# EDGAR Filing Document

**Accession Number:** 0000912763
**File Stem:** 0001193125-25-247997
**Filing Date:** 2025-10
**Character Count:** 754484
**Document Hash:** b9c47a38b7c9b1875de02c02b220e8cb
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-25-247997.hdr.sgml**: 20251023

**ACCESSION NUMBER**: 0001193125-25-247997

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20250831

**FILED AS OF DATE**: 20251023

**DATE AS OF CHANGE**: 20251023

**PERIOD START**: 20251130

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07115
- **FILM NUMBER:** 251411667

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

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

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

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

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

## Series and Classes Contracts Data

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

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

## Nport-Ex

Federated Hermes Total Return Bond Fund

Portfolio of Investments

August 31, 2025 (unaudited)

---

| | | |
|:---|:---|:---|
| **Principal** <br>**Amount, Shares** <br>**or Contracts**<br>|  | **Value in** <br>**U.S. Dollars**<br>|
|  | U.S. TREASURIES—33.4% |  |
|  | **U.S. Treasury Bonds—6.5%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp; $4845000 | United States Treasury Bond, 2.250%, 8/15/2049 | &nbsp;&nbsp; $2987681 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13420000 | United States Treasury Bond, 2.375%, 11/15/2049 | &nbsp;&nbsp; 8486094 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 215000 | United States Treasury Bond, 2.500%, 2/15/2045 | &nbsp;&nbsp; 149700 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 250000 | United States Treasury Bond, 2.500%, 2/15/2046 | &nbsp;&nbsp; 171328 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 350000 | United States Treasury Bond, 2.500%, 5/15/2046 | &nbsp;&nbsp; 239046 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9000000 | United States Treasury Bond, 2.750%, 11/15/2047 | &nbsp;&nbsp; 6316921 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9000000 | United States Treasury Bond, 2.875%, 5/15/2043 | &nbsp;&nbsp; 6876650 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2380000 | United States Treasury Bond, 2.875%, 8/15/2045 | &nbsp;&nbsp; 1759033 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10400000 | United States Treasury Bond, 2.875%, 5/15/2049 | &nbsp;&nbsp; 7349610 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2000000 | United States Treasury Bond, 3.000%, 5/15/2042 | &nbsp;&nbsp; 1585308 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 800000 | United States Treasury Bond, 3.000%, 11/15/2045 | &nbsp;&nbsp; 602784 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2000000 | United States Treasury Bond, 3.000%, 2/15/2047 | &nbsp;&nbsp; 1484376 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 850000 | United States Treasury Bond, 3.000%, 8/15/2048 | &nbsp;&nbsp; 620030 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 950000 | United States Treasury Bond, 3.125%, 8/15/2044 | &nbsp;&nbsp; 741912 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3215000 | United States Treasury Bond, 3.125%, 5/15/2048 | &nbsp;&nbsp; 2406100 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2885000 | United States Treasury Bond, 3.750%, 8/15/2041 | &nbsp;&nbsp; 2568870 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 69000000 | United States Treasury Bond, 3.875%, 2/15/2043 | &nbsp;&nbsp; 61266659 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 406385000 | United States Treasury Bond, 4.125%, 8/15/2053 | &nbsp;&nbsp; 355840866 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 421570000 | United States Treasury Bond, 4.250%, 2/15/2054 | &nbsp;&nbsp; 377107518 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7890000 | United States Treasury Bond, 4.250%, 8/15/2054 | &nbsp;&nbsp; 7056619 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 30000000 | United States Treasury Bond, 4.375%, 8/15/2043 | &nbsp;&nbsp; 28351143 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3100000 | United States Treasury Bond, 4.500%, 2/15/2036 | &nbsp;&nbsp; 3176047 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5000000 | United States Treasury Bond, 4.625%, 5/15/2054 | &nbsp;&nbsp; 4761719 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 72000000 | United States Treasury Bond, 4.625%, 2/15/2055 | &nbsp;&nbsp; 68625000 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5000000 | United States Treasury Bond, 4.750%, 5/15/2055 | &nbsp;&nbsp; 4862500 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5000000 | United States Treasury Bond, 5.250%, 11/15/2028 | &nbsp;&nbsp; 5245536 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 960639050 |
|  | **U.S. Treasury Inflation-Protected Notes—2.1%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 342410 | U.S. Treasury Inflation-Protected Notes, 0.750%, 2/15/2045 | &nbsp;&nbsp; 247899 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 302332912 | U.S. Treasury Inflation-Protected Notes, 1.625%, 4/15/2030 | &nbsp;&nbsp; 308630537 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 308878436 |
|  | **U.S. Treasury Notes—24.8%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 265000 | United States Treasury Note, 0.250%, 9/30/2025 | &nbsp;&nbsp; 264193 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12000000 | United States Treasury Note, 0.375%, 7/31/2027 | &nbsp;&nbsp; 11283284 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10410000 | United States Treasury Note, 0.375%, 9/30/2027 | &nbsp;&nbsp; 9740324 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5400000 | United States Treasury Note, 0.500%, 4/30/2027 | &nbsp;&nbsp; 5125861 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1500000 | United States Treasury Note, 0.500%, 10/31/2027 | &nbsp;&nbsp; 1403617 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 700000 | United States Treasury Note, 1.125%, 2/28/2027 | &nbsp;&nbsp; 673864 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1000000 | United States Treasury Note, 1.125%, 2/29/2028 | &nbsp;&nbsp; 941658 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9000000 | United States Treasury Note, 1.250%, 4/30/2028 | &nbsp;&nbsp; 8471395 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 67000000 | United States Treasury Note, 1.500%, 1/31/2027 | &nbsp;&nbsp; 64940748 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 270000 | United States Treasury Note, 1.625%, 5/15/2026 | &nbsp;&nbsp; 265689 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 21650000 | United States Treasury Note, 1.750%, 12/31/2026 | &nbsp;&nbsp; 21091116 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 49063000 | United States Treasury Note, 1.875%, 2/28/2027 | &nbsp;&nbsp; 47752596 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1300000 | United States Treasury Note, 2.250%, 11/15/2025 | &nbsp;&nbsp; 1294793 |

---

**1**

------

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount, Shares**<br> **or Contracts**<br>|  | **Value in**<br> **U.S. Dollars**<br>|
|  | U.S. TREASURIES—continued |  |
|  | **U.S. Treasury Notes—continued** |  |
| &nbsp;&nbsp;&nbsp;&nbsp; $180000 | United States Treasury Note, 2.375%, 5/15/2027 | &nbsp;&nbsp; $176158 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 23300000 | United States Treasury Note, 2.375%, 3/31/2029 | &nbsp;&nbsp; 22341249 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 100000 | United States Treasury Note, 2.375%, 5/15/2029 | &nbsp;&nbsp; 95719 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 113155000 | United States Treasury Note, 2.625%, 5/31/2027 | &nbsp;&nbsp; 111158063 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 130000 | United States Treasury Note, 2.625%, 2/15/2029 | &nbsp;&nbsp; 125893 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4800000 | United States Treasury Note, 2.750%, 2/15/2028 | &nbsp;&nbsp; 4705204 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 56000000 | United States Treasury Note, 2.750%, 5/31/2029 | &nbsp;&nbsp; 54302931 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 32695000 | United States Treasury Note, 3.125%, 8/31/2027 | &nbsp;&nbsp; 32384178 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 50000000 | United States Treasury Note, 3.500%, 1/31/2028 | &nbsp;&nbsp; 49885370 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10000000 | United States Treasury Note, 3.500%, 4/30/2028 | &nbsp;&nbsp; 9976304 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 22500000 | United States Treasury Note, 3.500%, 9/30/2029 | &nbsp;&nbsp; 22381866 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 37250000 | United States Treasury Note, 3.625%, 5/31/2028 | &nbsp;&nbsp; 37280616 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13000000 | United States Treasury Note, 3.625%, 9/30/2031 | &nbsp;&nbsp; 12854039 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7500000 | United States Treasury Note, 3.750%, 6/30/2027 | &nbsp;&nbsp; 7512947 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10325000 | United States Treasury Note, 3.750%, 5/15/2028 | &nbsp;&nbsp; 10367867 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 268000000 | United States Treasury Note, 3.750%, 8/31/2031 | &nbsp;&nbsp; 266990658 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 126000000 | United States Treasury Note, 3.875%, 3/15/2028 | &nbsp;&nbsp; 126900459 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 17550000 | United States Treasury Note, 3.875%, 7/15/2028 | &nbsp;&nbsp; 17688213 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3690000 | United States Treasury Note, 3.875%, 4/30/2030 | &nbsp;&nbsp; 3721459 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11500000 | United States Treasury Note, 3.875%, 6/30/2030 | &nbsp;&nbsp; 11594793 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 19130000 | United States Treasury Note, 4.000%, 2/28/2030 | &nbsp;&nbsp; 19399676 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 33000000 | United States Treasury Note, 4.000%, 3/31/2030 | &nbsp;&nbsp; 33455535 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 165000000 | United States Treasury Note, 4.125%, 11/15/2027 | &nbsp;&nbsp; 166783122 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 145000000 | United States Treasury Note, 4.125%, 10/31/2029 | &nbsp;&nbsp; 147636753 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 42000000 | United States Treasury Note, 4.125%, 11/30/2029 | &nbsp;&nbsp; 42775139 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 104820000 | United States Treasury Note, 4.125%, 7/31/2031 | &nbsp;&nbsp; 106538105 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 739000000 | United States Treasury Note, 4.125%, 10/31/2031 | &nbsp;&nbsp; 750329979 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9000000 | United States Treasury Note, 4.125%, 3/31/2032 | &nbsp;&nbsp; 9121164 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5000000 | United States Treasury Note, 4.250%, 6/30/2029 | &nbsp;&nbsp; 5110279 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 240800000 | United States Treasury Note, 4.250%, 11/15/2034 | &nbsp;&nbsp; 242417887 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10500000 | United States Treasury Note, 4.250%, 5/15/2035 | &nbsp;&nbsp; 10534453 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1050000000 | United States Treasury Note, 4.250%, 8/15/2035 | &nbsp;&nbsp; 1052132865 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 72500000 | United States Treasury Note, 4.375%, 12/31/2029 | &nbsp;&nbsp; 74562864 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12000000 | United States Treasury Note, 4.375%, 1/31/2032 | &nbsp;&nbsp; 12337534 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5000000 | United States Treasury Note, 4.625%, 9/30/2028 | &nbsp;&nbsp; 5149192 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2500000 | United States Treasury Note, 4.625%, 9/30/2030 | &nbsp;&nbsp; 2603956 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL | &nbsp;&nbsp;&nbsp; 3656581627 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL U.S. TREASURIES <br>(IDENTIFIED COST $4,969,356,709)<br>| &nbsp;&nbsp;&nbsp; 4926099113 |
|  | CORPORATE BONDS—23.5% |  |
|  | **Auto Receivables—0.0%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 500000 | Nemak SAB de CV, Sr. Unsecd. Note, 144A, 3.625%, 6/28/2031 | &nbsp;&nbsp; 430031 |
|  | **Basic Industry - Chemicals—0.1%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 119000 | DuPont de Nemours, Inc., Sr. Unsecd. Note, 5.319%, 11/15/2038 | &nbsp;&nbsp; 124265 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 250000 | Reliance Industries Ltd., Sr. Unsecd. Note, 144A, 2.875%, 1/12/2032 | &nbsp;&nbsp; 225979 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8755000 | RPM International, Inc., Sr. Unsecd. Note, 5.250%, 6/1/2045 | &nbsp;&nbsp; 8127709 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 200000<br><sup>1</sup> <br>| San Miguel Industrias, Sr. Unsecd. Note, 144A, 3.750%, 8/2/2028 | &nbsp;&nbsp; 188827 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1300000 | Sasol Financing USA LLC, Sr. Unsecd. Note, 5.500%, 3/18/2031 | &nbsp;&nbsp; 1097144 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1600000 | Sasol Financing USA LLC, Sr. Unsecd. Note, 144A, 8.750%, 5/3/2029 | &nbsp;&nbsp; 1618968 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11382892 |

---

**2**

------

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount, Shares**<br> **or Contracts**<br>|  | **Value in**<br> **U.S. Dollars**<br>|
|  | CORPORATE BONDS—continued |  |
|  | **Basic Industry - Metals & Mining—0.4%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $8960000 | Anglo American Capital PLC, Sr. Unsecd. Note, 144A, 2.875%, 3/17/2031 | &nbsp;&nbsp; $8199308 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2600000<br><sup>1</sup> <br>| Anglo American Capital PLC, Sr. Unsecd. Note, 144A, 6.000%, 4/5/2054 | &nbsp;&nbsp; 2580225 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4420000 | Anglogold Ashanti Holdings PLC, Sr. Note, 6.500%, 4/15/2040 | &nbsp;&nbsp; 4612336 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 600000 | Antofagasta PLC, 144A, 6.250%, 5/2/2034 | &nbsp;&nbsp; 634328 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 500000 | Codelco, Inc., Sr. Unsecd. Note, REGS, 5.125%, 2/2/2033 | &nbsp;&nbsp; 494174 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 200000 | CSN Islands XI Corp., Sr. Unsecd. Note, REGS, 6.750%, 1/28/2028 | &nbsp;&nbsp; 193230 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 500000 | Freeport Indonesia PT, Sr. Unsecd. Note, REGS, 6.200%, 4/14/2052 | &nbsp;&nbsp; 511913 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10330000 | Freeport-McMoRan, Inc., Sr. Unsecd. Note, 5.400%, 11/14/2034 | &nbsp;&nbsp; 10527716 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1830000 | Glencore Funding LLC, 144A, 5.893%, 4/4/2054 | &nbsp;&nbsp; 1792376 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6692000 | Glencore Funding LLC, Sr. Unsecd. Note, 144A, 1.625%, 4/27/2026 | &nbsp;&nbsp; 6565717 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3344000 | Glencore Funding LLC, Sr. Unsecd. Note, 144A, 3.375%, 9/23/2051 | &nbsp;&nbsp; 2218128 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 200000 | Ivanhoe Mines Ltd., Sr. Unsecd. Note, 144A, 7.875%, 1/23/2030 | &nbsp;&nbsp; 202738 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 800000 | OCP S.A., Sr. Unsecd. Note, 144A, 7.500%, 5/2/2054 | &nbsp;&nbsp; 827960 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 200000 | OCP S.A., Sr. Unsecd. Note, REGS, 6.750%, 5/2/2034 | &nbsp;&nbsp; 211386 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 433511 | Samarco Mineracao S.A., Sr. Secd. Note, REGS, 9.500%, 6/30/2031 | &nbsp;&nbsp; 431704 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11208 | Samarco Mineracao S.A., Sr. Unsecd. Note, 144A, 9.500%, 6/30/2031 | &nbsp;&nbsp; 11161 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4034000 | Southern Copper Corp., Sr. Unsecd. Note, 6.750%, 4/16/2040 | &nbsp;&nbsp; 4453548 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8000000 | Steel Dynamics, Inc., Sr. Unsecd. Note, 5.375%, 8/15/2034 | &nbsp;&nbsp; 8181486 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 200000 | Vale Overseas Ltd., Sr. Unsecd. Note, 3.750%, 7/8/2030 | &nbsp;&nbsp; 190749 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 200000 | Vedanta Resources II PLC, Sr. Unsecd. Note, 144A, 10.875%, 9/17/2029 | &nbsp;&nbsp; 205834 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 53046017 |
|  | **Basic Industry - Paper—0.1%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10775000 | Smurfit Kappa Treasury Unlimited Co., Sr. Unsecd. Note, 5.777%, 4/3/2054 | &nbsp;&nbsp; 10612953 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 400000 | Suzano Austria GmbH, Sr. Unsecd. Note, 6.000%, 1/15/2029 | &nbsp;&nbsp; 412061 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11025014 |
|  | **Capital Goods - Aerospace & Defense—1.0%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7700000 | Airbus Group SE, Sr. Unsecd. Note, 144A, 3.150%, 4/10/2027 | &nbsp;&nbsp; 7608882 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10345000 | BAE Systems PLC, Sr. Unsecd. Note, 144A, 3.000%, 9/15/2050 | &nbsp;&nbsp; 6756647 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10000000 | BAE Systems PLC, Sr. Unsecd. Note, 144A, 5.300%, 3/26/2034 | &nbsp;&nbsp; 10264714 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4065000 | Boeing Co., Sr. Unsecd. Note, 2.700%, 2/1/2027 | &nbsp;&nbsp; 3975845 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9035000 | Boeing Co., Sr. Unsecd. Note, 2.950%, 2/1/2030 | &nbsp;&nbsp; 8480291 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7500000 | Boeing Co., Sr. Unsecd. Note, 3.625%, 2/1/2031 | &nbsp;&nbsp; 7164088 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2340000 | Boeing Co., Sr. Unsecd. Note, 3.950%, 8/1/2059 | &nbsp;&nbsp; 1613266 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3935000 | Boeing Co., Sr. Unsecd. Note, 6.528%, 5/1/2034 | &nbsp;&nbsp; 4311865 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7455000 | Boeing Co., Sr. Unsecd. Note, 6.858%, 5/1/2054 | &nbsp;&nbsp; 8183920 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 200000 | Embraer Netherlands Finance B.V., Sr. Unsecd. Note, 144A, 7.000%, 7/28/2030 | &nbsp;&nbsp; 216256 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5940000 | General Dynamics Corp., Sr. Unsecd. Note, 1.150%, 6/1/2026 | &nbsp;&nbsp; 5806642 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 200000 | GMR Hyderabad International Airport Ltd., REGS, 4.250%, 10/27/2027 | &nbsp;&nbsp; 197103 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11397000 | HEICO Corp., Sr. Unsecd. Note, 5.350%, 8/1/2033 | &nbsp;&nbsp; 11724534 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7127000 | Huntington Ingalls Industries, Inc., Sr. Unsecd. Note, 3.483%, 12/1/2027 | &nbsp;&nbsp; 7001303 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 200000 | Kingston Airport Revenue Finance Ltd., Sec. Fac. Bond, 144A, 6.750%, 12/15/2036 | &nbsp;&nbsp; 206600 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9870000 | Leidos, Inc., Sr. Unsecd. Note, Series WI, 4.375%, 5/15/2030 | &nbsp;&nbsp; 9824596 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6900000 | Lockheed Martin Corp., Sr. Unsecd. Note, 3.550%, 1/15/2026 | &nbsp;&nbsp; 6880535 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9221000 | Lockheed Martin Corp., Sr. Unsecd. Note, 4.750%, 2/15/2034 | &nbsp;&nbsp; 9230560 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9119000 | Northrop Grumman Corp., Sr. Unsecd. Note, 4.700%, 3/15/2033 | &nbsp;&nbsp; 9129344 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6645000 | Northrop Grumman Corp., Sr. Unsecd. Note, 5.250%, 7/15/2035 | &nbsp;&nbsp; 6797750 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12333000 | RTX Corp., Sr. Unsecd. Note, 5.150%, 2/27/2033 | &nbsp;&nbsp; 12674644 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5163000 | Textron, Inc., Sr. Unsecd. Note, 2.450%, 3/15/2031 | &nbsp;&nbsp; 4651033 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 142700418 |

