# EDGAR Filing Document

**Accession Number:** 0000030125
**File Stem:** 0001752724-23-038758
**Filing Date:** 2023-2
**Character Count:** 206893
**Document Hash:** 68a300f64cdea994d7c720c517710129
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-038758.hdr.sgml**: 20230224

**ACCESSION NUMBER**: 0001752724-23-038758

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20221230

**FILED AS OF DATE**: 20230224

**DATE AS OF CHANGE**: 20230224

**PERIOD START**: 20230331

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Insight Select Income Fund
- **CENTRAL INDEX KEY:** 0000030125
- **IRS NUMBER:** 231745238
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0331

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-02201
- **FILM NUMBER:** 23664768

**BUSINESS ADDRESS:**
- **STREET 1:** 200 PARK AVENUE
- **STREET 2:** 7TH FLOOR
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10166
- **BUSINESS PHONE:** 8663336685

**MAIL ADDRESS:**
- **STREET 1:** 200 PARK AVENUE
- **STREET 2:** 7TH FLOOR
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10166

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** Insight Investment
- **DATE OF NAME CHANGE:** 20170110

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** Cutwater Select Income Fund
- **DATE OF NAME CHANGE:** 20111209

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** RIVUS BOND FUND
- **DATE OF NAME CHANGE:** 20060928

## Nport-Ex

---

| | |
|:---|:---|
| **SCHEDULE OF INVESTMENTS (Unaudited)** | **December 31, 2022** |

---

---

| | | | |
|:---|:---|:---|:---|
|  | **Moody's/<br> Standard &<br> Poor's<br> Rating<sup>(a)</sup>** | &nbsp;&nbsp;**Principal<br> Amount (000's)** | &nbsp;&nbsp;**Value<br> (Note1)** |
| **CORPORATE DEBT SECURITIES (80.28%)** |  |  |  |
| **AEROSPACE/DEFENSE (1.94%)** |  |  |  |
| Boeing Co., Sr. Unsec. Notes, 4.875%, 05/01/25<sup>(b)</sup> | Baa2/BBB- | &nbsp;&nbsp;$1657 | &nbsp;&nbsp;$1641750 |
| Boeing Co., Sr. Unsec. Notes, 5.805%, 05/01/50<sup>(b)</sup> | Baa2/BBB- | &nbsp;&nbsp;&nbsp;&nbsp; 463 | &nbsp;&nbsp;&nbsp;&nbsp; 431067 |
| Northrop Grumman Corp., Sr. Unsec. Notes, 3.250%, 01/15/28<sup>(b)</sup> | Baa1/BBB+ | &nbsp;&nbsp;&nbsp;&nbsp; 365 | &nbsp;&nbsp;&nbsp;&nbsp; 337211 |
| Northrop Grumman Corp., Sr. Unsec. Notes, 7.750%, 06/01/29 | Baa1/BBB+ | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp;&nbsp;&nbsp; 557427 |
| Raytheon Technologies Corp., Sr. Unsec. Notes, 3.750%, 11/01/46<sup>(b)</sup> | Baa1/A- | &nbsp;&nbsp;&nbsp;&nbsp; 700 | &nbsp;&nbsp;&nbsp;&nbsp; 543671 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3511126 |
| **AGRICULTURE (0.73%)** |  |  |  |
| Altria Group, Inc., Co. Gty., 4.800%, 02/14/29<sup>(b)</sup> | A3/BBB | &nbsp;&nbsp;&nbsp;&nbsp; 97 | &nbsp;&nbsp;&nbsp;&nbsp; 93136 |
| Altria Group, Inc., Co. Gty., 5.950%, 02/14/49<sup>(b)</sup> | A3/BBB | &nbsp;&nbsp;&nbsp;&nbsp; 329 | &nbsp;&nbsp;&nbsp;&nbsp; 293438 |
| BAT International Finance PLC, Co. Gty., 1.668%, 03/25/26<sup>(b)</sup> | Baa2/BBB+ | &nbsp;&nbsp;&nbsp;&nbsp; 425 | &nbsp;&nbsp;&nbsp;&nbsp; 376578 |
| Philip Morris International, Inc., Sr. Unsec. Notes, 5.625%, 11/17/29<sup>(b)</sup> | A2/A- | &nbsp;&nbsp;&nbsp;&nbsp; 90 | &nbsp;&nbsp;&nbsp;&nbsp; 91572 |
| Philip Morris International, Inc., Sr. Unsec. Notes, 2.100%, 05/01/30<sup>(b)</sup> | A2/A- | &nbsp;&nbsp;&nbsp;&nbsp; 580 | &nbsp;&nbsp;&nbsp;&nbsp; 470672 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1325396 |
| **AIRLINES (3.60%)** |  |  |  |
| Air Canada, Sr. Sec. Notes, 3.875%, 08/15/26, 144A<sup>(b)</sup> | Ba2/BB- | &nbsp;&nbsp;&nbsp;&nbsp; 56 | &nbsp;&nbsp;&nbsp;&nbsp; 49593 |
| Air Canada Pass Through Certs., Series 2020-2, Class A, 5.250%, 04/01/29, 144A | NA/A | &nbsp;&nbsp;&nbsp;&nbsp; 208 | &nbsp;&nbsp;&nbsp;&nbsp; 196738 |
| American Airlines Group, Inc. Pass Through Certs., Series 2017-1, Class AA, 3.650%, 02/15/29 | Baa1/NA | &nbsp;&nbsp;&nbsp;&nbsp; 809 | &nbsp;&nbsp;&nbsp;&nbsp; 720603 |
| American Airlines Group, Inc. Pass Through Certs., Series 2017-2, Class AA, 3.350%, 10/15/29 | Baa1/NA | &nbsp;&nbsp;&nbsp;&nbsp;1201 | &nbsp;&nbsp;&nbsp;&nbsp; 1038121 |
| American Airlines Group, Inc. Pass Through Certs., Series 2019-1, Class AA, 3.150%, 02/15/32 | Baa1/A- | &nbsp;&nbsp;&nbsp;&nbsp; 704 | &nbsp;&nbsp;&nbsp;&nbsp; 583487 |
| American Airlines, Inc., Sr. Sec. Notes, 5.500%, 04/20/26, 144A | Ba2/NA | &nbsp;&nbsp;&nbsp;&nbsp; 354 | &nbsp;&nbsp;&nbsp;&nbsp; 340328 |
| American Airlines, Inc., Sr. Sec. Notes, 5.750%, 04/20/29, 144A | Ba2/NA | &nbsp;&nbsp;&nbsp;&nbsp; 162 | &nbsp;&nbsp;&nbsp;&nbsp; 147775 |
| British Airways PLC Pass Through Certs., Series 2020-1, Class A, 4.250%, 11/15/32, 144A | NA/A | &nbsp;&nbsp;&nbsp;&nbsp; 107 | &nbsp;&nbsp;&nbsp;&nbsp; 95821 |
| Delta Air Lines, Inc., Sr. Sec. Notes, 4.500%, 10/20/25, 144A | Baa1/NA | &nbsp;&nbsp;&nbsp;&nbsp; 120 | &nbsp;&nbsp;&nbsp;&nbsp; 117123 |
| Delta Air Lines, Inc., Sr. Sec. Notes, 4.750%, 10/20/28, 144A | Baa1/NA | &nbsp;&nbsp;&nbsp;&nbsp; 209 | &nbsp;&nbsp;&nbsp;&nbsp; 196734 |
| JetBlue Airways Corp. Pass Through Certs., Series 2020-1, Class A, 4.000%, 11/15/32 | A2/NA | &nbsp;&nbsp;&nbsp;&nbsp; 933 | &nbsp;&nbsp;&nbsp;&nbsp; 831520 |
| United Airlines, Inc., Sr. Sec. Notes, 4.375%, 04/15/26, 144A<sup>(b)</sup> | Ba1/BB- | &nbsp;&nbsp;&nbsp;&nbsp; 65 | &nbsp;&nbsp;&nbsp;&nbsp; 60250 |
| United Airlines, Inc., Sr. Sec. Notes, 4.625%, 04/15/29, 144A<sup>(b)</sup> | Ba1/BB- | &nbsp;&nbsp;&nbsp;&nbsp; 318 | &nbsp;&nbsp;&nbsp;&nbsp; 276881 |
| United Airlines, Inc. Pass Through Certs., Series 2018-1, Class B, 4.600%, 03/01/26 | Baa3/NA | &nbsp;&nbsp;&nbsp;&nbsp; 570 | &nbsp;&nbsp;&nbsp;&nbsp; 520985 |
| United Airlines, Inc. Pass Through Certs., Series 2019-1, Class AA, 4.150%, 08/25/31 | A2/NA | &nbsp;&nbsp;&nbsp;&nbsp; 364 | &nbsp;&nbsp;&nbsp;&nbsp; 322762 |
| United Airlines, Inc. Pass Through Certs., Series 2019-2, Class AA, 2.700%, 05/01/32 | A2/NA | &nbsp;&nbsp;&nbsp;&nbsp; 967 | &nbsp;&nbsp;&nbsp;&nbsp; 781790 |
| United Airlines, Inc. Pass Through Certs., Series 2020-1, Class A, 5.875%, 10/15/27 | A3/A | &nbsp;&nbsp;&nbsp;&nbsp; 251 | &nbsp;&nbsp;&nbsp;&nbsp; 248002 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6528513 |
| **AUTO MANUFACTURERS (2.98%)** |  |  |  |
| Ford Holdings LLC, Co. Gty., 9.300%, 03/01/30 | Ba2/BB+ | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp; 1122500 |
| Ford Motor Credit Co. LLC, Sr. Unsec. Notes, 3.370%, 11/17/23 | Ba2/BB+ | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp;&nbsp;&nbsp; 487939 |
| Ford Motor Credit Co. LLC, Sr. Unsec. Notes, 2.300%, 02/10/25<sup>(b)</sup> | Ba2/BB+ | &nbsp;&nbsp;&nbsp;&nbsp;1199 | &nbsp;&nbsp;&nbsp;&nbsp; 1082907 |
| Ford Motor Credit Co. LLC, Sr. Unsec. Notes, 4.542%, 08/01/26<sup>(b)</sup> | Ba2/BB+ | &nbsp;&nbsp;&nbsp;&nbsp;1356 | &nbsp;&nbsp;&nbsp;&nbsp; 1249425 |
| General Motors Co., Sr. Unsec. Notes, 6.800%, 10/01/27<sup>(b)</sup> | Baa3/BBB | &nbsp;&nbsp;&nbsp;&nbsp; 405 | &nbsp;&nbsp;&nbsp;&nbsp; 420983 |
| General Motors Financial Co., Inc., Sr. Unsec. Notes, 3.600%, 06/21/30<sup>(b)</sup> | Baa3/BBB | &nbsp;&nbsp;&nbsp;&nbsp;1027 | &nbsp;&nbsp;&nbsp;&nbsp; 867095 |
| Stellantis Finance US, Inc., Co. Gty., 2.691%, 09/15/31, 144A<sup>(b)</sup> | Baa2/BBB | &nbsp;&nbsp;&nbsp;&nbsp; 221 | &nbsp;&nbsp;&nbsp;&nbsp; 169176 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5400025 |
| **BANKS (12.46%)** |  |  |  |
| AIB Group PLC, Sr. Unsec. Notes, (3M LIBOR + 1.874%), 4.263%, 04/10/25, 144A<sup>(b),(c)</sup> | A3/BBB- | &nbsp;&nbsp;&nbsp;&nbsp; 582 | &nbsp;&nbsp;&nbsp;&nbsp; 561711 |
| Bank of America Corp., Sr. Unsec. Notes, (SOFRRATE + 1.330%), 2.972%, 02/04/33<sup>(b),(c)</sup> | A2/A- | &nbsp;&nbsp;&nbsp;&nbsp;2655 | &nbsp;&nbsp;&nbsp;&nbsp; 2147198 |
| Citigroup, Inc., Jr. Sub. Notes, (H15T5Y + 3.597%), 4.000%, 12/10/25<sup>(b),(c),(d)</sup> | Ba1/BB+ | &nbsp;&nbsp;&nbsp;&nbsp; 635 | &nbsp;&nbsp;&nbsp;&nbsp; 553161 |
| Citigroup, Inc., Sr. Unsec. Notes, 8.125%, 07/15/39 | A3/BBB+ | &nbsp;&nbsp;&nbsp;&nbsp; 70 | &nbsp;&nbsp;&nbsp;&nbsp; 86403 |
| Citigroup, Inc., Sr. Unsec. Notes, (3M LIBOR + 1.338%), 3.980%, 03/20/30<sup>(b),(c)</sup> | A3/BBB+ | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp;&nbsp;&nbsp; 452044 |
| Citigroup, Inc., Sr. Unsec. Notes, (3M LIBOR + 1.563%), 3.887%, 01/10/28<sup>(b),(c)</sup> | A3/BBB+ | &nbsp;&nbsp;&nbsp;&nbsp;1100 | &nbsp;&nbsp;&nbsp;&nbsp; 1029751 |
| Citigroup, Inc., Sr. Unsec. Notes, (SOFRRATE + 1.887%), 4.658%, 05/24/28<sup>(b),(c)</sup> | A3/BBB+ | &nbsp;&nbsp;&nbsp;&nbsp;1302 | &nbsp;&nbsp;&nbsp;&nbsp; 1261535 |
| Citigroup, Inc., Sub. Notes, 4.600%, 03/09/26 | Baa2/BBB | &nbsp;&nbsp;&nbsp;&nbsp; 988 | &nbsp;&nbsp;&nbsp;&nbsp; 972347 |
| Citigroup, Inc., Sub. Notes, 5.300%, 05/06/44 | Baa2/BBB | &nbsp;&nbsp;&nbsp;&nbsp; 926 | &nbsp;&nbsp;&nbsp;&nbsp; 838845 |
| Credit Agricole SA, Sub. Notes, (USD 5 yr. Swap Semi 30/360 US + 1.644%), 4.000%, 01/10/33, 144A<sup>(b),(c)</sup> | Baa1/BBB+ | &nbsp;&nbsp;&nbsp;&nbsp;1025 | &nbsp;&nbsp;&nbsp;&nbsp; 894556 |
| Credit Suisse AG, Sr. Unsec. Notes, (SOFRINDX + 1.260%), 5.429%, 02/21/25<sup>(e)</sup> | A3/A- | &nbsp;&nbsp;&nbsp;&nbsp;1250 | &nbsp;&nbsp;&nbsp;&nbsp; 1159569 |
| Credit Suisse Group AG, Sr. Unsec. Notes, (SOFRRATE + 1.560%), 2.593%, 09/11/25, 144A<sup>(b),(c)</sup> | Baa2/BBB- | &nbsp;&nbsp;&nbsp;&nbsp;1242 | &nbsp;&nbsp;&nbsp;&nbsp; 1098490 |
| Goldman Sachs Group, Inc., Sr. Unsec. Notes, (3M LIBOR + 1.750%), 6.124%, 10/28/27<sup>(b),(e)</sup> | A2/BBB+ | &nbsp;&nbsp;&nbsp;&nbsp; 550 | &nbsp;&nbsp;&nbsp;&nbsp; 559607 |
| Goldman Sachs Group, Inc., Sr. Unsec. Notes, (SOFRRATE + 1.725%), 4.482%, 08/23/28<sup>(b),(c)</sup> | A2/BBB+ | &nbsp;&nbsp;&nbsp;&nbsp; 703 | &nbsp;&nbsp;&nbsp;&nbsp; 675950 |
| HSBC Capital Funding Dollar 1 LP, Co. Gty., (3M LIBOR + 4.980%), 10.176%, 06/30/30, 144A<sup>(b),(c),(d)</sup> | Baa3/BB+ | &nbsp;&nbsp;&nbsp;&nbsp;2180 | &nbsp;&nbsp;&nbsp;&nbsp; 2615973 |
| HSBC USA, Inc., Sr. Unsec. Notes, 3.750%, 05/24/24 | A1/A- | &nbsp;&nbsp;&nbsp;&nbsp;1955 | &nbsp;&nbsp;&nbsp;&nbsp; 1918167 |
| ING Groep NV, Sr. Unsec. Notes, (SOFRRATE + 1.640%), 3.869%, 03/28/26<sup>(b),(c)</sup> | Baa1/A- | &nbsp;&nbsp;&nbsp;&nbsp; 782 | &nbsp;&nbsp;&nbsp;&nbsp; 753034 |
| Morgan Stanley, Sub. Notes, 4.350%, 09/08/26 | Baa1/BBB+ | &nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp; 1457666 |
| PNC Financial Services Group, Inc., Jr. Sub. Notes, (3M LIBOR + 3.300%), 5.000%, 11/01/26<sup>(b),(c),(d)</sup> | Baa2/BBB- | &nbsp;&nbsp;&nbsp;&nbsp; 757 | &nbsp;&nbsp;&nbsp;&nbsp; 654424 |
| Synchrony Bank, Sr. Unsec. Notes, 5.400%, 08/22/25<sup>(b)</sup> | NA/BBB | &nbsp;&nbsp;&nbsp;&nbsp; 305 | &nbsp;&nbsp;&nbsp;&nbsp; 300811 |
| Truist Financial Corp., Jr. Sub. Notes, (H15T5Y + 3.003%), 4.800%, 09/01/24<sup>(b),(c),(d)</sup> | Baa2/BBB- | &nbsp;&nbsp;&nbsp;&nbsp;1136 | &nbsp;&nbsp;&nbsp;&nbsp; 1022687 |

---

The accompanying notes are an integral part of these financial statements.

