIP: 00206RKH4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    266000 | PA      | $217332.11    | 0.08%             | 2032-02-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| GATX Corp                                                                       | GATX CORP                          | CUSIP: 361448BJ1<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    100000 | PA      | $87472.43     | 0.03%             | 2032-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Discovery Communications LLC                                                    | DISCOVERY COMMUN                   | CUSIP: 25470DAL3<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |    337000 | PA      | $334169.33    | 0.12%             | 2026-03-11      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | AERCAP IRELAND                     | CUSIP: 00774MAP0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    455000 | PA      | $452038.28    | 0.16%             | 2023-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                              | UNION PAC CORP                     | CUSIP: 907818FG8<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     35000 | PA      | $28991.78     | 0.01%             | 2060-03-20      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                               | NATWEST GROUP                      | CUSIP: 780097BG5<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $197233.99    | 0.07%             | 2029-05-18      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| Continental Resources Inc/OK                                                    | CONTINENTAL RESO                   | CUSIP: 212015AV3<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |     40000 | PA      | $31279.80     | 0.01%             | 2032-04-01      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20230202               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $47251.91     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                                            | PNC FINANCIAL                      | CUSIP: 693475BL8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    500000 | PA      | $500657.25    | 0.17%             | 2027-01-26      | Variable      | 4.76%                 | No            |                  2 | On Loan: No      |
| Croatia Government International Bond                                           | CROATIA                            | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | HR        |    460000 | PA      | $460318.41    | 0.16%             | 2023-04-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HP Inc                                                                          | HP INC                             | CUSIP: 40434LAJ4<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |     86000 | PA      | $69782.91     | 0.02%             | 2031-06-17      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Scripps Escrow Inc                                                              | SCRIPPS ESCROW                     | CUSIP: 81104PAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $13397.67     | 0.00%             | 2027-07-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Home Depot Inc/The                                                              | HOME DEPOT INC                     | CUSIP: 437076BW1<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    130000 | PA      | $128363.64    | 0.04%             | 2028-12-06      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| JAB Holdings BV                                                                 | JAB HOLDINGS                       | CUSIP: N/A<br>LEI: 529900RRNKUM3INJGF98       | Long             | DBT              | CORP              | NL        |    400000 | PA      | $451491.09    | 0.16%             | 2032-06-29      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMER CRP                   | CUSIP: 06051GHZ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    150000 | PA      | $127762.98    | 0.04%             | 2031-02-13      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                    | CUSIP: 91282CFK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    232000 | PA      | $229426.24    | 0.08%             | 2025-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SCDS: (INDON)                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |  -1200000 | NC      | $5997.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| City of Hope                                                                    | CITY OF HOPE/THE                   | CUSIP: 17858PAB7<br>LEI: 549300QIQJNNQEIXBL15 | Long             | DBT              | CORP              | US        |     80000 | PA      | $70015.87     | 0.02%             | 2048-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Lithia Motors Inc                                                               | LITHIA MOTORS                      | CUSIP: 536797AG8<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |     52000 | PA      | $44208.24     | 0.02%             | 2029-06-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                       | PERUSAHAAN LISTR                   | CUSIP: 71568QAC1<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |    200000 | PA      | $194225.38    | 0.07%             | 2027-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                     | PEPSICO INC                        | CUSIP: 713448ES3<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22746.65     | 0.01%             | 2030-03-19      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Advanced Micro Devices Inc                                                      | ADVANCED MICRO                     | CUSIP: 007903BG1<br>LEI: R2I72C950HOYXII45366 | Long             | DBT              | CORP              | US        |    160000 | PA      | $149102.58    | 0.05%             | 2052-06-01      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SCDS: (CS)                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |   -500000 | NC      | $-35868.02    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Carnival Corp                                                                   | CARNIVAL CORP                      | CUSIP: 143658BQ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     25000 | PA      | $21550.67     | 0.01%             | 2028-08-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Exxon Mobil Corp                                                                | EXXON MOBIL CORP                   | CUSIP: N/A<br>LEI: J3WHBG0MTS7O8ZVMDC91       | Long             | DBT              | CORP              | US        |    155000 | PA      | $114333.05    | 0.04%             | 2039-06-26      | Fixed         | 1.41%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                  | VIRGINIA EL&PWR                    | CUSIP: 927804FZ2<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    228000 | PA      | $220352.95    | 0.08%             | 2028-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                    | THERMO FISHER                      | CUSIP: 883556CK6<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |     50000 | PA      | $43571.98     | 0.02%             | 2028-10-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                        | PRUDENTIAL FIN                     | CUSIP: 744320BA9<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    260000 | PA      | $221518.84    | 0.08%             | 2049-12-07      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| EnLink Midstream LLC                                                            | ENLINK MIDSTREA                    | CUSIP: 29336TAC4<br>LEI: 54930000GY1H533OBE23 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6843.67      | 0.00%             | 2028-01-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC HOLDINGS                      | CUSIP: 404280DM8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    125000 | PA      | $132122.11    | 0.05%             | 2037-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of Korea                                                     | EXP-IMP BK KOREA                   | CUSIP: 302154DV8<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |   1175000 | PA      | $1204133.74   | 0.42%             | 2028-01-11      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Antofagasta PLC                                                                 | ANTOFAGASTA                        | CUSIP: 03718NAB2<br>LEI: 213800MY6QVH4FVLD628 | Long             | DBT              | CORP              | GB        |    350000 | PA      | $353724.90    | 0.12%             | 2032-05-13      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE                     | CUSIP: 46647PDC7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97074.78     | 0.03%             | 2033-04-26      | Variable      | 4.59%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                  | LOWE'S COS INC                     | CUSIP: 548661EF0<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    190000 | PA      | $161315.02    | 0.06%             | 2062-04-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp                                                           | TENET HEALTHCARE                   | CUSIP: 88033GDK3<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13969.62     | 0.00%             | 2028-10-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co/The                                                         | PROCTER & GAMBLE                   | CUSIP: 742718GA1<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200297.57    | 0.07%             | 2033-01-26      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                        | AT&T INC                           | CUSIP: 00206RMN9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    111000 | PA      | $83985.26     | 0.03%             | 2057-12-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY                     | CUSIP: 6174468J1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    480000 | PA      | $463734.52    | 0.16%             | 2025-07-22      | Variable      | 2.72%                 | No            |                  2 | On Loan: No      |