---

**3**

------

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount, Shares**<br> **or Contracts**<br>|  | **Value in**<br> **U.S. Dollars**<br>|
|  | CORPORATE BONDS—continued |  |
|  | **Capital Goods - Building Materials—0.1%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $6532000 | Allegion US Holdings Co., Inc., Sr. Unsecd. Note, 3.550%, 10/1/2027 | &nbsp;&nbsp; $6433258 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2305000 | Carrier Global Corp., Sr. Unsecd. Note, 6.200%, 3/15/2054 | &nbsp;&nbsp; 2453556 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 200000 | JSW Infrastructure Ltd., Sec. Fac. Bond, 144A, 4.950%, 1/21/2029 | &nbsp;&nbsp; 200575 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9087389 |
|  | **Capital Goods - Construction Machinery—0.1%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3200000 | Ashtead Capital, Inc., Sr. Unsecd. Note, 144A, 5.800%, 4/15/2034 | &nbsp;&nbsp; 3317859 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 69000 | Caterpillar, Inc., Deb., 5.300%, 9/15/2035 | &nbsp;&nbsp; 71537 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 295000 | Caterpillar, Inc., Sr. Unsecd. Note, 3.250%, 9/19/2049 | &nbsp;&nbsp; 206410 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7570000 | John Deere Capital Corp., Sr. Unsecd. Note, Series MTN, 2.800%, 7/18/2029 | &nbsp;&nbsp; 7241109 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2924000 | John Deere Capital Corp., Sr. Unsecd. Note, Series MTN, 3.450%, 3/7/2029 | &nbsp;&nbsp; 2871701 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6015000 | John Deere Capital Corp., Sr. Unsecd. Note, Series MTN1, 5.050%, 6/12/2034 | &nbsp;&nbsp; 6143316 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 19851932 |
|  | **Capital Goods - Diversified Manufacturing—0.2%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4180000 | Honeywell International, Inc., Sr. Unsecd. Note, 2.800%, 6/1/2050 | &nbsp;&nbsp; 2617211 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3940000 | Honeywell International, Inc., Sr. Unsecd. Note, 4.500%, 1/15/2034 | &nbsp;&nbsp; 3867474 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2845000 | Ingersoll-Rand, Inc., Sr. Unsecd. Note, 5.450%, 6/15/2034 | &nbsp;&nbsp; 2944998 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2655000 | Ingersoll-Rand, Inc., Sr. Unsecd. Note, 5.700%, 6/15/2054 | &nbsp;&nbsp; 2627340 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13027000 | Parker-Hannifin Corp., Sr. Unsecd. Note, 3.250%, 6/14/2029 | &nbsp;&nbsp; 12636612 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 200000 | SMRC Automotive Holdings, Sec. Fac. Bond, 144A, 5.625%, 7/11/2029 | &nbsp;&nbsp; 204786 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1645000 | Valmont Industries, Inc., Sr. Unsecd. Note, 5.000%, 10/1/2044 | &nbsp;&nbsp; 1498252 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6680000 | Valmont Industries, Inc., Sr. Unsecd. Note, 5.250%, 10/1/2054 | &nbsp;&nbsp; 5949477 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 32346150 |
|  | **Capital Goods - Environmental—0.2%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5000000 | Republic Services, Inc., Sr. Unsecd. Note, 2.375%, 3/15/2033 | &nbsp;&nbsp; 4313877 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5000000 | Republic Services, Inc., Sr. Unsecd. Note, 4.875%, 4/1/2029 | &nbsp;&nbsp; 5129684 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5000000 | Waste Connections, Inc., Sr. Unsecd. Note, 2.600%, 2/1/2030 | &nbsp;&nbsp; 4703094 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5000000 | Waste Connections, Inc., Sr. Unsecd. Note, 4.200%, 1/15/2033 | &nbsp;&nbsp; 4861613 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6470000 | Waste Connections, Inc., Sr. Unsecd. Note, 5.250%, 9/1/2035 | &nbsp;&nbsp; 6619471 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 25627739 |
|  | **Capital Goods - Packaging—0.0%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6205000 | WRKCo, Inc., Sr. Unsecd. Note, Series WI, 4.000%, 3/15/2028 | &nbsp;&nbsp; 6178729 |
|  | **Communications - Cable & Satellite—0.4%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8000000 | Charter Communications Operating, LLC/Charter Communications Operating Capital Corp., Sec. Fac. Bond, <br> 4.800%, 3/1/2050<br>| &nbsp;&nbsp; 6195236 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10195000 | Charter Communications Operating, LLC/Charter Communications Operating Capital Corp., Term Loan - 1st Lien, <br> 3.900%, 6/1/2052<br>| &nbsp;&nbsp; 6763458 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3060000 | Comcast Corp., Sr. Unsecd. Note, 2.800%, 1/15/2051 | &nbsp;&nbsp; 1816361 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4070000 | Comcast Corp., Sr. Unsecd. Note, 3.300%, 2/1/2027 | &nbsp;&nbsp; 4025860 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 485000 | Comcast Corp., Sr. Unsecd. Note, 3.450%, 2/1/2050 | &nbsp;&nbsp; 330121 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2325000 | Comcast Corp., Sr. Unsecd. Note, 3.750%, 4/1/2040 | &nbsp;&nbsp; 1932391 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 400000 | Comcast Corp., Sr. Unsecd. Note, 3.900%, 3/1/2038 | &nbsp;&nbsp; 348434 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3005000 | Comcast Corp., Sr. Unsecd. Note, 3.950%, 10/15/2025 | &nbsp;&nbsp; 3004216 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10000000 | Comcast Corp., Sr. Unsecd. Note, 4.150%, 10/15/2028 | &nbsp;&nbsp; 10033344 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6525000 | Comcast Corp., Sr. Unsecd. Note, 4.250%, 1/15/2033 | &nbsp;&nbsp; 6342509 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 580000 | Comcast Corp., Sr. Unsecd. Note, 4.400%, 8/15/2035 | &nbsp;&nbsp; 552563 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3000000 | Comcast Corp., Sr. Unsecd. Note, 4.950%, 10/15/2058 | &nbsp;&nbsp; 2558424 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8765000 | Comcast Corp., Sr. Unsecd. Note, 5.350%, 5/15/2053 | &nbsp;&nbsp; 8046478 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3000000 | NBCUniversal Media LLC, Sr. Unsecd. Note, 5.950%, 4/1/2041 | &nbsp;&nbsp; 3099443 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5262000 | Time Warner Cable, Inc., Co. Guarantee, 5.500%, 9/1/2041 | &nbsp;&nbsp; 4758220 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1250000 | Time Warner Cable, Inc., Sr. Unsecd. Note, 4.500%, 9/15/2042 | &nbsp;&nbsp; 992239 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 60799297 |

---

**4**

------

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount, Shares**<br> **or Contracts**<br>|  | **Value in**<br> **U.S. Dollars**<br>|
|  | CORPORATE BONDS—continued |  |
|  | **Communications - Media & Entertainment—0.4%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $4040000 | AppLovin Corp., Sr. Unsecd. Note, 5.500%, 12/1/2034 | &nbsp;&nbsp; $4125212 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2860000 | AppLovin Corp., Sr. Unsecd. Note, 5.950%, 12/1/2054 | &nbsp;&nbsp; 2786047 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7800000 | Meta Platforms, Inc., Sr. Unsecd. Note, 3.500%, 8/15/2027 | &nbsp;&nbsp; 7757605 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7250000 | Meta Platforms, Inc., Sr. Unsecd. Note, 3.850%, 8/15/2032 | &nbsp;&nbsp; 7009553 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5725000 | Meta Platforms, Inc., Sr. Unsecd. Note, 4.450%, 8/15/2052 | &nbsp;&nbsp; 4773531 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11505000 | Meta Platforms, Inc., Sr. Unsecd. Note, 5.550%, 8/15/2064 | &nbsp;&nbsp; 11142454 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10000000 | Netflix, Inc., Sr. Unsecd. Note, 4.875%, 4/15/2028 | &nbsp;&nbsp; 10229343 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7000000 | Omnicom Group, Inc., Sr. Unsecd. Note, 2.600%, 8/1/2031 | &nbsp;&nbsp; 6305185 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8445000 | Walt Disney Co., Sr. Unsecd. Note, 3.600%, 1/13/2051 | &nbsp;&nbsp; 6205029 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3155000 | Walt Disney Co., Sr. Unsecd. Note, 3.800%, 5/13/2060 | &nbsp;&nbsp; 2294777 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 62628736 |
|  | **Communications - Telecom Wireless—0.7%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8180000 | America Movil S.A.B. de C.V., Sr. Unsecd. Note, 2.875%, 5/7/2030 | &nbsp;&nbsp; 7634627 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9100000 | America Movil S.A.B. de C.V., Sr. Unsecd. Note, 5.000%, 1/20/2033 | &nbsp;&nbsp; 9171435 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6000000 | American Tower Corp., Sr. Unsecd. Note, 2.100%, 6/15/2030 | &nbsp;&nbsp; 5399730 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5090000 | American Tower Corp., Sr. Unsecd. Note, 2.700%, 4/15/2031 | &nbsp;&nbsp; 4619284 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4705000 | American Tower Corp., Sr. Unsecd. Note, 3.100%, 6/15/2050 | &nbsp;&nbsp; 3054970 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4000000 | American Tower Corp., Sr. Unsecd. Note, 5.550%, 7/15/2033 | &nbsp;&nbsp; 4156028 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 500000 | Bharti Airtel Ltd., Sr. Unsecd. Note, 144A, 3.250%, 6/3/2031 | &nbsp;&nbsp; 472570 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 700000 | Colombia Telecomunicaciones S.A. ESP, Sr. Unsecd. Note, REGS, 4.950%, 7/17/2030 | &nbsp;&nbsp; 639494 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6925000 | Crown Castle, Inc., Sr. Unsecd. Note, 3.250%, 1/15/2051 | &nbsp;&nbsp; 4541267 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8700000 | Crown Castle, Inc., Sr. Unsecd. Note, 4.450%, 2/15/2026 | &nbsp;&nbsp; 8683223 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 350000 | Telecommunications Services of Trinidad & Tobago Ltd., Sec. Fac. Bond, REGS, 8.875%, 10/18/2029 | &nbsp;&nbsp; 354279 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 132000 | Telfon Celuar Del Paraguay, Sr. Unsecd. Note, REGS, 5.875%, 4/15/2027 | &nbsp;&nbsp; 131791 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1917000 | T-Mobile USA, Inc., Series WI, 1.500%, 2/15/2026 | &nbsp;&nbsp; 1891837 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4608000 | T-Mobile USA, Inc., Series WI, 3.000%, 2/15/2041 | &nbsp;&nbsp; 3369525 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6600000 | T-Mobile USA, Inc., Series WI, 3.875%, 4/15/2030 | &nbsp;&nbsp; 6465997 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5610000 | T-Mobile USA, Inc., Sr. Unsecd. Note, 2.625%, 4/15/2026 | &nbsp;&nbsp; 5550048 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13445000 | T-Mobile USA, Inc., Sr. Unsecd. Note, 5.050%, 7/15/2033 | &nbsp;&nbsp; 13587181 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4095000 | T-Mobile USA, Inc., Sr. Unsecd. Note, 5.650%, 1/15/2053 | &nbsp;&nbsp; 3924767 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 800000 | Turkcell Iletisim Hizmetleri A.S., Sr. Unsecd. Note, 144A, 7.650%, 1/24/2032 | &nbsp;&nbsp; 837913 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4000000 | Vodafone Group PLC, Sr. Unsecd. Note, 4.250%, 9/17/2050 | &nbsp;&nbsp; 3120194 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10335000<br><sup>1</sup> <br>| Vodafone Group PLC, Sr. Unsecd. Note, 5.750%, 6/28/2054 | &nbsp;&nbsp; 9879059 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 97485219 |
|  | **Communications - Telecom Wirelines—0.4%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10655000 | AT&T, Inc., Sr. Unsecd. Note, 1.700%, 3/25/2026 | &nbsp;&nbsp; 10501011 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8590000 | AT&T, Inc., Sr. Unsecd. Note, 3.500%, 6/1/2041 | &nbsp;&nbsp; 6730708 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4035000 | AT&T, Inc., Sr. Unsecd. Note, 3.800%, 12/1/2057 | &nbsp;&nbsp; 2779885 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1940000 | AT&T, Inc., Sr. Unsecd. Note, 3.850%, 6/1/2060 | &nbsp;&nbsp; 1333620 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14300000 | AT&T, Inc., Sr. Unsecd. Note, 4.700%, 8/15/2030 | &nbsp;&nbsp; 14522598 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2100000 | AT&T, Inc., Sr. Unsecd. Note, 5.450%, 3/1/2047 | &nbsp;&nbsp; 1977146 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4550000 | AT&T, Inc., Sr. Unsecd. Note, 6.375%, 3/1/2041 | &nbsp;&nbsp; 4844992 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4160000 | AT&T, Inc., Sr. Unsecd. Note, Series WI, 5.300%, 8/15/2058 | &nbsp;&nbsp; 3579680 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 200000 | Liberty Costa Rica Senior Secured Finance, Sec. Fac. Bond, REGS, 10.875%, 1/15/2031 | &nbsp;&nbsp; 212497 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7995000 | Verizon Communications, Inc., Sr. Unsecd. Note, 3.400%, 3/22/2041 | &nbsp;&nbsp; 6198192 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 870000 | Verizon Communications, Inc., Sr. Unsecd. Note, 4.000%, 3/22/2050 | &nbsp;&nbsp; 668415 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4090000 | Verizon Communications, Inc., Sr. Unsecd. Note, 4.125%, 8/15/2046 | &nbsp;&nbsp; 3275160 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6607000 | Verizon Communications, Inc., Sr. Unsecd. Note, 4.780%, 2/15/2035 | &nbsp;&nbsp; 6445662 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1522000 | Verizon Communications, Inc., Sr. Unsecd. Note, Series WI, 2.987%, 10/30/2056 | &nbsp;&nbsp; 910210 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 63979776 |