------

SCHEDULE OF INVESTMENTS (Unaudited) — continued

---

| | | | |
|:---|:---|:---|:---|
|  | **Moody's/<br> Standard &<br> Poor's<br> Rating<sup>(a)</sup>** | &nbsp;&nbsp;**Principal<br> Amount (000's)** | &nbsp;&nbsp;**Value<br> (Note1)** |
| **CORPORATE DEBT SECURITIES (Continued)** |  |  |  |
| **BANKS (Continued)** |  |  |  |
| Wells Fargo & Co., Jr. Sub. Notes, (H15T5Y + 3.453%), 3.900%, 03/15/26<sup>(b),(c),(d)</sup> | Baa2/BB+ | &nbsp;&nbsp;$1162 | &nbsp;&nbsp;$1017058 |
| Westpac Banking Corp., Sub. Notes, (H15T5Y + 1.750%), 2.668%, 11/15/35<sup>(b),(c)</sup> | Baa1/BBB+ | &nbsp;&nbsp;&nbsp;&nbsp; 753 | &nbsp;&nbsp;&nbsp;&nbsp; 560577 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 22591564 |
| **BEVERAGES (0.58%)** |  |  |  |
| Anheuser-Busch Cos. LLC, Co. Gty., 4.700%, 02/01/36<sup>(b)</sup> | Baa1/BBB+ | &nbsp;&nbsp;&nbsp;&nbsp; 645 | &nbsp;&nbsp;&nbsp;&nbsp; 610920 |
| Anheuser-Busch Cos. LLC, Co. Gty., 4.900%, 02/01/46<sup>(b)</sup> | Baa1/BBB+ | &nbsp;&nbsp;&nbsp;&nbsp; 446 | &nbsp;&nbsp;&nbsp;&nbsp; 408775 |
| Anheuser-Busch InBev Worldwide, Inc., Co. Gty., 8.200%, 01/15/39 | Baa1/BBB+ | &nbsp;&nbsp;&nbsp;&nbsp; 27 | &nbsp;&nbsp;&nbsp;&nbsp; 33695 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1053390 |
| **BIOTECHNOLOGY (0.63%)** |  |  |  |
| Illumina, Inc., Sr. Unsec. Notes, 5.750%, 12/13/27<sup>(b)</sup> | Baa3/BBB | &nbsp;&nbsp;&nbsp;&nbsp; 161 | &nbsp;&nbsp;&nbsp;&nbsp; 162663 |
| Royalty Pharma PLC, Co. Gty., 2.200%, 09/02/30<sup>(b)</sup> | Baa3/BBB- | &nbsp;&nbsp;&nbsp;&nbsp; 930 | &nbsp;&nbsp;&nbsp;&nbsp; 729345 |
| Royalty Pharma PLC, Co. Gty., 2.150%, 09/02/31<sup>(b)</sup> | Baa3/BBB- | &nbsp;&nbsp;&nbsp;&nbsp; 326 | &nbsp;&nbsp;&nbsp;&nbsp; 247386 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1139394 |
| **BUILDING MATERIALS (0.29%)** |  |  |  |
| Masonite International Corp., Co. Gty., 3.500%, 02/15/30, 144A<sup>(b)</sup> | Ba2/BB+ | &nbsp;&nbsp;&nbsp;&nbsp; 53 | &nbsp;&nbsp;&nbsp;&nbsp; 42873 |
| Smyrna Ready Mix Concrete LLC, Sr. Sec. Notes, 6.000%, 11/01/28, 144A<sup>(b)</sup> | Ba3/B+ | &nbsp;&nbsp;&nbsp;&nbsp; 548 | &nbsp;&nbsp;&nbsp;&nbsp; 490296 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 533169 |
| **CHEMICALS (2.77%)** |  |  |  |
| Alpek SAB de CV, Co. Gty., 3.250%, 02/25/31, 144A<sup>(b)</sup> | Baa3/BBB- | &nbsp;&nbsp;&nbsp;&nbsp; 418 | &nbsp;&nbsp;&nbsp;&nbsp; 348306 |
| Braskem Idesa SAPI, Sr. Sec. Notes, 7.450%, 11/15/29, 144A<sup>(b)</sup> | NA/B+ | &nbsp;&nbsp;&nbsp;&nbsp; 273 | &nbsp;&nbsp;&nbsp;&nbsp; 215516 |
| Braskem Idesa SAPI, Sr. Sec. Notes, 6.990%, 02/20/32, 144A<sup>(b)</sup> | NA/B+ | &nbsp;&nbsp;&nbsp;&nbsp; 528 | &nbsp;&nbsp;&nbsp;&nbsp; 374051 |
| Braskem Netherlands Finance BV, Co. Gty., 5.875%, 01/31/50, 144A | NA/BBB- | &nbsp;&nbsp;&nbsp;&nbsp; 981 | &nbsp;&nbsp;&nbsp;&nbsp; 759896 |
| Celanese US Holdings LLC, Co. Gty., 6.165%, 07/15/27<sup>(b)</sup> | Baa3/BBB- | &nbsp;&nbsp;&nbsp;&nbsp; 787 | &nbsp;&nbsp;&nbsp;&nbsp; 777365 |
| Orbia Advance Corp. SAB de CV, Co. Gty., 2.875%, 05/11/31, 144A<sup>(b)</sup> | Baa3/BBB- | &nbsp;&nbsp;&nbsp;&nbsp; 371 | &nbsp;&nbsp;&nbsp;&nbsp; 289844 |
| Union Carbide Corp., Sr. Unsec. Notes, 7.750%, 10/01/96 | Baa1/BBB | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp; 2259550 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5024528 |
| **COMMERCIAL SERVICES (2.07%)** |  |  |  |
| Ashtead Capital, Inc., Co. Gty., 4.000%, 05/01/28, 144A<sup>(b)</sup> | Baa3/BBB- | &nbsp;&nbsp;&nbsp;&nbsp; 555 | &nbsp;&nbsp;&nbsp;&nbsp; 507501 |
| Ashtead Capital, Inc., Co. Gty., 4.250%, 11/01/29, 144A<sup>(b)</sup> | Baa3/BBB- | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp; 180468 |
| ERAC USA Finance LLC, Co. Gty., 7.000%, 10/15/37, 144A | Baa1/A- | &nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp; 1636595 |
| Global Payments, Inc., Sr. Unsec. Notes, 3.200%, 08/15/29<sup>(b)</sup> | Baa3/BBB- | &nbsp;&nbsp;&nbsp;&nbsp; 650 | &nbsp;&nbsp;&nbsp;&nbsp; 553663 |
| Global Payments, Inc., Sr. Unsec. Notes, 5.400%, 08/15/32<sup>(b)</sup> | Baa3/BBB- | &nbsp;&nbsp;&nbsp;&nbsp; 274 | &nbsp;&nbsp;&nbsp;&nbsp; 261928 |
| Prime Security Services Borrower LLC, Sr. Sec. Notes, 3.375%, 08/31/27, 144A<sup>(b)</sup> | Ba3/BB- | &nbsp;&nbsp;&nbsp;&nbsp; 559 | &nbsp;&nbsp;&nbsp;&nbsp; 483011 |
| Triton Container International, Ltd., Co. Gty., 3.150%, 06/15/31, 144A<sup>(b)</sup> | NA/BBB- | &nbsp;&nbsp;&nbsp;&nbsp; 167 | &nbsp;&nbsp;&nbsp;&nbsp; 130422 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3753588 |
| **COMPUTERS (0.63%)** |  |  |  |
| Dell International LLC, Co. Gty., 3.450%, 12/15/51, 144A<sup>(b)</sup> | Baa2/BBB | &nbsp;&nbsp;&nbsp;&nbsp; 529 | &nbsp;&nbsp;&nbsp;&nbsp; 326192 |
| Dell International LLC, Sr. Unsec. Notes, 5.850%, 07/15/25<sup>(b)</sup> | Baa2/BBB | &nbsp;&nbsp;&nbsp;&nbsp; 342 | &nbsp;&nbsp;&nbsp;&nbsp; 345903 |
| Dell International LLC, Sr. Unsec. Notes, 8.350%, 07/15/46<sup>(b)</sup> | Baa2/BBB | &nbsp;&nbsp;&nbsp;&nbsp; 209 | &nbsp;&nbsp;&nbsp;&nbsp; 239420 |
| Kyndryl Holdings, Inc., Sr. Unsec. Notes, 2.050%, 10/15/26<sup>(b)</sup> | Baa2/BBB- | &nbsp;&nbsp;&nbsp;&nbsp; 153 | &nbsp;&nbsp;&nbsp;&nbsp; 126210 |
| Western Digital Corp., Sr. Unsec. Notes, 2.850%, 02/01/29<sup>(b)</sup> | Baa3/BB | &nbsp;&nbsp;&nbsp;&nbsp; 146 | &nbsp;&nbsp;&nbsp;&nbsp; 112956 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1150681 |
| **DIVERSIFIED FINANCIAL SERVICES (1.53%)** |  |  |  |
| AerCap Ireland Capital DAC, Co. Gty., 3.300%, 01/30/32<sup>(b)</sup> | Baa3/BBB | &nbsp;&nbsp;&nbsp;&nbsp; 519 | &nbsp;&nbsp;&nbsp;&nbsp; 407245 |
| Discover Financial Services, Sr. Unsec. Notes, 6.700%, 11/29/32<sup>(b)</sup> | Baa3/BBB- | &nbsp;&nbsp;&nbsp;&nbsp; 690 | &nbsp;&nbsp;&nbsp;&nbsp; 703785 |
| Intercontinental Exchange, Inc., Sr. Unsec. Notes, 4.350%, 06/15/29<sup>(b)</sup> | A3/A- | &nbsp;&nbsp;&nbsp;&nbsp; 358 | &nbsp;&nbsp;&nbsp;&nbsp; 347045 |
| LSEGA Financing PLC, Co. Gty., 1.375%, 04/06/26, 144A<sup>(b)</sup> | A3/A | &nbsp;&nbsp;&nbsp;&nbsp; 612 | &nbsp;&nbsp;&nbsp;&nbsp; 538582 |
| LSEGA Financing PLC, Co. Gty., 2.500%, 04/06/31, 144A<sup>(b)</sup> | A3/A | &nbsp;&nbsp;&nbsp;&nbsp; 264 | &nbsp;&nbsp;&nbsp;&nbsp; 219251 |
| Synchrony Financial, Sr. Unsec. Notes, 2.875%, 10/28/31<sup>(b)</sup> | NA/BBB- | &nbsp;&nbsp;&nbsp;&nbsp; 747 | &nbsp;&nbsp;&nbsp;&nbsp; 561863 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2777771 |
| **ELECTRIC (7.51%)** |  |  |  |
| AES Andes SA, Jr. Sub. Notes, (H15T5Y + 4.917%), 6.350%, 10/07/79, 144A<sup>(b),(c)</sup> | Ba2/BB | &nbsp;&nbsp;&nbsp;&nbsp; 878 | &nbsp;&nbsp;&nbsp;&nbsp; 807654 |
| AES Panama Generation Holdings Srl, Sr. Sec. Notes, 4.375%, 05/31/30, 144A<sup>(b)</sup> | Baa3/NA | &nbsp;&nbsp;&nbsp;&nbsp; 549 | &nbsp;&nbsp;&nbsp;&nbsp; 476916 |
| American Electric Power Co., Inc., Jr. Sub. Notes, 2.031%, 03/15/24 | Baa3/BBB+ | &nbsp;&nbsp;&nbsp;&nbsp;1952 | &nbsp;&nbsp;&nbsp;&nbsp; 1882701 |
| Berkshire Hathaway Energy Co., Sr. Unsec. Notes, 2.850%, 05/15/51<sup>(b)</sup> | A3/A- | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp; 657811 |
| Black Hills Corp., Sr. Unsec. Notes, 3.875%, 10/15/49<sup>(b)</sup> | Baa2/BBB+ | &nbsp;&nbsp;&nbsp;&nbsp;1175 | &nbsp;&nbsp;&nbsp;&nbsp; 834458 |
| CMS Energy Corp., Jr. Sub. Notes, (H15T5Y + 2.900%), 3.750%, 12/01/50<sup>(b),(c)</sup> | Baa3/BBB- | &nbsp;&nbsp;&nbsp;&nbsp; 238 | &nbsp;&nbsp;&nbsp;&nbsp; 179230 |
| Consorcio Transmantaro SA, Sr. Unsec. Notes, 4.700%, 04/16/34, 144A | Baa3/NA | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp; 182000 |
| Duke Energy Corp., Sr. Unsec. Notes, 5.000%, 08/15/52<sup>(b)</sup> | Baa2/BBB | &nbsp;&nbsp;&nbsp;&nbsp; 745 | &nbsp;&nbsp;&nbsp;&nbsp; 665397 |
| Edison International, Jr. Sub. Notes, (H15T5Y + 4.698%), 5.375%, 03/15/26<sup>(b),(c),(d)</sup> | Ba2/BB+ | &nbsp;&nbsp;&nbsp;&nbsp; 638 | &nbsp;&nbsp;&nbsp;&nbsp; 539086 |

---

The accompanying notes are an integral part of these financial statements.

------

SCHEDULE OF INVESTMENTS (Unaudited) — continued

---

| | | | |
|:---|:---|:---|:---|
|  | **Moody's/<br> Standard &<br> Poor's<br> Rating<sup>(a)</sup>** | &nbsp;&nbsp;**Principal<br> Amount (000's)** | &nbsp;&nbsp;**Value<br> (Note1)** |
| **CORPORATE DEBT SECURITIES (Continued)** |  |  |  |
| **ELECTRIC (Continued)** |  |  |  |
| Edison International, Sr. Unsec. Notes, 3.550%, 11/15/24<sup>(b)</sup> | Baa3/BBB- | &nbsp;&nbsp;$575 | &nbsp;&nbsp;$555426 |
| EDP Finance BV, Co. Gty., 6.300%, 10/11/27, 144A | Baa3/BBB | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp; 205411 |
| Enel Finance America LLC, Co. Gty., 7.100%, 10/14/27, 144A<sup>(b)</sup> | Baa1/BBB+ | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp; 207117 |
| Enel Finance International NV, Co. Gty., 7.500%, 10/14/32, 144A<sup>(b)</sup> | Baa1/BBB+ | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp; 212703 |
| Evergy Metro, Inc., Sr. Sec. Notes, 4.200%, 06/15/47<sup>(b)</sup> | A2/A+ | &nbsp;&nbsp;&nbsp;&nbsp; 917 | &nbsp;&nbsp;&nbsp;&nbsp; 748964 |
| FirstEnergy Corp., Sr. Unsec. Notes, 5.350%, 07/15/47<sup>(b),(f)</sup> | Ba1/BB+ | &nbsp;&nbsp;&nbsp;&nbsp;1570 | &nbsp;&nbsp;&nbsp;&nbsp; 1401678 |
| IPALCO Enterprises, Inc., Sr. Sec. Notes, 4.250%, 05/01/30<sup>(b)</sup> | Baa3/BBB- | &nbsp;&nbsp;&nbsp;&nbsp; 462 | &nbsp;&nbsp;&nbsp;&nbsp; 411571 |
| Jersey Central Power & Light Co., Sr. Unsec. Notes, 2.750%, 03/01/32, 144A<sup>(b)</sup> | A3/BBB | &nbsp;&nbsp;&nbsp;&nbsp; 323 | &nbsp;&nbsp;&nbsp;&nbsp; 261890 |
| Light Servicos de Eletricidade SA, Co. Gty., 4.375%, 06/18/26, 144A<sup>(b)</sup> | Ba3/NA | &nbsp;&nbsp;&nbsp;&nbsp; 456 | &nbsp;&nbsp;&nbsp;&nbsp; 381665 |
| MidAmerican Funding LLC, Sr. Sec. Notes, 6.927%, 03/01/29 | A2/A- | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp;&nbsp;&nbsp; 529049 |
| New England Power Co., Sr. Unsec. Notes, 5.936%, 11/25/52, 144A<sup>(b)</sup> | A3/BBB+ | &nbsp;&nbsp;&nbsp;&nbsp; 356 | &nbsp;&nbsp;&nbsp;&nbsp; 368666 |
| Pacific Gas and Electric Co., 2.100%, 08/01/27<sup>(b)</sup> | Baa3/BBB- | &nbsp;&nbsp;&nbsp;&nbsp; 391 | &nbsp;&nbsp;&nbsp;&nbsp; 334129 |
| Pacific Gas and Electric Co., 3.500%, 08/01/50<sup>(b)</sup> | Baa3/BBB- | &nbsp;&nbsp;&nbsp;&nbsp; 617 | &nbsp;&nbsp;&nbsp;&nbsp; 389895 |
| Puget Energy, Inc., Sr. Sec. Notes, 2.379%, 06/15/28<sup>(b)</sup> | Baa3/BBB- | &nbsp;&nbsp;&nbsp;&nbsp; 247 | &nbsp;&nbsp;&nbsp;&nbsp; 210429 |
| Transelec SA, Sr. Unsec. Notes, 4.250%, 01/14/25, 144A<sup>(b)</sup> | Baa1/BBB | &nbsp;&nbsp;&nbsp;&nbsp; 750 | &nbsp;&nbsp;&nbsp;&nbsp; 729351 |
| Transelec SA, Sr. Unsec. Notes, 3.875%, 01/12/29, 144A<sup>(b)</sup> | Baa1/BBB | &nbsp;&nbsp;&nbsp;&nbsp; 490 | &nbsp;&nbsp;&nbsp;&nbsp; 442225 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13615422 |
| **ENGINEERING & CONSTRUCTION (0.21%)** |  |  |  |
| Sydney Airport Finance Co. Pty, Ltd., Sr. Sec. Notes, 3.375%, 04/30/25, 144A<sup>(b)</sup> | Baa1/BBB+ | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;379481 |
| **ENTERTAINMENT (0.23%)** |  |  |  |
| Warnermedia Holdings, Inc., Co. Gty., 3.638%, 03/15/25, 144A | Baa3/BBB- | &nbsp;&nbsp;&nbsp;&nbsp; 441 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;419663 |
| **FOOD (1.04%)** |  |  |  |
| Bimbo Bakeries USA, Inc., Co. Gty., 4.000%, 05/17/51, 144A<sup>(b)</sup> | Baa2/BBB | &nbsp;&nbsp;&nbsp;&nbsp; 363 | &nbsp;&nbsp;&nbsp;&nbsp; 275138 |
| JBS USA LUX SA, Co. Gty., 3.625%, 01/15/32, 144A<sup>(b)</sup> | Baa3/NA | &nbsp;&nbsp;&nbsp;&nbsp; 211 | &nbsp;&nbsp;&nbsp;&nbsp; 170910 |
| Kraft Heinz Foods Co., Co. Gty., 5.500%, 06/01/50<sup>(b)</sup> | Baa3/BBB- | &nbsp;&nbsp;&nbsp;&nbsp; 346 | &nbsp;&nbsp;&nbsp;&nbsp; 333009 |
| Kroger Co., Sr. Unsec. Notes, 5.400%, 01/15/49<sup>(b)</sup> | Baa1/BBB | &nbsp;&nbsp;&nbsp;&nbsp; 68 | &nbsp;&nbsp;&nbsp;&nbsp; 65332 |
| MARB BondCo PLC, Co. Gty., 3.950%, 01/29/31, 144A<sup>(b)</sup> | NA/BB+ | &nbsp;&nbsp;&nbsp;&nbsp; 213 | &nbsp;&nbsp;&nbsp;&nbsp; 164436 |
| NBM US Holdings, Inc., Co. Gty., 7.000%, 05/14/26, 144A<sup>(b)</sup> | NA/BB+ | &nbsp;&nbsp;&nbsp;&nbsp; 885 | &nbsp;&nbsp;&nbsp;&nbsp; 878814 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1887639 |
| **FOREST PRODUCTS & PAPER (0.45%)** |  |  |  |
| Inversiones CMPC SA, Co. Gty., 3.850%, 01/13/30, 144A<sup>(b)</sup> | Baa3/BBB- | &nbsp;&nbsp;&nbsp;&nbsp; 580 | &nbsp;&nbsp;&nbsp;&nbsp; 525047 |
| Suzano Austria GmbH, Co. Gty., 3.750%, 01/15/31<sup>(b)</sup> | NA/BBB- | &nbsp;&nbsp;&nbsp;&nbsp; 351 | &nbsp;&nbsp;&nbsp;&nbsp; 294602 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 819649 |
| **GAS (2.21%)** |  |  |  |
| NiSource, Inc., Jr. Sub. Notes, (H15T5Y + 2.843%), 5.650%, 06/15/23<sup>(b),(c),(d)</sup> | NA/BBB- | &nbsp;&nbsp;&nbsp;&nbsp; 696 | &nbsp;&nbsp;&nbsp;&nbsp; 649020 |
| Piedmont Natural Gas Co., Inc., Sr. Unsec. Notes, 3.500%, 06/01/29<sup>(b)</sup> | A3/BBB+ | &nbsp;&nbsp;&nbsp;&nbsp;1120 | &nbsp;&nbsp;&nbsp;&nbsp; 1028557 |
| Southern Co. Gas Capital Corp., Co. Gty., 5.875%, 03/15/41<sup>(b)</sup> | Baa1/BBB+ | &nbsp;&nbsp;&nbsp;&nbsp; 992 | &nbsp;&nbsp;&nbsp;&nbsp; 990399 |
| Southern Co. Gas Capital Corp., Co. Gty., 3.950%, 10/01/46<sup>(b)</sup> | Baa1/BBB+ | &nbsp;&nbsp;&nbsp;&nbsp; 539 | &nbsp;&nbsp;&nbsp;&nbsp; 406705 |
| Southern Co. Gas Capital Corp., Co. Gty., 4.400%, 05/30/47<sup>(b)</sup> | Baa1/BBB+ | &nbsp;&nbsp;&nbsp;&nbsp;1164 | &nbsp;&nbsp;&nbsp;&nbsp; 935497 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4010178 |
| **HEALTHCARE-PRODUCTS (0.15%)** |  |  |  |
| STERIS Irish FinCo UnLtd Co., Co. Gty., 2.700%, 03/15/31<sup>(b)</sup> | Baa2/BBB- | &nbsp;&nbsp;&nbsp;&nbsp; 329 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;268089 |
| **HEALTHCARE-SERVICES (0.36%)** |  |  |  |
| CommonSpirit Health, Sr. Sec. Notes, 2.782%, 10/01/30<sup>(b)</sup> | Baa1/A- | &nbsp;&nbsp;&nbsp;&nbsp; 432 | &nbsp;&nbsp;&nbsp;&nbsp; 357235 |
| HCA, Inc., Co. Gty., 3.125%, 03/15/27, 144A<sup>(b)</sup> | Baa3/BBB- | &nbsp;&nbsp;&nbsp;&nbsp; 119 | &nbsp;&nbsp;&nbsp;&nbsp; 108517 |
| Tenet Healthcare Corp., Sr. Sec. Notes, 4.875%, 01/01/26, 144A<sup>(b)</sup> | B1/BB- | &nbsp;&nbsp;&nbsp;&nbsp; 201 | &nbsp;&nbsp;&nbsp;&nbsp; 190831 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 656583 |
| **HOUSEWARES (0.16%)** |  |  |  |
| Newell Brands, Inc., Sr. Unsec. Notes, 6.375%, 09/15/27<sup>(b)</sup> | Ba1/BBB- | &nbsp;&nbsp;&nbsp;&nbsp; 157 | &nbsp;&nbsp;&nbsp;&nbsp; 156075 |
| Newell Brands, Inc., Sr. Unsec. Notes, 6.625%, 09/15/29<sup>(b)</sup> | Ba1/BBB- | &nbsp;&nbsp;&nbsp;&nbsp; 139 | &nbsp;&nbsp;&nbsp;&nbsp; 137263 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 293338 |
| **INSURANCE (8.40%)** |  |  |  |
| Allianz SE, Jr. Sub. Notes, (H15T5Y + 2.165%), 3.200%, 10/30/27, 144A<sup>(b),(c),(d)</sup> | Baa1/A | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp; 148652 |
| Allianz SE, Jr. Sub. Notes, (H15T5Y + 2.973%), 3.500%, 11/17/25, 144A<sup>(b),(c),(d)</sup> | Baa1/A | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp;&nbsp;&nbsp; 335071 |
| Allstate Corp., Jr. Sub. Notes, (3M LIBOR + 2.120%), 6.500%, 05/15/57<sup>(b),(c)</sup> | Baa1/BBB | &nbsp;&nbsp;&nbsp;&nbsp;2200 | &nbsp;&nbsp;&nbsp;&nbsp; 2145000 |
| Farmers Exchange Capital, Sub. Notes, 7.200%, 07/15/48, 144A | Baa3/BBB+ | &nbsp;&nbsp;&nbsp;&nbsp;2250 | &nbsp;&nbsp;&nbsp;&nbsp; 2415084 |
| Guardian Life Insurance Co. of America, Sub. Notes, 4.850%, 01/24/77, 144A | Aa3/AA- | &nbsp;&nbsp;&nbsp;&nbsp; 148 | &nbsp;&nbsp;&nbsp;&nbsp; 121772 |

---

The accompanying notes are an integral part of these financial statements.