| Progressive Corp/The                                                            | PROGRESSIVE CORP                   | CUSIP: 743315AY9<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93450.70     | 0.03%             | 2027-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Cargo Aircraft Management Inc                                                   | CARGO AIRCRAFT M                   | CUSIP: 14180LAA4<br>LEI: 549300GH5J7LOMV44F11 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9047.18      | 0.00%             | 2028-02-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Philip Morris International Inc                                                 | PHILIP MORRIS IN                   | CUSIP: 718172CU1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    230000 | PA      | $233095.47    | 0.08%             | 2025-11-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Carnival Holdings Bermuda Ltd                                                   | CARNIVAL HLD BM                    | CUSIP: 14366RAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $5398.88      | 0.00%             | 2028-05-01      | Fixed         | 10.38%                | Yes           |                  2 | On Loan: No      |
| N/A                                                                             | CAD/USD FWD 20230202               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-62450.98    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                      | CAPITAL ONE FINL                   | CUSIP: 14040HCY9<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    250000 | PA      | $252138.10    | 0.09%             | 2034-02-01      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | CDX.NA.IG.39.V1 5YR RTP @ 90.00000 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |   9700000 | NC      | $5774.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Croatia Government International Bond                                           | CROATIA                            | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | HR        |    900000 | PA      | $927120.10    | 0.32%             | 2030-01-27      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Cogent Communications Group Inc                                                 | COGENT COMMUNICA                   | CUSIP: 19240CAE3<br>LEI: 549300KFWFYF8Q1U0Y26 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14862.06     | 0.01%             | 2027-06-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Studio City Co Ltd                                                              | STUDIO CITY CO                     | CUSIP: 86400GAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | VG        |     10000 | PA      | $9645.99      | 0.00%             | 2027-02-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                 | GEN MOTORS FIN                     | CUSIP: 37045XDZ6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    650000 | PA      | $662356.53    | 0.23%             | 2025-10-10      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| National Grid PLC                                                               | NATL GRID PLC                      | CUSIP: N/A<br>LEI: 8R95QZMKZLJX5Q2XR704       | Long             | DBT              | CORP              | GB        |   1100000 | PA      | $1139519.55   | 0.40%             | 2026-06-30      | Fixed         | 2.18%                 | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp                                                            | PARKER-HANNIFIN                    | CUSIP: 701094AQ7<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |    260000 | PA      | $255581.74    | 0.09%             | 2024-06-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Suncor Energy Inc                                                               | SUNCOR INC                         | CUSIP: 867229AE6<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |    145000 | PA      | $158408.55    | 0.05%             | 2038-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                                                     | NUTRIEN LTD                        | CUSIP: 67077MAY4<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     75000 | PA      | $77298.04     | 0.03%             | 2025-11-07      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Live Nation Entertainment Inc                                                   | LIVE NATION ENT                    | CUSIP: 538034AN9<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2911.44      | 0.00%             | 2026-03-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| NCL Corp Ltd                                                                    | NCL CORP                           | CUSIP: 62886HBG5<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     10000 | PA      | $8591.92      | 0.00%             | 2029-02-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                    | CUSIP: 91282CFE6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    751000 | PA      | $735510.63    | 0.26%             | 2025-08-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Targa Resources Partners LP / Targa Resources Partners Finance Corp             | TARGA RES PRTNRS                   | CUSIP: 87612BBN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $30749.56     | 0.01%             | 2029-01-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Willis North America Inc                                                        | WILLIS NORTH AME                   | CUSIP: 970648AK7<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |     70000 | PA      | $53908.28     | 0.02%             | 2049-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                    | THERMO FISHER                      | CUSIP: 883556CL4<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    100000 | PA      | $83844.54     | 0.03%             | 2031-10-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Panama Bonos del Tesoro                                                         | PANAMA TR BONDS                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PA        |    457000 | PA      | $391534.75    | 0.14%             | 2031-06-30      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| Georgia-Pacific LLC                                                             | GEORGIA-PACIFIC                    | CUSIP: 37331NAJ0<br>LEI: L2EVHWFHVAQK72TMH265 | Long             | DBT              | CORP              | US        |    245000 | PA      | $227019.90    | 0.08%             | 2025-09-30      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                             | US 5YR NOTE (CBT) Mar23            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |       -11 | NC      | $3368.58      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Credit Agricole SA                                                              | CRED AGRICOLE SA                   | CUSIP: 22534PAC7<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    500000 | PA      | $510317.17    | 0.18%             | 2028-07-12      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| Vail Resorts Inc                                                                | VAIL RESORTS                       | CUSIP: 91879QAL3<br>LEI: 529900PSZHRNU9HKH870 | Long             | DBT              | CORP              | US        |     66000 | PA      | $66366.60     | 0.02%             | 2025-05-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Cboe Global Markets Inc                                                         | CBOE GLOBAL MKTS                   | CUSIP: 12503MAC2<br>LEI: 529900RLNSGA90UPEH54 | Long             | DBT              | CORP              | US        |     92000 | PA      | $74907.20     | 0.03%             | 2030-12-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMER CRP                   | CUSIP: 06051GJF7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    115000 | PA      | $92988.67     | 0.03%             | 2031-07-23      | Variable      | 1.90%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                                              | WALT DISNEY CO                     | CUSIP: 254687FZ4<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |     45000 | PA      | $37165.68     | 0.01%             | 2051-01-13      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Catalent Pharma Solutions Inc                                                   | CATALENT PHARMA                    | CUSIP: 14879EAH1<br>LEI: 549300HALRZ339MSTH85 | Long             | DBT              | CORP              | US        |     20000 | PA      | $16595.23     | 0.01%             | 2029-02-15      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                | WELLS FARGO CO                     | CUSIP: EF8021778<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    400000 | PA      | $480303.42    | 0.17%             | 2035-11-02      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                    | COMCAST CORP                       | CUSIP: 20030NCN9<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     65000 | PA      | $64553.46     | 0.02%             | 2058-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Permian Resources Operating LLC                                                 | PERMIAN RESR OPR                   | CUSIP: 19416MAB5<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23483.39     | 0.01%             | 2029-07-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Florida Power & Light Co                                                        | FLORIDA PWR & LT                   | CUSIP: 341081FH5<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    150000 | PA      | $131394.60    | 0.05%             | 2042-12-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Nexstar Media Inc                                                               | NEXSTAR ESCROW                     | CUSIP: 65343HAA9<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14290.24     | 0.00%             | 2027-07-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Intel Corp                                                                      | INTEL CORP                         | CUSIP: 458140CA6<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95546.89     | 0.03%             | 2032-08-05      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Directv Financing LLC / Directv Financing Co-Obligor Inc                        | DIRECTV FIN/DTV                    | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $27172.83     | 0.01%             | 2027-08-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                             | CAD/USD FWD 20230202               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $115.22       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Everest Reinsurance Holdings Inc                                                | EVEREST RE HLDGS                   | CUSIP: 299808AH8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     96000 | PA      | $71545.51     | 0.02%             | 2050-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Triton Container International Ltd / TAL International Container Corp           | TRITON CONTAINER                   | CUSIP: 89681LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    260000 | PA      | $211181.34    | 0.07%             | 2032-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Kimco Realty OP LLC                                                             | KIMCO REALTY                       | CUSIP: 49446RAM1<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |     75000 | PA      | $61188.08     | 0.02%             | 2045-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Ameren Illinois Co                                                              | AMEREN ILLINOIS                    | CUSIP: 02361DAQ3<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |     75000 | PA      | $66138.80     | 0.02%             | 2046-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                             | DOMINION RES                       | CUSIP: 25746UBQ1<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    170000 | PA      | $141010.67    | 0.05%             | 2042-09-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Skyworks Solutions Inc                                                          | SKYWORKS SOLUT                     | CUSIP: 83088MAK8<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | DBT              | CORP              | US        |     60000 | PA      | $53555.44     | 0.02%             | 2026-06-01      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Dana Inc                                                                        | DANA INC                           | CUSIP: 235825AJ5<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |     40000 | PA      | $33722.01     | 0.01%             | 2032-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | MXN/USD FWD 20230302               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $5433.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kroger Co/The                                                                   | KROGER CO                          | CUSIP: 501044DP3<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    225000 | PA      | $188998.99    | 0.07%             | 2030-05-01      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc                                              | ANHEUSER-BUSCH                     | CUSIP: 035240AP5<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |     89000 | PA      | $85236.97     | 0.03%             | 2058-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Digital Euro Finco LLC                                                          | DIGITAL EURO FIN                   | CUSIP: N/A<br>LEI: 635400OUEAPTXSW3SC91       | Long             | DBT              | CORP              | US        |   2092000 | PA      | $2219534.94   | 0.77%             | 2024-04-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Volkswagen Financial Services Australia Pty Ltd                                 | VOLKSWAGEN AUST                    | CUSIP: N/A<br>LEI: 529900VBZRQG6COX9X61       | Long             | DBT              | CORP              | AU        |    500000 | PA      | $352183.72    | 0.12%             | 2023-04-17      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                | WELLS FARGO CO                     | CUSIP: N/A<br>LEI: PBLD0EJDB5FWOLXP3B76       | Long             | DBT              | CORP              | US        |    300000 | PA      | $357130.73    | 0.12%             | 2035-11-29      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| United Airlines Inc                                                             | UNITED AIRLINES                    | CUSIP: 90932LAG2<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |     42000 | PA      | $39896.55     | 0.01%             | 2026-04-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| United Kingdom Gilt                                                             | UK TSY GILT                        | CUSIP: EK1093963<br>LEI: N/A                  | Long             | DBT              | NUSS              | GB        |   1085433 | PA      | $1323525.19   | 0.46%             | 2024-09-07      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | CITIGROUP INC                      | CUSIP: 172967MD0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     55000 | PA      | $52581.72     | 0.02%             | 2048-07-23      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| SS&C Technologies Inc                                                           | SS&C TECH INC                      | CUSIP: 78466DBG8<br>LEI: 549300KY09TR3J12JU49 | Long             | LON              | CORP              | US        |      5105 | PA      | $5094.14      | 0.00%             | 2029-03-22      | Floating      | 6.77%                 | No            |                  2 | On Loan: No      |
| Ontario Teachers' Cadillac Fairview Properties Trust                            | CADILLAC FAIRVIE                   | CUSIP: 68327LAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    800000 | PA      | $747563.81    | 0.26%             | 2027-03-20      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Phillips 66                                                                     | PHILLIPS 66                        | CUSIP: 718546AK0<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |     80000 | PA      | $78932.19     | 0.03%             | 2034-11-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Stanley Black & Decker Inc                                                      | STANLEY BLACK                      | CUSIP: 854502AL5<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |     45000 | PA      | $38018.78     | 0.01%             | 2030-03-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bond                                | REP OF POLAND                      | CUSIP: 857524AD4<br>LEI: N/A                  | Long             | DBT              | NUSS              | PL        |    305000 | PA      | $316846.06    | 0.11%             | 2027-11-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                      | VERIZON COMM INC                   | CUSIP: 92343VBG8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     30000 | PA      | $25520.38     | 0.01%             | 2042-11-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| CDK GLOBAL INC                                                                  | CDK 6/30/2029                      | CUSIP: N/A<br>LEI: 5493000L10CYRTHIJ385       | Long             | LON              | CORP              | US        |     10000 | PA      | $9971.59      | 0.00%             | 2029-06-30      | Floating      | 6.85%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc                                              | ANHEUSER-BUSCH                     | CUSIP: 035240AQ3<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    360000 | PA      | $365431.25    | 0.13%             | 2029-01-23      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co LLC                                                        | VISTRA OPERATION                   | CUSIP: 92840VAF9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |      7500 | PA      | $7054.51      | 0.00%             | 2027-07-31      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Royal Bank of Canada                                                            | ROYAL BK CANADA                    | CUSIP: 78016FZU1<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    725000 | PA      | $765259.79    | 0.27%             | 2027-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | GBP/USD FWD 20230202               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $4738.