---

**5**

------

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount, Shares**<br> **or Contracts**<br>|  | **Value in**<br> **U.S. Dollars**<br>|
|  | CORPORATE BONDS—continued |  |
|  | **Consumer Cyclical - Automotive—0.6%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $9130000 | American Honda Finance Corp., Sr. Unsecd. Note, Series GMTN, 5.800%, 10/3/2025 | &nbsp;&nbsp; $9139457 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7595000 | Daimler Trucks Financial NA, Sr. Unsecd. Note, 144A, 2.000%, 12/14/2026 | &nbsp;&nbsp; 7390147 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2285000 | Daimler Trucks Financial NA, Sr. Unsecd. Note, 144A, 2.375%, 12/14/2028 | &nbsp;&nbsp; 2156338 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5000000<br><sup>1</sup> <br>| Ford Motor Credit Co. LLC, Sr. Unsecd. Note, 6.500%, 2/7/2035 | &nbsp;&nbsp; 5041901 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3855000 | Ford Motor Credit Co. LLC, Sr. Unsecd. Note, 6.798%, 11/7/2028 | &nbsp;&nbsp; 4013558 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10450000 | Ford Motor Credit Co. LLC, Sr. Unsecd. Note, 6.950%, 3/6/2026 | &nbsp;&nbsp; 10536488 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 260000 | General Motors Co., Sr. Unsecd. Note, 5.150%, 4/1/2038 | &nbsp;&nbsp; 243351 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4484000 | General Motors Co., Sr. Unsecd. Note, 6.125%, 10/1/2025 | &nbsp;&nbsp; 4484000 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2210000 | General Motors Financial Co., Inc., Sr. Unsecd. Note, 5.450%, 9/6/2034 | &nbsp;&nbsp; 2190117 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2345000 | General Motors Financial Co., Inc., Sr. Unsecd. Note, 5.750%, 2/8/2031 | &nbsp;&nbsp; 2434421 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5240000 | General Motors Financial Co., Inc., Sr. Unsecd. Note, 6.400%, 1/9/2033 | &nbsp;&nbsp; 5564494 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10335000 | Hyundai Capital America, Sr. Unsecd. Note, 144A, 5.300%, 1/8/2029 | &nbsp;&nbsp; 10604341 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7643000 | Hyundai Capital America, Sr. Unsecd. Note, 144A, 5.680%, 6/26/2028 | &nbsp;&nbsp; 7901223 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1000000 | Hyundai Capital Services, Inc., Sr. Unsecd. Note, 144A, 5.125%, 2/5/2029 | &nbsp;&nbsp; 1021463 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7300000 | Mercedes-Benz Finance NA LLC, Sr. Unsecd. Note, 144A, 5.250%, 11/29/2027 | &nbsp;&nbsp; 7474803 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2600000 | Mercedes-Benz Finance NA LLC, Unsecd. Note, 144A, 4.800%, 3/30/2026 | &nbsp;&nbsp; 2606397 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 82802499 |
|  | **Consumer Cyclical - Gaming—0.0%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 250000 | GLP Capital LP / GLP Financing II, Inc., Sr. Unsecd. Note, 5.375%, 4/15/2026 | &nbsp;&nbsp; 250983 |
|  | **Consumer Cyclical - Retailers—0.4%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2895000 | Advance Auto Parts, Inc., Sr. Unsecd. Note, 1.750%, 10/1/2027 | &nbsp;&nbsp; 2702211 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8235000 | Advance Auto Parts, Inc., Sr. Unsecd. Note, Series WI, 3.900%, 4/15/2030 | &nbsp;&nbsp; 7601881 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12340000 | AutoZone, Inc., Sr. Unsecd. Note, 5.400%, 7/15/2034 | &nbsp;&nbsp; 12688717 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10306000 | Costco Wholesale Corp., Sr. Unsecd. Note, 1.375%, 6/20/2027 | &nbsp;&nbsp; 9869248 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9000000 | Home Depot, Inc., 5.300%, 6/25/2054 | &nbsp;&nbsp; 8569637 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3705000 | Home Depot, Inc., Sr. Unsecd. Note, 2.700%, 4/15/2030 | &nbsp;&nbsp; 3484621 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3800000 | Home Depot, Inc., Sr. Unsecd. Note, 2.950%, 6/15/2029 | &nbsp;&nbsp; 3663616 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2370000 | Home Depot, Inc., Sr. Unsecd. Note, 4.000%, 9/15/2025 | &nbsp;&nbsp; 2369116 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6250000 | Home Depot, Inc., Sr. Unsecd. Note, 4.950%, 6/25/2034 | &nbsp;&nbsp; 6360181 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 400000 | InRetail Consumer, Sec. Fac. Bond, 144A, 3.250%, 3/22/2028 | &nbsp;&nbsp; 388051 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 57697279 |
|  | **Consumer Cyclical - Services—0.3%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9550000 | Amazon.com, Inc., Sr. Unsecd. Note, 2.875%, 5/12/2041 | &nbsp;&nbsp; 7169392 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14000000 | Amazon.com, Inc., Sr. Unsecd. Note, 3.100%, 5/12/2051 | &nbsp;&nbsp; 9405865 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5030000 | Amazon.com, Inc., Sr. Unsecd. Note, 3.150%, 8/22/2027 | &nbsp;&nbsp; 4967457 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5000000 | Amazon.com, Inc., Sr. Unsecd. Note, 3.875%, 8/22/2037 | &nbsp;&nbsp; 4545804 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2100000 | Boston University, Sr. Unsecd. Note, Series MTNA, 7.625%, 7/15/2097 | &nbsp;&nbsp; 2290092 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4475000 | Sodexo, Inc., Sr. Secd. Note, 144A, 5.800%, 8/15/2035 | &nbsp;&nbsp; 4639473 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6320000 | Uber Technologies, Inc., Sr. Unsecd. Note, 4.300%, 1/15/2030 | &nbsp;&nbsp; 6341216 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2340000 | University of Southern California, Sr. Unsecd. Note, 5.250%, 10/1/2111 | &nbsp;&nbsp; 2139268 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 41498567 |
|  | **Consumer Non-Cyclical - Food/Beverage—1.1%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 870000 | Anheuser-Busch Cos. LLC / Anheuser-Busch InBev Worldwide, Inc., Sr. Unsecd. Note, 4.700%, 2/1/2036 | &nbsp;&nbsp; 849515 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1390000 | Anheuser-Busch InBev Finance, Inc., Sr. Unsecd. Note, 4.900%, 2/1/2046 | &nbsp;&nbsp; 1265693 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8460000 | Anheuser-Busch InBev Worldwide, Inc., Sr. Unsecd. Note, 4.439%, 10/6/2048 | &nbsp;&nbsp; 7137859 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8200000 | Anheuser-Busch InBev Worldwide, Inc., Sr. Unsecd. Note, 4.750%, 1/23/2029 | &nbsp;&nbsp; 8381929 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3257000 | Bacardi Ltd., Sr. Unsecd. Note, 144A, 2.750%, 7/15/2026 | &nbsp;&nbsp; 3209986 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10550000 | Bacardi-MartinI B.V., Sr. Unsecd. Note, 144A, 6.000%, 2/1/2035 | &nbsp;&nbsp; 10860876 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 200000 | Brf S.A., Sr. Secd. Note, REGS, 4.875%, 1/24/2030 | &nbsp;&nbsp; 193340 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 200000 | Brf S.A., Sr. Unsecd. Note, REGS, 5.750%, 9/21/2050 | &nbsp;&nbsp; 166087 |

---

**6**

------

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount, Shares**<br> **or Contracts**<br>|  | **Value in**<br> **U.S. Dollars**<br>|
|  | CORPORATE BONDS—continued |  |
|  | **Consumer Non-Cyclical - Food/Beverage—continued** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $9843000 | Coca-Cola Co., Sr. Unsecd. Note, 2.125%, 9/6/2029 | &nbsp;&nbsp; $9197434 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7816000 | Coca-Cola Europacific Partners PLC, Sr. Unsecd. Note, 144A, 1.500%, 1/15/2027 | &nbsp;&nbsp; 7533351 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3805000 | Coca-Cola Femsa S.A.B. de C.V., Sr. Unsecd. Note, 1.850%, 9/1/2032 | &nbsp;&nbsp; 3155317 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5814000 | Coca-Cola Femsa S.A.B. de C.V., Sr. Unsecd. Note, 2.750%, 1/22/2030 | &nbsp;&nbsp; 5471054 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9125000 | Coca-Cola Femsa S.A.B. de C.V., Sr. Unsecd. Note, 5.100%, 5/6/2035 | &nbsp;&nbsp; 9152466 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1390000 | Constellation Brands, Inc., Sr. Unsecd. Note, 3.750%, 5/1/2050 | &nbsp;&nbsp; 995791 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5140000 | Constellation Brands, Inc., Sr. Unsecd. Note, 4.650%, 11/15/2028 | &nbsp;&nbsp; 5205475 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2125000 | Constellation Brands, Inc., Sr. Unsecd. Note, 4.800%, 1/15/2029 | &nbsp;&nbsp; 2157679 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2625000 | Flowers Foods, Inc., Sr. Unsecd. Note, 2.400%, 3/15/2031 | &nbsp;&nbsp; 2317030 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4660000 | Flowers Foods, Inc., Sr. Unsecd. Note, 3.500%, 10/1/2026 | &nbsp;&nbsp; 4607585 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10580000 | Flowers Foods, Inc., Sr. Unsecd. Note, 5.750%, 3/15/2035 | &nbsp;&nbsp; 10783251 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1468000 | General Mills, Inc., Sr. Unsecd. Note, 3.000%, 2/1/2051 | &nbsp;&nbsp; 928786 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2712000 | Heineken NV, Sr. Unsecd. Note, 144A, 4.350%, 3/29/2047 | &nbsp;&nbsp; 2235826 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 697000 | JBS USA Lux S.A. / JBS Food Co. / JBS USA Finance, Inc., Sr. Unsecd. Note, 6.750%, 3/15/2034 | &nbsp;&nbsp; 764793 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5152000 | Keurig Dr Pepper, Inc., Sr. Unsecd. Note, 3.200%, 5/1/2030 | &nbsp;&nbsp; 4856883 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4883000 | Kraft Heinz Foods Co., Sr. Unsecd. Note, 4.375%, 6/1/2046 | &nbsp;&nbsp; 3891791 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 500000 | MARB BondCo PLC, Sr. Unsecd. Note, REGS, 3.950%, 1/29/2031 | &nbsp;&nbsp; 453280 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9675000 | Mars, Inc., Sr. Unsecd. Note, 144A, 5.200%, 3/1/2035 | &nbsp;&nbsp; 9770740 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10210000 | Mars, Inc., Sr. Unsecd. Note, 144A, 5.700%, 5/1/2055 | &nbsp;&nbsp; 9968037 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4825000 | Mead Johnson Nutrition Co., Sr. Unsecd. Note, 4.600%, 6/1/2044 | &nbsp;&nbsp; 4254767 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 200000 | Minerva Luxembourg S.A., Sr. Unsecd. Note, 144A, 8.875%, 9/13/2033 | &nbsp;&nbsp; 219793 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8400000 | PepsiCo, Inc., Sr. Unsecd. Note, 2.625%, 7/29/2029 | &nbsp;&nbsp; 7993660 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3980000 | Smithfield Foods, Inc., Sr. Unsecd. Note, 144A, 2.625%, 9/13/2031 | &nbsp;&nbsp; 3484916 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3610000 | Smithfield Foods, Inc., Sr. Unsecd. Note, 144A, 3.000%, 10/15/2030 | &nbsp;&nbsp; 3302214 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7768000 | Sysco Corp., Sr. Unsecd. Note, 4.450%, 3/15/2048 | &nbsp;&nbsp; 6462684 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6830000 | The Campbell's Co., Sr. Unsecd. Note, 4.750%, 3/23/2035 | &nbsp;&nbsp; 6543544 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10005000 | Tyson Foods, Inc., Sr. Unsecd. Note, 5.700%, 3/15/2034 | &nbsp;&nbsp; 10431722 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 168205154 |
|  | **Consumer Non-Cyclical - Health Care—0.6%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5240000 | Alcon Finance Corp., Sr. Unsecd. Note, 144A, 2.600%, 5/27/2030 | &nbsp;&nbsp; 4863416 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3000000 | Alcon Finance Corp., Sr. Unsecd. Note, 144A, 2.750%, 9/23/2026 | &nbsp;&nbsp; 2947001 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4005000 | Alcon Finance Corp., Sr. Unsecd. Note, 144A, 3.000%, 9/23/2029 | &nbsp;&nbsp; 3820863 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2945000 | Becton Dickinson & Co., Sr. Unsecd. Note, 1.957%, 2/11/2031 | &nbsp;&nbsp; 2590193 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2504000 | Becton Dickinson & Co., Sr. Unsecd. Note, 3.794%, 5/20/2050 | &nbsp;&nbsp; 1853037 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 65802 | CVS Health Corp., Pass Thru Cert., 144A, 5.298%, 1/11/2027 | &nbsp;&nbsp; 65828 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1200000 | CVS Health Corp., Sr. Unsecd. Note, 2.700%, 8/21/2040 | &nbsp;&nbsp; 837484 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3815000 | CVS Health Corp., Sr. Unsecd. Note, 4.780%, 3/25/2038 | &nbsp;&nbsp; 3512326 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1445000 | CVS Health Corp., Sr. Unsecd. Note, 5.050%, 3/25/2048 | &nbsp;&nbsp; 1239580 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2760000 | CVS Health Corp., Sr. Unsecd. Note, 5.125%, 7/20/2045 | &nbsp;&nbsp; 2434223 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4775000 | CVS Health Corp., Sr. Unsecd. Note, 5.250%, 2/21/2033 | &nbsp;&nbsp; 4832420 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8605000<br><sup>1</sup> <br>| CVS Health Corp., Sr. Unsecd. Note, 6.050%, 6/1/2054 | &nbsp;&nbsp; 8364602 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8095000 | Danaher Corp., Sr. Unsecd. Note, 2.600%, 10/1/2050 | &nbsp;&nbsp; 4880773 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1000000 | DH Europe Finance II S.a.r.l., Sr. Unsecd. Note, 3.400%, 11/15/2049 | &nbsp;&nbsp; 709771 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10430000 | GE HealthCare Technologies, Inc., Sr. Unsecd. Note, 5.857%, 3/15/2030 | &nbsp;&nbsp; 11079900 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2110000 | GE HealthCare Technologies, Inc., Sr. Unsecd. Note, 6.377%, 11/22/2052 | &nbsp;&nbsp; 2257377 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10000000 | Haleon US Capital LLC, Sr. Unsecd. Note, 3.375%, 3/24/2027 | &nbsp;&nbsp; 9887343 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8482000 | HCA, Inc., Sec. Fac. Bond, 3.500%, 7/15/2051 | &nbsp;&nbsp; 5572975 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2035000 | HCA, Inc., Sr. Unsecd. Note, 5.200%, 6/1/2028 | &nbsp;&nbsp; 2084829 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10010000 | HCA, Inc., Sr. Unsecd. Note, 5.950%, 9/15/2054 | &nbsp;&nbsp; 9600429 |