------

SCHEDULE OF INVESTMENTS (Unaudited) — continued

---

| | | | |
|:---|:---|:---|:---|
|  | **Moody's/<br> Standard &<br> Poor's<br> Rating<sup>(a)</sup>** | &nbsp;&nbsp;**Principal<br> Amount (000's)** | &nbsp;&nbsp;**Value<br> (Note1)** |
| **CORPORATE DEBT SECURITIES (Continued)** |  |  |  |
| **INSURANCE (Continued)** |  |  |  |
| Jackson National Life Global Funding, 1.750%, 01/12/25, 144A | A2/A | &nbsp;&nbsp;$656 | &nbsp;&nbsp;$609248 |
| Liberty Mutual Group, Inc., Co. Gty., 3.951%, 10/15/50, 144A<sup>(b)</sup> | Baa2/BBB | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp;&nbsp;&nbsp; 176148 |
| Liberty Mutual Group, Inc., Co. Gty., (3M LIBOR + 7.120%), 10.750%, 06/15/58, 144A<sup>(b),(c)</sup> | Baa3/BB+ | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp; 1292020 |
| Massachusetts Mutual Life Insurance Co., Sub. Notes, 3.729%, 10/15/70, 144A | A2/AA- | &nbsp;&nbsp;&nbsp;&nbsp; 243 | &nbsp;&nbsp;&nbsp;&nbsp; 160622 |
| Massachusetts Mutual Life Insurance Co., Sub. Notes, 4.900%, 04/01/77, 144A | A2/AA- | &nbsp;&nbsp;&nbsp;&nbsp; 980 | &nbsp;&nbsp;&nbsp;&nbsp; 806941 |
| MetLife, Inc., Jr. Sub. Notes, 6.400%, 12/15/36<sup>(b)</sup> | Baa2/BBB | &nbsp;&nbsp;&nbsp;&nbsp; 637 | &nbsp;&nbsp;&nbsp;&nbsp; 616043 |
| MetLife, Inc., Jr. Sub. Notes, 10.750%, 08/01/39<sup>(b)</sup> | Baa2/BBB | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp; 1326560 |
| MetLife, Inc., Jr. Sub. Notes, 9.250%, 04/08/38, 144A<sup>(b)</sup> | Baa2/BBB | &nbsp;&nbsp;&nbsp;&nbsp;1059 | &nbsp;&nbsp;&nbsp;&nbsp; 1233670 |
| Nationwide Mutual Insurance Co., Sub. Notes, 8.250%, 12/01/31, 144A | A3/A- | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp;&nbsp;&nbsp; 572862 |
| Nationwide Mutual Insurance Co., Sub. Notes, 9.375%, 08/15/39, 144A | A3/A- | &nbsp;&nbsp;&nbsp;&nbsp; 215 | &nbsp;&nbsp;&nbsp;&nbsp; 277717 |
| New York Life Insurance Co., Sub. Notes, 6.750%, 11/15/39, 144A | Aa2/AA- | &nbsp;&nbsp;&nbsp;&nbsp; 103 | &nbsp;&nbsp;&nbsp;&nbsp; 115313 |
| Principal Financial Group, Inc., Co. Gty., (3M LIBOR + 3.044%), 7.650%, 05/15/55<sup>(b),(e)</sup> | Baa2/BBB | &nbsp;&nbsp;&nbsp;&nbsp;1135 | &nbsp;&nbsp;&nbsp;&nbsp; 1098112 |
| Prudential Financial, Inc., Jr. Sub. Notes, (3M LIBOR + 2.665%), 5.700%, 09/15/48<sup>(b),(c)</sup> | Baa1/BBB+ | &nbsp;&nbsp;&nbsp;&nbsp;1241 | &nbsp;&nbsp;&nbsp;&nbsp; 1185155 |
| Prudential Financial, Inc., Jr. Sub. Notes, (3M LIBOR + 3.920%), 5.625%, 06/15/43<sup>(b),(c)</sup> | Baa1/BBB+ | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp;&nbsp;&nbsp; 589500 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15225490 |
| **INTERNET (0.54%)** |  |  |  |
| Meta Platforms, Inc., Sr. Unsec. Notes, 4.450%, 08/15/52, 144A<sup>(b)</sup> | A1/AA- | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp;&nbsp;&nbsp; 400274 |
| Netflix, Inc., Sr. Unsec. Notes, 5.875%, 11/15/28 | Ba1/BBB | &nbsp;&nbsp;&nbsp;&nbsp; 193 | &nbsp;&nbsp;&nbsp;&nbsp; 195611 |
| Prosus NV, Sr. Unsec. Notes, 4.987%, 01/19/52, 144A<sup>(b)</sup> | Baa3/BBB | &nbsp;&nbsp;&nbsp;&nbsp; 540 | &nbsp;&nbsp;&nbsp;&nbsp; 390307 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 986192 |
| **MEDIA (6.66%)** |  |  |  |
| AMC Networks, Inc., Co. Gty., 4.250%, 02/15/29<sup>(b)</sup> | Ba3/BB- | &nbsp;&nbsp;&nbsp;&nbsp; 885 | &nbsp;&nbsp;&nbsp;&nbsp; 551441 |
| CCO Holdings LLC, Sr. Unsec. Notes, 4.500%, 05/01/32<sup>(b)</sup> | B1/BB- | &nbsp;&nbsp;&nbsp;&nbsp;1017 | &nbsp;&nbsp;&nbsp;&nbsp; 810193 |
| Charter Communications Operating LLC, Sr. Sec. Notes, 5.750%, 04/01/48<sup>(b)</sup> | Ba1/BBB- | &nbsp;&nbsp;&nbsp;&nbsp; 389 | &nbsp;&nbsp;&nbsp;&nbsp; 320685 |
| Comcast Corp., Co. Gty., 7.050%, 03/15/33 | A3/A- | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp; 2311190 |
| Cox Communications, Inc., Sr. Unsec. Notes, 6.800%, 08/01/28 | Baa2/BBB | &nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp; 1557062 |
| Cox Enterprises, Inc., Sr. Unsec. Notes, 7.375%, 07/15/27, 144A | Baa2/BBB | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp;&nbsp;&nbsp; 527841 |
| CSC Holdings LLC, Co. Gty., 6.500%, 02/01/29, 144A<sup>(b)</sup> | B1/B+ | &nbsp;&nbsp;&nbsp;&nbsp; 954 | &nbsp;&nbsp;&nbsp;&nbsp; 779895 |
| CSC Holdings LLC, Sr. Unsec. Notes, 4.625%, 12/01/30, 144A<sup>(b)</sup> | Caa1/B- | &nbsp;&nbsp;&nbsp;&nbsp;1336 | &nbsp;&nbsp;&nbsp;&nbsp; 738214 |
| Grupo Televisa SAB, Sr. Unsec. Notes, 6.625%, 01/15/40 | Baa2/BBB+ | &nbsp;&nbsp;&nbsp;&nbsp; 159 | &nbsp;&nbsp;&nbsp;&nbsp; 164032 |
| Paramount Global, Sr. Unsec. Notes, 4.200%, 05/19/32<sup>(b)</sup> | Baa2/BBB | &nbsp;&nbsp;&nbsp;&nbsp; 641 | &nbsp;&nbsp;&nbsp;&nbsp; 526486 |
| Paramount Global, Sr. Unsec. Notes, 6.875%, 04/30/36 | Baa2/BBB | &nbsp;&nbsp;&nbsp;&nbsp; 179 | &nbsp;&nbsp;&nbsp;&nbsp; 174524 |
| Time Warner Cable Enterprises LLC, Sr. Sec. Notes, 8.375%, 07/15/33 | Ba1/BBB- | &nbsp;&nbsp;&nbsp;&nbsp;1360 | &nbsp;&nbsp;&nbsp;&nbsp; 1515569 |
| Virgin Media Finance PLC, Co. Gty., 5.000%, 07/15/30, 144A<sup>(b)</sup> | B2/B | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp; 160236 |
| VTR Finance NV, Sr. Unsec. Notes, 6.375%, 07/15/28, 144A<sup>(b)</sup> | B3/B- | &nbsp;&nbsp;&nbsp;&nbsp; 443 | &nbsp;&nbsp;&nbsp;&nbsp; 170540 |
| Walt Disney Co., Co. Gty., 7.900%, 12/01/95 | A2/BBB+ | &nbsp;&nbsp;&nbsp;&nbsp;1400 | &nbsp;&nbsp;&nbsp;&nbsp; 1762227 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12070135 |
| **MINING (0.66%)** |  |  |  |
| Alcoa Nederland Holding BV, Co. Gty., 5.500%, 12/15/27, 144A<sup>(b)</sup> | Baa3/BB+ | &nbsp;&nbsp;&nbsp;&nbsp; 655 | &nbsp;&nbsp;&nbsp;&nbsp; 630401 |
| AngloGold Ashanti Holdings PLC, Co. Gty., 3.750%, 10/01/30<sup>(b)</sup> | Baa3/BB+ | &nbsp;&nbsp;&nbsp;&nbsp; 339 | &nbsp;&nbsp;&nbsp;&nbsp; 294907 |
| Newcrest Finance Pty, Ltd., Co. Gty., 3.250%, 05/13/30, 144A<sup>(b)</sup> | Baa2/BBB | &nbsp;&nbsp;&nbsp;&nbsp; 319 | &nbsp;&nbsp;&nbsp;&nbsp; 266987 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1192295 |
| **OIL & GAS (3.08%)** |  |  |  |
| Aker BP ASA, Co. Gty., 3.100%, 07/15/31, 144A<sup>(b)</sup> | Baa2/BBB | &nbsp;&nbsp;&nbsp;&nbsp; 426 | &nbsp;&nbsp;&nbsp;&nbsp; 349703 |
| CITGO Petroleum Corp., Sr. Sec. Notes, 7.000%, 06/15/25, 144A<sup>(b)</sup> | B3/B+ | &nbsp;&nbsp;&nbsp;&nbsp; 248 | &nbsp;&nbsp;&nbsp;&nbsp; 242509 |
| Endeavor Energy Resources LP, Sr. Unsec. Notes, 5.750%, 01/30/28, 144A<sup>(b)</sup> | Ba2/BB+ | &nbsp;&nbsp;&nbsp;&nbsp; 473 | &nbsp;&nbsp;&nbsp;&nbsp; 454075 |
| EQT Corp., Sr. Unsec. Notes, 5.678%, 10/01/25<sup>(b)</sup> | Ba1/BBB- | &nbsp;&nbsp;&nbsp;&nbsp; 124 | &nbsp;&nbsp;&nbsp;&nbsp; 123482 |
| Exxon Mobil Corp., Sr. Unsec. Notes, 4.227%, 03/19/40<sup>(b)</sup> | Aa2/AA- | &nbsp;&nbsp;&nbsp;&nbsp;1402 | &nbsp;&nbsp;&nbsp;&nbsp; 1265513 |
| Parkland Corp., Co. Gty., 4.500%, 10/01/29, 144A<sup>(b)</sup> | Ba3/BB | &nbsp;&nbsp;&nbsp;&nbsp; 667 | &nbsp;&nbsp;&nbsp;&nbsp; 556538 |
| Petroleos Mexicanos, Co. Gty., 5.950%, 01/28/31<sup>(b)</sup> | B1/BBB | &nbsp;&nbsp;&nbsp;&nbsp; 552 | &nbsp;&nbsp;&nbsp;&nbsp; 417736 |
| Petroleos Mexicanos, Co. Gty., 6.950%, 01/28/60<sup>(b)</sup> | B1/BBB | &nbsp;&nbsp;&nbsp;&nbsp; 195 | &nbsp;&nbsp;&nbsp;&nbsp; 123220 |
| Saudi Arabian Oil Co., Sr. Unsec. Notes, 2.250%, 11/24/30, 144A<sup>(b)</sup> | A1/NA | &nbsp;&nbsp;&nbsp;&nbsp; 853 | &nbsp;&nbsp;&nbsp;&nbsp; 701439 |
| Valero Energy Corp., Sr. Unsec. Notes, 8.750%, 06/15/30 | Baa2/BBB | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp; 1182482 |
| Valero Energy Corp., Sr. Unsec. Notes, 4.000%, 06/01/52<sup>(b)</sup> | Baa2/BBB | &nbsp;&nbsp;&nbsp;&nbsp; 215 | &nbsp;&nbsp;&nbsp;&nbsp; 162286 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5578983 |
| **OIL & GAS SERVICES (0.16%)** |  |  |  |
| Baker Hughes Holdings LLC, Sr. Unsec. Notes, 2.061%, 12/15/26<sup>(b)</sup> | A3/A- | &nbsp;&nbsp;&nbsp;&nbsp; 326 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;292601 |
| **PACKAGING & CONTAINERS (0.53%)** |  |  |  |
| Ardagh Metal Packaging Finance USA LLC, Sr. Sec. Notes, 6.000%, 06/15/27, 144A<sup>(b)</sup> | Ba2/BB | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp; 195822 |
| Ardagh Metal Packaging Finance USA LLC, Sr. Unsec. Notes, 4.000%, 09/01/29, 144A<sup>(b)</sup> | B3/B+ | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp; 158510 |

---

The accompanying notes are an integral part of these financial statements.