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CMS Energy Corp                                                                 | CMS ENERGY                         | CUSIP: 125896BN9<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |    135000 | PA      | $128866.23    | 0.04%             | 2044-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Tyco Electronics Group SA                                                       | TYCO ELECTRONICS                   | CUSIP: 902133AY3<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | CORP              | LU        |    150000 | PA      | $128801.73    | 0.04%             | 2032-02-04      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| American International Group Inc                                                | AMER INTL GROUP                    | CUSIP: 026874DP9<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    105000 | PA      | $95686.97     | 0.03%             | 2050-06-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                        | DEUTSCHLAND REP                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | DE        |   1970000 | PA      | $2123794.28   | 0.74%             | 2029-11-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                        | AT&T INC                           | CUSIP: 00206RKJ0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    235000 | PA      | $173781.26    | 0.06%             | 2053-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                              | UNION PAC CORP                     | CUSIP: 907818GA0<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    185000 | PA      | $149057.73    | 0.05%             | 2072-02-14      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Calpine Corp                                                                    | CALPINE CORP                       | CUSIP: 131347CN4<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22630.09     | 0.01%             | 2028-03-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                             | SCDS: (T)                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |   -160000 | NC      | $633.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia/New York NY                                      | COMMONW BK AU NY                   | CUSIP: 20271RAQ3<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |    150000 | PA      | $151177.50    | 0.05%             | 2025-01-10      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| Republic Services Inc                                                           | REPUBLIC SVCS                      | CUSIP: 760759AZ3<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |     58000 | PA      | $46736.83     | 0.02%             | 2032-02-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                                              | WALT DISNEY CO                     | CUSIP: 254687FM3<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |     45000 | PA      | $32104.43     | 0.01%             | 2049-09-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Willis North America Inc                                                        | WILLIS NORTH AME                   | CUSIP: 970648AG6<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |     75000 | PA      | $73027.69     | 0.03%             | 2028-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                                                    | NISOURCE INC                       | CUSIP: 65473QBG7<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     50000 | PA      | $41778.82     | 0.01%             | 2048-03-30      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies Inc                                                  | GE HEALTHCARE                      | CUSIP: 36267VAC7<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    220000 | PA      | $223641.02    | 0.08%             | 2025-11-15      | Fixed         | 5.60%                 | Yes           |                  2 | On Loan: No      |
| Beth Israel Lahey Health Inc                                                    | BETH ISRAEL LAHE                   | CUSIP: 08661UAB2<br>LEI: 549300QPZ5W3279DU141 | Long             | DBT              | CORP              | US        |    180000 | PA      | $123311.01    | 0.04%             | 2051-07-01      | Fixed         | 3.08%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co                                                                 | DTE ELECTRIC CO                    | CUSIP: 23338VAF3<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |     75000 | PA      | $61843.73     | 0.02%             | 2046-06-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| European Union                                                                  | EUROPEAN UNION                     | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | CORP              | N/A       |   8250000 | PA      | $8653023.53   | 3.00%             | 2027-10-04      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| S&P Global Inc                                                                  | S&P GLOBAL INC                     | CUSIP: 78409VBD5<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |     45000 | PA      | $37975.56     | 0.01%             | 2052-03-01      | Fixed         | 3.70%                 | Yes           |                  2 | On Loan: No      |
| Medline Borrower LP                                                             | MEDLINE BORROWER                   | CUSIP: 58503UAC7<br>LEI: 254900QT3R363TVK6F09 | Long             | LON              | CORP              | US        |      9925 | PA      | $9629.73      | 0.00%             | 2028-10-21      | Floating      | 7.76%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE                     | CUSIP: 46625HHF0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    150000 | PA      | $172504.83    | 0.06%             | 2038-05-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                                | CSC HOLDINGS LLC                   | CUSIP: 126307BF3<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     10000 | PA      | $6975.16      | 0.00%             | 2031-02-15      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                             | GBP/USD FWD 20230202               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $1160.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| American Express Co                                                             | AMERICAN EXPRESS                   | CUSIP: 025816DA4<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    270000 | PA      | $262882.76    | 0.09%             | 2033-08-03      | Variable      | 4.42%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20230202               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-102877.97   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Kaiser Aluminum Corp                                                            | KAISER ALUMINUM                    | CUSIP: 483007AL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $16925.43     | 0.01%             | 2031-06-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Southern California Gas Co                                                      | SOUTHERN CAL GAS                   | CUSIP: 842434CK6<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |     50000 | PA      | $41720.27     | 0.01%             | 2042-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Bath & Body Works Inc                                                           | L BRANDS INC                       | CUSIP: 501797AR5<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15215.15     | 0.01%             | 2029-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | GOLDMAN SACHS GP                   | CUSIP: 38141GXA7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     85000 | PA      | $78552.38     | 0.03%             | 2039-04-23      | Variable      | 4.41%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMER CRP                   | CUSIP: 06051GLC1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    440000 | PA      | $464041.79    | 0.16%             | 2028-11-10      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| Prologis International Funding II SA                                            | PROLOGIS INTL II                   | CUSIP: N/A<br>LEI: 213800JNRWW2C9DWI388       | Long             | DBT              | CORP              | LU        |    976000 | PA      | $833999.97    | 0.29%             | 2032-06-17      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| EDVESTINU PRIVATE EDUCATION LOAN TRUST EDVES_19-A                               | EDVES 2019-A A                     | CUSIP: 28166GAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     34093 | PA      | $32589.98     | 0.01%             | 2038-11-25      | Fixed         | 3.58%                 | Yes           |                  2 | On Loan: No      |
| PayPal Holdings Inc                                                             | PAYPAL HOLDING                     | CUSIP: 70450YAK9<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49171.57     | 0.02%             | 2027-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20230202               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $691.54       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Delta Air Lines Inc                                                             | DELTA AIR LINES                    | CUSIP: 247361ZT8<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13270.99     | 0.00%             | 2029-10-28      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                       | OCCIDENTAL PETE                    | CUSIP: 674599EF8<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26134.84     | 0.01%             | 2031-01-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                       | DUKE ENERGY CAR                    | CUSIP: 26442CBJ2<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102686.04    | 0.04%             | 2033-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20230202               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $6300.