---

**7**

------

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount, Shares**<br> **or Contracts**<br>|  | **Value in**<br> **U.S. Dollars**<br>|
|  | CORPORATE BONDS—continued |  |
|  | **Consumer Non-Cyclical - Health Care—continued** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $7720000 | HCA, Inc., Sr. Unsecd. Note, 6.000%, 4/1/2054 | &nbsp;&nbsp; $7457703 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 90892073 |
|  | **Consumer Non-Cyclical - Pharmaceuticals—1.3%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4465000 | Abbott Laboratories, Sr. Unsecd. Note, 3.750%, 11/30/2026 | &nbsp;&nbsp; 4457537 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7525000 | Abbott Laboratories, Sr. Unsecd. Note, 4.900%, 11/30/2046 | &nbsp;&nbsp; 7046101 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7475000 | AbbVie, Inc., Sr. Unsecd. Note, 2.950%, 11/21/2026 | &nbsp;&nbsp; 7378948 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11350000 | AbbVie, Inc., Sr. Unsecd. Note, 4.250%, 11/21/2049 | &nbsp;&nbsp; 9254863 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4975000 | AbbVie, Inc., Sr. Unsecd. Note, 4.550%, 3/15/2035 | &nbsp;&nbsp; 4872796 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7525000 | AbbVie, Inc., Sr. Unsecd. Note, 4.700%, 5/14/2045 | &nbsp;&nbsp; 6750309 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7075000 | AbbVie, Inc., Sr. Unsecd. Note, 4.875%, 3/15/2030 | &nbsp;&nbsp; 7290887 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 375000 | Amgen, Inc., Sr. Unsecd. Note, 4.400%, 5/1/2045 | &nbsp;&nbsp; 317525 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 16550000 | Amgen, Inc., Sr. Unsecd. Note, 5.250%, 3/2/2033 | &nbsp;&nbsp; 16995609 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10770000 | Amgen, Inc., Sr. Unsecd. Note, 5.650%, 3/2/2053 | &nbsp;&nbsp; 10424104 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1850000 | AstraZeneca PLC, Sr. Unsecd. Note, 1.375%, 8/6/2030 | &nbsp;&nbsp; 1623929 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3525000 | AstraZeneca PLC, Sr. Unsecd. Note, 2.125%, 8/6/2050 | &nbsp;&nbsp; 1942778 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6100000 | AstraZeneca PLC, Sr. Unsecd. Note, 3.125%, 6/12/2027 | &nbsp;&nbsp; 6029599 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2000000 | AstraZeneca PLC, Sr. Unsecd. Note, 4.375%, 11/16/2045 | &nbsp;&nbsp; 1745582 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1000000 | Bayer Corp., Sr. Unsecd. Note, 144A, 6.650%, 2/15/2028 | &nbsp;&nbsp; 1049561 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2430000 | Bayer US Finance II LLC, Sr. Unsecd. Note, 144A, 4.375%, 12/15/2028 | &nbsp;&nbsp; 2421301 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7527000 | Bayer US Finance II LLC, Sr. Unsecd. Note, 144A, 4.400%, 7/15/2044 | &nbsp;&nbsp; 5924469 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4925000 | Biogen, Inc., Sr. Unsecd. Note, 3.150%, 5/1/2050 | &nbsp;&nbsp; 3075102 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6745000 | Bristol-Myers Squibb Co., Sr. Sub. Secd. Note, 5.550%, 2/22/2054 | &nbsp;&nbsp; 6510128 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2740000 | Bristol-Myers Squibb Co., Sr. Unsecd. Note, 0.750%, 11/13/2025 | &nbsp;&nbsp; 2721275 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9760000 | Bristol-Myers Squibb Co., Sr. Unsecd. Note, 3.700%, 3/15/2052 | &nbsp;&nbsp; 7057885 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7500000<br><sup>1</sup> <br>| Bristol-Myers Squibb Co., Sr. Unsecd. Note, Series WI, 3.400%, 7/26/2029 | &nbsp;&nbsp; 7314720 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 260000 | Bristol-Myers Squibb Co., Sr. Unsecd. Note, Series WI, 4.125%, 6/15/2039 | &nbsp;&nbsp; 231783 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2900000 | Bristol-Myers Squibb Co., Sr. Unsecd. Note, Series WI, 4.350%, 11/15/2047 | &nbsp;&nbsp; 2408047 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3385000 | Gilead Sciences, Inc., Sr. Unsecd. Note, 5.250%, 10/15/2033 | &nbsp;&nbsp; 3517622 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9000000 | Gilead Sciences, Inc., Sr. Unsecd. Note, 5.500%, 11/15/2054 | &nbsp;&nbsp; 8759896 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 500000 | Johnson & Johnson, Sr. Unsecd. Note, 3.550%, 3/1/2036 | &nbsp;&nbsp; 452624 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1000000 | Johnson & Johnson, Sr. Unsecd. Note, 5.950%, 8/15/2037 | &nbsp;&nbsp; 1104046 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7605000 | Pfizer Investment Enterprises Pte Ltd., Sr. Unsecd. Note, 4.450%, 5/19/2028 | &nbsp;&nbsp; 7698322 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7125000 | Pfizer Investment Enterprises Pte Ltd., Sr. Unsecd. Note, 4.750%, 5/19/2033 | &nbsp;&nbsp; 7141917 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14722000 | Pfizer Investment Enterprises Pte Ltd., Sr. Unsecd. Note, 5.300%, 5/19/2053 | &nbsp;&nbsp; 13725591 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14139000 | Regeneron Pharmaceuticals, Inc., Sr. Unsecd. Note, 2.800%, 9/15/2050 | &nbsp;&nbsp; 8402193 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8560000 | Takeda Pharmaceutical Co. Ltd., Sr. Unsecd. Note, 2.050%, 3/31/2030 | &nbsp;&nbsp; 7771517 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9568000 | Zoetis, Inc., Sr. Unsecd. Note, 3.000%, 5/15/2050 | &nbsp;&nbsp; 6202387 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 189620953 |
|  | **Consumer Non-Cyclical - Products—0.1%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6465000 | Kenvue, Inc., Sr. Unsecd. Note, 4.900%, 3/22/2033 | &nbsp;&nbsp; 6570123 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6680000 | Kenvue, Inc., Sr. Unsecd. Note, 5.050%, 3/22/2028 | &nbsp;&nbsp; 6850897 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13421020 |
|  | **Consumer Non-Cyclical - Supermarkets—0.1%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10645000 | Kroger Co., Sr. Unsecd. Note, 5.000%, 9/15/2034 | &nbsp;&nbsp; 10615604 |
|  | **Consumer Non-Cyclical - Tobacco—0.4%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6248000 | Altria Group, Inc., Sr. Unsecd. Note, 3.700%, 2/4/2051 | &nbsp;&nbsp; 4329223 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6200000 | BAT Capital Corp., Sr. Unsecd. Note, 4.742%, 3/16/2032 | &nbsp;&nbsp; 6189570 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5000000 | BAT Capital Corp., Sr. Unsecd. Note, 5.834%, 2/20/2031 | &nbsp;&nbsp; 5291000 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4635000 | BAT International Finance PLC, Sr. Unsecd. Note, 1.668%, 3/25/2026 | &nbsp;&nbsp; 4564378 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5000000 | BAT International Finance PLC, Sr. Unsecd. Note, 5.931%, 2/2/2029 | &nbsp;&nbsp; 5257113 |

---

**8**

------

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount, Shares**<br> **or Contracts**<br>|  | **Value in**<br> **U.S. Dollars**<br>|
|  | CORPORATE BONDS—continued |  |
|  | **Consumer Non-Cyclical - Tobacco—continued** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $3400000 | Philip Morris International, Inc., Sr. Unsecd. Note, 0.875%, 5/1/2026 | &nbsp;&nbsp; $3326831 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3770000 | Philip Morris International, Inc., Sr. Unsecd. Note, 2.100%, 5/1/2030 | &nbsp;&nbsp; 3431513 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2210000 | Philip Morris International, Inc., Sr. Unsecd. Note, 3.875%, 8/21/2042 | &nbsp;&nbsp; 1791715 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4700000 | Philip Morris International, Inc., Sr. Unsecd. Note, 4.875%, 2/13/2026 | &nbsp;&nbsp; 4708985 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8480000 | Philip Morris International, Inc., Sr. Unsecd. Note, 4.875%, 4/30/2035 | &nbsp;&nbsp; 8405688 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5740000 | Philip Morris International, Inc., Sr. Unsecd. Note, 5.750%, 11/17/2032 | &nbsp;&nbsp; 6080610 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4350000 | Reynolds American, Inc., Sr. Unsecd. Note, 5.850%, 8/15/2045 | &nbsp;&nbsp; 4199247 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 57575873 |
|  | **Energy - Independent—0.2%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 300000 | Azule Energy Finance PLC, Sr. Unsecd. Note, 144A, 8.125%, 1/23/2030 | &nbsp;&nbsp; 303038 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 198982 | Buffalo Energy Mexico Holdings, Term Loan - 1st Lien, REGS, 7.875%, 2/15/2039 | &nbsp;&nbsp; 212542 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4470000 | Canadian Natural Resources Ltd., 144A, 5.000%, 12/15/2029 | &nbsp;&nbsp; 4561091 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4175000 | ConocoPhillips Co., Sr. Unsecd. Note, 3.758%, 3/15/2042 | &nbsp;&nbsp; 3333027 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 205000 | ConocoPhillips, Co. Guarantee, 6.500%, 2/1/2039 | &nbsp;&nbsp; 229030 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6245000 | Diamondback Energy, Inc., Sr. Unsecd. Note, 5.750%, 4/18/2054 | &nbsp;&nbsp; 5793074 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3838000 | Diamondback Energy, Inc., Sr. Unsecd. Note, 6.250%, 3/15/2053 | &nbsp;&nbsp; 3805685 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7546000 | Hess Corp., Sr. Unsecd. Note, 5.600%, 2/15/2041 | &nbsp;&nbsp; 7659152 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 250000 | Medco Cypress Tree Pte, 1st Priority Sr. Secd. Note, 144A, 8.625%, 5/19/2030 | &nbsp;&nbsp; 266644 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 200000 | Sierracol Energy Andina LLC, Sr. Unsecd. Note, 144A, 6.000%, 6/15/2028 | &nbsp;&nbsp; 189248 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 26352531 |
|  | **Energy - Integrated—0.3%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4815000 | BP Capital Markets America, Inc., Sr. Unsecd. Note, 3.000%, 2/24/2050 | &nbsp;&nbsp; 3065621 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4485000 | BP Capital Markets America, Inc., Sr. Unsecd. Note, 3.119%, 5/4/2026 | &nbsp;&nbsp; 4451885 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 100000 | BP PLC, Deb., 8.750%, 3/1/2032 | &nbsp;&nbsp; 116704 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12328000 | Cenovus Energy, Inc., Sr. Unsecd. Note, 4.250%, 4/15/2027 | &nbsp;&nbsp; 12326327 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7209000 | Chevron Corp., Sr. Unsecd. Note, 3.078%, 5/11/2050 | &nbsp;&nbsp; 4808778 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4030000<br><sup>1</sup> <br>| CNPC Hong Kong Overseas Capital Ltd., Co. Guarantee, 144A, 5.950%, 4/28/2041 | &nbsp;&nbsp; 4399100 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 950000 | Petrobras Global Finance B.V., Sr. Unsecd. Note, 6.000%, 1/13/2035 | &nbsp;&nbsp; 935384 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 100000 | Petroleos Mexicanos, 6.500%, 6/2/2041 | &nbsp;&nbsp; 82058 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 400000 | Petroleos Mexicanos, Co. Guarantee, 6.625%, 6/15/2035 | &nbsp;&nbsp; 364160 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 90000 | Petroleos Mexicanos, Sr. Unsecd. Note, 6.875%, 8/4/2026 | &nbsp;&nbsp; 90662 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 200000 | Petroleos Mexicanos, Sr. Unsecd. Note, 7.690%, 1/23/2050 | &nbsp;&nbsp; 171076 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 450000 | Petroleos Mexicanos, Sr. Unsecd. Note, 8.750%, 6/2/2029 | &nbsp;&nbsp; 477854 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 200000 | Petroleos Mexicanos, Sr. Unsecd. Note, Series WI, 5.350%, 2/12/2028 | &nbsp;&nbsp; 196210 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 600000 | Petroleos Mexicanos, Sr. Unsecd. Note, Series WI, 6.350%, 2/12/2048 | &nbsp;&nbsp; 449806 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1000000 | Puma International Financing S.A., Sr. Unsecd. Note, 144A, 7.750%, 4/25/2029 | &nbsp;&nbsp; 1036933 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3275000 | Shell Finance, Sr. Unsecd. Note, 4.000%, 5/10/2046 | &nbsp;&nbsp; 2613494 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3720000 | Shell International Finance B.V., Sr. Unsecd. Note, 2.875%, 5/10/2026 | &nbsp;&nbsp; 3687483 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1808000 | Suncor Energy, Inc., Sr. Unsecd. Note, 6.800%, 5/15/2038 | &nbsp;&nbsp; 1961816 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 610000 | XTO Energy, Inc., Sr. Unsecd. Note, 6.750%, 8/1/2037 | &nbsp;&nbsp; 706436 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 41941787 |
|  | **Energy - Midstream—1.0%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5500000 | Boardwalk Pipeline Partners LP, Sr. Unsecd. Note, 3.400%, 2/15/2031 | &nbsp;&nbsp; 5131177 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3932000 | Boardwalk Pipeline Partners LP, Sr. Unsecd. Note, 4.800%, 5/3/2029 | &nbsp;&nbsp; 3991476 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1050000 | Columbia Pipeline Group, Inc., Sr. Unsecd. Note, 5.800%, 6/1/2045 | &nbsp;&nbsp; 1029543 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5250000 | Columbia Pipeline Holding Co. LLC, Sr. Unsecd. Note, 144A, 5.681%, 1/15/2034 | &nbsp;&nbsp; 5378218 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1210000 | Eastern Gas Transmission & Storage, Inc., Sr. Unsecd. Note, 3.000%, 11/15/2029 | &nbsp;&nbsp; 1153194 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3585000 | Eastern Gas Transmission & Storage, Inc., Sr. Unsecd. Note, 3.900%, 11/15/2049 | &nbsp;&nbsp; 2584050 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2827000 | Enbridge Energy Partners LP, Sr. Unsecd. Note, 5.500%, 9/15/2040 | &nbsp;&nbsp; 2756200 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3935000 | Enbridge, Inc., Sr. Unsecd. Note, 6.700%, 11/15/2053 | &nbsp;&nbsp; 4242327 |

---

**9**

------

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount, Shares**<br> **or Contracts**<br>|  | **Value in**<br> **U.S. Dollars**<br>|
|  | CORPORATE BONDS—continued |  |
|  | **Energy - Midstream—continued** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $4800000 | Energy Transfer LP, Sr. Unsecd. Note, 5.150%, 3/15/2045 | &nbsp;&nbsp; $4226335 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 885000 | Energy Transfer LP, Sr. Unsecd. Note, 5.500%, 6/1/2027 | &nbsp;&nbsp; 900385 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3170000 | Energy Transfer LP, Sr. Unsecd. Note, 5.550%, 5/15/2034 | &nbsp;&nbsp; 3220606 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6480000 | Energy Transfer LP, Sr. Unsecd. Note, 5.750%, 2/15/2033 | &nbsp;&nbsp; 6738926 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2915000 | Energy Transfer LP, Sr. Unsecd. Note, 6.100%, 12/1/2028 | &nbsp;&nbsp; 3067455 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 475000 | Energy Transfer LP, Sr. Unsecd. Note, 6.125%, 12/15/2045 | &nbsp;&nbsp; 467847 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10000000 | Enterprise Products Operating LLC, Sr. Unsecd. Note, 5.550%, 2/16/2055 | &nbsp;&nbsp; 9552232 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 200000 | Geopark Ltd., Sr. Unsecd. Note, REGS, 8.750%, 1/31/2030 | &nbsp;&nbsp; 182470 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 520000 | Kinder Morgan Energy Partners LP, Sr. Unsecd. Note, Series MTN, 6.950%, 1/15/2038 | &nbsp;&nbsp; 579234 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1820000 | Kinder Morgan, Inc., Sr. Unsecd. Note, 3.250%, 8/1/2050 | &nbsp;&nbsp; 1159224 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 320000 | MPLX LP, Sr. Unsecd. Note, 4.500%, 4/15/2038 | &nbsp;&nbsp; 285622 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4625000 | MPLX LP, Sr. Unsecd. Note, 4.900%, 4/15/2058 | &nbsp;&nbsp; 3704863 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7450000 | MPLX LP, Sr. Unsecd. Note, 4.950%, 9/1/2032 | &nbsp;&nbsp; 7409666 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4625000 | MPLX LP, Sr. Unsecd. Note, 5.500%, 6/1/2034 | &nbsp;&nbsp; 4665956 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1920000 | MPLX LP, Sr. Unsecd. Note, Series WI, 4.250%, 12/1/2027 | &nbsp;&nbsp; 1920632 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4910000 | National Fuel Gas Co., Sr. Secd. Note, 5.950%, 3/15/2035 | &nbsp;&nbsp; 5072848 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3945000 | National Fuel Gas Co., Sr. Unsecd. Note, 2.950%, 3/1/2031 | &nbsp;&nbsp; 3592579 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2870000 | National Fuel Gas Co., Sr. Unsecd. Note, 3.950%, 9/15/2027 | &nbsp;&nbsp; 2842592 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1831000 | ONEOK, Inc., Sr. Unsecd. Note, 2.200%, 9/15/2025 | &nbsp;&nbsp; 1829453 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10125000 | ONEOK, Inc., Sr. Unsecd. Note, 5.400%, 10/15/2035 | &nbsp;&nbsp; 10032624 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 525000 | ONEOK, Inc., Sr. Unsecd. Note, 6.100%, 11/15/2032 | &nbsp;&nbsp; 557583 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2000000 | Plains All American Pipeline LP, Sr. Unsecd. Note, 4.700%, 6/15/2044 | &nbsp;&nbsp; 1655480 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8120000 | Plains All American Pipeline LP, Sr. Unsecd. Note, 5.150%, 6/1/2042 | &nbsp;&nbsp; 7283436 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7228000 | Southern Natural Gas Co. LLC, Sr. Unsecd. Note, 144A, 4.800%, 3/15/2047 | &nbsp;&nbsp; 6240256 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4810000 | Targa Resources, Inc., Sr. Unsecd. Note, 4.900%, 9/15/2030 | &nbsp;&nbsp; 4885637 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4545000 | TC Pipelines, LP, Sr. Unsecd. Note, 3.900%, 5/25/2027 | &nbsp;&nbsp; 4522459 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 135000 | TransCanada PipeLines Ltd., Sr. Unsecd. Note, 6.200%, 10/15/2037 | &nbsp;&nbsp; 142454 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 225000 | Williams Cos., Inc., Sr. Unsecd. Note, 4.850%, 3/1/2048 | &nbsp;&nbsp; 193728 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7000000 | Williams Cos., Inc., Sr. Unsecd. Note, 4.900%, 1/15/2045 | &nbsp;&nbsp; 6145384 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3425000 | Williams Cos., Inc., Sr. Unsecd. Note, 5.150%, 3/15/2034 | &nbsp;&nbsp; 3435492 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10000000 | Williams Cos., Inc., Sr. Unsecd. Note, 5.600%, 3/15/2035 | &nbsp;&nbsp; 10267215 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5030000 | Williams Cos., Inc., Sr. Unsecd. Note, 5.800%, 11/15/2054 | &nbsp;&nbsp; 4879091 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 147925949 |
|  | **Energy - Oil Field Services—0.2%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 324999 | AI Candelaria Spain SLU, Sec. Fac. Bond, REGS, 7.500%, 12/15/2028 | &nbsp;&nbsp; 327564 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 200000 | Ecopetrol S.A., Sr. Unsecd. Note, 5.875%, 5/28/2045 | &nbsp;&nbsp; 147711 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 175000 | Ecopetrol S.A., Sr. Unsecd. Note, 6.875%, 4/29/2030 | &nbsp;&nbsp; 178273 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 400000 | Ecopetrol S.A., Sr. Unsecd. Note, 8.375%, 1/19/2036 | &nbsp;&nbsp; 405470 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 400000 | Ecopetrol S.A., Sr. Unsecd. Note, 8.625%, 1/19/2029 | &nbsp;&nbsp; 433975 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 250000 | Ecopetrol S.A., Sr. Unsecd. Note, 8.875%, 1/13/2033 | &nbsp;&nbsp; 266088 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 200000 | EnfraGen Energia Sur SAU/ Enfr, Sec. Fac. Bond, 144A, 8.499%, 6/30/2032 | &nbsp;&nbsp; 206438 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9160000 | Eni SpA, Sr. Unsecd. Note, 144A, 5.500%, 5/15/2034 | &nbsp;&nbsp; 9346148 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6685000 | Eni SpA, Sr. Unsecd. Note, 144A, 5.950%, 5/15/2054 | &nbsp;&nbsp; 6495325 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 576217 | Guara Norte S.a.r.l., Sr. Note, 144A, 5.198%, 6/15/2034 | &nbsp;&nbsp; 558746 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 200000 | Heritage Petrol Co. Ltd., REGS, 9.000%, 8/12/2029 | &nbsp;&nbsp; 207270 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1000000 | Pertamina Persero PT, Sr. Unsecd. Note, 144A, 2.300%, 2/9/2031 | &nbsp;&nbsp; 888665 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 500040 | Peru LNG S.R.L., Sr. Unsecd. Note, REGS, 5.375%, 3/22/2030 | &nbsp;&nbsp; 475963 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 400000 | Petroleos de Venezuela S.A., Sr. Unsecd. Note, REGS, 9.750%, 5/17/2035 | &nbsp;&nbsp; 68600 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 400000 | Petroleos del Peru S.A., Sr. Unsecd. Note, REGS, 4.750%, 6/19/2032 | &nbsp;&nbsp; 325448 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 90000 | Pluspetrol Cam/Plus Lote, Sr. Unsecd. Note, 144A, 6.240%, 7/3/2036 | &nbsp;&nbsp; 94425 |