------

SCHEDULE OF INVESTMENTS (Unaudited) — continued

---

| | | | |
|:---|:---|:---|:---|
|  | **Moody's/<br> Standard &<br> Poor's<br> Rating<sup>(a)</sup>** | &nbsp;&nbsp;**Principal<br> Amount (000's)** | &nbsp;&nbsp;**Value<br> (Note1)** |
| **CORPORATE DEBT SECURITIES (Continued)** |  |  |  |
| **PACKAGING & CONTAINERS (Continued)** |  |  |  |
| LABL, Inc., Sr. Sec. Notes, 5.875%, 11/01/28, 144A<sup>(b)</sup> | B2/B- | &nbsp;&nbsp;$173 | &nbsp;&nbsp;$150729 |
| Sealed Air Corp., Sr. Sec. Notes, 1.573%, 10/15/26, 144A<sup>(b)</sup> | Baa2/BBB- | &nbsp;&nbsp;&nbsp;&nbsp; 524 | &nbsp;&nbsp;&nbsp;&nbsp; 453062 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 958123 |
| **PHARMACEUTICALS (1.15%)** |  |  |  |
| AbbVie, Inc., Sr. Unsec. Notes, 4.050%, 11/21/39<sup>(b)</sup> | Baa1/BBB+ | &nbsp;&nbsp;&nbsp;&nbsp; 615 | &nbsp;&nbsp;&nbsp;&nbsp; 529453 |
| Astrazeneca Finance LLC, Co. Gty., 1.750%, 05/28/28<sup>(b)</sup> | A3/A | &nbsp;&nbsp;&nbsp;&nbsp; 475 | &nbsp;&nbsp;&nbsp;&nbsp; 408518 |
| Organon & Co, Sr. Sec. Notes, 4.125%, 04/30/28, 144A<sup>(b)</sup> | Ba2/BB | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp; 177080 |
| Takeda Pharmaceutical Co., Ltd., Sr. Unsec. Notes, 5.000%, 11/26/28<sup>(b)</sup> | Baa2/BBB+ | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp;&nbsp;&nbsp; 496733 |
| Takeda Pharmaceutical Co., Ltd., Sr. Unsec. Notes, 3.175%, 07/09/50<sup>(b)</sup> | Baa2/BBB+ | &nbsp;&nbsp;&nbsp;&nbsp; 684 | &nbsp;&nbsp;&nbsp;&nbsp; 467656 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2079440 |
| **PIPELINES (6.93%)** |  |  |  |
| Cheniere Energy Partners LP, Co. Gty., 3.250%, 01/31/32<sup>(b)</sup> | Ba1/BBB- | &nbsp;&nbsp;&nbsp;&nbsp; 91 | &nbsp;&nbsp;&nbsp;&nbsp; 72352 |
| DT Midstream, Inc., Sr. Sec. Notes, 4.300%, 04/15/32, 144A<sup>(b)</sup> | Baa2/BBB- | &nbsp;&nbsp;&nbsp;&nbsp; 432 | &nbsp;&nbsp;&nbsp;&nbsp; 379531 |
| EIG Pearl Holdings Sarl, Sr. Sec. Notes, 4.387%, 11/30/46, 144A | A1/NA | &nbsp;&nbsp;&nbsp;&nbsp; 700 | &nbsp;&nbsp;&nbsp;&nbsp; 537288 |
| Enbridge, Inc., Sub. Notes, (3M LIBOR + 3.890%), 6.000%, 01/15/77<sup>(b),(c)</sup> | Baa3/BBB- | &nbsp;&nbsp;&nbsp;&nbsp; 750 | &nbsp;&nbsp;&nbsp;&nbsp; 689768 |
| Energy Transfer LP, Sr. Unsec. Notes, 3.750%, 05/15/30<sup>(b)</sup> | Baa3/BBB- | &nbsp;&nbsp;&nbsp;&nbsp; 398 | &nbsp;&nbsp;&nbsp;&nbsp; 352076 |
| Enterprise Products Operating LLC, Co. Gty., (3M LIBOR + 2.570%), 5.375%, 02/15/78<sup>(b),(c)</sup> | Baa2/BBB- | &nbsp;&nbsp;&nbsp;&nbsp; 342 | &nbsp;&nbsp;&nbsp;&nbsp; 261292 |
| Florida Gas Transmission Co. LLC, Sr. Unsec. Notes, 9.190%, 11/01/24, 144A | Baa2/BBB+ | &nbsp;&nbsp;&nbsp;&nbsp; 20 | &nbsp;&nbsp;&nbsp;&nbsp; 19978 |
| Global Partners LP, Co. Gty., 7.000%, 08/01/27<sup>(b)</sup> | B2/B+ | &nbsp;&nbsp;&nbsp;&nbsp;1076 | &nbsp;&nbsp;&nbsp;&nbsp; 1021799 |
| Howard Midstream Energy Partners LLC, Sr. Unsec. Notes, 6.750%, 01/15/27, 144A<sup>(b)</sup> | B3/B | &nbsp;&nbsp;&nbsp;&nbsp; 110 | &nbsp;&nbsp;&nbsp;&nbsp; 105440 |
| Kinder Morgan, Inc., Co. Gty., 8.050%, 10/15/30 | Baa2/BBB | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp; 1087140 |
| Kinder Morgan, Inc., Co. Gty., 5.550%, 06/01/45<sup>(b)</sup> | Baa2/BBB | &nbsp;&nbsp;&nbsp;&nbsp;1755 | &nbsp;&nbsp;&nbsp;&nbsp; 1607017 |
| MPLX LP, Sr. Unsec. Notes, 4.250%, 12/01/27<sup>(b)</sup> | Baa2/BBB | &nbsp;&nbsp;&nbsp;&nbsp; 901 | &nbsp;&nbsp;&nbsp;&nbsp; 852750 |
| MPLX LP, Sr. Unsec. Notes, 5.500%, 02/15/49<sup>(b)</sup> | Baa2/BBB | &nbsp;&nbsp;&nbsp;&nbsp; 694 | &nbsp;&nbsp;&nbsp;&nbsp; 614369 |
| MPLX LP, Sr. Unsec. Notes, 4.900%, 04/15/58<sup>(b)</sup> | Baa2/BBB | &nbsp;&nbsp;&nbsp;&nbsp; 561 | &nbsp;&nbsp;&nbsp;&nbsp; 442655 |
| NGPL PipeCo LLC, Sr. Unsec. Notes, 7.768%, 12/15/37, 144A | Baa3/BBB- | &nbsp;&nbsp;&nbsp;&nbsp; 880 | &nbsp;&nbsp;&nbsp;&nbsp; 919387 |
| ONEOK, Inc., Co. Gty., 6.100%, 11/15/32<sup>(b)</sup> | Baa3/BBB | &nbsp;&nbsp;&nbsp;&nbsp; 177 | &nbsp;&nbsp;&nbsp;&nbsp; 178104 |
| Panhandle Eastern Pipe Line Co. LP, Sr. Unsec. Notes, 7.000%, 07/15/29 | Baa3/BBB- | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp; 1023738 |
| Targa Resources Partners LP, Co. Gty., 5.500%, 03/01/30<sup>(b)</sup> | Baa3/BBB- | &nbsp;&nbsp;&nbsp;&nbsp;1177 | &nbsp;&nbsp;&nbsp;&nbsp; 1107463 |
| Transcontinental Gas Pipe Line Co. LLC, Sr. Unsec. Notes, 3.950%, 05/15/50<sup>(b)</sup> | Baa1/BBB | &nbsp;&nbsp;&nbsp;&nbsp; 384 | &nbsp;&nbsp;&nbsp;&nbsp; 294239 |
| Williams Cos., Inc., Sr. Unsec. Notes, 7.500%, 01/15/31 | Baa2/BBB | &nbsp;&nbsp;&nbsp;&nbsp; 911 | &nbsp;&nbsp;&nbsp;&nbsp; 999923 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12566309 |
| **REITS (1.96%)** |  |  |  |
| EPR Properties, Sr. Unsec. Notes, 3.600%, 11/15/31<sup>(b)</sup> | Baa3/BBB- | &nbsp;&nbsp;&nbsp;&nbsp; 533 | &nbsp;&nbsp;&nbsp;&nbsp; 387411 |
| Extra Space Storage LP, Co. Gty., 3.900%, 04/01/29<sup>(b)</sup> | Baa2/BBB | &nbsp;&nbsp;&nbsp;&nbsp; 371 | &nbsp;&nbsp;&nbsp;&nbsp; 333168 |
| Extra Space Storage LP, Co. Gty., 2.350%, 03/15/32<sup>(b)</sup> | Baa2/BBB | &nbsp;&nbsp;&nbsp;&nbsp; 267 | &nbsp;&nbsp;&nbsp;&nbsp; 202770 |
| GLP Capital LP, Co. Gty., 3.250%, 01/15/32<sup>(b)</sup> | Ba1/BBB- | &nbsp;&nbsp;&nbsp;&nbsp; 154 | &nbsp;&nbsp;&nbsp;&nbsp; 123105 |
| Iron Mountain, Inc., Co. Gty., 5.000%, 07/15/28, 144A<sup>(b)</sup> | Ba3/BB- | &nbsp;&nbsp;&nbsp;&nbsp; 59 | &nbsp;&nbsp;&nbsp;&nbsp; 52993 |
| Rexford Industrial Realty LP, Co. Gty., 2.150%, 09/01/31<sup>(b)</sup> | Baa2/BBB+ | &nbsp;&nbsp;&nbsp;&nbsp; 360 | &nbsp;&nbsp;&nbsp;&nbsp; 276809 |
| SBA Tower Trust, 2.593%, 10/15/31, 144A<sup>(b)</sup> | A2/NA | &nbsp;&nbsp;&nbsp;&nbsp; 454 | &nbsp;&nbsp;&nbsp;&nbsp; 349598 |
| Scentre Group Trust 2, Co. Gty., (H15T5Y + 4.379%), 4.750%, 09/24/80, 144A<sup>(b),(c)</sup> | Baa1/BBB+ | &nbsp;&nbsp;&nbsp;&nbsp;2007 | &nbsp;&nbsp;&nbsp;&nbsp; 1797269 |
| WEA Finance LLC, Co. Gty., 4.625%, 09/20/48, 144A<sup>(b)</sup> | Baa2/BBB+ | &nbsp;&nbsp;&nbsp;&nbsp; 36 | &nbsp;&nbsp;&nbsp;&nbsp; 24314 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3547437 |
| **RETAIL (1.05%)** |  |  |  |
| Macy's Retail Holdings LLC, Co. Gty., 5.875%, 03/15/30, 144A<sup>(b)</sup> | Ba2/BB+ | &nbsp;&nbsp;&nbsp;&nbsp; 314 | &nbsp;&nbsp;&nbsp;&nbsp; 272467 |
| Murphy Oil USA, Inc., Co. Gty., 3.750%, 02/15/31, 144A<sup>(b)</sup> | Ba2/BB+ | &nbsp;&nbsp;&nbsp;&nbsp; 119 | &nbsp;&nbsp;&nbsp;&nbsp; 98240 |
| Starbucks Corp., Sr. Unsec. Notes, 4.450%, 08/15/49<sup>(b)</sup> | Baa1/BBB+ | &nbsp;&nbsp;&nbsp;&nbsp;1781 | &nbsp;&nbsp;&nbsp;&nbsp; 1524780 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1895487 |
| **SEMICONDUCTORS (1.30%)** |  |  |  |
| Broadcom, Inc., Co. Gty., 3.750%, 02/15/51, 144A<sup>(b)</sup> | Baa3/BBB- | &nbsp;&nbsp;&nbsp;&nbsp; 166 | &nbsp;&nbsp;&nbsp;&nbsp; 116364 |
| Broadcom, Inc., Sr. Unsec. Notes, 3.469%, 04/15/34, 144A<sup>(b)</sup> | Baa3/BBB- | &nbsp;&nbsp;&nbsp;&nbsp;1655 | &nbsp;&nbsp;&nbsp;&nbsp; 1326168 |
| Broadcom, Inc., Sr. Unsec. Notes, 3.187%, 11/15/36, 144A<sup>(b)</sup> | Baa3/BBB- | &nbsp;&nbsp;&nbsp;&nbsp;1109 | &nbsp;&nbsp;&nbsp;&nbsp; 799103 |
| Micron Technology, Inc., Sr. Unsec. Notes, 2.703%, 04/15/32<sup>(b)</sup> | Baa3/BBB- | &nbsp;&nbsp;&nbsp;&nbsp; 164 | &nbsp;&nbsp;&nbsp;&nbsp; 123627 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2365262 |
| **SOFTWARE (1.59%)** |  |  |  |
| Oracle Corp., Sr. Unsec. Notes, 2.300%, 03/25/28<sup>(b)</sup> | Baa2/BBB | &nbsp;&nbsp;&nbsp;&nbsp;1130 | &nbsp;&nbsp;&nbsp;&nbsp; 980494 |
| Oracle Corp., Sr. Unsec. Notes, 3.650%, 03/25/41<sup>(b)</sup> | Baa2/BBB | &nbsp;&nbsp;&nbsp;&nbsp;1745 | &nbsp;&nbsp;&nbsp;&nbsp; 1294093 |
| VMware, Inc., Sr. Unsec. Notes, 2.200%, 08/15/31<sup>(b)</sup> | Baa3/BBB- | &nbsp;&nbsp;&nbsp;&nbsp; 788 | &nbsp;&nbsp;&nbsp;&nbsp; 599914 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2874501 |

---

The accompanying notes are an integral part of these financial statements.

------

SCHEDULE OF INVESTMENTS (Unaudited) — continued

---

| | | | |
|:---|:---|:---|:---|
|  | **Moody's/<br> Standard &<br> Poor's<br> Rating<sup>(a)</sup>** | &nbsp;&nbsp;**Principal<br> Amount (000's)** | &nbsp;&nbsp;**Value<br> (Note1)** |
| **CORPORATE DEBT SECURITIES (Continued)** |  |  |  |
| **TELECOMMUNICATIONS (3.17%)** |  |  |  |
| AT&T, Inc., Sr. Unsec. Notes, 4.500%, 05/15/35<sup>(b)</sup> | Baa2/BBB | &nbsp;&nbsp;$515 | &nbsp;&nbsp;$468963 |
| AT&T, Inc., Sr. Unsec. Notes, 4.750%, 05/15/46<sup>(b)</sup> | Baa2/BBB | &nbsp;&nbsp;&nbsp;&nbsp; 425 | &nbsp;&nbsp;&nbsp;&nbsp; 361650 |
| AT&T, Inc., Sr. Unsec. Notes, 3.550%, 09/15/55<sup>(b)</sup> | Baa2/BBB | &nbsp;&nbsp;&nbsp;&nbsp;2195 | &nbsp;&nbsp;&nbsp;&nbsp; 1471185 |
| Deutsche Telekom International Finance BV, Co. Gty., 8.750%, 06/15/30<sup>(f)</sup> | Baa1/BBB | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp; 2364558 |
| Frontier Communications Holdings LLC, Sr. Sec. Notes, 5.000%, 05/01/28, 144A<sup>(b)</sup> | B3/B | &nbsp;&nbsp;&nbsp;&nbsp; 255 | &nbsp;&nbsp;&nbsp;&nbsp; 221422 |
| Verizon Communications, Inc., Sr. Unsec. Notes, 2.550%, 03/21/31<sup>(b)</sup> | Baa1/BBB+ | &nbsp;&nbsp;&nbsp;&nbsp; 457 | &nbsp;&nbsp;&nbsp;&nbsp; 376460 |
| Verizon Communications, Inc., Sr. Unsec. Notes, 3.550%, 03/22/51<sup>(b)</sup> | Baa1/BBB+ | &nbsp;&nbsp;&nbsp;&nbsp; 674 | &nbsp;&nbsp;&nbsp;&nbsp; 481738 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5745976 |
| **TRANSPORTATION (0.57%)** |  |  |  |
| BNSF Funding Trust I, Co. Gty., (3M LIBOR + 2.350%), 6.613%, 12/15/55<sup>(b),(c)</sup> | Baa2/A | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp;&nbsp;&nbsp; 235325 |
| Simpar Europe SA, Co. Gty., 5.200%, 01/26/31, 144A<sup>(b)</sup> | NA/BB- | &nbsp;&nbsp;&nbsp;&nbsp; 544 | &nbsp;&nbsp;&nbsp;&nbsp; 412080 |
| Union Pacific Corp., Sr. Unsec. Notes, 3.839%, 03/20/60<sup>(b)</sup> | A3/A- | &nbsp;&nbsp;&nbsp;&nbsp; 503 | &nbsp;&nbsp;&nbsp;&nbsp; 391932 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1039337 |
| **TOTAL CORPORATE DEBT SECURITIES (Cost of $160,349,430)** |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;145556755 |
| **ASSET-BACKED SECURITIES (12.50%)** |  |  |  |
| Aligned Data Centers Issuer LLC, Series 2021-1A, Class A2, 1.937%, 08/15/46, 144A<sup>(b)</sup> | NA/A- | &nbsp;&nbsp;&nbsp;&nbsp; 904 | &nbsp;&nbsp;&nbsp;&nbsp; 772840 |
| Amur Equipment Finance Receivables XI LLC, Series 2022-2A, Class A2, 5.300%, 06/21/28, 144A<sup>(b)</sup> | Aaa/NA | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp; 98925 |
| Antares CLO, Ltd., Series 2017-1A, Class CR, (3M LIBOR + 2.700%), 6.943%, 04/20/33, 144A<sup>(b),(e)</sup> | NA/A | &nbsp;&nbsp;&nbsp;&nbsp;1092 | &nbsp;&nbsp;&nbsp;&nbsp; 984930 |
| Apidos CLO XXXIX, Ltd., Series 2022-39A, Class A1, (TSFR3M + 1.300%), 5.288%, 04/21/35, 144A<sup>(b),(e)</sup> | Aaa/AA+ | &nbsp;&nbsp;&nbsp;&nbsp; 950 | &nbsp;&nbsp;&nbsp;&nbsp; 916900 |
| Avis Budget Rental Car Funding AESOP LLC, Series 2020-1A, Class A, 2.330%, 08/20/26, 144A<sup>(b)</sup> | Aaa/NA | &nbsp;&nbsp;&nbsp;&nbsp; 255 | &nbsp;&nbsp;&nbsp;&nbsp; 236134 |
| Blackbird Capital Aircraft, Series 2021-1A, Class B, 3.446%, 07/15/46, 144A<sup>(b)</sup> | Baa1/NA | &nbsp;&nbsp;&nbsp;&nbsp; 348 | &nbsp;&nbsp;&nbsp;&nbsp; 262526 |
| Cerberus Loan Funding XXXVII LP, Series 2022-1A, Class A1, (TSFR3M + 1.780%), 5.644%, 04/15/34, 144A<sup>(b),(e)</sup> | Aaa/NA | &nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp; 1445037 |
| CF Hippolyta Issuer LLC, Series 2020-1, Class A1, 1.690%, 07/15/60, 144A<sup>(b)</sup> | NA/AA- | &nbsp;&nbsp;&nbsp;&nbsp; 618 | &nbsp;&nbsp;&nbsp;&nbsp; 551725 |
| DataBank Issuer, Series 2021-2A, Class A2, 2.400%, 10/25/51, 144A<sup>(b)</sup> | NA/NA | &nbsp;&nbsp;&nbsp;&nbsp; 583 | &nbsp;&nbsp;&nbsp;&nbsp; 505532 |
| DB Master Finance LLC, Series 2021-1A, Class A2I, 2.045%, 11/20/51, 144A<sup>(b)</sup> | NA/BBB | &nbsp;&nbsp;&nbsp;&nbsp; 602 | &nbsp;&nbsp;&nbsp;&nbsp; 513591 |
| Domino's Pizza Master Issuer LLC, Series 2021-1A, Class A2I, 2.662%, 04/25/51, 144A<sup>(b)</sup> | NA/BBB+ | &nbsp;&nbsp;&nbsp;&nbsp; 544 | &nbsp;&nbsp;&nbsp;&nbsp; 451913 |
| DRB Prime Student Loan Trust, Series 2017-A, Class A2B, 2.850%, 05/27/42, 144A<sup>(b)</sup> | NA/NA | &nbsp;&nbsp;&nbsp;&nbsp; 31 | &nbsp;&nbsp;&nbsp;&nbsp; 30903 |
| Eaton Vance CLO, Ltd., Series 2020-1A, Class AR, (3M LIBOR + 1.170%), 5.249%, 10/15/34, 144A<sup>(b),(e)</sup> | NA/AAA | &nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp; 1462764 |
| Flexential Issuer, Series 2021-1A, Class A2, 3.250%, 11/27/51, 144A<sup>(b)</sup> | NA/NA | &nbsp;&nbsp;&nbsp;&nbsp; 555 | &nbsp;&nbsp;&nbsp;&nbsp; 484451 |
| Ford Credit Auto Owner Trust, Series 2022-C, Class B, 5.030%, 02/15/28<sup>(b)</sup> | Aaa/AA+ | &nbsp;&nbsp;&nbsp;&nbsp; 565 | &nbsp;&nbsp;&nbsp;&nbsp; 559517 |
| Fortress Credit Opportunities IX CLO, Ltd., Series 2017-9A, Class A1TR, (3M LIBOR + 1.550%), 5.629%, 10/15/33, 144A<sup>(b),(e)</sup> | NA/AAA | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp;&nbsp;&nbsp; 574127 |
| Golub Capital Partners CLO 36m, Ltd., Series 2018-36A, Class C, (3M LIBOR + 2.100%), 6.632%, 02/05/31, 144A<sup>(b),(e)</sup> | NA/A | &nbsp;&nbsp;&nbsp;&nbsp;2250 | &nbsp;&nbsp;&nbsp;&nbsp; 2071211 |
| ITE Rail Fund Levered LP, Series 2021-1A, Class A, 2.250%, 02/28/51, 144A<sup>(b)</sup> | NA/A | &nbsp;&nbsp;&nbsp;&nbsp; 186 | &nbsp;&nbsp;&nbsp;&nbsp; 156308 |
| IVY Hill Middle Market Credit Fund XII, Ltd., Series 12A, Class BR, (3M LIBOR + 2.900%), 7.143%, 07/20/33, 144A<sup>(b),(e)</sup> | NA/A- | &nbsp;&nbsp;&nbsp;&nbsp; 866 | &nbsp;&nbsp;&nbsp;&nbsp; 777272 |
| Marlette Funding Trust, Series 2022-3A, Class A, 5.180%, 11/15/32, 144A<sup>(b)</sup> | NA/NA | &nbsp;&nbsp;&nbsp;&nbsp; 108 | &nbsp;&nbsp;&nbsp;&nbsp; 106855 |
| MCF CLO IX, Ltd., Series 2019-1A, Class A1R, (TSFR3M + 1.500%), 5.364%, 07/17/31, 144A<sup>(b),(e)</sup> | NA/AAA | &nbsp;&nbsp;&nbsp;&nbsp; 556 | &nbsp;&nbsp;&nbsp;&nbsp; 544683 |
| MF1, Ltd., Series 2021-FL7, Class AS, (1M LIBOR + 1.450%), 5.789%, 10/16/36, 144A<sup>(b),(e)</sup> | NA/NA | &nbsp;&nbsp;&nbsp;&nbsp; 922 | &nbsp;&nbsp;&nbsp;&nbsp; 870689 |
| MF1, Ltd., Series 2022-FL8, Class C, (Secured Overnight Financing Rate 30 Day Average + 2.200%), 6.026%, 02/19/37, 144A<sup>(b),(e)</sup> | NA/NA | &nbsp;&nbsp;&nbsp;&nbsp; 448 | &nbsp;&nbsp;&nbsp;&nbsp; 417629 |
| Navient Private Education Refi Loan Trust, Series 2021-A, Class A, 0.840%, 05/15/69, 144A<sup>(b)</sup> | NA/AAA | &nbsp;&nbsp;&nbsp;&nbsp; 107 | &nbsp;&nbsp;&nbsp;&nbsp; 92735 |
| Neuberger Berman Loan Advisers CLO 47, Ltd., Series 2022-47A, Class A, (TSFR3M + 1.300%), 5.127%, 04/14/35, 144A<sup>(b),(e)</sup> | Aaa/NA | &nbsp;&nbsp;&nbsp;&nbsp; 937 | &nbsp;&nbsp;&nbsp;&nbsp; 909169 |
| New Economy Assets Phase 1 Sponsor LLC, Series 2021-1, Class A1, 1.910%, 10/20/61, 144A<sup>(b)</sup> | NA/AA- | &nbsp;&nbsp;&nbsp;&nbsp;1063 | &nbsp;&nbsp;&nbsp;&nbsp; 899347 |
| PMT Issuer Trust - FMSR, Series 2021-FT1, Class A, (1M LIBOR + 3.000%), 7.389%, 03/25/26, 144A<sup>(b),(e)</sup> | NA/NA | &nbsp;&nbsp;&nbsp;&nbsp; 566 | &nbsp;&nbsp;&nbsp;&nbsp; 549545 |
| Purewest Funding LLC, Series 2021-1, Class A1, 4.091%, 12/22/36, 144A<sup>(b)</sup> | NA/NA | &nbsp;&nbsp;&nbsp;&nbsp; 220 | &nbsp;&nbsp;&nbsp;&nbsp; 208624 |
| Santander Drive Auto Receivables Trust, Series 2022-5, Class C, 4.740%, 10/16/28<sup>(b)</sup> | Aa1/A | &nbsp;&nbsp;&nbsp;&nbsp; 352 | &nbsp;&nbsp;&nbsp;&nbsp; 340527 |
| Slam, Ltd., Series 2021-1A, Class A, 2.434%, 06/15/46, 144A<sup>(b)</sup> | A1/NA | &nbsp;&nbsp;&nbsp;&nbsp;1219 | &nbsp;&nbsp;&nbsp;&nbsp; 1009843 |
| SMB Private Education Loan Trust, Series 2017-B, Class A2B, (1M LIBOR + 0.750%), 5.068%, 10/15/35, 144A<sup>(b),(e)</sup> | Aaa/AAA | &nbsp;&nbsp;&nbsp;&nbsp; 319 | &nbsp;&nbsp;&nbsp;&nbsp; 314386 |
| Sofi Professional Loan Program LLC, Series 2017-C, Class B, 3.560%, 07/25/40, 144A<sup>(b),(e)</sup> | NA/AA+ | &nbsp;&nbsp;&nbsp;&nbsp;1099 | &nbsp;&nbsp;&nbsp;&nbsp; 1024215 |
| Textainer Marine Containers VII, Ltd., Series 2021-1A, Class A, 1.680%, 02/20/46, 144A<sup>(b)</sup> | NA/A | &nbsp;&nbsp;&nbsp;&nbsp; 879 | &nbsp;&nbsp;&nbsp;&nbsp; 739249 |
| TIF Funding II LLC, Series 2021-1A, Class A, 1.650%, 02/20/46, 144A<sup>(b)</sup> | NA/A | &nbsp;&nbsp;&nbsp;&nbsp; 469 | &nbsp;&nbsp;&nbsp;&nbsp; 389689 |
| United States Small Business Administration, Series 2010-20F, Class 1, 3.880%, 06/01/30 | Aaa/AA+ | &nbsp;&nbsp;&nbsp;&nbsp; 37 | &nbsp;&nbsp;&nbsp;&nbsp; 35840 |
| Willis Engine Structured Trust IV, Series 2018-A, Class A, 4.750%, 09/15/43, 144A<sup>(b),(g)</sup> | NA/A | &nbsp;&nbsp;&nbsp;&nbsp;1112 | &nbsp;&nbsp;&nbsp;&nbsp; 888320 |
| Willis Engine Structured Trust VI, Series 2021-A, Class A, 3.104%, 05/15/46, 144A<sup>(b)</sup> | NA/NA | &nbsp;&nbsp;&nbsp;&nbsp; 638 | &nbsp;&nbsp;&nbsp;&nbsp; 467126 |
| **TOTAL ASSET-BACKED SECURITIES (Cost of $25,040,144)** |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 22665077 |
| **COMMERCIAL MORTGAGE-BACKED SECURITIES (0.64%)** |  |  |  |
| BXHPP Trust, Series 2021-FILM, Class C, (1M LIBOR + 1.100%), 5.418%, 08/15/36, 144A<sup>(e)</sup> | NA/NA | &nbsp;&nbsp;&nbsp;&nbsp; 167 | &nbsp;&nbsp;&nbsp;&nbsp; 150214 |

---

The accompanying notes are an integral part of these financial statements.