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                     | ORACLE CORP                        | CUSIP: 68389XCF0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    150000 | PA      | $154315.90    | 0.05%             | 2025-11-10      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Cameron LNG LLC                                                                 | CAMERON LNG                        | CUSIP: 133434AD2<br>LEI: 549300C39FLHGVD73K22 | Long             | DBT              | CORP              | US        |    180000 | PA      | $153134.53    | 0.05%             | 2039-01-15      | Fixed         | 3.70%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                             | CAD/USD FWD 20230202               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-115.52      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | CITIGROUP INC                      | CUSIP: 172967KY6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94728.21     | 0.03%             | 2026-10-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY                     | CUSIP: 61772BAC7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    135000 | PA      | $107993.70    | 0.04%             | 2042-04-22      | Variable      | 3.22%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                    | CUSIP: 912810TM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $1033437.50   | 0.36%             | 2042-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Permian Resources Operating LLC                                                 | PERMIAN RESR OPR                   | CUSIP: 19416MAA7<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10002.44     | 0.00%             | 2026-02-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Westpac Banking Corp                                                            | WESTPAC BANKING                    | CUSIP: 961214EW9<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    200000 | PA      | $175889.59    | 0.06%             | 2028-11-20      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                              | BANCO SANTANDER                    | CUSIP: 05964HAR6<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   1400000 | PA      | $1397989.19   | 0.49%             | 2025-08-18      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                   | BOEING CO                          | CUSIP: 097023CX1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50997.28     | 0.02%             | 2060-05-01      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| SBA Communications Corp                                                         | SBA COMMUNICATIO                   | CUSIP: 78410GAG9<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              | CORP              | US        |     32000 | PA      | $27124.18     | 0.01%             | 2029-02-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                      | US BANCORP                         | CUSIP: 91159HJL5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149579.39    | 0.05%             | 2034-02-01      | Variable      | 4.84%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | CITIGROUP INC                      | CUSIP: 172967LP4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    415000 | PA      | $392974.17    | 0.14%             | 2028-07-24      | Variable      | 3.67%                 | No            |                  2 | On Loan: No      |
| Evergy Kansas Central Inc                                                       | WESTAR ENERGY                      | CUSIP: 95709TAQ3<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |    150000 | PA      | $112966.83    | 0.04%             | 2049-09-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                     | PACIFIC GAS&ELEC                   | CUSIP: 694308JJ7<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    100000 | PA      | $67388.31     | 0.02%             | 2050-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | ENERGY TRANSFER                    | CUSIP: 29273RAR0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    100000 | PA      | $105596.06    | 0.04%             | 2042-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | GBP/USD FWD 20230202               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-536606.30   | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| Skyworks Solutions Inc                                                          | SKYWORKS SOLUT                     | CUSIP: 83088MAL6<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | DBT              | CORP              | US        |    230000 | PA      | $189507.66    | 0.07%             | 2031-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE                     | CUSIP: 46647PAJ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     62000 | PA      | $54942.04     | 0.02%             | 2038-07-24      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| Toll Brothers Finance Corp                                                      | TOLL BR FIN CORP                   | CUSIP: 88947EAU4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    130000 | PA      | $116554.34    | 0.04%             | 2029-11-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| AutoZone Inc                                                                    | AUTOZONE INC                       | CUSIP: 053332BC5<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199461.51    | 0.07%             | 2028-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                         | JOHN DEERE CAP                     | CUSIP: 24422EWP0<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    480000 | PA      | $486149.56    | 0.17%             | 2026-01-09      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE                     | CUSIP: 46647PCE4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    290000 | PA      | $221034.66    | 0.08%             | 2052-04-22      | Variable      | 3.33%                 | No            |                  2 | On Loan: No      |
| Colgate-Palmolive Co                                                            | COLGATE-PALM CO                    | CUSIP: 194162AP8<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |    170000 | PA      | $159685.88    | 0.06%             | 2032-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Peruvian Government International Bond                                          | REPUBLIC OF PERU                   | CUSIP: 715638DA7<br>LEI: N/A                  | Long             | DBT              | NUSS              | PE        |    355000 | PA      | $307037.72    | 0.11%             | 2030-06-20      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| Warnermedia Holdings Inc                                                        | WARNERMEDIA HLDG                   | CUSIP: 55903VAS2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    165000 | PA      | $137337.98    | 0.05%             | 2062-03-15      | Fixed         | 5.39%                 | Yes           |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                       | OCCIDENTAL PETE                    | CUSIP: 674599DD4<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     44000 | PA      | $48937.69     | 0.02%             | 2031-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| American Airlines Inc                                                           | AMERICAN AIRLINE                   | CUSIP: 023771S58<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5568.38      | 0.00%             | 2025-07-15      | Fixed         | 11.75%                | Yes           |                  2 | On Loan: No      |
| N/A                                                                             | EURO-BUND FUTURE  Mar23            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |        27 | NC      | $-43478.26    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Newmont Corp                                                                    | NEWMONT CORP                       | CUSIP: 651639AY2<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |    160000 | PA      | $133933.73    | 0.05%             | 2030-10-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Novelis Corp                                                                    | NOVELIS CORP                       | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13708.80     | 0.00%             | 2030-01-30      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | CITIGROUP INC                      | CUSIP: 17308CC53<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    140000 | PA      | $123079.95    | 0.04%             | 2030-11-05      | Variable      | 2.98%                 | No            |                  2 | On Loan: No      |