---

**10**

------

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount, Shares**<br> **or Contracts**<br>|  | **Value in**<br> **U.S. Dollars**<br>|
|  | CORPORATE BONDS—continued |  |
|  | **Energy - Oil Field Services—continued** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $300000 | PTTEP Treasury Center Co. Ltd., Sr. Unsecd. Note, REGS, 2.993%, 1/15/2030 | &nbsp;&nbsp; $284423 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 95000 | Transport de Gas Del Sur, Sr. Unsecd. Note, 144A, 8.500%, 7/24/2031 | &nbsp;&nbsp; 100040 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 67000 | Vista Oil & Gas Argentina, Sr. Unsecd. Note, 144A, 7.625%, 12/10/2035 | &nbsp;&nbsp; 65606 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 490545 | Yinson Boronia Production, Sec. Fac. Bond, 144A, 8.947%, 7/31/2042 | &nbsp;&nbsp; 536214 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 200000 | YPF Sociedad Anonima, Sr. Unsecd. Note, 144A, 9.000%, 6/30/2029 | &nbsp;&nbsp; 205838 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 21618230 |
|  | **Energy - Refining—0.0%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 325000 | Marathon Petroleum Corp., Sr. Unsecd. Note, 4.500%, 4/1/2048 | &nbsp;&nbsp; 252793 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1030000 | Phillips 66, Sr. Unsecd. Note, 1.300%, 2/15/2026 | &nbsp;&nbsp; 1014801 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5172000 | Phillips 66, Sr. Unsecd. Note, 4.875%, 11/15/2044 | &nbsp;&nbsp; 4524033 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5791627 |
|  | **Financial Institution - Banking—5.1%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7975000 | American Express Co., Sr. Unsecd. Note, 4.918%, 7/20/2033 | &nbsp;&nbsp; 8080131 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12250000 | American Express Co., Sr. Unsecd. Note, 5.850%, 11/5/2027 | &nbsp;&nbsp; 12714429 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3980000 | American Express Co., Sub. Note, 5.915%, 4/25/2035 | &nbsp;&nbsp; 4195562 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 200000 | Avianca Midco 2 PLC, Sr. Secd. Note, REGS, 9.625%, 2/14/2030 | &nbsp;&nbsp; 192473 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 600000 | Banco Bradesco S.A., 144A, 6.500%, 1/22/2030 | &nbsp;&nbsp; 633540 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 200000 | Banco Btg Pactual/Cayman, Sr. Unsecd. Note, 144A, 5.750%, 1/22/2030 | &nbsp;&nbsp; 202980 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 200000 | Banco Davivienda S.A., Jr. Sub. Note, 144A, 8.125%, 7/2/2035 | &nbsp;&nbsp; 207360 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 200000 | Banco Do Brasil S.A., Jr. Sub. Note, REGS, 8.748%, 10/15/2173 | &nbsp;&nbsp; 199915 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 400000 | Banco Mercantil De Norte, Jr. Sub. Note, 144A, 6.625%, 1/24/2173 | &nbsp;&nbsp; 385379 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 500000 | Bancolombia S.A., Sub., 8.625%, 12/24/2034 | &nbsp;&nbsp; 536986 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9900000 | Bank of America Corp., Sr. Unsecd. Note, 2.572%, 10/20/2032 | &nbsp;&nbsp; 8838257 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2185000 | Bank of America Corp., Sr. Unsecd. Note, 2.592%, 4/29/2031 | &nbsp;&nbsp; 2021222 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 17440000 | Bank of America Corp., Sr. Unsecd. Note, 2.687%, 4/22/2032 | &nbsp;&nbsp; 15826441 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7960000 | Bank of America Corp., Sr. Unsecd. Note, 3.419%, 12/20/2028 | &nbsp;&nbsp; 7823057 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4500000 | Bank of America Corp., Sr. Unsecd. Note, 5.080%, 1/20/2027 | &nbsp;&nbsp; 4511019 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7895000 | Bank of America Corp., Sr. Unsecd. Note, 5.288%, 4/25/2034 | &nbsp;&nbsp; 8100939 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3185000 | Bank of America Corp., Sr. Unsecd. Note, 5.468%, 1/23/2035 | &nbsp;&nbsp; 3292184 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11995000 | Bank of America Corp., Sr. Unsecd. Note, 5.511%, 1/24/2036 | &nbsp;&nbsp; 12362947 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4500000 | Bank of America Corp., Sr. Unsecd. Note, 5.819%, 9/15/2029 | &nbsp;&nbsp; 4704743 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4932000 | Bank of America Corp., Sr. Unsecd. Note, Series GMTN, 3.593%, 7/21/2028 | &nbsp;&nbsp; 4879552 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7000000 | Bank of America Corp., Sr. Unsecd. Note, Series MTN, 1.898%, 7/23/2031 | &nbsp;&nbsp; 6224716 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10000000 | Bank of America Corp., Sr. Unsecd. Note, Series MTN, 2.087%, 6/14/2029 | &nbsp;&nbsp; 9449816 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10235000 | Bank of America Corp., Sr. Unsecd. Note, Series MTN, 2.884%, 10/22/2030 | &nbsp;&nbsp; 9683343 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 660000 | Bank of America Corp., Sub., Series MTN, 4.450%, 3/3/2026 | &nbsp;&nbsp; 660390 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5140000 | Bank of New York Mellon Corp., Sr. Unsecd. Note, Series MTN, 3.992%, 6/13/2028 | &nbsp;&nbsp; 5138778 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3940000 | Bank of New York Mellon Corp., Sub. Note, Series MTN, 3.000%, 10/30/2028 | &nbsp;&nbsp; 3812421 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10640000 | Bank of New York Mellon, Sr. Unsecd. Note, 4.729%, 4/20/2029 | &nbsp;&nbsp; 10817361 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15085000 | Citigroup, Inc., Sr. Unsecd. Note, 2.572%, 6/3/2031 | &nbsp;&nbsp; 13852366 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3165000 | Citigroup, Inc., Sr. Unsecd. Note, 2.976%, 11/5/2030 | &nbsp;&nbsp; 2991699 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7060000 | Citigroup, Inc., Sr. Unsecd. Note, 3.057%, 1/25/2033 | &nbsp;&nbsp; 6379250 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6000000 | Citigroup, Inc., Sr. Unsecd. Note, 3.887%, 1/10/2028 | &nbsp;&nbsp; 5965335 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 345000 | Citigroup, Inc., Sub. Note, 4.450%, 9/29/2027 | &nbsp;&nbsp; 346018 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10280000<br><sup>1</sup> <br>| Citigroup, Inc., Sub. Note, 6.020%, 1/24/2036 | &nbsp;&nbsp; 10626337 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14565000 | Citigroup, Inc., Sub., 5.827%, 2/13/2035 | &nbsp;&nbsp; 14979133 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3500000 | Citigroup, Inc., Sub., 6.174%, 5/25/2034 | &nbsp;&nbsp; 3688572 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1500000 | Citizens Financial Group, Inc., Sr. Unsecd. Note, 2.500%, 2/6/2030 | &nbsp;&nbsp; 1376214 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13030000 | Citizens Financial Group, Inc., Sr. Unsecd. Note, 5.718%, 7/23/2032 | &nbsp;&nbsp; 13612584 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6533000 | Comerica, Inc., 3.800%, 7/22/2026 | &nbsp;&nbsp; 6489834 |

---

**11**

------

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount, Shares**<br> **or Contracts**<br>|  | **Value in**<br> **U.S. Dollars**<br>|
|  | CORPORATE BONDS—continued |  |
|  | **Financial Institution - Banking—continued** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $7310000 | Comerica, Inc., Sr. Unsecd. Note, 5.982%, 1/30/2030 | &nbsp;&nbsp; $7585737 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 400000 | Corp Financiera de Desarrollo S.A., Sr. Unsecd. Note, 144A, 2.400%, 9/28/2027 | &nbsp;&nbsp; 381568 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15690000 | Fifth Third Bancorp, Sr. Unsecd. Note, 4.337%, 4/25/2033 | &nbsp;&nbsp; 15184364 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4280000 | Fifth Third Bank, Inc., Sr. Unsecd. Note, Series BKNT, 2.250%, 2/1/2027 | &nbsp;&nbsp; 4168740 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9180000 | FNB Corp. (PA), 5.722%, 12/11/2030 | &nbsp;&nbsp; 9361845 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3000000 | Goldman Sachs Bank USA, Sr. Unsecd. Note, Series BKNT, 5.283%, 3/18/2027 | &nbsp;&nbsp; 3014054 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5550000 | Goldman Sachs Group, Inc., 5.016%, 10/23/2035 | &nbsp;&nbsp; 5517389 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7565000 | Goldman Sachs Group, Inc., Sr. Unsecd. Note, 1.992%, 1/27/2032 | &nbsp;&nbsp; 6646563 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9200000 | Goldman Sachs Group, Inc., Sr. Unsecd. Note, 2.600%, 2/7/2030 | &nbsp;&nbsp; 8605482 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13200000 | Goldman Sachs Group, Inc., Sr. Unsecd. Note, 3.500%, 11/16/2026 | &nbsp;&nbsp; 13093999 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7500000 | Goldman Sachs Group, Inc., Sr. Unsecd. Note, 3.691%, 6/5/2028 | &nbsp;&nbsp; 7432088 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4000000 | Goldman Sachs Group, Inc., Sr. Unsecd. Note, 3.814%, 4/23/2029 | &nbsp;&nbsp; 3959061 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3250000 | Goldman Sachs Group, Inc., Sr. Unsecd. Note, 5.330%, 7/23/2035 | &nbsp;&nbsp; 3306731 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10180000 | Goldman Sachs Group, Inc., Sr. Unsecd. Note, 5.851%, 4/25/2035 | &nbsp;&nbsp; 10738755 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12750000 | Goldman Sachs Group, Inc., Sr. Unsecd. Note, 6.484%, 10/24/2029 | &nbsp;&nbsp; 13570576 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5770000 | Huntington Bancshares, Inc., Sr. Unsecd. Note, 4.443%, 8/4/2028 | &nbsp;&nbsp; 5788510 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8435000 | Huntington Bancshares, Inc., Sr. Unsecd. Note, 5.709%, 2/2/2035 | &nbsp;&nbsp; 8719757 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5315000 | Huntington Bancshares, Inc., Sr. Unsecd. Note, 6.208%, 8/21/2029 | &nbsp;&nbsp; 5602306 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15175000 | JPMorgan Chase & Co., Sr. Unsecd. Note, 1.764%, 11/19/2031 | &nbsp;&nbsp; 13334851 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3990000 | JPMorgan Chase & Co., Sr. Unsecd. Note, 1.953%, 2/4/2032 | &nbsp;&nbsp; 3509001 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15000000 | JPMorgan Chase & Co., Sr. Unsecd. Note, 2.522%, 4/22/2031 | &nbsp;&nbsp; 13863533 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10500000 | JPMorgan Chase & Co., Sr. Unsecd. Note, 2.963%, 1/25/2033 | &nbsp;&nbsp; 9528884 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3750000 | JPMorgan Chase & Co., Sr. Unsecd. Note, 3.300%, 4/1/2026 | &nbsp;&nbsp; 3730052 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5000000 | JPMorgan Chase & Co., Sr. Unsecd. Note, 3.702%, 5/6/2030 | &nbsp;&nbsp; 4902928 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 235000 | JPMorgan Chase & Co., Sr. Unsecd. Note, 3.882%, 7/24/2038 | &nbsp;&nbsp; 207894 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4000000 | JPMorgan Chase & Co., Sr. Unsecd. Note, 3.960%, 1/29/2027 | &nbsp;&nbsp; 3994345 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10275000 | JPMorgan Chase & Co., Sr. Unsecd. Note, 4.995%, 7/22/2030 | &nbsp;&nbsp; 10540693 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4000000 | JPMorgan Chase & Co., Sr. Unsecd. Note, 5.040%, 1/23/2028 | &nbsp;&nbsp; 4043113 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9980000 | JPMorgan Chase & Co., Sr. Unsecd. Note, 5.336%, 1/23/2035 | &nbsp;&nbsp; 10254924 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6960000 | JPMorgan Chase & Co., Sr. Unsecd. Note, 5.350%, 6/1/2034 | &nbsp;&nbsp; 7187915 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3370000 | JPMorgan Chase & Co., Sr. Unsecd. Note, 6.254%, 10/23/2034 | &nbsp;&nbsp; 3682842 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10105000 | JPMorgan Chase & Co., Sub., 5.576%, 7/23/2036 | &nbsp;&nbsp; 10332433 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 635000 | Lloyds Banking Group PLC, Sub., 4.650%, 3/24/2026 | &nbsp;&nbsp; 635001 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15610000 | M&T Bank Corp., Sr. Unsecd. Note, 5.053%, 1/27/2034 | &nbsp;&nbsp; 15495793 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7170000 | M&T Bank Corp., Sr. Unsecd. Note, 7.413%, 10/30/2029 | &nbsp;&nbsp; 7811704 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11630000 | Morgan Stanley, 4.654%, 10/18/2030 | &nbsp;&nbsp; 11745686 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3805000 | Morgan Stanley, Sr. Unsecd. Note, 1.593%, 5/4/2027 | &nbsp;&nbsp; 3734747 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12770000 | Morgan Stanley, Sr. Unsecd. Note, 4.889%, 7/20/2033 | &nbsp;&nbsp; 12878975 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3200000 | Morgan Stanley, Sr. Unsecd. Note, 5.050%, 1/28/2027 | &nbsp;&nbsp; 3208561 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5600000 | Morgan Stanley, Sr. Unsecd. Note, 5.250%, 4/21/2034 | &nbsp;&nbsp; 5718984 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2700000 | Morgan Stanley, Sr. Unsecd. Note, 5.424%, 7/21/2034 | &nbsp;&nbsp; 2788496 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4255000 | Morgan Stanley, Sr. Unsecd. Note, 5.587%, 1/18/2036 | &nbsp;&nbsp; 4401098 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3320000 | Morgan Stanley, Sr. Unsecd. Note, 5.831%, 4/19/2035 | &nbsp;&nbsp; 3505277 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5000000 | Morgan Stanley, Sr. Unsecd. Note, Series GMTN, 2.239%, 7/21/2032 | &nbsp;&nbsp; 4394198 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1665000 | Morgan Stanley, Sr. Unsecd. Note, Series GMTN, 2.699%, 1/22/2031 | &nbsp;&nbsp; 1552189 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7500000 | Morgan Stanley, Sr. Unsecd. Note, Series GMTN, 4.431%, 1/23/2030 | &nbsp;&nbsp; 7534393 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5720000 | Morgan Stanley, Sr. Unsecd. Note, Series MTN, 1.794%, 2/13/2032 | &nbsp;&nbsp; 4963118 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4687000 | Morgan Stanley, Sub. Note, 3.950%, 4/23/2027 | &nbsp;&nbsp; 4671818 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7054000 | Northern Trust Corp., Sub., 6.125%, 11/2/2032 | &nbsp;&nbsp; 7684773 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 250000 | OTP Bank Nyrt, Sub., Series EMTN, 8.750%, 5/15/2033 | &nbsp;&nbsp; 269045 |