------

SCHEDULE OF INVESTMENTS (Unaudited) — continued

---

| | | | |
|:---|:---|:---|:---|
|  | **Moody's/<br> Standard &<br> Poor's<br> Rating<sup>(a)</sup>** | &nbsp;&nbsp;**Principal<br> Amount (000's)** | &nbsp;&nbsp;**Value<br> (Note1)** |
| **COMMERCIAL MORTGAGE-BACKED SECURITIES (Continued)** |  |  |  |
| New Residential Mortgage Loan Trust, Series 2021-NQ2R, Class A1, 0.941%, 10/25/58, 144A<sup>(b),(e)</sup> | NA/NA | &nbsp;&nbsp;$222 | &nbsp;&nbsp;$191909 |
| New Residential Mortgage Loan Trust, Series 2022-NQM1, Class A1, 2.277%, 04/25/61, 144A<sup>(b),(e)</sup> | NA/NA | &nbsp;&nbsp;&nbsp;&nbsp; 939 | &nbsp;&nbsp;&nbsp;&nbsp; 808403 |
| **TOTAL COMMERCIAL MORTGAGE-BACKED SECURITIES (Cost of $1,328,023)** |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1150526 |
| **RESIDENTIAL MORTGAGE-BACKED SECURITIES (0.12%)** |  |  |  |
| FHLMC Pool #A15675, 6.000%, 11/01/33 | Aaa/AA+ | &nbsp;&nbsp;&nbsp;&nbsp; 40 | &nbsp;&nbsp;&nbsp;&nbsp; 41044 |
| FNMA Pool #754791, 6.500%, 12/01/33 | Aaa/AA+ | &nbsp;&nbsp;&nbsp;&nbsp; 116 | &nbsp;&nbsp;&nbsp;&nbsp; 119235 |
| FNMA Pool #763852, 5.500%, 02/01/34 | Aaa/AA+ | &nbsp;&nbsp;&nbsp;&nbsp; 53 | &nbsp;&nbsp;&nbsp;&nbsp; 54071 |
| GNSF Pool #417239, 7.000%, 02/15/26 | Aaa/AA+ | &nbsp;&nbsp;&nbsp;&nbsp; 1 | &nbsp;&nbsp;&nbsp;&nbsp; 1278 |
| GNSF Pool #780374, 7.500%, 12/15/23<sup>(h)</sup> | Aaa/AA+ | &nbsp;&nbsp;&nbsp;&nbsp; 0 | &nbsp;&nbsp;&nbsp;&nbsp; 75 |
| **TOTAL RESIDENTIAL MORTGAGE-BACKED SECURITIES (Cost of $200,632)** |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 215703 |
| **MUNICIPAL BONDS (1.30%)** |  |  |  |
| City of San Francisco CA Public Utilities Commission Water Revenue, Build America Bonds, 6.000%, 11/01/40 | Aa2/AA- | &nbsp;&nbsp;&nbsp;&nbsp; 145 | &nbsp;&nbsp;&nbsp;&nbsp; 155801 |
| State of California, Build America Bonds, GO, 7.625%, 03/01/40 | Aa2/AA- | &nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp; 1894321 |
| University of Michigan, 3.599%, 04/01/47 | Aaa/AAA | &nbsp;&nbsp;&nbsp;&nbsp; 365 | &nbsp;&nbsp;&nbsp;&nbsp; 309148 |
| **TOTAL MUNICIPAL BONDS (Cost of $2,041,236)** |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2359270 |
| **U.S. TREASURY OBLIGATIONS (2.05%)** |  |  |  |
| United States Treasury Bonds, 2.375%, 02/15/42 | Aaa/AA+ | &nbsp;&nbsp;&nbsp;&nbsp; 169 | &nbsp;&nbsp;&nbsp;&nbsp; 129728 |
| United States Treasury Bonds, 3.250%, 05/15/42 | Aaa/AA+ | &nbsp;&nbsp;&nbsp;&nbsp; 593 | &nbsp;&nbsp;&nbsp;&nbsp; 523415 |
| United States Treasury Bonds, 3.375%, 08/15/42 | Aaa/AA+ | &nbsp;&nbsp;&nbsp;&nbsp; 143 | &nbsp;&nbsp;&nbsp;&nbsp; 128678 |
| United States Treasury Bonds, 2.875%, 05/15/52 | Aaa/AA+ | &nbsp;&nbsp;&nbsp;&nbsp; 237 | &nbsp;&nbsp;&nbsp;&nbsp; 191755 |
| United States Treasury Notes, 0.500%, 04/30/27 | Aaa/AA+ | &nbsp;&nbsp;&nbsp;&nbsp; 267 | &nbsp;&nbsp;&nbsp;&nbsp; 230267 |
| United States Treasury Notes, 0.500%, 06/30/27 | Aaa/AA+ | &nbsp;&nbsp;&nbsp;&nbsp; 45 | &nbsp;&nbsp;&nbsp;&nbsp; 38725 |
| United States Treasury Notes, 0.625%, 12/31/27 | Aaa/AA+ | &nbsp;&nbsp;&nbsp;&nbsp;1425 | &nbsp;&nbsp;&nbsp;&nbsp; 1209328 |
| United States Treasury Notes, 2.375%, 03/31/29 | Aaa/AA+ | &nbsp;&nbsp;&nbsp;&nbsp; 58 | &nbsp;&nbsp;&nbsp;&nbsp; 52677 |
| United States Treasury Notes, 3.250%, 06/30/29 | Aaa/AA+ | &nbsp;&nbsp;&nbsp;&nbsp; 195 | &nbsp;&nbsp;&nbsp;&nbsp; 187224 |
| United States Treasury Notes, 4.000%, 10/31/29 | Aaa/AA+ | &nbsp;&nbsp;&nbsp;&nbsp; 205 | &nbsp;&nbsp;&nbsp;&nbsp; 205544 |
| United States Treasury Notes, 2.750%, 08/15/32 | Aaa/AA+ | &nbsp;&nbsp;&nbsp;&nbsp; 366 | &nbsp;&nbsp;&nbsp;&nbsp; 334490 |
| United States Treasury Notes, 4.125%, 11/15/32 | Aaa/AA+ | &nbsp;&nbsp;&nbsp;&nbsp; 481 | &nbsp;&nbsp;&nbsp;&nbsp; 493059 |
| **TOTAL U.S. TREASURY OBLIGATIONS (Cost of $3,876,221)** |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3724890 |
| **GOVERNMENT BONDS (1.59%)** |  |  |  |
| Colombia Government International Bond, Sr. Unsec. Notes, 8.000%, 04/20/33<sup>(b)</sup> | Baa2/BB+ | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp; 200532 |
| Hydro-Quebec, 8.250%, 04/15/26 | Aa2/AA- | &nbsp;&nbsp;&nbsp;&nbsp;1550 | &nbsp;&nbsp;&nbsp;&nbsp; 1718488 |
| Korea National Oil Corp., Sr. Unsec. Notes, 1.750%, 04/18/25, 144A | Aa2/AA | &nbsp;&nbsp;&nbsp;&nbsp; 208 | &nbsp;&nbsp;&nbsp;&nbsp; 192079 |
| Saudi Government International Bond, Sr. Unsec. Notes, 5.500%, 10/25/32, 144A | A1/NR | &nbsp;&nbsp;&nbsp;&nbsp; 631 | &nbsp;&nbsp;&nbsp;&nbsp; 666650 |
| Ukraine Government International Bond, Sr. Unsec. Notes, 7.253%, 03/15/35, 144A | NA/CCC+ | &nbsp;&nbsp;&nbsp;&nbsp; 551 | &nbsp;&nbsp;&nbsp;&nbsp; 99173 |
| **TOTAL GOVERNMENT BONDS (Cost of $3,119,193)** |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2876922 |
| **TOTAL INVESTMENTS (98.48%)<br> (Cost of $195,954,879)** |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;178549143 |
| **OTHER ASSETS AND LIABILITIES (1.52%)** |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2762490 |
| **NET ASSETS (100.00%)** |  |  | &nbsp;&nbsp;$181311633 |

---

The accompanying notes are an integral part of these financial statements.

------

SCHEDULE OF INVESTMENTS (Unaudited) — continued

At December 31, 2022, the Fund had the following open futures contracts:

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Long Futures Outstanding** | **Expiration<br> Month** | &nbsp;&nbsp;**Number of<br> Contracts** | &nbsp;&nbsp;**Notional<br> Amount** | &nbsp;&nbsp;**Value** | &nbsp;&nbsp;**Unrealized<br> Appreciation<br> (Depreciation)** |
| U.S. Treasury 2-Year Notes<br>| 03/23 | &nbsp;&nbsp;&nbsp;&nbsp;8 | &nbsp;&nbsp;&nbsp;$1638812 | &nbsp;&nbsp;&nbsp;$1640625 | &nbsp;&nbsp;&nbsp;&nbsp;$1813 |
| U.S. Treasury Long Bonds<br>| 03/23 | &nbsp;&nbsp;141 | &nbsp;&nbsp;&nbsp;&nbsp;17825630 | &nbsp;&nbsp;&nbsp;&nbsp;17673469 | &nbsp;&nbsp;&nbsp;&nbsp;(152161) |
| U.S. Treasury Ultra Bonds<br>| 03/23 | &nbsp;&nbsp;&nbsp;&nbsp;46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6242056 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6178375 | &nbsp;&nbsp;&nbsp;&nbsp;(63681) |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;(214029) |
| **Short Futures Outstanding** |  |  |  |  |  |
| U.S. Treasury 10-Year Notes<br>| 03/23 | &nbsp;&nbsp;&nbsp;&nbsp;36 | &nbsp;&nbsp;&nbsp;&nbsp;(4066297) | &nbsp;&nbsp;&nbsp;&nbsp;(4042688) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23609 |
| U.S. Treasury 5-Year Notes<br>| 03/23 | &nbsp;&nbsp;&nbsp;&nbsp;13 | &nbsp;&nbsp;&nbsp;&nbsp;(1413984) | &nbsp;&nbsp;&nbsp;&nbsp;(1403086) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10898 |
| U.S. Treasury Ultra 10-Year Notes<br>| 03/23 | &nbsp;&nbsp;134 | &nbsp;&nbsp;&nbsp;&nbsp;(16026746) | &nbsp;&nbsp;&nbsp;&nbsp;(15849688) | &nbsp;&nbsp;&nbsp;&nbsp;177058 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;211565 |
| **Net unrealized depreciation on open futures contracts** |  |  |  |  | &nbsp;&nbsp;&nbsp;$(2464) |

---

------

---

| | |
|:---|:---|
| <sup>(a)</sup> | Ratings for debt securities are unaudited. All ratings are as of December 31, 2022 and may have changed subsequently. |
| <sup>(b)</sup> | This security is callable. |
| <sup>(c)</sup> | Fixed to floating rate security. Fixed rate indicated is rate effective at December 31, 2022. Security will convert at a future date to a floating rate of reference rate and spread in the description above. |
| <sup>(d)</sup> | Security is perpetual. Date shown is next call date. |
| <sup>(e)</sup> | Variable rate security. Rate indicated is rate effective at December 31, 2022. |
| <sup>(f)</sup> | Multi-Step Coupon. Rate disclosed is as of December 31, 2022. |
| <sup>(g)</sup> | Denotes a step-up bond. The rate indicated is the current coupon as of December 31, 2022. |
| <sup>(h)</sup> | Principal amount less than $1,000. |
| 144A | Securities were purchased pursuant to Rule 144A under the Securities Act of 1933 and may not be resold subject to that rule except to qualified institutional buyers. At December 31, 2022, these securities amounted to $67,390,659 or 37.17% of net assets. |

---

---

| |
|:---|
| Legend |
| Certs. – Certificates |
| CLO – Collateralized Loan Obligation |
| Co. Gty. – Company Guaranty |
| FHLMC – Federal Home Loan Mortgage Corporation |
| FNMA – Federal National Mortgage Association |
| GNSF – Government National Mortgage Association (Single Family) |
| GO – Government Obligation |
| H15T5Y – US Treasury Yield Curve Rate T Note Constant Maturity 5 Year |
| Jr. – Junior |
| LIBOR – London Interbank Offered Rate |
| LLC – Limited Liability Company |
| LP – Limited Partnership |
| Ltd. – Limited |
| PLC – Public Limited Company |
| REIT – Real Estate Investment Trust |
| Sec. – Secured |
| SOFRRATE – Secured Overnight Financing Rate |
| Sr. – Senior |
| Sub. – Subordinated |
| SW5 – 5-year USD Swap Semiannual 30/360 |
| TSFR3M – 3 Month Term Secured Overnight Financing Rate |
| Unsec. – Unsecured |

---

The accompanying notes are an integral part of these financial statements.

------

#### INSIGHT SELECT INCOME FUND

#### Notes to the Quarterly Schedule of Investments

#### December 31, 2022
(unaudited)

A. Security Valuation – In valuing the Fund's net assets, all securities for which representative market quotations are available will be valued at the last quoted sales price on the security's principal exchange on the day of valuation. If there are no sales of the relevant security on such day, the security will be valued at the bid price at the time of computation. For securities traded in the over-the-counter market, including listed debt and preferred securities, whose primary market is believed to be over-the-counter, the Fund uses recognized industry pricing services which are unaffiliated with Insight North America LLC (''INA'' or the ''Adviser'') - and uses broker quotes provided by market makers of securities not valued by these and other recognized pricing sources.

In the event that market quotations are not readily available, or when such quotations are deemed not to reflect current market value, the securities will be valued at their respective fair value as determined in good faith by the Adviser pursuant to certain procedures and reporting requirements established by the Board of Trustees. The Adviser considers all relevant facts that are reasonably available when determining the fair value of a security, including but not limited to the last sale price or initial purchase price (if a when-issued security) and subsequently adjusting the value based on changes in company specific fundamentals, changes in an appropriate securities index, or changes in the value of similar securities which may be further adjusted for any discounts related to security-specific resale restrictions. When possible, observable market inputs such as unadjusted quoted prices of similar securities, observable interest rates, currency rates and yield curves are utilized. At December 31, 2022, there were no securities valued using fair value procedures.

*Fair Value Measurements – The Fund has adopted authoritative fair value accounting standards which establish a definition of fair value and set out a hierarchy for measuring fair value. These standards require additional disclosures about the various inputs and valuation techniques used to develop the measurements of fair value, a discussion in changes in valuation techniques and related inputs during the period and expanded disclosure of valuation levels for major security types. These inputs are summarized in the three broad levels listed below:*

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Level 1 – Unadjusted quoted prices in active markets for identical assets or liabilities that the Fund has the ability to access.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Level 2 – Observable inputs other than quoted prices included in level 1 that are observable for the asset or liability, either directly or indirectly. These inputs may include quoted prices for the identical instrument on an inactive market, prices for similar instruments, interest rates, prepayment speeds, credit risk, yield curves, default rates and similar data.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Level 3 – Unobservable inputs for the asset or liability, to the extent relevant observable inputs are not available, representing the Fund's own assumptions about the assumptions a market participant would use in valuing the asset or liability, and would be based on the best information available.

Following is a description of the valuation techniques applied to the Fund's major categories of assets measured at fair value on a recurring basis as of December 31, 2022.

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Assets:** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Market<br> Value at<br> 12/31/22** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Level 1<br> Quoted<br> Price** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Level 2<br> Significant<br> Observable<br> Inputs** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Level 3<br> Significant<br> Unobservable<br> Inputs** |
| LONG-TERM INVESTMENTS |  |  |  |  |
| &nbsp;&nbsp;&nbsp;CORPORATE DEBT SECURITIES | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$145556755 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$145556755 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— |
| &nbsp;&nbsp;&nbsp;MUNICIPAL BONDS | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2359270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2359270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;GOVERNMENT BONDS | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2876922 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2876922 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;ASSET-BACKED SECURITIES | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22665077 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22665077 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;U.S. TREASURY OBLIGATIONS | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3724890 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3724890 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |

---

------

#### INSIGHT SELECT INCOME FUND

#### Notes to the Quarterly Schedule of Investments

#### December 31, 2022 (concluded)
(unaudited)

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Assets:** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Market<br> Value at<br> 12/31/22** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Level 1<br> Quoted<br> Price** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Level 2<br> Significant<br> Observable<br> Inputs** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Level 3<br> Significant<br> Unobservable<br> Inputs** |
| &nbsp;&nbsp;&nbsp;RESIDENTIAL MORTGAGE-BACKED SECURITIES | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$215703 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$215703 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— |
| &nbsp;&nbsp;&nbsp;COMMERCIAL MORTGAGE-BACKED SECURITIES | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1150526 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1150526 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| DERIVATIVES |  |  |  |  |
| &nbsp;&nbsp;&nbsp;LONG FUTURES | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1813 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1813 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;SHORT FUTURES | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;211565 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;211565 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| TOTAL ASSETS | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$178762521 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$213378 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$178549143 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— |
| **Liabilities:** |  |  |  |  |
| FUTURES CONTRACTS | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$215842 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$215842 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— |

---

At the end of each calendar quarter, management evaluates the Level 1, 2 and 3 assets and liabilities for changes in liquidity, including but not limited to: whether a broker is willing to execute at the quoted price, the depth and consistency of prices from third party services, and the existence of contemporaneous, observable trades in the market. Additionally, management evaluates Level 1 and 2 assets and liabilities on a quarterly basis for changes in listings or delistings on national exchanges. Due to the inherent uncertainty of determining the fair value of investments that do not have a readily available market value, the fair value of the Fund's investments may fluctuate from period to period. Additionally, the fair value of investments may differ significantly from the values that would have been used had a ready market existed for such investments and may differ materially from the values the Fund may ultimately realize. Further, such investments may be subject to legal and other restrictions on resale or otherwise less liquid than publicly traded securities. Pursuant to Fund policy, transfers between levels are considered to have occurred at the beginning of the reporting period. As of December 31, 2022, there were no transfers between Level 1, Level 2 and Level 3 for the Fund.

Level 3 investments are categorized as Level 3 with values derived utilizing prices from prior transactions or third party pricing information without adjustment (broker quotes, pricing services and net asset values). A significant change in third party pricing information could result in a significantly lower or higher value in such Level 3 investments. As of December 31, 2022, the Fund did not hold any Level 3 securities.

For more information with regards to significant accounting policies, see the most recent semi or annual report filed with the Securities and Exchange Commission.