| Israel Government International Bond                                            | STATE OF ISRAEL                    | CUSIP: 46514BRA7<br>LEI: N/A                  | Long             | DBT              | NUSS              | IL        |   1185000 | PA      | $1193192.39   | 0.41%             | 2033-01-17      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| KLA Corp                                                                        | KLA CORP                           | CUSIP: 482480AH3<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |    116000 | PA      | $115388.59    | 0.04%             | 2049-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | USD/ZAR FWD 20230202               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-1.59        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                             | ANTHEM INC                         | CUSIP: 036752AM5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    190000 | PA      | $141592.56    | 0.05%             | 2050-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Element Solutions Inc                                                           | ELEMENT SOLN INC                   | CUSIP: 28618MAA4<br>LEI: 549300FLGN6P5CU20J91 | Long             | DBT              | CORP              | US        |     16000 | PA      | $14149.48     | 0.00%             | 2028-09-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| VICI Properties LP / VICI Note Co Inc                                           | VICI PROPERTIES                    | CUSIP: 92564RAF2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      8000 | PA      | $7990.22      | 0.00%             | 2024-05-01      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS LP/TARGA RESOURCES PARTNERS FINANCE COR                | TRGP 6.5 7/15/2027                 | CUSIP: 87612BBL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $51126.28     | 0.02%             | 2027-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp                                                                  | AIR LEASE CORP                     | CUSIP: 00914AAB8<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95965.63     | 0.03%             | 2026-06-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                              | HOME DEPOT INC                     | CUSIP: 437076CS9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    125000 | PA      | $126512.45    | 0.04%             | 2032-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                          | CON EDISON CO                      | CUSIP: 209111FY4<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    100000 | PA      | $85795.97     | 0.03%             | 2050-04-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| DCP Midstream Operating LP                                                      | DCP MIDSTREAM OP                   | CUSIP: 23311VAJ6<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |      6000 | PA      | $6105.53      | 0.00%             | 2027-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Vonovia SE                                                                      | VONOVIA SE                         | CUSIP: N/A<br>LEI: 5299005A2ZEP6AP7KM81       | Long             | DBT              | CORP              | DE        |    500000 | PA      | $329152.87    | 0.11%             | 2041-06-14      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Carnival Corp                                                                   | CARNIVAL CORP                      | CUSIP: 143658BN1<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     45000 | PA      | $37339.45     | 0.01%             | 2027-03-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | CITIGROUP INC                      | CUSIP: 17327CAN3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    150000 | PA      | $141013.05    | 0.05%             | 2026-01-25      | Variable      | 2.01%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc                                              | ANHEUSER-BUSCH                     | CUSIP: 035240AN0<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    175000 | PA      | $165613.13    | 0.06%             | 2048-04-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets PLC                                                          | BP CAPITAL PLC                     | CUSIP: 05565QDN5<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |     23000 | PA      | $22053.00     | 0.01%             | 2027-09-19      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                           | ATHENE GLOBAL FU                   | CUSIP: 04685A2S9<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    195000 | PA      | $187025.74    | 0.06%             | 2024-01-08      | Fixed         | 0.95%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                             | AUD/USD FWD 20230302               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $101.24       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                       | AMGEN INC                          | CUSIP: 031162BK5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     61000 | PA      | $60093.82     | 0.02%             | 2041-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                                                     | EXELON CO                          | CUSIP: 30161NBH3<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    100000 | PA      | $86639.20     | 0.03%             | 2052-03-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | Euro-BTP Future   Mar23            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |        -7 | NC      | $2047.10      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| M&T Bank Corp                                                                   | M&T BANK CORP                      | CUSIP: 55261FAR5<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    190000 | PA      | $189485.99    | 0.07%             | 2034-01-27      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                | CROWN CASTLE INT                   | CUSIP: 22822VAF8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    125000 | PA      | $113012.32    | 0.04%             | 2047-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Phillips 66                                                                     | PHILLIPS 66                        | CUSIP: 718546AR5<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |     34000 | PA      | $33058.12     | 0.01%             | 2028-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                                                                   | TRANSDIGM INC                      | CUSIP: 893647BL0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     11000 | PA      | $10504.83     | 0.00%             | 2027-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                    | CUSIP: 91282CEQ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    500000 | PA      | $485625.00    | 0.17%             | 2025-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Heathrow Funding Ltd                                                            | HEATHROW FNDG                      | CUSIP: N/A<br>LEI: 7TI96JO3DYEIQWZ7Z726       | Long             | DBT              | CORP              | JE        |   1200000 | PA      | $1224840.94   | 0.43%             | 2027-10-12      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                             | PETROLEOS MEXICA                   | CUSIP: 706451BG5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    210000 | PA      | $164861.63    | 0.06%             | 2035-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                      | PACIFICORP                         | CUSIP: 695114CG1<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    160000 | PA      | $180543.32    | 0.06%             | 2037-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                      | VERIZON COMM INC                   | CUSIP: 92343VEE0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    400000 | PA      | $376995.40    | 0.13%             | 2038-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                                           | ENTERGY LA LLC                     | CUSIP: 29364WAW8<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    593000 | PA      | $556821.08    | 0.19%             | 2028-04-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20230315               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $735.67       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                      | VERIZON COMM INC                   | CUSIP: 92343VFT6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     75000 | PA      | $54221.38     | 0.02%             | 2040-11-20      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Resources Corp                                               | CENTERPOINT ENER                   | CUSIP: 15189WAJ9<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |     50000 | PA      | $43289.73     | 0.02%             | 2047-09-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                                                            | DR PEPPER SNAPPL                   | CUSIP: 26138EAT6<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    330000 | PA      | $301192.23    | 0.10%             | 2045-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Raytheon Technologies Corp                                                      | UNITED TECH CORP                   | CUSIP: 913017CX5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    160000 | PA      | $154817.75    | 0.05%             | 2048-11-16      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Invesco Finance PLC                                                             | INVESCO FIN PLC                    | CUSIP: 46132FAC4<br>LEI: 549300OYQ3LAJYXXO449 | Long             | DBT              | CORP              | GB        |     55000 | PA      | $54428.28     | 0.02%             | 2043-11-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Nasdaq Inc                                                                      | NASDAQ INC                         | CUSIP: 63111XAE1<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |    100000 | PA      | $69675.54     | 0.02%             | 2040-12-21      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20230202               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $10645.