---

**12**

------

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount, Shares**<br> **or Contracts**<br>|  | **Value in**<br> **U.S. Dollars**<br>|
|  | CORPORATE BONDS—continued |  |
|  | **Financial Institution - Banking—continued** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $6700000 | PNC Bank, N.A., Sr. Unsecd. Note, Series BKNT, 3.250%, 1/22/2028 | &nbsp;&nbsp; $6596793 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9415000 | PNC Financial Services Group, Inc., 5.575%, 1/29/2036 | &nbsp;&nbsp; 9723230 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3745000 | PNC Financial Services Group, Inc., Sr. Unsecd. Note, 2.550%, 1/22/2030 | &nbsp;&nbsp; 3503371 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2225000 | PNC Financial Services Group, Inc., Sr. Unsecd. Note, 5.492%, 5/14/2030 | &nbsp;&nbsp; 2316780 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7802000 | PNC Financial Services Group, Inc., Sr. Unsecd. Note, 5.582%, 6/12/2029 | &nbsp;&nbsp; 8094717 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5470000 | PNC Financial Services Group, Inc., Sr. Unsecd. Note, 5.676%, 1/22/2035 | &nbsp;&nbsp; 5704954 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14509<br><sup>2</sup> <br>| Regional Diversified Funding, 144A, 9.250%, 3/15/2030 | &nbsp;&nbsp; 3047 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6160000 | Regions Financial Corp., Sr. Unsecd. Note, 5.502%, 9/6/2035 | &nbsp;&nbsp; 6255750 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9965000 | Regions Financial Corp., Sr. Unsecd. Note, 5.722%, 6/6/2030 | &nbsp;&nbsp; 10375994 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 400000 | Scotiabank Peru S.A., Sub., 144A, 6.100%, 10/1/2035 | &nbsp;&nbsp; 413600 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 370000 | State Street Corp., Sub. Deb., 3.031%, 11/1/2034 | &nbsp;&nbsp; 347275 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7300000 | State Street Corp., Sub., 2.200%, 3/3/2031 | &nbsp;&nbsp; 6512952 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11650000 | Synovus Bank GA, Sr. Unsecd. Note, 5.625%, 2/15/2028 | &nbsp;&nbsp; 11895361 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 350000 | Truist Bank, Sub. Deb., Series BKNT, 4.632%, 9/17/2029 | &nbsp;&nbsp; 351243 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3310000 | Truist Bank, Sub. Note, Series BKNT, 3.300%, 5/15/2026 | &nbsp;&nbsp; 3285749 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 700000 | Truist Financial Corp., Sr. Unsecd. Note, Series MTN, 1.267%, 3/2/2027 | &nbsp;&nbsp; 689534 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2280000 | Truist Financial Corp., Sr. Unsecd. Note, Series MTN, 5.122%, 1/26/2034 | &nbsp;&nbsp; 2296928 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5800000 | Truist Financial Corp., Sr. Unsecd. Note, Series MTN, 5.711%, 1/24/2035 | &nbsp;&nbsp; 6044145 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2500000 | Truist Financial Corp., Sr. Unsecd. Note, Series MTN, 6.047%, 6/8/2027 | &nbsp;&nbsp; 2529201 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 500000 | Truist Financial Corp., Sub. Note, 6.000%, 2/15/2026 | &nbsp;&nbsp; 502997 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3000000 | Turkiye Varlik Fonu Yonetimi AS, Sr. Unsecd. Note, 8.250%, 2/14/2029 | &nbsp;&nbsp; 3175827 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6930000 | U.S. Bancorp, 4.967%, 7/22/2033 | &nbsp;&nbsp; 6886946 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3625000 | U.S. Bancorp, 5.100%, 7/23/2030 | &nbsp;&nbsp; 3730306 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2000000 | U.S. Bancorp, Sr. Unsecd. Note, 5.775%, 6/12/2029 | &nbsp;&nbsp; 2084324 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7990000 | U.S. Bancorp, Sr. Unsecd. Note, 5.836%, 6/12/2034 | &nbsp;&nbsp; 8429319 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7835000 | U.S. Bancorp, Sr. Unsecd. Note, Series MTN, 1.375%, 7/22/2030 | &nbsp;&nbsp; 6851342 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 140000 | Wells Fargo & Co., Series MTN, 4.100%, 6/3/2026 | &nbsp;&nbsp; 139768 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2100000 | Wells Fargo & Co., Sr. Unsecd. Note, 5.244%, 1/24/2031 | &nbsp;&nbsp; 2169932 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10000000 | Wells Fargo & Co., Sr. Unsecd. Note, 5.499%, 1/23/2035 | &nbsp;&nbsp; 10323337 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12665000 | Wells Fargo & Co., Sr. Unsecd. Note, 5.574%, 7/25/2029 | &nbsp;&nbsp; 13131798 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3500000 | Wells Fargo & Co., Sr. Unsecd. Note, 5.707%, 4/22/2028 | &nbsp;&nbsp; 3580413 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8430000 | Wells Fargo & Co., Sr. Unsecd. Note, 6.491%, 10/23/2034 | &nbsp;&nbsp; 9273767 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10825000 | Wells Fargo & Co., Sr. Unsecd. Note, Series MTN, 2.393%, 6/2/2028 | &nbsp;&nbsp; 10492762 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8240000 | Wells Fargo & Co., Sr. Unsecd. Note, Series MTN, 2.879%, 10/30/2030 | &nbsp;&nbsp; 7782322 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15150000 | Wells Fargo & Co., Sr. Unsecd. Note, Series MTN, 3.584%, 5/22/2028 | &nbsp;&nbsp; 14990142 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7550000 | Wells Fargo & Co., Sr. Unsecd. Note, Series MTN, 4.897%, 7/25/2033 | &nbsp;&nbsp; 7596978 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 435000 | Westpac Banking Corp. Ltd., Sub., Series GMTN, 4.322%, 11/23/2031 | &nbsp;&nbsp; 433485 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 759104461 |
|  | **Financial Institution - Broker/Asset Mgr/Exchange—0.2%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2845000 | BlackRock, Inc., Sr. Unsecd. Note, 1.900%, 1/28/2031 | &nbsp;&nbsp; 2535568 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4342000 | BlackRock, Inc., Sr. Unsecd. Note, 4.750%, 5/25/2033 | &nbsp;&nbsp; 4409948 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2645000 | FMR LLC, Bond, 144A, 7.570%, 6/15/2029 | &nbsp;&nbsp; 2959234 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2712000 | Invesco Finance PLC, Sr. Unsecd. Note, 3.750%, 1/15/2026 | &nbsp;&nbsp; 2705550 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5663000 | Jefferies Financial Group, Inc., Sr. Unsecd. Note, 5.875%, 7/21/2028 | &nbsp;&nbsp; 5905383 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6875000 | Jefferies Financial Group, Inc., Sr. Unsecd. Note, 6.200%, 4/14/2034 | &nbsp;&nbsp; 7257288 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2965000 | Nuveen LLC, Sr. Unsecd. Note, 144A, 4.000%, 11/1/2028 | &nbsp;&nbsp; 2959503 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4927000 | Stifel Financial Corp., Sr. Unsecd. Note, 4.000%, 5/15/2030 | &nbsp;&nbsp; 4832297 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 33564771 |
|  | **Financial Institution - Finance Companies—0.2%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4250000 | AerCap Ireland Capital Ltd. / AerCap Global Aviation Trust, Sr. Unsecd. Note, 2.450%, 10/29/2026 | &nbsp;&nbsp; 4164075 |

---

**13**

------

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount, Shares**<br> **or Contracts**<br>|  | **Value in**<br> **U.S. Dollars**<br>|
|  | CORPORATE BONDS—continued |  |
|  | **Financial Institution - Finance Companies—continued** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $2670000 | AerCap Ireland Capital Ltd. / AerCap Global Aviation Trust, Sr. Unsecd. Note, 3.000%, 10/29/2028 | &nbsp;&nbsp; $2569476 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6000000 | Air Lease Corp., Sr. Unsecd. Note, 3.625%, 12/1/2027 | &nbsp;&nbsp; 5935369 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2282000 | Air Lease Corp., Sr. Unsecd. Note, 5.300%, 2/1/2028 | &nbsp;&nbsp; 2337002 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4320000 | Air Lease Corp., Sr. Unsecd. Note, 5.850%, 12/15/2027 | &nbsp;&nbsp; 4475063 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6200000 | Aircastle Ltd., Sr. Secd. Note, 144A, 5.000%, 9/15/2030 | &nbsp;&nbsp; 6252834 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6250000 | Ally Financial, Inc., Sr. Unsecd. Note, 6.848%, 1/3/2030 | &nbsp;&nbsp; 6634696 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 600000 | CT Trust, Sec. Fac. Bond, REGS, 5.125%, 2/3/2032 | &nbsp;&nbsp; 569274 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 32937789 |
|  | **Financial Institution - Insurance - Health—0.4%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10000000 | Centene Corp., 2.500%, 3/1/2031 | &nbsp;&nbsp; 8527326 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14147000 | Elevance Health, Inc., Sr. Unsecd. Note, 4.750%, 2/15/2033 | &nbsp;&nbsp; 14093069 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6575000 | Elevance Health, Inc., Sr. Unsecd. Note, 5.375%, 6/15/2034 | &nbsp;&nbsp; 6724221 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9698000 | UnitedHealth Group, Inc., Sr. Unsecd. Note, 4.500%, 4/15/2033 | &nbsp;&nbsp; 9508880 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9698000 | UnitedHealth Group, Inc., Sr. Unsecd. Note, 5.050%, 4/15/2053 | &nbsp;&nbsp; 8518344 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9000000 | UnitedHealth Group, Inc., Sr. Unsecd. Note, 5.625%, 7/15/2054 | &nbsp;&nbsp; 8573539 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 55945379 |
|  | **Financial Institution - Insurance - Life—0.7%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4795000<br><sup>1</sup> <br>| AIA Group Ltd., Sr. Unsecd. Note, 144A, 4.950%, 4/4/2033 | &nbsp;&nbsp; 4905643 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8380000 | CoreBridge Global Funding, Sr. Secd. Note, 144A, 5.900%, 9/19/2028 | &nbsp;&nbsp; 8772273 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4315000 | Lincoln Financial Global Funding, Sec. Fac. Bond, 144A, 5.300%, 1/13/2030 | &nbsp;&nbsp; 4477705 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3100000 | Massachusetts Mutual Life Insurance Co., Sub. Note, 144A, 5.375%, 12/1/2041 | &nbsp;&nbsp; 2883330 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4968000 | Massachusetts Mutual Life Insurance Co., Sub. Note, 144A, 8.875%, 6/1/2039 | &nbsp;&nbsp; 6665580 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6950000 | Met Tower Global Funding, 144A, 5.250%, 4/12/2029 | &nbsp;&nbsp; 7194406 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 330000 | MetLife, Inc., Jr. Sub. Note, 6.400%, 12/15/2036 | &nbsp;&nbsp; 346058 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2200000 | MetLife, Inc., Jr. Sub. Note, 10.750%, 8/1/2039 | &nbsp;&nbsp; 2944282 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6995000 | MetLife, Inc., Note, 6.375%, 6/15/2034 | &nbsp;&nbsp; 7764203 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6085000 | Metropolitan Life Global Funding I, Sr. Unsecd. Note, 144A, 5.150%, 3/28/2033 | &nbsp;&nbsp; 6259803 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15699000 | Northwestern Mutual Life Insurance Co., Sr. Unsecd. Note, 144A, 3.625%, 9/30/2059 | &nbsp;&nbsp; 10538599 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9790000 | Pacific Life Global Funding II, Sr. Secd. Note, 144A, 4.900%, 1/11/2029 | &nbsp;&nbsp; 10001216 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5060000 | Pacific Life Insurance Co., Sub. Note, 144A, 4.300%, 10/24/2067 | &nbsp;&nbsp; 3963327 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3650000 | Pacific LifeCorp., Bond, 144A, 6.600%, 9/15/2033 | &nbsp;&nbsp; 4008065 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2070000 | Penn Mutual Life Insurance Co., Sr. Note, 144A, 7.625%, 6/15/2040 | &nbsp;&nbsp; 2386014 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 20132000 | Principal Financial Group, Inc., Sr. Unsecd. Note, 2.125%, 6/15/2030 | &nbsp;&nbsp; 18248472 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5000000 | Prudential Financial, Inc., Sr. Unsecd. Note, Series MTN, 5.100%, 8/15/2043 | &nbsp;&nbsp; 4601956 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1762000 | Prudential Financial, Inc., Sr. Unsecd. Note, Series MTN, 6.200%, 11/15/2040 | &nbsp;&nbsp; 1884876 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1050000 | Prudential Financial, Inc., Sr. Unsecd. Note, Series MTN, 6.625%, 12/1/2037 | &nbsp;&nbsp; 1186356 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 335000 | Teachers Insurance & Annuity Association of America, Sub., 144A, 4.900%, 9/15/2044 | &nbsp;&nbsp; 301437 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 109333601 |
|  | **Financial Institution - Insurance - P&C—0.5%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1575000 | American International Group, Inc., Sr. Unsecd. Note, 5.125%, 3/27/2033 | &nbsp;&nbsp; 1608590 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10000000 | American International Group, Inc., Unsecd. Note, 3.875%, 1/15/2035 | &nbsp;&nbsp; 9241269 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11680000 | Aon North America, Inc., 5.750%, 3/1/2054 | &nbsp;&nbsp; 11454538 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1000000 | Assured Guaranty US Holding, Inc., Sr. Unsecd. Note, 7.000%, 6/1/2034 | &nbsp;&nbsp; 1105425 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 30000 | Berkshire Hathaway Finance Corp., Sr. Unsecd. Note, 4.200%, 8/15/2048 | &nbsp;&nbsp; 24884 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5825000 | Chubb INA Holdings LLC., Sr. Unsecd. Note, 1.375%, 9/15/2030 | &nbsp;&nbsp; 5103841 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4300000 | Chubb INA Holdings LLC., Sr. Unsecd. Note, 3.350%, 5/3/2026 | &nbsp;&nbsp; 4275247 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3265000 | Chubb INA Holdings LLC., Sr. Unsecd. Note, 4.900%, 8/15/2035 | &nbsp;&nbsp; 3248307 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1000000 | Cincinnati Financial Corp., Sr. Unsecd. Note, 6.920%, 5/15/2028 | &nbsp;&nbsp; 1072315 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8695000 | CNA Financial Corp., Sr. Unsecd. Note, 3.900%, 5/1/2029 | &nbsp;&nbsp; 8577201 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7840000 | CNA Financial Corp., Sr. Unsecd. Note, 5.500%, 6/15/2033 | &nbsp;&nbsp; 8094227 |