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Insight Select Income Fund

- **b. Investment Company Act file number:** 811-02201

- **c. CIK number of Registrant:** 0000030125

- **d. LEI of Registrant:** 2138009UQXO3YKI55769

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

  - **Street Address 1:** 200 Park Avenue

  - **City:** New York

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10166

  - **Telephone number:** 212-527-1800

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

- **a. Name of Series:** Insight Select Income Fund

- **b. EDGAR series identifier (if any):** S000000000

- **c. LEI of Series:** 2138009UQXO3YKI55769

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

- **a. Date of fiscal year-end:** 2023-03-31

- **b. Date as of which information is reported:** 2022-12-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $181487033.98

**Total Liabilities:** $175101.04

**Net Assets:** $181311932.94

**Cash Not Reported:** $711470.68

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 44.21132000 | **1-Year:** 5878.64761000 | **5-Year:** 36371.47376000 | **10-Year:** 58305.56249000 | **30-Year:** 9928.75266000

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

- **3-Month:** 7.69195000 | **1-Year:** 1226.94266000 | **5-Year:** 6210.42807000 | **10-Year:** 1411.53813000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000000000 | -2.93%               | 3.49%                | -0.59%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-752637.11              | $-1310077.07                               |
| Month 2  | $-297883.12              | $6302277.60                                |
| Month 3  | $-842039.83              | $369675.24                                 |