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chevron USA Inc                                                                 | CHEVRON USA INC                    | CUSIP: 166756AS5<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47193.76     | 0.02%             | 2029-10-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                                | ALTRIA GROUP INC                   | CUSIP: 02209SBL6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    255000 | PA      | $198530.59    | 0.07%             | 2032-02-04      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Astrazeneca Finance LLC                                                         | ASTRAZENECA FIN                    | CUSIP: 04636NAE3<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |    115000 | PA      | $101225.36    | 0.04%             | 2028-05-28      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMER CRP                   | CUSIP: 06051GFG9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74046.02     | 0.03%             | 2044-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                         | INDONESIA (REP)                    | CUSIP: 455780DS2<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |    200000 | PA      | $210962.79    | 0.07%             | 2053-01-11      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Hungary Government International Bond                                           | HUNGARY                            | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | HU        |    700000 | PA      | $576544.62    | 0.20%             | 2032-04-28      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities Inc                                             | ALEXANDRIA REAL                    | CUSIP: 015271AX7<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    130000 | PA      | $89409.23     | 0.03%             | 2051-05-18      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EQM Midstream Partners LP                                                       | EQM MIDSTREAM PT                   | CUSIP: 26885BAN0<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9983.48      | 0.00%             | 2030-06-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| DISH DBS Corp                                                                   | DISH DBS CORP                      | CUSIP: 25470XBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $9539.18      | 0.00%             | 2029-06-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Baxter International Inc                                                        | BAXTER INTL                        | CUSIP: 071813BY4<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94133.26     | 0.03%             | 2030-04-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                | BURLINGTON NORTH                   | CUSIP: 12189LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    325000 | PA      | $357606.69    | 0.12%             | 2040-05-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Embraer Netherlands Finance BV                                                  | EMBRAER NL FINAN                   | CUSIP: N/A<br>LEI: 724500PBR8LR26XBSP67       | Long             | DBT              | CORP              | NL        |    350000 | PA      | $360093.41    | 0.13%             | 2028-01-17      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                             | NEXTERA ENERGY                     | CUSIP: 65339KCJ7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    250000 | PA      | $254360.23    | 0.09%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Aroundtown SA                                                                   | AROUNDTOWN SA                      | CUSIP: N/A<br>LEI: 529900H4DWG3KWMBMQ39       | Long             | DBT              | CORP              | LU        |    400000 | PA      | $337753.72    | 0.12%             | 2026-07-16      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                          | COMMONWEALTH EDI                   | CUSIP: 202795JY7<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    180000 | PA      | $192054.12    | 0.07%             | 2053-02-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Petronas Capital Ltd                                                            | PETRONAS CAP LTD                   | CUSIP: BH7872303<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |    445000 | PA      | $416101.70    | 0.14%             | 2030-04-21      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Southwest Airlines Co                                                           | SOUTHWEST AIR                      | CUSIP: 844741BF4<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |    250000 | PA      | $217773.95    | 0.08%             | 2030-02-10      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                            | IBM CORP                           | CUSIP: 459200JZ5<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    160000 | PA      | $154440.36    | 0.05%             | 2026-05-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY                     | CUSIP: 61747YEZ4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    570000 | PA      | $571887.98    | 0.20%             | 2027-01-28      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| Kroger Co/The                                                                   | KROGER CO                          | CUSIP: 501044DF5<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    125000 | PA      | $102319.86    | 0.04%             | 2046-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Civitas Resources Inc                                                           | BONANZA CREEK EN                   | CUSIP: 097793AE3<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9360.74      | 0.00%             | 2026-10-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Canadian Natural Resources Ltd                                                  | CANADIAN NATL RE                   | CUSIP: 136385BA8<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $87559.22     | 0.03%             | 2030-07-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Arconic Corp                                                                    | ARCONIC ROLLED P                   | CUSIP: 03966VAA5<br>LEI: 549300B4YFWH3U74B152 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14457.13     | 0.01%             | 2028-02-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Freeport-McMoRan Inc                                                            | FREEPORT-MCMORAN                   | CUSIP: 35671DCH6<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38424.55     | 0.01%             | 2030-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                             | AMERICAN TOWER                     | CUSIP: 03027XAR1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94038.66     | 0.03%             | 2028-01-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | CAN 10YR BOND FUT Mar23            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |        17 | NC      | $16713.67     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                             | SUMITOMO MITSUI                    | CUSIP: 86562MAY6<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    130000 | PA      | $124022.02    | 0.04%             | 2028-01-17      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                    | CUSIP: 91282CFW6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6550000 | PA      | $6648250.00   | 2.31%             | 2025-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EURO-SCHATZ FUT   Mar23            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |        62 | NC      | $-2140.54     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Boeing Co/The                                                                   | BOEING CO                          | CUSIP: 097023CV5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    160000 | PA      | $163765.20    | 0.06%             | 2040-05-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| Entergy Arkansas LLC                                                            | ENTERGY ARKANSAS                   | CUSIP: 29366MAD0<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31192.32     | 0.01%             | 2033-01-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Entergy Corp                                                                    | ENTERGY CORP                       | CUSIP: 29364GAL7<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |     90000 | PA      | $78405.46     | 0.03%             | 2030-06-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                         | BANK NOVA SCOTIA                   | CUSIP: 06417XAH4<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    270000 | PA      | $262154.32    | 0.09%             | 2025-04-11      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                      | VERIZON COMM INC                   | CUSIP: 92343VBW3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   2283000 | PA      | $2467336.99   | 0.86%             | 2026-02-17      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp                                                           | TENET HEALTHCARE                   | CUSIP: 88033GDM9<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     13000 | PA      | $11566.39     | 0.00%             | 2029-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                                | ALTRIA GROUP INC                   | CUSIP: 02209SAR4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92723.91     | 0.03%             | 2044-01-31      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | GBP/USD FWD 20230202               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $4713.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Axalta Coating Systems LLC / Axalta Coating Systems Dutch Holding B BV          | AXALTA COAT/BV                     | CUSIP: 05454NAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |     10000 | PA      | $9447.22      | 0.00%             | 2027-06-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| CCO Holdings LLC / CCO Holdings Capital Corp                                    | CCO HOLDINGS LLC                   | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $39350.53     | 0.01%             | 2030-03-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                             | AUD/USD FWD 20230302               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $14.47        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| American Electric Power Co Inc                                                  | AMER ELEC PWR                      | CUSIP: 025537AK7<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96655.29     | 0.03%             | 2024-03-15      | Fixed         | 2.03%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | CHF/USD FWD 20230202               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $2202.