---

**14**

------

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount, Shares**<br> **or Contracts**<br>|  | **Value in**<br> **U.S. Dollars**<br>|
|  | CORPORATE BONDS—continued |  |
|  | **Financial Institution - Insurance - P&C—continued** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $9160000 | Marsh & McLennan Cos., Inc., Sr. Unsecd. Note, 4.650%, 3/15/2030 | &nbsp;&nbsp; $9328666 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6600000 | Nationwide Mutual Insurance Co., Sub. Note, 144A, 9.375%, 8/15/2039 | &nbsp;&nbsp; 8860644 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2245000 | The Hartford Insurance Group, Inc., Sr. Unsecd. Note, 6.625%, 4/15/2042 | &nbsp;&nbsp; 2390418 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3932000 | The Travelers Cos., Inc., Sr. Unsecd. Note, 5.450%, 5/25/2053 | &nbsp;&nbsp; 3824346 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 78209918 |
|  | **Financial Institution - REIT - Apartment—0.4%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13153000 | Avalonbay Communities, Inc., Sr. Unsecd. Note, Series MTN, 3.350%, 5/15/2027 | &nbsp;&nbsp; 13005531 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10000000 | Camden Property Trust, Sr. Unsecd. Note, 4.900%, 1/15/2034 | &nbsp;&nbsp; 10052434 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11650000 | Camden Property Trust, Sr. Unsecd. Note, 5.850%, 11/3/2026 | &nbsp;&nbsp; 11866808 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9740000 | Mid-America Apartment Communities LP, Sr. Unsecd. Note, 5.300%, 2/15/2032 | &nbsp;&nbsp; 10148452 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2955000 | UDR, Inc., Sr. Unsecd. Note, 3.100%, 11/1/2034 | &nbsp;&nbsp; 2521679 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2490000 | UDR, Inc., Sr. Unsecd. Note, 5.125%, 9/1/2034 | &nbsp;&nbsp; 2501858 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8350000 | UDR, Inc., Sr. Unsecd. Note, Series MTN, 2.100%, 6/15/2033 | &nbsp;&nbsp; 6843610 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 56940372 |
|  | **Financial Institution - REIT - Healthcare—0.3%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7267000 | Healthcare Trust of America, Sr. Unsecd. Note, 2.000%, 3/15/2031 | &nbsp;&nbsp; 6308407 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4110000 | Healthcare Trust of America, Sr. Unsecd. Note, 3.100%, 2/15/2030 | &nbsp;&nbsp; 3867398 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8020000 | Healthpeak Op LLC, Sr. Unsecd. Note, 4.750%, 1/15/2033 | &nbsp;&nbsp; 7969208 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5000000 | Physicians Realty Trust, Sr. Unsecd. Note, 3.950%, 1/15/2028 | &nbsp;&nbsp; 4975722 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3350000 | Physicians Realty Trust, Sr. Unsecd. Note, 4.300%, 3/15/2027 | &nbsp;&nbsp; 3353823 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9145000 | Welltower OP LLC, Sr. Unsecd. Note, 5.125%, 7/1/2035 | &nbsp;&nbsp; 9204065 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8352000 | Welltower, Inc., Sr. Unsecd. Note, 2.750%, 1/15/2031 | &nbsp;&nbsp; 7698509 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 43377132 |
|  | **Financial Institution - REIT - Office—0.1%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6560000 | Alexandria Real Estate Equities, Inc., Sr. Unsecd. Note, 1.875%, 2/1/2033 | &nbsp;&nbsp; 5322949 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1820000 | Alexandria Real Estate Equities, Inc., Sr. Unsecd. Note, 3.950%, 1/15/2027 | &nbsp;&nbsp; 1812353 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2500000 | Alexandria Real Estate Equities, Inc., Sr. Unsecd. Note, 4.700%, 7/1/2030 | &nbsp;&nbsp; 2522049 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3480000 | Alexandria Real Estate Equities, Inc., Sr. Unsecd. Note, 5.250%, 5/15/2036 | &nbsp;&nbsp; 3452565 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 955000 | Boston Properties LP, Sr. Unsecd. Note, 3.250%, 1/30/2031 | &nbsp;&nbsp; 887947 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5810000 | Piedmont Operating Partnership, LP, Sr. Unsecd. Note, 2.750%, 4/1/2032 | &nbsp;&nbsp; 4922242 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 18920105 |
|  | **Financial Institution - REIT - Other—0.1%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7210000 | WP Carey, Inc., Sr. Unsecd. Note, 5.375%, 6/30/2034 | &nbsp;&nbsp; 7307956 |
|  | **Financial Institution - REIT - Retail—0.3%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3390000 | Kimco Realty Corp., Sr. Unsecd. Note, 1.900%, 3/1/2028 | &nbsp;&nbsp; 3220536 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9467000 | Kimco Realty Corp., Sr. Unsecd. Note, 2.800%, 10/1/2026 | &nbsp;&nbsp; 9320864 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9000000 | Kimco Realty Corp., Sr. Unsecd. Note, 5.300%, 2/1/2036 | &nbsp;&nbsp; 9099771 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8075000 | Kimco Realty Corp., Sr. Unsecd. Note, 6.400%, 3/1/2034 | &nbsp;&nbsp; 8840561 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7556000 | Regency Centers LP, Sr. Unsecd. Note, 4.125%, 3/15/2028 | &nbsp;&nbsp; 7545859 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7000000 | Regency Centers LP, Sr. Unsecd. Note, 5.100%, 1/15/2035 | &nbsp;&nbsp; 7028081 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 45055672 |
|  | **Food Services—0.0%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 200000 | Alsea de Mexico SAB de CV, Sr. Unsecd. Note, REGS, 7.750%, 12/14/2026 | &nbsp;&nbsp; 200486 |
|  | **Manufactured Housing—0.0%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 113000 | Provincia De Cordoba, Sr. Unsecd. Note, 144A, 9.750%, 7/2/2032 | &nbsp;&nbsp; 113706 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 33334 | Provincia De Cordoba, Sr. Unsecd. Note, REGS, 6.875%, 12/10/2025 | &nbsp;&nbsp; 33836 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 147542 |
|  | **Municipal Services—0.0%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1310000 | Camp Pendleton & Quantico Housing LLC, Sec. Fac. Bond, 5.572%, 10/1/2050 | &nbsp;&nbsp; 1258901 |

---

**15**

------

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount, Shares**<br> **or Contracts**<br>|  | **Value in**<br> **U.S. Dollars**<br>|
|  | CORPORATE BONDS—continued |  |
|  | **Other—0.0%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $400000<br><sup>1</sup> <br>| Braskem Netherlands Finance B.V., Sr. Unsecd. Note, REGS, 5.875%, 1/31/2050 | &nbsp;&nbsp; $232661 |
|  | **Sovereign—0.0%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3700000 | Inter-American Development Bank, Series MTN, 6.750%, 7/15/2027 | &nbsp;&nbsp; 3874790 |
|  | **Technology—2.0%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11194000 | Alphabet, Inc., Sr. Unsecd. Note, 2.050%, 8/15/2050 | &nbsp;&nbsp; 6115138 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3827000 | Apple, Inc., Sr. Unsecd. Note, 2.375%, 2/8/2041 | &nbsp;&nbsp; 2681667 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8000000 | Apple, Inc., Sr. Unsecd. Note, 2.900%, 9/12/2027 | &nbsp;&nbsp; 7874812 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 555000 | Apple, Inc., Sr. Unsecd. Note, 3.850%, 5/4/2043 | &nbsp;&nbsp; 464138 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11960000 | Apple, Inc., Sr. Unsecd. Note, 4.000%, 5/10/2028 | &nbsp;&nbsp; 12043318 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11200000 | Apple, Inc., Sr. Unsecd. Note, 4.450%, 5/6/2044 | &nbsp;&nbsp; 10286010 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5185000 | Autodesk, Inc., Sr. Unsecd. Note, 5.300%, 6/15/2035 | &nbsp;&nbsp; 5279379 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5452000 | Broadcom, Inc., Sr. Unsecd. Note, 4.110%, 9/15/2028 | &nbsp;&nbsp; 5451251 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3998000 | Broadcom, Inc., Sr. Unsecd. Note, 4.150%, 11/15/2030 | &nbsp;&nbsp; 3960127 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10360000 | Broadcom, Inc., Sr. Unsecd. Note, 5.050%, 7/12/2029 | &nbsp;&nbsp; 10654873 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2953000 | Broadcom, Inc., Sr. Unsecd. Note, 144A, 3.137%, 11/15/2035 | &nbsp;&nbsp; 2499675 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 352000 | Broadcom, Inc., Sr. Unsecd. Note, 144A, 3.187%, 11/15/2036 | &nbsp;&nbsp; 294024 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8100000 | Broadcom, Inc., Sr. Unsecd. Note, 144A, 3.469%, 4/15/2034 | &nbsp;&nbsp; 7269013 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8101000 | CDW LLC/ CDW Finance Corp., Sr. Unsecd. Note, 2.670%, 12/1/2026 | &nbsp;&nbsp; 7930431 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5685000 | CDW LLC/ CDW Finance Corp., Sr. Unsecd. Note, 5.550%, 8/22/2034 | &nbsp;&nbsp; 5761691 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10050000 | Cisco Systems, Inc., Sr. Unsecd. Note, 4.750%, 2/24/2030 | &nbsp;&nbsp; 10334848 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10390000 | Cisco Systems, Inc., Sr. Unsecd. Note, 4.800%, 2/26/2027 | &nbsp;&nbsp; 10523748 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8015000 | Dell International LLC / EMC Corp., Sr. Unsecd. Note, 5.000%, 4/1/2030 | &nbsp;&nbsp; 8216857 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1535000 | Experian Finance PLC., Sr. Unsecd. Note, 144A, 4.250%, 2/1/2029 | &nbsp;&nbsp; 1533816 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2280000 | Fidelity National Information Services, Inc., Sr. Unsecd. Note, 3.100%, 3/1/2041 | &nbsp;&nbsp; 1669301 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10645000 | Fiserv, Inc., Sr. Secd. Note, 5.250%, 8/11/2035 | &nbsp;&nbsp; 10607162 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5985000 | Fiserv, Inc., Sr. Unsecd. Note, 3.500%, 7/1/2029 | &nbsp;&nbsp; 5813049 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5360000 | Fortinet, Inc., Sr. Unsecd. Note, 1.000%, 3/15/2026 | &nbsp;&nbsp; 5261183 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6562000 | Fortinet, Inc., Sr. Unsecd. Note, 2.200%, 3/15/2031 | &nbsp;&nbsp; 5850047 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4555000 | Global Payments, Inc., Sr. Unsecd. Note, 4.450%, 6/1/2028 | &nbsp;&nbsp; 4567584 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2970000 | Global Payments, Inc., Sr. Unsecd. Note, 4.800%, 4/1/2026 | &nbsp;&nbsp; 2970896 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5152000 | Global Payments, Inc., Sr. Unsecd. Note, 4.950%, 8/15/2027 | &nbsp;&nbsp; 5211343 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5070000 | Hewlett Packard Enterprise Co., 5.600%, 10/15/2054 | &nbsp;&nbsp; 4686004 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4950000 | Hewlett Packard Enterprise Co., Sr. Unsecd. Note, 5.000%, 10/15/2034 | &nbsp;&nbsp; 4868329 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6415000 | Keysight Technologies, Inc., Sr. Unsecd. Note, 4.950%, 10/15/2034 | &nbsp;&nbsp; 6367608 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5320000 | Keysight Technologies, Inc., Sr. Unsecd. Note, 5.350%, 7/30/2030 | &nbsp;&nbsp; 5528860 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7545000 | KLA Corp., Sr. Unsecd. Note, 4.650%, 7/15/2032 | &nbsp;&nbsp; 7616525 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5886000 | Lam Research Corp., Sr. Unsecd. Note, 4.000%, 3/15/2029 | &nbsp;&nbsp; 5885735 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2100000 | Leidos Holdings, Inc., Co. Guarantee, Series 1, 5.950%, 12/1/2040 | &nbsp;&nbsp; 2142055 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5885000 | Microchip Technology, Inc., Sr. Unsecd. Note, 5.050%, 3/15/2029 | &nbsp;&nbsp; 6002657 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2875000 | Microchip Technology, Inc., Sr. Unsecd. Note, 5.050%, 2/15/2030 | &nbsp;&nbsp; 2934325 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3400000 | Microsoft Corp., Sr. Unsecd. Note, 2.400%, 8/8/2026 | &nbsp;&nbsp; 3351223 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1297000 | Microsoft Corp., Sr. Unsecd. Note, 2.675%, 6/1/2060 | &nbsp;&nbsp; 752096 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3632000 | Microsoft Corp., Sr. Unsecd. Note, 2.921%, 3/17/2052 | &nbsp;&nbsp; 2378668 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6123000 | Microsoft Corp., Sr. Unsecd. Note, 3.041%, 3/17/2062 | &nbsp;&nbsp; 3864608 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1800000 | Microsoft Corp., Sr. Unsecd. Note, 3.125%, 11/3/2025 | &nbsp;&nbsp; 1796332 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 284000 | Microsoft Corp., Sr. Unsecd. Note, 3.450%, 8/8/2036 | &nbsp;&nbsp; 256371 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4410000 | Oracle Corp., Sr. Unsecd. Note, 1.650%, 3/25/2026 | &nbsp;&nbsp; 4344552 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5000000 | Oracle Corp., Sr. Unsecd. Note, 6.500%, 4/15/2038 | &nbsp;&nbsp; 5426099 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4575000 | Oracle Corp., Sr. Unsecd. Note, 6.900%, 11/9/2052 | &nbsp;&nbsp; 4958083 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5100000 | Roper Technologies, Inc., Sr. Unsecd. Note, 1.400%, 9/15/2027 | &nbsp;&nbsp; 4834210 |

---

**16**

------

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount, Shares**<br> **or Contracts**<br>|  | **Value in**<br> **U.S. Dollars**<br>|
|  | CORPORATE BONDS—continued |  |
|  | **Technology—continued** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $2560000 | Roper Technologies, Inc., Sr. Unsecd. Note, 2.950%, 9/15/2029 | &nbsp;&nbsp; $2443287 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1150000 | Roper Technologies, Inc., Sr. Unsecd. Note, 3.850%, 12/15/2025 | &nbsp;&nbsp; 1148424 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6090000 | Roper Technologies, Inc., Sr. Unsecd. Note, 4.900%, 10/15/2034 | &nbsp;&nbsp; 6031076 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5452000 | Skyworks Solutions, Inc., Sr. Unsecd. Note, 1.800%, 6/1/2026 | &nbsp;&nbsp; 5339682 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5036000 | Trimble, Inc., Sr. Unsecd. Note, 6.100%, 3/15/2033 | &nbsp;&nbsp; 5357070 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15532000 | Verisign, Inc., Sr. Unsecd. Note, 2.700%, 6/15/2031 | &nbsp;&nbsp; 14009494 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10985000 | Verisk Analytics, Inc., Sr. Unsecd. Note, 4.125%, 3/15/2029 | &nbsp;&nbsp; 10986628 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2920000 | Visa, Inc., Sr. Unsecd. Note, 2.750%, 9/15/2027 | &nbsp;&nbsp; 2858314 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3750000 | Visa, Inc., Sr. Unsecd. Note, 3.150%, 12/14/2025 | &nbsp;&nbsp; 3739714 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 350000 | Visa, Inc., Sr. Unsecd. Note, 4.150%, 12/14/2035 | &nbsp;&nbsp; 334822 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4632000 | VMware, Inc., Sr. Unsecd. Note, 1.400%, 8/15/2026 | &nbsp;&nbsp; 4504844 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3450000 | VMware, Inc., Sr. Unsecd. Note, 2.200%, 8/15/2031 | &nbsp;&nbsp; 3027840 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 298900916 |
|  | **Transportation - Airlines—0.0%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 50000 | Latam Airlines Group S.A., 144A, 7.875%, 4/15/2030 | &nbsp;&nbsp; 51737 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 90000 | Latam Airlines Group S.A., Sr. Secd. Note, 144A, 7.625%, 1/7/2031 | &nbsp;&nbsp; 92719 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 144456 |
|  | **Transportation - Railroads—0.3%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9882000<br><sup>3</sup> <br>| Burlington Northern Santa Fe LLC, Sr. Unsecd. Note, 5.200% (180-DAY AVERAGE SOFR +0.000%), 4/15/2054 | &nbsp;&nbsp; 9230505 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1570000 | Canadian Pacific Railway Co., Sr. Unsecd. Note, 1.750%, 12/2/2026 | &nbsp;&nbsp; 1525805 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2630000 | Canadian Pacific Railway Co., Sr. Unsecd. Note, 2.050%, 3/5/2030 | &nbsp;&nbsp; 2394611 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1295000 | Canadian Pacific Railway Co., Sr. Unsecd. Note, 3.000%, 12/2/2041 | &nbsp;&nbsp; 946179 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3660000 | Canadian Pacific Railway Co., Sr. Unsecd. Note, 4.700%, 5/1/2048 | &nbsp;&nbsp; 3221102 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4590000 | Union Pacific Corp., Sr. Unsecd. Note, 2.375%, 5/20/2031 | &nbsp;&nbsp; 4172882 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6165000 | Union Pacific Corp., Sr. Unsecd. Note, 2.400%, 2/5/2030 | &nbsp;&nbsp; 5745301 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3677000 | Union Pacific Corp., Sr. Unsecd. Note, 4.750%, 2/21/2026 | &nbsp;&nbsp; 3682583 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9000000 | Union Pacific Corp., Sr. Unsecd. Note, 5.600%, 12/1/2054 | &nbsp;&nbsp; 8885468 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 39804436 |
|  | **Transportation - Services—0.5%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 200000 | Adani Ports and Special Economic Zone Ltd., Sr. Unsecd. Note, REGS, 3.828%, 2/2/2032 | &nbsp;&nbsp; 177756 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5630000 | Enterprise Rent-A-Car USA Finance Co., Sr. Unsecd. Note, 144A, 4.600%, 5/1/2028 | &nbsp;&nbsp; 5707911 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7483000 | GXO Logistics, Inc., Sr. Unsecd. Note, 6.250%, 5/6/2029 | &nbsp;&nbsp; 7851653 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10625000 | GXO Logistics, Inc., Sr. Unsecd. Note, Series WI, 1.650%, 7/15/2026 | &nbsp;&nbsp; 10366231 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2000000 | Penske Truck Leasing Co. LP & PTL Finance Corp., Sr. Unsecd. Note, 144A, 4.400%, 7/1/2027 | &nbsp;&nbsp; 2004839 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8100000 | Penske Truck Leasing Co. LP & PTL Finance Corp., Sr. Unsecd. Note, 144A, 5.250%, 2/1/2030 | &nbsp;&nbsp; 8360736 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3585000 | Penske Truck Leasing Co. LP & PTL Finance Corp., Sr. Unsecd. Note, 144A, 5.550%, 5/1/2028 | &nbsp;&nbsp; 3698057 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2680000 | Penske Truck Leasing Co. LP & PTL Finance Corp., Sr. Unsecd. Note, 144A, 5.700%, 2/1/2028 | &nbsp;&nbsp; 2760240 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7000000 | Ryder System, Inc., Sr. Unsecd. Note, Series MTN, 2.850%, 3/1/2027 | &nbsp;&nbsp; 6867499 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7735000 | Ryder System, Inc., Sr. Unsecd. Note, Series MTN, 5.650%, 3/1/2028 | &nbsp;&nbsp; 8012187 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1500000 | Transnet SOC Ltd., Sr. Unsecd. Note, 144A, 8.250%, 2/6/2028 | &nbsp;&nbsp; 1578499 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9235000 | United Parcel Service, Inc., Sr. Unsecd. Note, 4.650%, 10/15/2030 | &nbsp;&nbsp; 9442488 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8781000 | United Parcel Service, Inc., Sr. Unsecd. Note, 4.875%, 3/3/2033 | &nbsp;&nbsp; 8974440 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 75802536 |
|  | **Utility - Electric—1.6%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3037000 | AEP Texas, Inc., Sr. Unsecd. Note, 3.850%, 10/1/2025 | &nbsp;&nbsp; 3034984 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12535000 | American Electric Power Co., Inc., Sr. Unsecd. Note, 3.250%, 3/1/2050 | &nbsp;&nbsp; 8197079 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6462000<br><sup>1</sup> <br>| American Electric Power Co., Inc., Sr. Unsecd. Note, 5.625%, 3/1/2033 | &nbsp;&nbsp; 6772902 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4868000 | Black Hills Corp., Sr. Unsecd. Note, 2.500%, 6/15/2030 | &nbsp;&nbsp; 4468672 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1450000 | Consolidated Edison Co., Sr. Unsecd. Note, 4.625%, 12/1/2054 | &nbsp;&nbsp; 1215937 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2590000 | Consolidated Edison Co., Sr. Unsecd. Note, Series 20B, 3.950%, 4/1/2050 | &nbsp;&nbsp; 2004563 |