**Designated Index Information**

- **Index Name:** Bloomberg U.S. Credit Index

- **Index Identifier:** N/A

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| BERKSHIRE HATHAWAY ENERG                    | Berkshire Hathaway Energy Co                                                    | CUSIP: 084659BC4<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $657811.11    | 0.36%             | 2051-05-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| HSBC CAPITAL FUNDING USD                    | HSBC Capital Funding Dollar 1 LP                                                | CUSIP: 40427LAB0<br>LEI: 213800HMY2DB765NHE46 | Long             | DBT              | CORP              | JE        |   2180000 | PA      | $2615972.77   | 1.44%             | N/A             | Fixed         | 10.18%                | No            |                  2 | On Loan: No      |
| CITIGROUP INC                               | Citigroup Inc                                                                   | CUSIP: 172967NS6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1302000 | PA      | $1261535.31   | 0.70%             | 2028-05-24      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                       | Northrop Grumman Corp                                                           | CUSIP: 666807BN1<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    365000 | PA      | $337210.72    | 0.19%             | 2028-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                      | Extra Space Storage LP                                                          | CUSIP: 30225VAH0<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |    371000 | PA      | $333167.55    | 0.18%             | 2029-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| PIEDMONT NATURAL GAS CO                     | Piedmont Natural Gas Co Inc                                                     | CUSIP: 720186AL9<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |   1120000 | PA      | $1028557.28   | 0.57%             | 2029-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NGPL PIPECO LLC                             | NGPL PipeCo LLC                                                                 | CUSIP: 62912XAC8<br>LEI: 549300K3NT1HSQFEM073 | Long             | DBT              | CORP              | US        |    880000 | PA      | $919386.58    | 0.51%             | 2037-12-15      | Fixed         | 7.77%                 | No            |                  2 | On Loan: No      |
| New Economy Assets Phase 1 Iss              | New Economy Assets Phase 1 Sponsor LLC                                          | CUSIP: 643821AA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1063000 | PA      | $899346.79    | 0.50%             | 2061-10-20      | Fixed         | 1.91%                 | No            |                  2 | On Loan: No      |
| HSBC USA INC                                | HSBC USA Inc                                                                    | CUSIP: 40428HTA0<br>LEI: 549300LBOHZ4QSIWU288 | Long             | DBT              | CORP              | US        |   1955000 | PA      | $1918166.65   | 1.06%             | 2024-05-24      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ERAC USA FINANCE LLC                        | ERAC USA Finance LLC                                                            | CUSIP: 26882PBE1<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1636595.28   | 0.90%             | 2037-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                | CUSIP: 91282CFV8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    481400 | PA      | $493058.91    | 0.27%             | 2032-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 17-2 AA PTT                    | American Airlines 2017-2 Class AA Pass Through Trust                            | CUSIP: 02376AAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1200486 | PA      | $1038121.23   | 0.57%             | 2029-10-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                              | Starbucks Corp                                                                  | CUSIP: 855244AU3<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |   1781000 | PA      | $1524779.41   | 0.84%             | 2049-08-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                | Comcast Corp                                                                    | CUSIP: 20030NAC5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2311190.12   | 1.27%             | 2033-03-15      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                | CUSIP: 912828ZN3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    267000 | PA      | $230266.64    | 0.13%             | 2027-04-30      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL CO                        | Saudi Arabian Oil Co                                                            | CUSIP: 80414L2K0<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |    853000 | PA      | $701438.96    | 0.39%             | 2030-11-24      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                          | Union Pacific Corp                                                              | CUSIP: 907818FG8<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    503000 | PA      | $391931.78    | 0.22%             | 2060-03-20      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                | NiSource Inc                                                                    | CUSIP: 65473PAG0<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    696000 | PA      | $649020.00    | 0.36%             | N/A             | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA                                 | Aker BP ASA                                                                     | CUSIP: 55037AAB4<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |    426000 | PA      | $349703.31    | 0.19%             | 2031-07-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| PROSUS NV                                   | Prosus NV                                                                       | CUSIP: 74365PAJ7<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |    540000 | PA      | $390306.60    | 0.22%             | 2052-01-19      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                | CUSIP: 912810TK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    143000 | PA      | $128677.66    | 0.07%             | 2042-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2019-1 AA PTT                    | United Airlines 2019-1 Class AA Pass Through Trust                              | CUSIP: 90931CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    364181 | PA      | $322761.81    | 0.18%             | 2031-08-25      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH CO/INBEV                     | Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc                     | CUSIP: 03522AAH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    645000 | PA      | $610919.50    | 0.34%             | 2036-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                | CUSIP: 912810TF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    168700 | PA      | $129727.66    | 0.07%             | 2042-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| MACY'S RETAIL HLDGS LLC                     | Macy's Retail Holdings LLC                                                      | CUSIP: 55617LAQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    314000 | PA      | $272467.22    | 0.15%             | 2030-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| TRANSCONT GAS PIPE LINE                     | Transcontinental Gas Pipe Line Co LLC                                           | CUSIP: 893574AR4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    384000 | PA      | $294239.36    | 0.16%             | 2050-05-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                         | CommonSpirit Health                                                             | CUSIP: 20268JAF0<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    432000 | PA      | $357235.14    | 0.20%             | 2030-10-01      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH CO/INBEV                     | Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc                     | CUSIP: 03522AAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    446000 | PA      | $408774.66    | 0.23%             | 2046-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                    | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BN3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    389000 | PA      | $320685.09    | 0.18%             | 2048-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BXHPP Trust                                 | BXHPP Trust 2021-FILM                                                           | CUSIP: 05609JAL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    167000 | PA      | $150213.59    | 0.08%             | 2036-08-15      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| DataBank Issuer LLC                         | DataBank Issuer                                                                 | CUSIP: 23802WAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    583000 | PA      | $505532.18    | 0.28%             | 2051-10-25      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                       | Tenet Healthcare Corp                                                           | CUSIP: 88033GCY4<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    201000 | PA      | $190831.41    | 0.11%             | 2026-01-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                           | Kinder Morgan Inc                                                               | CUSIP: 49456BAH4<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |   1755000 | PA      | $1607017.05   | 0.89%             | 2045-06-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Small Business Administration               | United States Small Business Administration                                     | CUSIP: 83162CTH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     36729 | PA      | $35840.49     | 0.02%             | 2030-06-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS                    | Targa Resources Partners LP / Targa Resources Partners Finance Corp             | CUSIP: 87612BBQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1177000 | PA      | $1107462.84   | 0.61%             | 2030-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                            | Duke Energy Corp                                                                | CUSIP: 26441CBU8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    745000 | PA      | $665396.74    | 0.37%             | 2052-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ENDEAVOR ENERGY RESOURCE                    | Endeavor Energy Resources LP / EER Finance Inc                                  | CUSIP: 29260FAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    473000 | PA      | $454075.35    | 0.25%             | 2028-01-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Tru              | SMB Private Education Loan Trust 2017-B                                         | CUSIP: 83189DAC4<br>LEI: 549300NWENTZ8X7JUC78 | Long             | ABS-O            | CORP              | US        |    318544 | PA      | $314385.98    | 0.17%             | 2035-10-15      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan               | New Residential Mortgage Loan Trust 2021-NQM2R                                  | CUSIP: 64831EAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    221776 | PA      | $191908.55    | 0.11%             | 2058-10-25      | Variable      | 0.94%                 | No            |                  2 | On Loan: No      |
| Willis Engine Securitization T              | Willis Engine Structured Trust VI                                               | CUSIP: 97064GAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    637611 | PA      | $467125.96    | 0.26%             | 2046-05-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                    | AT&T Inc                                                                        | CUSIP: 00206RLJ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   2195000 | PA      | $1471184.97   | 0.81%             | 2055-09-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                | CUSIP: 912828ZV5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     45200 | PA      | $38725.45     | 0.02%             | 2027-06-30      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                           | Iron Mountain Inc                                                               | CUSIP: 46284VAG6<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |     59000 | PA      | $52992.65     | 0.03%             | 2028-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS                         | Braskem Netherlands Finance BV                                                  | CUSIP: 10554TAE5<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |    981000 | PA      | $759896.33    | 0.42%             | 2050-01-31      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BNSF FUNDING TRUST I                        | BNSF Funding Trust I                                                            | CUSIP: 05567SAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $235325.00    | 0.13%             | 2055-12-15      | Fixed         | 6.61%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC                         | Ashtead Capital Inc                                                             | CUSIP: 045054AJ2<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |    555000 | PA      | $507500.42    | 0.28%             | 2028-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                | Broadcom Inc                                                                    | CUSIP: 11135FBL4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1655000 | PA      | $1326168.61   | 0.73%             | 2034-04-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| REXFORD INDUSTRIAL REALT                    | Rexford Industrial Realty LP                                                    | CUSIP: 76169XAB0<br>LEI: 549300028US163ELJN70 | Long             | DBT              | CORP              | US        |    360000 | PA      | $276809.10    | 0.15%             | 2031-09-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                     | MPLX LP                                                                         | CUSIP: 55336VAT7<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    694000 | PA      | $614369.50    | 0.34%             | 2049-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | 10 YEAR US TREASURY NOTE                                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       -36 | NC      | $23609.33     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SEALED AIR CORP                             | Sealed Air Corp                                                                 | CUSIP: 81211KAZ3<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |    524000 | PA      | $453062.03    | 0.25%             | 2026-10-15      | Fixed         | 1.57%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan               | New Residential Mortgage Loan Trust 2022-NQM1                                   | CUSIP: 64830JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    939247 | PA      | $808403.35    | 0.45%             | 2061-04-25      | Variable      | 2.28%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                          | Credit Agricole SA                                                              | CUSIP: 225313AK1<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   1025000 | PA      | $894556.16    | 0.49%             | 2033-01-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CITGO PETROLEUM CORP                        | CITGO Petroleum Corp                                                            | CUSIP: 17302XAK2<br>LEI: YX52P86PXMLYDOTUQ225 | Long             | DBT              | CORP              | US        |    248000 | PA      | $242509.28    | 0.13%             | 2025-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| PUGET ENERGY INC                            | Puget Energy Inc                                                                | CUSIP: 745310AM4<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |    247000 | PA      | $210428.83    | 0.12%             | 2028-06-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN FUNDING LLC                     | MidAmerican Funding LLC                                                         | CUSIP: 59562HAJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $529049.38    | 0.29%             | 2029-03-01      | Fixed         | 6.93%                 | No            |                  2 | On Loan: No      |
| SCENTRE GROUP TRUST 2                       | Scentre Group Trust 2                                                           | CUSIP: 76025LAA2<br>LEI: 549300VRF0U0JH8TBJ74 | Long             | DBT              | CORP              | AU        |   2007000 | PA      | $1797268.50   | 0.99%             | 2080-09-24      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                | CUSIP: 91282CEE7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     57800 | PA      | $52677.02     | 0.03%             | 2029-03-31      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                  | AbbVie Inc                                                                      | CUSIP: 00287YCA5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    615000 | PA      | $529453.14    | 0.29%             | 2039-11-21      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                    | Prudential Financial Inc                                                        | CUSIP: 744320BF8<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |   1241000 | PA      | $1185155.00   | 0.65%             | 2048-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| TRANSELEC SA                                | Transelec SA                                                                    | CUSIP: 89366LAE4<br>LEI: 549300DPF7MAL5F6CR86 | Long             | DBT              | CORP              | CL        |    490000 | PA      | $442225.00    | 0.24%             | 2029-01-12      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                     | Southern Co Gas Capital Corp                                                    | CUSIP: 8426EPAB4<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    539000 | PA      | $406705.46    | 0.22%             | 2046-10-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| EVERGY METRO                                | Evergy Metro Inc                                                                | CUSIP: 485134BQ2<br>LEI: 1128SIJQ26096WL7IO82 | Long             | DBT              | CORP              | US        |    917000 | PA      | $748963.65    | 0.41%             | 2047-06-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                            | Paramount Global                                                                | CUSIP: 92556HAD9<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    641000 | PA      | $526486.04    | 0.29%             | 2032-05-19      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                        | Edison International                                                            | CUSIP: 281020AQ0<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    575000 | PA      | $555426.40    | 0.31%             | 2024-11-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                    | Intercontinental Exchange Inc                                                   | CUSIP: 45866FAV6<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    358000 | PA      | $347044.91    | 0.19%             | 2029-06-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| JETBLUE AIRWAYS CORP                        | JetBlue 2020-1 Class A Pass Through Trust                                       | CUSIP: 477164AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    933441 | PA      | $831519.65    | 0.46%             | 2032-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HOWARD MIDSTREAM ENERGY                     | Howard Midstream Energy Partners LLC                                            | CUSIP: 442722AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    110000 | PA      | $105440.07    | 0.06%             | 2027-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| LSEGA FINANCING PLC                         | LSEGA Financing PLC                                                             | CUSIP: 50220PAB9<br>LEI: 2138009YFYTGEHZNNZ09 | Long             | DBT              | CORP              | GB        |    612000 | PA      | $538582.47    | 0.30%             | 2026-04-06      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC                         | Ashtead Capital Inc                                                             | CUSIP: 045054AL7<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |    200000 | PA      | $180468.12    | 0.10%             | 2029-11-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNIV OF MICHIGAN MI                         | University of Michigan                                                          | CUSIP: 914455VJ6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    365000 | PA      | $309147.37    | 0.17%             | 2047-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                         | Synchrony Financial                                                             | CUSIP: 87165BAR4<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    747000 | PA      | $561863.03    | 0.31%             | 2031-10-28      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                            | Paramount Global                                                                | CUSIP: 925524AX8<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    179000 | PA      | $174524.12    | 0.10%             | 2036-04-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                               | Citigroup Inc                                                                   | CUSIP: 172967EW7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     70000 | PA      | $86402.57     | 0.05%             | 2039-07-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| ILLUMINA INC                                | Illumina Inc                                                                    | CUSIP: 452327AP4<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |    161000 | PA      | $162662.61    | 0.09%             | 2027-12-13      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AIB GROUP PLC                               | AIB Group PLC                                                                   | CUSIP: 00135TAB0<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |    582000 | PA      | $561711.13    | 0.31%             | 2025-04-10      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2020-1 A PTT                     | United Airlines 2020-1 Class A Pass Through Trust                               | CUSIP: 90931GAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    251342 | PA      | $248001.54    | 0.14%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                      | General Motors Financial Co Inc                                                 | CUSIP: 37045XCY0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1027000 | PA      | $867094.92    | 0.48%             | 2030-06-21      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Gold Pool                                                           | CUSIP: 31296QJU5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     39654 | PA      | $41044.41     | 0.02%             | 2033-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                          | Royalty Pharma PLC                                                              | CUSIP: 78081BAK9<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    930000 | PA      | $729345.22    | 0.40%             | 2030-09-02      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                     | Dell International LLC / EMC Corp                                               | CUSIP: 24703TAK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    209000 | PA      | $239419.85    | 0.13%             | 2046-07-15      | Fixed         | 8.35%                 | No            |                  2 | On Loan: No      |
| EDP FINANCE BV                              | EDP Finance BV                                                                  | CUSIP: 26835PAJ9<br>LEI: 5299007L43AQDFOW5739 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $205411.33    | 0.11%             | 2027-10-11      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| ALLSTATE CORP                               | Allstate Corp/The                                                               | CUSIP: 020002AU5<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |   2200000 | PA      | $2145000.02   | 1.18%             | 2057-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| DRB PRIME STUDENT LOAN TRUST                | DRB Prime Student Loan Trust 2017-A                                             | CUSIP: 23342KAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     30976 | PA      | $30902.80     | 0.02%             | 2042-05-27      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| JBS USA/FOOD/FINANCE                        | JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc                          | CUSIP: 46590XAT3<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    211000 | PA      | $170910.00    | 0.09%             | 2032-01-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE MUTUAL INSURA                    | Nationwide Mutual Insurance Co                                                  | CUSIP: 638671AK3<br>LEI: Z7LVXXWM8HZPKF5T2355 | Long             | DBT              | CORP              | US        |    215000 | PA      | $277716.90    | 0.15%             | 2039-08-15      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| KOREA NATIONAL OIL CORP                     | Korea National Oil Corp                                                         | CUSIP: 50066PAR1<br>LEI: 988400ZTQ08W926ONT36 | Long             | DBT              | NUSS              | KR        |    208000 | PA      | $192079.23    | 0.11%             | 2025-04-18      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| PureWest Funding LLC                        | Purewest Funding LLC                                                            | CUSIP: 746245AA7<br>LEI: 549300CU0IQI7FATI376 | Long             | ABS-O            | CORP              | US        |    219969 | PA      | $208623.80    | 0.12%             | 2036-12-22      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| BRASKEM IDESA SAPI                          | Braskem Idesa SAPI                                                              | CUSIP: 10554NAA6<br>LEI: YH0V7ZHY352ITDGEYB83 | Long             | DBT              | CORP              | MX        |    273000 | PA      | $215515.37    | 0.12%             | 2029-11-15      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| MASONITE INTERNATIONAL C                    | Masonite International Corp                                                     | CUSIP: 575385AE9<br>LEI: 549300H0H07ZFT4JYM32 | Long             | DBT              | CORP              | CA        |     53000 | PA      | $42873.09     | 0.02%             | 2030-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PMT ISSUER TRUST - FMSR                     | PMT Issuer Trust - FMSR                                                         | CUSIP: 69346MAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    566000 | PA      | $549544.80    | 0.30%             | 2026-03-25      | Floating      | 7.39%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                | CUSIP: 912810TG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    237100 | PA      | $191754.63    | 0.11%             | 2052-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| COX ENTERPRISES INC                         | Cox Enterprises Inc                                                             | CUSIP: 224050AE4<br>LEI: TVRMNZKRGA8LPW6XPG60 | Long             | DBT              | CORP              | US        |    500000 | PA      | $527840.72    | 0.29%             | 2027-07-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| KYNDRYL HOLDINGS INC                        | Kyndryl Holdings Inc                                                            | CUSIP: 50155QAJ9<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |    153000 | PA      | $126210.12    | 0.07%             | 2026-10-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                    | Enterprise Products Operating LLC                                               | CUSIP: 29379VBR3<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    342000 | PA      | $261292.17    | 0.14%             | 2078-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| DISCOVER FINANCIAL SVS                      | Discover Financial Services                                                     | CUSIP: 254709AS7<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | DBT              | CORP              | US        |    690000 | PA      | $703784.61    | 0.39%             | 2032-11-29      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| MASS MUTUAL LIFE INS CO                     | Massachusetts Mutual Life Insurance Co                                          | CUSIP: 575767AL2<br>LEI: R6ZXK5P01NP6HXSY1S07 | Long             | DBT              | CORP              | US        |    980000 | PA      | $806941.48    | 0.45%             | 2077-04-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BAKER HUGHES LLC/CO-OBL                     | Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc                         | CUSIP: 05724BAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    326000 | PA      | $292600.95    | 0.16%             | 2026-12-15      | Fixed         | 2.06%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                      | Credit Suisse Group AG                                                          | CUSIP: 225401AM0<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |   1242000 | PA      | $1098489.78   | 0.61%             | 2025-09-11      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| NBM US HOLDINGS INC                         | NBM US Holdings Inc                                                             | CUSIP: 62877VAA9<br>LEI: 5493008K1QMSP0J8UC24 | Long             | DBT              | CORP              | US        |    885000 | PA      | $878813.85    | 0.48%             | 2026-05-14      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| INVERSIONES CMPC SA                         | Inversiones CMPC SA                                                             | CUSIP: 46128MAN1<br>LEI: 549300G475ACIABB4385 | Long             | DBT              | CORP              | CL        |    580000 | PA      | $525047.18    | 0.29%             | 2030-01-13      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortga              | MF1 2022-FL8 Ltd                                                                | CUSIP: 55284JAG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    448000 | PA      | $417628.74    | 0.23%             | 2037-02-19      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| MURPHY OIL USA INC                          | Murphy Oil USA Inc                                                              | CUSIP: 626738AF5<br>LEI: N32S6DTR2ZZ5222WHV58 | Long             | DBT              | CORP              | US        |    119000 | PA      | $98240.35     | 0.05%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES/AADVAN                    | American Airlines Inc/AAdvantage Loyalty IP Ltd                                 | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    162000 | PA      | $147775.14    | 0.08%             | 2029-04-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA FINANCE PLC                    | Virgin Media Finance PLC                                                        | CUSIP: 92769VAJ8<br>LEI: 2138001LVYC87DDHT482 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $160235.55    | 0.09%             | 2030-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                   | Kroger Co/The                                                                   | CUSIP: 501044DM0<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     68000 | PA      | $65331.85     | 0.04%             | 2049-01-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                          | Meta Platforms Inc                                                              | CUSIP: 30303M8J4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    500000 | PA      | $400273.71    | 0.22%             | 2052-08-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Willis Engine Securitization T              | Willis Engine Structured Trust IV                                               | CUSIP: 97064EAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1112357 | PA      | $888320.20    | 0.49%             | 2043-09-15      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                 | MetLife Inc                                                                     | CUSIP: 59156RAP3<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    637000 | PA      | $616042.70    | 0.34%             | 2036-12-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| EIG PEARL HOLDINGS SARL                     | EIG Pearl Holdings Sarl                                                         | CUSIP: 28249NAB7<br>LEI: 549300KIMRL45BWA5H76 | Long             | DBT              | CORP              | LU        |    700000 | PA      | $537287.80    | 0.30%             | 2046-11-30      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| ARDAGH METAL PACKAGING                      | Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC     | CUSIP: 03969YAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    200000 | PA      | $195821.83    | 0.11%             | 2027-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                               | Citigroup Inc                                                                   | CUSIP: 172967HS3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    926000 | PA      | $838844.59    | 0.46%             | 2044-05-06      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Cerberus                                    | Cerberus Loan Funding XXXVII LP                                                 | CUSIP: 15672QAA5<br>LEI: 635400N8FQLKT6GMFM47 | Long             | ABS-CBDO         | CORP              | US        |   1500000 | PA      | $1445037.00   | 0.80%             | 2034-04-15      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| BLACK HILLS CORP                            | Black Hills Corp                                                                | CUSIP: 092113AS8<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |   1175000 | PA      | $834457.61    | 0.46%             | 2049-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NEW ENGLAND POWER CO                        | New England Power Co                                                            | CUSIP: 644188BH6<br>LEI: 549300DTVRGN9GYD5U85 | Long             | DBT              | CORP              | US        |    356000 | PA      | $368666.17    | 0.20%             | 2052-11-25      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                     | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GVX9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    550000 | PA      | $559606.74    | 0.31%             | 2027-10-28      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 31404BTH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     53003 | PA      | $54071.27     | 0.03%             | 2034-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WEA FINANCE LLC                             | WEA Finance LLC                                                                 | CUSIP: 92928QAD0<br>LEI: 3CYEJKBUJZO3UW777J80 | Long             | DBT              | CORP              | US        |     36000 | PA      | $24314.37     | 0.01%             | 2048-09-20      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FIN US INC                       | Stellantis Finance US Inc                                                       | CUSIP: 85855CAB6<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |    221000 | PA      | $169176.05    | 0.09%             | 2031-09-15      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                  | Navient Private Education Refi Loan Trust 2021-A                                | CUSIP: 63942BAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    107158 | PA      | $92735.47     | 0.05%             | 2069-05-15      | Fixed         | 0.84%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                | CUSIP: 912810TH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    593000 | PA      | $523415.16    | 0.29%             | 2042-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                 | MetLife Inc                                                                     | CUSIP: 59156RAV0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1326560.00   | 0.73%             | 2039-08-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| PRIME SECSRVC BRW/FINANC                    | Prime Security Services Borrower LLC / Prime Finance Inc                        | CUSIP: 74166MAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    559000 | PA      | $483010.99    | 0.27%             | 2027-08-31      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                     | American Electric Power Co Inc                                                  | CUSIP: 025537AK7<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |   1952000 | PA      | $1882701.33   | 1.04%             | 2024-03-15      | Fixed         | 2.03%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                      | Verizon Communications Inc                                                      | CUSIP: 92343VGJ7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    457000 | PA      | $376460.25    | 0.21%             | 2031-03-21      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| HCA INC                                     | HCA Inc                                                                         | CUSIP: 404119CD9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    119000 | PA      | $108516.83    | 0.06%             | 2027-03-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| PANHANDLE EAST PIPE LINE                    | Panhandle Eastern Pipe Line Co LP                                               | CUSIP: 12589YAF6<br>LEI: Y7WHF83UZ55OTCFC0K67 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1023738.04   | 0.56%             | 2029-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| LABL INC                                    | LABL Inc                                                                        | CUSIP: 50168QAC9<br>LEI: 5493004FUZN8R6Y3VB98 | Long             | DBT              | CORP              | US        |    173000 | PA      | $150729.71    | 0.08%             | 2028-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2019-2 AA PTT                    | United Airlines 2019-2 Class AA Pass Through Trust                              | CUSIP: 90932JAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    966785 | PA      | $781790.34    | 0.43%             | 2032-05-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| FARMERS EXCHANGE CAPITAL                    | Farmers Exchange Capital                                                        | CUSIP: 309588AE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2250000 | PA      | $2415083.67   | 1.33%             | 2048-07-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                        | Bank of America Corp                                                            | CUSIP: 06051GKK4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2655000 | PA      | $2147198.41   | 1.18%             | 2033-02-04      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| GRUPO TELEVISA SAB                          | Grupo Televisa SAB                                                              | CUSIP: 40049JAZ0<br>LEI: 549300O4AF0C816ILN62 | Long             | DBT              | CORP              | MX        |    159000 | PA      | $164032.35    | 0.09%             | 2040-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY BANK                              | Synchrony Bank                                                                  | CUSIP: 87166FAD5<br>LEI: 549300UATVPGSLE43Z27 | Long             | DBT              | CORP              | US        |    305000 | PA      | $300811.54    | 0.17%             | 2025-08-22      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES/SKYMILES                    | Delta Air Lines Inc / SkyMiles IP Ltd                                           | CUSIP: 830867AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    120000 | PA      | $117123.32    | 0.06%             | 2025-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                | CUSIP: 91282CFF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    366000 | PA      | $334489.69    | 0.18%             | 2032-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                    | AT&T Inc                                                                        | CUSIP: 00206RCQ3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    425000 | PA      | $361649.70    | 0.20%             | 2046-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ORGANON & CO/ORG                            | Organon & Co / Organon Foreign Debt Co-Issuer BV                                | CUSIP: 68622TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $177080.00    | 0.10%             | 2028-04-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| TRANSELEC SA                                | Transelec SA                                                                    | CUSIP: 89366LAD6<br>LEI: 549300DPF7MAL5F6CR86 | Long             | DBT              | CORP              | CL        |    750000 | PA      | $729351.29    | 0.40%             | 2025-01-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                      | Philip Morris International Inc                                                 | CUSIP: 718172CW7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     90000 | PA      | $91572.34     | 0.05%             | 2029-11-17      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| AIR CANADA                                  | Air Canada                                                                      | CUSIP: 008911BK4<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | DBT              | CORP              | CA        |     56000 | PA      | $49593.36     | 0.03%             | 2026-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                          | Ukraine Government International Bond                                           | CUSIP: 903724BY7<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    551000 | PA      | $99172.29     | 0.05%             | 2035-03-15      | Variable      | 7.25%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                         | Global Payments Inc                                                             | CUSIP: 37940XAQ5<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    274000 | PA      | $261928.07    | 0.14%             | 2032-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                | Broadcom Inc                                                                    | CUSIP: 11135FBG5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    166000 | PA      | $116363.66    | 0.06%             | 2051-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GLOBAL PART/GLP FINANCE                     | Global Partners LP / GLP Finance Corp                                           | CUSIP: 37954FAG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1076000 | PA      | $1021798.71   | 0.56%             | 2027-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE AMERICA LLC                    | Enel Finance America LLC                                                        | CUSIP: 29280HAA0<br>LEI: 549300EGNLVUJX1DEC60 | Long             | DBT              | CORP              | US        |    200000 | PA      | $207117.33    | 0.11%             | 2027-10-14      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                        | Edison International                                                            | CUSIP: 281020AS6<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    638000 | PA      | $539085.60    | 0.30%             | N/A             | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AXIS Equipment Finance Receiva              | Amur Equipment Finance Receivables XI LLC                                       | CUSIP: 03236XAB3<br>LEI: 549300IFG1NMINYRYF89 | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $98924.82     | 0.05%             | 2028-06-21      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                    | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAX3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    519000 | PA      | $407244.80    | 0.22%             | 2032-01-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                       | Truist Financial Corp                                                           | CUSIP: 89832QAD1<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   1136000 | PA      | $1022686.78   | 0.56%             | N/A             | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Textainer Marine Containers Li              | Textainer Marine Containers VII Ltd                                             | CUSIP: 88315LAL2<br>LEI: 549300X48KLHDDGPK024 | Long             | ABS-O            | CORP              | BM        |    878933 | PA      | $739248.50    | 0.41%             | 2046-02-20      | Fixed         | 1.68%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                               | CUSIP: 36206PPY0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1271 | PA      | $1277.71      | 0.00%             | 2026-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Apidos CLO                                  | Apidos CLO XXXIX Ltd                                                            | CUSIP: 03766HAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    950000 | PA      | $916900.10    | 0.51%             | 2035-04-21      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                      | CCO Holdings LLC / CCO Holdings Capital Corp                                    | CUSIP: 1248EPCN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1017000 | PA      | $810193.05    | 0.45%             | 2032-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JACKSON NATL LIFE GLOBAL                    | Jackson National Life Global Funding                                            | CUSIP: 46849LUV1<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |    656000 | PA      | $609248.15    | 0.34%             | 2025-01-12      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| EPR PROPERTIES                              | EPR Properties                                                                  | CUSIP: 26884UAG4<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |    533000 | PA      | $387411.36    | 0.21%             | 2031-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC                    | Liberty Mutual Group Inc                                                        | CUSIP: 53079EBJ2<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |    250000 | PA      | $176148.15    | 0.10%             | 2050-10-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | CBOT US Long Bond                                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       141 | NC      | $-152160.60   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| Santander Drive Auto Receivabl              | Santander Drive Auto Receivables Trust 2022-5                                   | CUSIP: 80287HAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    352000 | PA      | $340527.09    | 0.19%             | 2028-10-16      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| VTR FINANCE BV                              | VTR Finance NV                                                                  | CUSIP: 918374AA7<br>LEI: 213800F4XI4RJB82XM19 | Long             | DBT              | CORP              | NL        |    443000 | PA      | $170539.58    | 0.09%             | 2028-07-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                         | United Airlines Inc                                                             | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |    318000 | PA      | $276881.23    | 0.15%             | 2029-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 31403QRL6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    116229 | PA      | $119235.18    | 0.07%             | 2033-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                   | ONEOK Inc                                                                       | CUSIP: 682680BG7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    177000 | PA      | $178103.54    | 0.10%             | 2032-11-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                           | General Motors Co                                                               | CUSIP: 37045VAU4<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    405000 | PA      | $420982.92    | 0.23%             | 2027-10-01      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| SUZANO AUSTRIA GMBH                         | Suzano Austria GmbH                                                             | CUSIP: 86964WAJ1<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |    351000 | PA      | $294601.99    | 0.16%             | 2031-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MASS MUTUAL LIFE INS CO                     | Massachusetts Mutual Life Insurance Co                                          | CUSIP: 575767AN8<br>LEI: R6ZXK5P01NP6HXSY1S07 | Long             | DBT              | CORP              | US        |    243000 | PA      | $160622.58    | 0.09%             | 2070-10-15      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| ALCOA NEDERLAND HOLDING                     | Alcoa Nederland Holding BV                                                      | CUSIP: 013822AE1<br>LEI: 5493000UL1QLQLT1VQ42 | Long             | DBT              | CORP              | NL        |    655000 | PA      | $630401.52    | 0.35%             | 2027-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MARB BONDCO PLC                             | MARB BondCo PLC                                                                 | CUSIP: 566007AC4<br>LEI: 254900PVA1EU6QM1JN57 | Long             | DBT              | CORP              | GB        |    213000 | PA      | $164436.00    | 0.09%             | 2031-01-29      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                      | Williams Cos Inc/The                                                            | CUSIP: 969457BB5<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    911000 | PA      | $999923.39    | 0.55%             | 2031-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FLORIDA GAS TRANSMISSION                    | Florida Gas Transmission Co LLC                                                 | CUSIP: 340711AG5<br>LEI: 549300Q0UQF87NXNOC32 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19977.50     | 0.01%             | 2024-11-01      | Fixed         | 9.19%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                | CUSIP: 91282CEV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    195200 | PA      | $187224.25    | 0.10%             | 2029-06-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SAN FRANCISCO CITY & CNTY CA P              | City of San Francisco CA Public Utilities Commission Water Revenue              | CUSIP: 79765RSV2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    145000 | PA      | $155800.91    | 0.09%             | 2040-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SBA TOWER TRUST                             | SBA Tower Trust                                                                 | CUSIP: 78403DAX8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    454000 | PA      | $349598.16    | 0.19%             | 2031-10-15      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| SLAM 2021-1 LLC                             | Slam 2021-1 Ltd                                                                 | CUSIP: 78449AAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1218839 | PA      | $1009843.09   | 0.56%             | 2046-06-15      | Fixed         | 2.43%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                      | Pacific Gas and Electric Co                                                     | CUSIP: 694308JJ7<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    617000 | PA      | $389894.91    | 0.22%             | 2050-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AIR CANADA 2020-2A PTT                      | Air Canada 2020-2 Class A Pass Through Trust                                    | CUSIP: 00909DAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    208109 | PA      | $196738.38    | 0.11%             | 2029-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                | CUSIP: 91282CBB6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1424900 | PA      | $1209328.22   | 0.67%             | 2027-12-31      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                        | Kraft Heinz Foods Co                                                            | CUSIP: 50077LBJ4<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    346000 | PA      | $333008.79    | 0.18%             | 2050-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ARDAGH METAL PACKAGING                      | Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC     | CUSIP: 03969YAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    200000 | PA      | $158509.89    | 0.09%             | 2029-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                     | Dell International LLC / EMC Corp                                               | CUSIP: 24703TAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    342000 | PA      | $345902.81    | 0.19%             | 2025-07-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust                | Ford Credit Auto Owner Trust 2022-C                                             | CUSIP: 34535AAF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    565000 | PA      | $559516.96    | 0.31%             | 2028-02-15      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                 | Oracle Corp                                                                     | CUSIP: 68389XCD5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1130000 | PA      | $980493.79    | 0.54%             | 2028-03-25      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| DB Master Finance LLC                       | DB Master Finance LLC                                                           | CUSIP: 233046AN1<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-O            | CORP              | US        |    601920 | PA      | $513591.25    | 0.28%             | 2051-11-20      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| SMYRNA READY MIX CONCRET                    | Smyrna Ready Mix Concrete LLC                                                   | CUSIP: 85236FAA1<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |    548000 | PA      | $490295.60    | 0.27%             | 2028-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| IPALCO ENTERPRISES INC                      | IPALCO Enterprises Inc                                                          | CUSIP: 462613AP5<br>LEI: 5493000YFVK2DZX0JV43 | Long             | DBT              | CORP              | US        |    462000 | PA      | $411570.54    | 0.23%             | 2030-05-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding              | Avis Budget Rental Car Funding AESOP LLC                                        | CUSIP: 05377RDU5<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    255000 | PA      | $236134.44    | 0.13%             | 2026-08-20      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| STERIS PLC                                  | STERIS Irish FinCo UnLtd Co                                                     | CUSIP: 85917PAA5<br>LEI: 549300BRDKZ1HFI2J358 | Long             | DBT              | CORP              | IE        |    329000 | PA      | $268088.70    | 0.15%             | 2031-03-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Aligned Data Centers Issuer LL              | Aligned Data Centers Issuer LLC                                                 | CUSIP: 01627AAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    904000 | PA      | $772839.91    | 0.43%             | 2046-08-15      | Fixed         | 1.94%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                          | Royalty Pharma PLC                                                              | CUSIP: 78081BAN3<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    326000 | PA      | $247385.81    | 0.14%             | 2031-09-02      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| ANGLOGOLD HOLDINGS PLC                      | AngloGold Ashanti Holdings PLC                                                  | CUSIP: 03512TAE1<br>LEI: 213800745ZIXC4L6A131 | Long             | DBT              | CORP              | IM        |    339000 | PA      | $294906.76    | 0.16%             | 2030-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| WESTERN DIGITAL CORP                        | Western Digital Corp                                                            | CUSIP: 958102AQ8<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |    146000 | PA      | $112955.82    | 0.06%             | 2029-02-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Blackbird Capital Aircraft                  | Blackbird Capital Aircraft                                                      | CUSIP: 09229CAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    348214 | PA      | $262525.67    | 0.14%             | 2046-07-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                            | CSC Holdings LLC                                                                | CUSIP: 126307BD8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   1336000 | PA      | $738214.15    | 0.41%             | 2030-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                      | Verizon Communications Inc                                                      | CUSIP: 92343VGB4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    674000 | PA      | $481738.26    | 0.27%             | 2051-03-22      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Dominos Pizza Master Issuer LL              | Domino's Pizza Master Issuer LLC                                                | CUSIP: 25755TAN0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    543720 | PA      | $451913.42    | 0.25%             | 2051-04-25      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL FINANCIAL GRP                     | Principal Financial Group Inc                                                   | CUSIP: 74251VAL6<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |   1135000 | PA      | $1098112.50   | 0.61%             | 2055-05-15      | Floating      | 7.65%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY CORP                          | Valero Energy Corp                                                              | CUSIP: 91913YBE9<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    215000 | PA      | $162286.36    | 0.09%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GUARDIAN LIFE INSURANCE                     | Guardian Life Insurance Co of America/The                                       | CUSIP: 401378AC8<br>LEI: N1YIDVMMKBHFYCCAIX69 | Long             | DBT              | CORP              | US        |    148000 | PA      | $121771.74    | 0.07%             | 2077-01-24      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                      | PNC Financial Services Group Inc/The                                            | CUSIP: 693475AQ8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    757000 | PA      | $654423.66    | 0.36%             | N/A             | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BIMBO BAKERIES USA INC                      | Bimbo Bakeries USA Inc                                                          | CUSIP: 09031WAA1<br>LEI: 549300HOXXHHT7926W92 | Long             | DBT              | CORP              | US        |    363000 | PA      | $275138.53    | 0.15%             | 2051-05-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL                       | Takeda Pharmaceutical Co Ltd                                                    | CUSIP: 874060AW6<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |    500000 | PA      | $496733.04    | 0.27%             | 2028-11-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DT MIDSTREAM INC                            | DT Midstream Inc                                                                | CUSIP: 23345MAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    432000 | PA      | $379531.44    | 0.21%             | 2032-04-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | US 10YR ULTRA                                                                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |      -134 | NC      | $177058.24    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE TELEKOM INT FIN                    | Deutsche Telekom International Finance BV                                       | CUSIP: 25156PAC7<br>LEI: 529900ERDFHS6C1M4U58 | Long             | DBT              | CORP              | NL        |   2000000 | PA      | $2364558.10   | 1.30%             | 2030-06-15      | Variable      | 8.75%                 | No            |                  2 | On Loan: No      |
| BRASKEM IDESA SAPI                          | Braskem Idesa SAPI                                                              | CUSIP: 10554NAB4<br>LEI: YH0V7ZHY352ITDGEYB83 | Long             | DBT              | CORP              | MX        |    528000 | PA      | $374051.24    | 0.21%             | 2032-02-20      | Fixed         | 6.99%                 | No            |                  2 | On Loan: No      |
| PARKLAND CORP                               | Parkland Corp/Alberta                                                           | CUSIP: 70137WAG3<br>LEI: 549300XHQS1JYWBNK868 | Long             | DBT              | CORP              | CA        |    667000 | PA      | $556538.02    | 0.31%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 19-1AA PTT                     | American Airlines 2019-1 Class AA Pass Through Trust                            | CUSIP: 02377LAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    703645 | PA      | $583486.76    | 0.32%             | 2032-02-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                            | FirstEnergy Corp                                                                | CUSIP: 337932AJ6<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |   1570000 | PA      | $1401678.07   | 0.77%             | 2047-07-15      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                    | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 03523TBF4<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |     27000 | PA      | $33695.41     | 0.02%             | 2039-01-15      | Fixed         | 8.20%                 | No            |                  2 | On Loan: No      |
| Flexential Issuer, LLC                      | Flexential Issuer 2021-1                                                        | CUSIP: 33938MAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    555000 | PA      | $484450.95    | 0.27%             | 2051-11-27      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE INSURANCE                     | New York Life Insurance Co                                                      | CUSIP: 64952GAF5<br>LEI: TAE73CY392TBWJ3O3305 | Long             | DBT              | CORP              | US        |    103000 | PA      | $115312.78    | 0.06%             | 2039-11-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC                    | Liberty Mutual Group Inc                                                        | CUSIP: 53079EAR5<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1292020.00   | 0.71%             | 2058-06-15      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                     | Southern Co Gas Capital Corp                                                    | CUSIP: 8426EPAC2<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |   1164000 | PA      | $935496.78    | 0.52%             | 2047-05-30      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                               | Citigroup Inc                                                                   | CUSIP: 172967ME8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    500000 | PA      | $452043.89    | 0.25%             | 2030-03-20      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                        | Colombia Government International Bond                                          | CUSIP: 195325EF8<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    200000 | PA      | $200531.71    | 0.11%             | 2033-04-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC/DELAWA                    | Kinder Morgan Inc                                                               | CUSIP: 28368EAA4<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1087139.60   | 0.60%             | 2030-10-15      | Fixed         | 8.05%                 | No            |                  2 | On Loan: No      |
| TRANSMANTARO                                | Consorcio Transmantaro SA                                                       | CUSIP: 210314AB6<br>LEI: 549300NL65DC6HVEJX96 | Long             | DBT              | CORP              | PE        |    200000 | PA      | $181999.85    | 0.10%             | 2034-04-16      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BRITISH AIR 20-1 A PTT                      | British Airways 2020-1 Class A Pass Through Trust                               | CUSIP: 11044MAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    106903 | PA      | $95820.60     | 0.05%             | 2032-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CF Hippolyta Issuer LLC                     | CF Hippolyta Issuer LLC                                                         | CUSIP: 12530MAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    617645 | PA      | $551724.74    | 0.30%             | 2060-07-15      | Fixed         | 1.69%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                     | Southern Co Gas Capital Corp                                                    | CUSIP: 001192AH6<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    992000 | PA      | $990398.55    | 0.55%             | 2041-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| TRITON CONTAINER                            | Triton Container International Ltd                                              | CUSIP: 89680YAC9<br>LEI: 549300O4LZFLCX53XZ54 | Long             | DBT              | CORP              | BM        |    167000 | PA      | $130422.39    | 0.07%             | 2031-06-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                | CUSIP: 91282CFT3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    205000 | PA      | $205544.53    | 0.11%             | 2029-10-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                     | Dell International LLC / EMC Corp                                               | CUSIP: 24703DBG5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    529000 | PA      | $326192.52    | 0.18%             | 2051-12-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE MUTUAL INSURA                    | Nationwide Mutual Insurance Co                                                  | CUSIP: 638671AC1<br>LEI: Z7LVXXWM8HZPKF5T2355 | Long             | DBT              | CORP              | US        |    500000 | PA      | $572861.82    | 0.32%             | 2031-12-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| SYDNEY AIRPORT FINANCE                      | Sydney Airport Finance Co Pty Ltd                                               | CUSIP: 87124VAE9<br>LEI: 549300MJAANHLHOVTO40 | Long             | DBT              | CORP              | AU        |    400000 | PA      | $379481.52    | 0.21%             | 2025-04-30      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                     | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GZU1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    703000 | PA      | $675950.54    | 0.37%             | 2028-08-23      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO Ltd              | Golub Capital Partners Clo 36m Ltd                                              | CUSIP: 38175BAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2250000 | PA      | $2071210.50   | 1.14%             | 2031-02-05      | Floating      | 6.63%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                | Broadcom Inc                                                                    | CUSIP: 11135FBQ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1109000 | PA      | $799103.06    | 0.44%             | 2036-11-15      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                    | AT&T Inc                                                                        | CUSIP: 00206RCP5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    515000 | PA      | $468963.41    | 0.26%             | 2035-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AMC NETWORKS INC                            | AMC Networks Inc                                                                | CUSIP: 00164VAF0<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |    885000 | PA      | $551441.29    | 0.30%             | 2029-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Marlette Funding Trust                      | Marlette Funding Trust 2022-3                                                   | CUSIP: 57109NAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    107712 | PA      | $106855.30    | 0.06%             | 2032-11-15      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                               | CUSIP: 36225AMX5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        75 | PA      | $74.85        | 0.00%             | 2023-12-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY CORP                          | Valero Energy Corp                                                              | CUSIP: 91913YAB6<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1182481.56   | 0.65%             | 2030-06-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                            | Altria Group Inc                                                                | CUSIP: 02209SBD4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     97000 | PA      | $93135.84     | 0.05%             | 2029-02-14      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                    | Ford Motor Credit Co LLC                                                        | CUSIP: 345397B85<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1199000 | PA      | $1082906.99   | 0.60%             | 2025-02-10      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | 2 YEAR US TREASURY NOTE                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |         8 | NC      | $1812.51      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MPLX LP                                     | MPLX LP                                                                         | CUSIP: 55336VBN9<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    901000 | PA      | $852749.99    | 0.47%             | 2027-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                              | Morgan Stanley                                                                  | CUSIP: 6174467Y9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1457665.56   | 0.80%             | 2026-09-08      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                    | Prudential Financial Inc                                                        | CUSIP: 744320AM4<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    600000 | PA      | $589500.00    | 0.33%             | 2043-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                    | Warnermedia Holdings Inc                                                        | CUSIP: 55903VAE3<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    441000 | PA      | $419662.69    | 0.23%             | 2025-03-15      | Fixed         | 3.64%                 | No            |                  2 | On Loan: No      |
| FORD HOLDINGS LLC                           | Ford Holdings LLC                                                               | CUSIP: 345277AE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1122500.00   | 0.62%             | 2030-03-01      | Fixed         | 9.30%                 | No            |                  2 | On Loan: No      |
| Antares CLO                                 | Antares CLO 2017-1 Ltd                                                          | CUSIP: 03665JAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1092500 | PA      | $984930.27    | 0.54%             | 2033-04-20      | Floating      | 6.94%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                         | United Airlines Inc                                                             | CUSIP: 90932LAG2<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |     65000 | PA      | $60250.19     | 0.03%             | 2026-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AES PANAMA GENERATION HL                    | AES Panama Generation Holdings SRL                                              | CUSIP: 00109AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | PA        |    549000 | PA      | $476916.30    | 0.26%             | 2030-05-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Fortress Credit Opportunities               | Fortress Credit Opportunities IX CLO Ltd                                        | CUSIP: 34961JAY0<br>LEI: 2549008RD44HDM6DNP14 | Long             | ABS-CBDO         | CORP              | KY        |    600000 | PA      | $574127.40    | 0.32%             | 2033-10-15      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                | ING Groep NV                                                                    | CUSIP: 456837BA0<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    782000 | PA      | $753034.48    | 0.42%             | 2026-03-28      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                         | Petroleos Mexicanos                                                             | CUSIP: 71654QDF6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    195000 | PA      | $123220.46    | 0.07%             | 2060-01-28      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| SIMPAR EUROPE SA                            | Simpar Europe SA                                                                | CUSIP: 82883PAA2<br>LEI: 54930068BSUST41D5C30 | Long             | DBT              | CORP              | LU        |    544000 | PA      | $412080.00    | 0.23%             | 2031-01-26      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                     | Astrazeneca Finance LLC                                                         | CUSIP: 04636NAE3<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |    475000 | PA      | $408518.10    | 0.23%             | 2028-05-28      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CMS ENERGY CORP                             | CMS Energy Corp                                                                 | CUSIP: 125896BV1<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |    238000 | PA      | $179229.57    | 0.10%             | 2050-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                   | Boeing Co/The                                                                   | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    463000 | PA      | $431067.64    | 0.24%             | 2050-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                        | Enel Finance International NV                                                   | CUSIP: 29278GBA5<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $212703.05    | 0.12%             | 2032-10-14      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE NEW YORK                      | Credit Suisse AG/New York NY                                                    | CUSIP: 22550UAF8<br>LEI: 549300D0YARF5HYP1809 | Long             | DBT              | CORP              | CH        |   1250000 | PA      | $1159569.10   | 0.64%             | 2025-02-21      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                            | Altria Group Inc                                                                | CUSIP: 02209SBF9<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    329000 | PA      | $293438.15    | 0.16%             | 2049-02-14      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                    | Ford Motor Credit Co LLC                                                        | CUSIP: 345397A78<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    500000 | PA      | $487939.45    | 0.27%             | 2023-11-17      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                | Enbridge Inc                                                                    | CUSIP: 29250NAN5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    750000 | PA      | $689767.60    | 0.38%             | 2077-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                     | Walt Disney Co/The                                                              | CUSIP: 254687FD3<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1762227.00   | 0.97%             | 2095-12-01      | Fixed         | 7.90%                 | No            |                  2 | On Loan: No      |
| ALPEK SA DE CV                              | Alpek SAB de CV                                                                 | CUSIP: 020564AE0<br>LEI: 549300PWKJTP62D4IQ66 | Long             | DBT              | CORP              | MX        |    418000 | PA      | $348306.07    | 0.19%             | 2031-02-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                           | Newell Brands Inc                                                               | CUSIP: 651229BC9<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    157000 | PA      | $156075.27    | 0.09%             | 2027-09-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| COX COMMUNICATIONS INC                      | Cox Communications Inc                                                          | CUSIP: 224044AN7<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1557061.71   | 0.86%             | 2028-08-01      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| AES ANDES SA                                | AES Andes SA                                                                    | CUSIP: 00105DAG0<br>LEI: 549300IF4IFG0FS0RM26 | Long             | DBT              | CORP              | CL        |    878000 | PA      | $807653.52    | 0.45%             | 2079-10-07      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| ALLIANZ SE                                  | Allianz SE                                                                      | CUSIP: 018820AA8<br>LEI: 529900K9B0N5BT694847 | Long             | DBT              | CORP              | DE        |    400000 | PA      | $335070.97    | 0.18%             | N/A             | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                    | Cheniere Energy Partners LP                                                     | CUSIP: 16411QAN1<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |     91000 | PA      | $72352.08     | 0.04%             | 2032-01-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                               | Citigroup Inc                                                                   | CUSIP: 172967KJ9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    988000 | PA      | $972346.89    | 0.54%             | 2026-03-09      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                 | MetLife Inc                                                                     | CUSIP: 59156RBS6<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |   1059000 | PA      | $1233669.62   | 0.68%             | 2038-04-08      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                         | Global Payments Inc                                                             | CUSIP: 37940XAB8<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    650000 | PA      | $553662.69    | 0.31%             | 2029-08-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                     | Exxon Mobil Corp                                                                | CUSIP: 30231GBF8<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |   1402000 | PA      | $1265512.61   | 0.70%             | 2040-03-19      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                       | Northrop Grumman Corp                                                           | CUSIP: 666807CC4<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    500000 | PA      | $557426.96    | 0.31%             | 2029-06-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                    | Celanese US Holdings LLC                                                        | CUSIP: 15089QAM6<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    787000 | PA      | $777364.81    | 0.43%             | 2027-07-15      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE ENTRMN                    | Time Warner Cable Enterprises LLC                                               | CUSIP: 88731EAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1360000 | PA      | $1515569.16   | 0.84%             | 2033-07-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| HYDRO-QUEBEC                                | Hydro-Quebec                                                                    | CUSIP: 448814CS0<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | NUSS              | CA        |   1550000 | PA      | $1718488.13   | 0.95%             | 2026-04-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                           | Newell Brands Inc                                                               | CUSIP: 651229BD7<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    139000 | PA      | $137262.50    | 0.08%             | 2029-09-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                    | Ford Motor Credit Co LLC                                                        | CUSIP: 345397ZW6<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1356000 | PA      | $1249425.18   | 0.69%             | 2026-08-01      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                               | Citigroup Inc                                                                   | CUSIP: 172967LD1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1029751.12   | 0.57%             | 2028-01-10      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                    | EQT Corp                                                                        | CUSIP: 26884LAP4<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    124000 | PA      | $123481.59    | 0.07%             | 2025-10-01      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| Eaton Vance CDO Ltd                         | Eaton Vance CLO 2020-1 Ltd                                                      | CUSIP: 278300AJ7<br>LEI: 5493004NKU3QU5G6QW39 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1462764.00   | 0.81%             | 2034-10-15      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                       | Wells Fargo & Co                                                                | CUSIP: 949746TD3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1162000 | PA      | $1017057.93   | 0.56%             | N/A             | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | US ULTRA TREASURY BOND                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        46 | NC      | $-63681.26    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Ivy Hill Middle Market Credit               | IVY Hill Middle Market Credit Fund XII Ltd                                      | CUSIP: 46600CAU4<br>LEI: 5493003XZKSFJKWICW70 | Long             | ABS-CBDO         | CORP              | KY        |    866000 | PA      | $777272.24    | 0.43%             | 2033-07-20      | Floating      | 7.14%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                 | Oracle Corp                                                                     | CUSIP: 68389XBZ7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1745000 | PA      | $1294092.59   | 0.71%             | 2041-03-25      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Social Professional Loan Progr              | Sofi Professional Loan Program 2017-C LLC                                       | CUSIP: 83405DAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1099000 | PA      | $1024214.92   | 0.56%             | 2040-07-25      | Variable      | 3.56%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                       | Micron Technology Inc                                                           | CUSIP: 595112BS1<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    164000 | PA      | $123627.07    | 0.07%             | 2032-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                          | Energy Transfer LP                                                              | CUSIP: 29278NAQ6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    398000 | PA      | $352076.41    | 0.19%             | 2030-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortga              | MF1 2021-FL7 Ltd                                                                | CUSIP: 55284AAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    922500 | PA      | $870688.71    | 0.48%             | 2036-10-16      | Floating      | 5.79%                 | No            |                  2 | On Loan: No      |
| TIF Funding II LLC                          | TIF Funding II LLC                                                              | CUSIP: 872480AE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    469154 | PA      | $389688.50    | 0.21%             | 2046-02-20      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| BAT INTL FINANCE PLC                        | BAT International Finance PLC                                                   | CUSIP: 05530QAN0<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |    425000 | PA      | $376577.80    | 0.21%             | 2026-03-25      | Fixed         | 1.67%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                    | Neuberger Berman Loan Advisers CLO 47 Ltd                                       | CUSIP: 64135DAA3<br>LEI: 549300JRWXK6DFJD7D06 | Long             | ABS-CBDO         | CORP              | KY        |    936929 | PA      | $909168.73    | 0.50%             | 2035-04-14      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                   | Boeing Co/The                                                                   | CUSIP: 097023CT0<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1657000 | PA      | $1641750.15   | 0.91%             | 2025-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST                               | State of California                                                             | CUSIP: 13063BFR8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1894321.35   | 1.04%             | 2040-03-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                        | Westpac Banking Corp                                                            | CUSIP: 961214EP4<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    753000 | PA      | $560577.13    | 0.31%             | 2035-11-15      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                         | Petroleos Mexicanos                                                             | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    552000 | PA      | $417736.05    | 0.23%             | 2031-01-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                     | Frontier Communications Holdings LLC                                            | CUSIP: 35906ABF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    255000 | PA      | $221421.60    | 0.12%             | 2028-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MCF CLO LLC                                 | MCF CLO IX Ltd                                                                  | CUSIP: 55281XAM3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    556000 | PA      | $544683.18    | 0.30%             | 2031-07-17      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                      | Pacific Gas and Electric Co                                                     | CUSIP: 694308JF5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    391000 | PA      | $334129.10    | 0.18%             | 2027-08-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| NEWCREST FINANCE PTY LTD                    | Newcrest Finance Pty Ltd                                                        | CUSIP: 65120FAD6<br>LEI: 549300I0XDZ4K7PDSS04 | Long             | DBT              | CORP              | AU        |    319000 | PA      | $266986.67    | 0.15%             | 2030-05-13      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2018-1 B PTT                     | United Airlines 2018-1 Class B Pass Through Trust                               | CUSIP: 90932NAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    570121 | PA      | $520985.02    | 0.29%             | 2026-03-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| ALLIANZ SE                                  | Allianz SE                                                                      | CUSIP: 018820AB6<br>LEI: 529900K9B0N5BT694847 | Long             | DBT              | CORP              | DE        |    200000 | PA      | $148652.05    | 0.08%             | N/A             | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL                       | Takeda Pharmaceutical Co Ltd                                                    | CUSIP: 874060AZ9<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |    684000 | PA      | $467655.40    | 0.26%             | 2050-07-09      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| LIGHT SERVICOS ENERGIA                      | Light Servicos de Eletricidade SA/Light Energia SA                              | CUSIP: 53227QAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | BR        |    456000 | PA      | $381665.50    | 0.21%             | 2026-06-18      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 17-1 AA PTT                    | American Airlines 2017-1 Class AA Pass Through Trust                            | CUSIP: 023761AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    808592 | PA      | $720602.52    | 0.40%             | 2029-02-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| UNION CARBIDE CORP                          | Union Carbide Corp                                                              | CUSIP: 905581AS3<br>LEI: QE84C8O80MNLK8IFRL44 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2259550.22   | 1.25%             | 2096-10-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | US 5 YEAR TREASURY NOTE                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       -11 | NC      | $11195.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN AIRLINES/AADVAN                    | American Airlines Inc/AAdvantage Loyalty IP Ltd                                 | CUSIP: 00253XAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    354000 | PA      | $340327.91    | 0.19%             | 2026-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                     | GLP Capital LP / GLP Financing II Inc                                           | CUSIP: 361841AR0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    154000 | PA      | $123105.26    | 0.07%             | 2032-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ORBIA ADVANCE CORP SAB                      | Orbia Advance Corp SAB de CV                                                    | CUSIP: 68560EAB4<br>LEI: 549300MVHZ20SBIOEQ79 | Long             | DBT              | CORP              | MX        |    371000 | PA      | $289843.75    | 0.16%             | 2031-05-11      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                            | CSC Holdings LLC                                                                | CUSIP: 126307AZ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    954000 | PA      | $779895.00    | 0.43%             | 2029-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| LSEGA FINANCING PLC                         | LSEGA Financing PLC                                                             | CUSIP: 50220PAD5<br>LEI: 2138009YFYTGEHZNNZ09 | Long             | DBT              | CORP              | GB        |    264000 | PA      | $219250.76    | 0.12%             | 2031-04-06      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES/SKYMILES                    | Delta Air Lines Inc / SkyMiles IP Ltd                                           | CUSIP: 830867AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    209000 | PA      | $196733.82    | 0.11%             | 2028-10-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECH CORP                          | Raytheon Technologies Corp                                                      | CUSIP: 913017CJ6<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    700000 | PA      | $543671.09    | 0.30%             | 2046-11-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                      | Extra Space Storage LP                                                          | CUSIP: 30225VAG2<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |    267000 | PA      | $202769.98    | 0.11%             | 2032-03-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                      | Philip Morris International Inc                                                 | CUSIP: 718172CP2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    580000 | PA      | $470672.00    | 0.26%             | 2030-05-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| VMWARE INC                                  | VMware Inc                                                                      | CUSIP: 928563AL9<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    788000 | PA      | $599914.42    | 0.33%             | 2031-08-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                     | MPLX LP                                                                         | CUSIP: 55336VAP5<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    561000 | PA      | $442655.22    | 0.24%             | 2058-04-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                    | Saudi Government International Bond                                             | CUSIP: 80413TBA6<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    631000 | PA      | $666650.24    | 0.37%             | 2032-10-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JERSEY CENTRAL PWR & LT                     | Jersey Central Power & Light Co                                                 | CUSIP: 476556DD4<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |    323000 | PA      | $261890.32    | 0.14%             | 2032-03-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| USQ Rail I LLC                              | ITE Rail Fund Levered LP                                                        | CUSIP: 90352WAD6<br>LEI: 25490077I8NB6ADB4I38 | Long             | ABS-O            | CORP              | US        |    186079 | PA      | $156308.30    | 0.09%             | 2051-02-28      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                                 | Netflix Inc                                                                     | CUSIP: 64110LAT3<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    193000 | PA      | $195611.29    | 0.11%             | 2028-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                               | Citigroup Inc                                                                   | CUSIP: 172967MU2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    635000 | PA      | $553161.20    | 0.31%             | N/A             | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-02-22

**Name of Applicant:** Insight Select Income Fund

**Signature:** Thomas Stabile

**Name of Signer:** Thomas Stabile

**Title:** Treasurer and Vice President