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                  | VIRGINIA EL&PWR                    | CUSIP: 927804FV1<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    533000 | PA      | $503055.40    | 0.17%             | 2026-11-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                               | ENTERPRISE PRODU                   | CUSIP: 29379VBJ1<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28282.47     | 0.01%             | 2046-05-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | US 2YR NOTE (CBT) Mar23            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |       -24 | NC      | $9463.87      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                             | GBP/USD FWD 20230202               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $2471.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Qantas Airways Ltd                                                              | QANTAS AIRWAYS                     | CUSIP: N/A<br>LEI: YLXNW6TI6QSK1H8H0N82       | Long             | DBT              | CORP              | AU        |   1100000 | PA      | $763005.86    | 0.26%             | 2026-10-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | US 10yr Ultra Fut Mar23            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |       -85 | NC      | $-52002.03    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc                     | ANHEUSER-BUSCH                     | CUSIP: 03522AAH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    230000 | PA      | $228051.91    | 0.08%             | 2036-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Take-Two Interactive Software Inc                                               | TAKE-TWO INTERAC                   | CUSIP: 874054AH2<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |    125000 | PA      | $116912.45    | 0.04%             | 2032-04-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                            | WILLIAMS COS INC                   | CUSIP: 96950FAF1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     65000 | PA      | $70444.55     | 0.02%             | 2040-04-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Centene Corp                                                                    | CENTENE CORP                       | CUSIP: 15135BAW1<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     14000 | PA      | $11967.20     | 0.00%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                                                     | AMERICAN HONDA F                   | CUSIP: 02665WEC1<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    145000 | PA      | $146218.14    | 0.05%             | 2026-01-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EURO-BUXL 30Y BND Mar23            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |         5 | NC      | $-31292.21    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20230202               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $2310.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                  | AMAZON.COM INC                     | CUSIP: 023135BT2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    115000 | PA      | $77943.38     | 0.03%             | 2050-06-03      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | GOLDMAN SACHS GP                   | CUSIP: 38141GYN8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    150000 | PA      | $124560.75    | 0.04%             | 2032-10-21      | Variable      | 2.65%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co                                                            | KRAFT HEINZ FOOD                   | CUSIP: 50077LAZ9<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     27000 | PA      | $25261.23     | 0.01%             | 2049-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                            | UNITED MEXICAN                     | CUSIP: 91087BAU4<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |   1591000 | PA      | $1638620.25   | 0.57%             | 2028-02-09      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Clean Harbors Inc                                                               | CLEAN HARBORS IN                   | CUSIP: 184496AQ0<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |      4000 | PA      | $4074.72      | 0.00%             | 2031-02-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Exelon Corp                                                                     | EXELON CO                          | CUSIP: 30161NBE0<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    200000 | PA      | $180601.39    | 0.06%             | 2032-03-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                         | INDONESIA (REP)                    | CUSIP: 455780DK9<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |    300000 | PA      | $264709.41    | 0.09%             | 2052-03-31      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                 | PHILIP MORRIS IN                   | CUSIP: 718172CW7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    190000 | PA      | $198443.99    | 0.07%             | 2029-11-17      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                             | NEXTERA ENERGY                     | CUSIP: 65339KBR0<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    120000 | PA      | $101752.87    | 0.04%             | 2030-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Inc                                                          | CENTERPOINT ENER                   | CUSIP: 15189TAX5<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8880.60      | 0.00%             | 2030-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                                | ALTRIA GROUP INC                   | CUSIP: 02209SBF9<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94549.51     | 0.03%             | 2049-02-14      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                         | BRISTOL-MYERS                      | CUSIP: 110122CP1<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    718000 | PA      | $684595.15    | 0.24%             | 2029-07-26      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                | BAT CAPITAL CORP                   | CUSIP: 05526DBR5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    400000 | PA      | $343803.86    | 0.12%             | 2028-03-25      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| Helmerich & Payne Inc                                                           | HELMERICH & PAYN                   | CUSIP: 423452AG6<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | DBT              | CORP              | US        |    130000 | PA      | $109777.07    | 0.04%             | 2031-09-29      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating LP                                                  | WESTERN GAS PART                   | CUSIP: 958254AK0<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    104000 | PA      | $98908.47     | 0.03%             | 2028-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                        | CANADA-GOV'T                       | CUSIP: 135087P40<br>LEI: N/A                  | Long             | DBT              | NUSS              | CA        |   1400000 | PA      | $1036329.34   | 0.36%             | 2024-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                                               | DELL INT / EMC                     | CUSIP: 24703TAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     80000 | PA      | $82285.84     | 0.03%             | 2026-06-15      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc                                                              | ALLY FINANCIAL                     | CUSIP: 02005NBL3<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    120000 | PA      | $117075.84    | 0.04%             | 2023-10-02      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA/NY                                                     | COOP RAB UA/NY                     | CUSIP: 21688AAV4<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    700000 | PA      | $704317.95    | 0.24%             | 2025-01-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Santander UK Group Holdings PLC                                                 | SANTANDER UK GRP                   | CUSIP: 80281LAS4<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $310362.92    | 0.11%             | 2026-11-21      | Variable      | 6.83%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                      | VERIZON COMM INC                   | CUSIP: 92343VFV1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     70000 | PA      | $45538.52     | 0.02%             | 2060-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Cox Communications Inc                                                          | COX COMMUN INC                     | CUSIP: 224044CF2<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92908.80     | 0.03%             | 2035-02-01      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                             | CHF/USD FWD 20230302               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-2149.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-03-30

**Name of Applicant:** VANGUARD CHARLOTTE FUNDS

**Signature:** Ashley Grim

**Name of Signer:** Ashley Grim

**Title:** Treasurer