---

**17**

------

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount, Shares**<br> **or Contracts**<br>|  | **Value in**<br> **U.S. Dollars**<br>|
|  | CORPORATE BONDS—continued |  |
|  | **Utility - Electric—continued** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $8502000 | Constellation Energy Generation LLC, Sr. Unsecd. Note, 5.800%, 3/1/2033 | &nbsp;&nbsp; $9054884 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2990000 | Constellation Energy Generation LLC, Sr. Unsecd. Note, 6.125%, 1/15/2034 | &nbsp;&nbsp; 3245650 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7205000 | Constellation Energy Generation LLC, Sr. Unsecd. Note, 6.500%, 10/1/2053 | &nbsp;&nbsp; 7779309 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10000000 | Dominion Energy, Inc., Sr. Unsecd. Note, Series B, 4.850%, 8/15/2052 | &nbsp;&nbsp; 8440001 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6953000 | Dominion Energy, Inc., Sr. Unsecd. Note, Series C, 3.375%, 4/1/2030 | &nbsp;&nbsp; 6675166 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13520000 | Duke Energy Corp., Sr. Unsecd. Note, 3.750%, 9/1/2046 | &nbsp;&nbsp; 10094301 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9610000 | Duke Energy Corp., Sr. Unsecd. Note, 5.000%, 8/15/2052 | &nbsp;&nbsp; 8398290 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9090000 | Duke Energy Corp., Sr. Unsecd. Note, 6.100%, 9/15/2053 | &nbsp;&nbsp; 9260918 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2175000 | Duke Energy Indiana, LLC, 1st Mtg. Bond, 6.350%, 8/15/2038 | &nbsp;&nbsp; 2400441 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 427000 | Duke Energy Indiana, LLC, Sr. Deb., 6.120%, 10/15/2035 | &nbsp;&nbsp; 463156 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2450000 | Duke Energy Ohio, Inc., Term Loan - 1st Lien, 5.250%, 4/1/2033 | &nbsp;&nbsp; 2525919 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7500000 | EDP Finance B.V., Sr. Unsecd. Note, 144A, 1.710%, 1/24/2028 | &nbsp;&nbsp; 7087073 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5679000 | Electricite de France S.A., Note, 144A, 5.600%, 1/27/2040 | &nbsp;&nbsp; 5687377 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5621000 | Electricite de France S.A., Sr. Unsecd. Note, 144A, 6.250%, 5/23/2033 | &nbsp;&nbsp; 6100599 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7554000 | Emera US Finance LP, Sr. Unsecd. Note, 4.750%, 6/15/2046 | &nbsp;&nbsp; 6303626 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5742000 | Enel Finance International NV, Sr. Unsecd. Note, 144A, 2.500%, 7/12/2031 | &nbsp;&nbsp; 5121918 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 400000 | Energuate Trust, Sr. Unsecd. Note, REGS, 5.875%, 5/3/2027 | &nbsp;&nbsp; 400454 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 200000 | Engie Energia Chile S.A., Sr. Unsecd. Note, 144A, 6.375%, 4/17/2034 | &nbsp;&nbsp; 210313 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1400000 | Eskom Holdings Soc Ltd., Sr. Unsecd. Note, REGS, 8.450%, 8/10/2028 | &nbsp;&nbsp; 1489627 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3985000 | Evergy Metro, Inc., Sr. Unsecd. Note, 4.200%, 3/15/2048 | &nbsp;&nbsp; 3184986 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2485000 | Exelon Corp., Sr. Unsecd. Note, 4.100%, 3/15/2052 | &nbsp;&nbsp; 1890257 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3787000 | Exelon Corp., Sr. Unsecd. Note, 4.450%, 4/15/2046 | &nbsp;&nbsp; 3154991 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2302000 | Exelon Corp., Sr. Unsecd. Note, 4.700%, 4/15/2050 | &nbsp;&nbsp; 1921776 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1600000 | Exelon Corp., Sr. Unsecd. Note, 5.125%, 3/15/2031 | &nbsp;&nbsp; 1652901 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7500000 | Exelon Corp., Sr. Unsecd. Note, 5.600%, 3/15/2053 | &nbsp;&nbsp; 7115995 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3107000 | FirstEnergy Transmission LLC, Sr. Unsecd. Note, 144A, 4.550%, 4/1/2049 | &nbsp;&nbsp; 2581618 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5400000 | Florida Power & Light Co., Sr. Unsecd. Note, 4.550%, 10/1/2044 | &nbsp;&nbsp; 4599118 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5831000 | Fortis, Inc. / Canada, Sr. Unsecd. Note, 3.055%, 10/4/2026 | &nbsp;&nbsp; 5744644 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 600000 | KALLPA Generacion S.A., Sr. Unsecd. Note, REGS, 4.125%, 8/16/2027 | &nbsp;&nbsp; 596339 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 250000 | Minejesa Capital B.V., Sec. Fac. Bond, 144A, 5.625%, 8/10/2037 | &nbsp;&nbsp; 247791 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7759000 | National Rural Utilities Cooperative Finance Corp., Sr. Sub. Note, 5.250%, 4/20/2046 | &nbsp;&nbsp; 7757666 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5452000 | NextEra Energy Capital Holdings, Inc., Sr. Unsecd. Note, 5.050%, 2/28/2033 | &nbsp;&nbsp; 5534572 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9000000 | NextEra Energy Capital Holdings, Inc., Sr. Unsecd. Note, 5.250%, 2/28/2053 | &nbsp;&nbsp; 8254936 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5000000 | NextEra Energy Capital Holdings, Inc., Sr. Unsecd. Note, 5.550%, 3/15/2054 | &nbsp;&nbsp; 4764825 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5000000 | NiSource, Inc., Sr. Unsecd. Note, 3.950%, 3/30/2048 | &nbsp;&nbsp; 3858358 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2410000 | NiSource, Inc., Sr. Unsecd. Note, 4.375%, 5/15/2047 | &nbsp;&nbsp; 1991373 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1520000 | NiSource, Inc., Sr. Unsecd. Note, 5.250%, 3/30/2028 | &nbsp;&nbsp; 1562268 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7742000 | NiSource, Inc., Sr. Unsecd. Note, 5.400%, 6/30/2033 | &nbsp;&nbsp; 7974481 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7430000 | Public Service Enterprises Group, Inc., Sr. Unsecd. Note, 2.450%, 11/15/2031 | &nbsp;&nbsp; 6600674 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3040000 | Public Service Enterprises Group, Inc., Sr. Unsecd. Note, 5.400%, 3/15/2035 | &nbsp;&nbsp; 3105865 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3040000 | Puget Energy, Inc., Sec. Fac. Bond, 2.379%, 6/15/2028 | &nbsp;&nbsp; 2887480 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14895000 | Southern Co., Jr. Sub. Note, Series B, 4.000%, 1/15/2051 | &nbsp;&nbsp; 14862055 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1450000 | Southwestern Electric Power Co., Sr. Unsecd. Note, 6.200%, 3/15/2040 | &nbsp;&nbsp; 1511710 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 200000 | Termocandelaria Power S.A., Sr. Unsecd. Note, 144A, 7.750%, 9/17/2031 | &nbsp;&nbsp; 206162 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3805000 | WEC Energy Group, Inc., Sr. Unsecd. Note, 2.200%, 12/15/2028 | &nbsp;&nbsp; 3577820 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1440000 | WEC Energy Group, Inc., Sr. Unsecd. Note, 5.150%, 10/1/2027 | &nbsp;&nbsp; 1467929 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 235041749 |
|  | **Utility - Natural Gas—0.1%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9000000 | Sempra Energy, Jr. Sub. Note, 4.125%, 4/1/2052 | &nbsp;&nbsp; 8744915 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7915000 | Sempra Energy, Sr. Unsecd. Note, 3.700%, 4/1/2029 | &nbsp;&nbsp; 7765095 |

---

**18**

------

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount, Shares**<br> **or Contracts**<br>|  | **Value in**<br> **U.S. Dollars**<br>|
|  | CORPORATE BONDS—continued |  |
|  | **Utility - Natural Gas—continued** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $1160000 | Sempra Energy, Sr. Unsecd. Note, 6.000%, 10/15/2039 | &nbsp;&nbsp; $1187270 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 17697280 |
|  | **Utility - Natural Gas Distributor—0.0%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1765000 | Southern Co. Gas Capital, Sr. Unsecd. Note, 3.950%, 10/1/2046 | &nbsp;&nbsp; 1361179 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1973000 | The East Ohio Gas Co., Sr. Unsecd. Note, 144A, 3.000%, 6/15/2050 | &nbsp;&nbsp; 1229607 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2590786 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL CORPORATE BONDS <br>(IDENTIFIED COST $3,562,491,014)<br>| &nbsp;&nbsp;&nbsp; 3469173163 |
|  | COLLATERALIZED MORTGAGE OBLIGATIONS—6.0% |  |
|  | **Federal Home Loan Mortgage Corporation—4.1%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 25152567<br><sup>3</sup> <br>| Federal Home Loan Mortgage Corp. REMIC, Series 413, Class F25, 5.498% (30-DAY AVERAGE SOFR <br> +1.150%), 5/25/2054<br>| &nbsp;&nbsp; 25249656 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 282 | Federal Home Loan Mortgage Corp. REMIC, Series 3051, Class MY, 5.500%, 10/15/2025 | &nbsp;&nbsp; 281 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8157163<br><sup>3</sup> <br>| Federal Home Loan Mortgage Corp. REMIC, Series 5396, Class FG, 5.348% (30-DAY AVERAGE SOFR <br> +1.000%), 4/25/2054<br>| &nbsp;&nbsp; 8159664 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 17454732<br><sup>3</sup> <br>| Federal Home Loan Mortgage Corp. REMIC, Series 5396, Class JF, 5.548% (30-DAY AVERAGE SOFR <br> +1.200%), 4/25/2054<br>| &nbsp;&nbsp; 17424239 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 42661842<br><sup>3</sup> <br>| Federal Home Loan Mortgage Corp. REMIC, Series 5402, Class FB, 5.448% (30-DAY AVERAGE SOFR <br> +1.100%), 4/25/2054<br>| &nbsp;&nbsp; 42806927 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 33537555<br><sup>3</sup> <br>| Federal Home Loan Mortgage Corp. REMIC, Series 5416, Class FM, 5.548% (30-DAY AVERAGE SOFR <br> +1.200%), 6/25/2054<br>| &nbsp;&nbsp; 33584511 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 34129997<br><sup>3</sup> <br>| Federal Home Loan Mortgage Corp. REMIC, Series 5417, Class FC, 5.548% (30-DAY AVERAGE SOFR <br> +1.200%), 6/25/2054<br>| &nbsp;&nbsp; 34201288 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 30695480<br><sup>3</sup> <br>| Federal Home Loan Mortgage Corp. REMIC, Series 5422, Class FK, 5.548% (30-DAY AVERAGE SOFR <br> +1.200%), 6/25/2054<br>| &nbsp;&nbsp; 30759895 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 26081600<br><sup>3</sup> <br>| Federal Home Loan Mortgage Corp. REMIC, Series 5426, Class FB, 5.548% (30-DAY AVERAGE SOFR <br> +1.200%), 6/25/2054<br>| &nbsp;&nbsp; 26133077 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 34550000<br><sup>3</sup> <br>| Federal Home Loan Mortgage Corp. REMIC, Series 5428, Class FB, 5.448% (30-DAY AVERAGE SOFR <br> +1.100%), 7/25/2054<br>| &nbsp;&nbsp; 34533464 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3247261<br><sup>3</sup> <br>| Federal Home Loan Mortgage Corp. REMIC, Series 5438, Class FC, 5.448% (30-DAY AVERAGE SOFR <br> +1.100%), 8/25/2054<br>| &nbsp;&nbsp; 3249178 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 48831135<br><sup>3</sup> <br>| Federal Home Loan Mortgage Corp. REMIC, Series 5440, Class WF, 5.498% (30-DAY AVERAGE SOFR <br> +1.150%), 8/25/2054<br>| &nbsp;&nbsp; 49042730 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 37475818<br><sup>3</sup> <br>| Federal Home Loan Mortgage Corp. REMIC, Series 5449, Class FE, 5.448% (30-DAY AVERAGE SOFR <br> +1.100%), 7/25/2054<br>| &nbsp;&nbsp; 37499192 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9049424<br><sup>3</sup> <br>| Federal Home Loan Mortgage Corp. REMIC, Series 5458, Class PF, 5.348% (30-DAY AVERAGE SOFR <br> +1.000%), 9/25/2054<br>| &nbsp;&nbsp; 9038565 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 61753603<br><sup>3</sup> <br>| Federal Home Loan Mortgage Corp. REMIC, Series 5511, Class FL, 5.448% (30-DAY AVERAGE SOFR <br> +1.100%), 3/25/2055<br>| &nbsp;&nbsp; 61750398 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 66780778<br><sup>3</sup> <br>| Federal Home Loan Mortgage Corp. REMIC, Series 5511, Class JF, 5.498% (30-DAY AVERAGE SOFR <br> +1.150%), 3/25/2055<br>| &nbsp;&nbsp; 66711439 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 21967202<br><sup>3</sup> <br>| Federal Home Loan Mortgage Corp. REMIC, Series 5519, Class FG, 5.398% (30-DAY AVERAGE SOFR <br> +1.050%), 9/25/2054<br>| &nbsp;&nbsp; 21902065 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 70322328<br><sup>3</sup> <br>| Federal Home Loan Mortgage Corp. REMIC, Series 5522, Class BF, 5.398% (30-DAY AVERAGE SOFR <br> +1.050%), 3/25/2055<br>| &nbsp;&nbsp; 70322166 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 32685362<br><sup>3</sup> <br>| Federal Home Loan Mortgage Corp. REMIC, Series 5566, Class AF, 5.448% (30-DAY AVERAGE SOFR <br> +1.100%), 8/25/2055<br>| &nbsp;&nbsp; 32712412 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9002326<br><sup>3</sup> <br>| Federal Home Loan Mortgage Corp. REMIC, Series FLT, PT, Class FH, 5.198% (30-DAY AVERAGE SOFR <br> +0.850%), 10/25/2054<br>| &nbsp;&nbsp; 8970093 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 614051240 |
| <sup>3</sup> <br>| **Federal National Mortgage Association—1.8%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 35806421 | Federal National Mortgage Association REMIC, Series 2024-34, Class FL, 5.398% (30-DAY AVERAGE SOFR <br> +1.050%), 6/25/2054<br>| &nbsp;&nbsp; 35779076 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 33493434 | Federal National Mortgage Association REMIC, Series 2024-36, Class FA, 5.448% (30-DAY AVERAGE SOFR <br> +1.100%), 6/25/2054<br>| &nbsp;&nbsp; 33485760 |

---

**19**

------

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount, Shares**<br> **or Contracts**<br>|  | **Value in**<br> **U.S. Dollars**<br>|
|  | COLLATERALIZED MORTGAGE OBLIGATIONS—continued |  |
| <sup>3</sup> <br>| **Federal National Mortgage Association—continued** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $34043797 | Federal National Mortgage Association REMIC, Series 2024-39, Class BF, 5.398% (30-DAY AVERAGE SOFR <br> +1.050%), 6/25/2054<br>| &nbsp;&nbsp; $33991482 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 49093745 | Federal National Mortgage Association REMIC, Series 2024-82, Class HF, 5.548% (30-DAY AVERAGE SOFR <br> +1.200%), 11/25/2054<br>| &nbsp;&nbsp; 49166517 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 79517127 | Federal National Mortgage Association REMIC, Series 2025-18, Class WF, 5.448% (30-DAY AVERAGE SOFR <br> +1.100%), 9/25/2054<br>| &nbsp;&nbsp; 79575357 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 28508340 | Federal National Mortgage Association REMIC, Series 2025-29, Class KF, 5.448% (30-DAY AVERAGE SOFR <br> +1.100%), 5/25/2055<br>| &nbsp;&nbsp; 28528803 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 260526995 |
| <sup>3</sup> <br>| **Government National Mortgage Association—0.1%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15736398 | Government National Mortgage Association REMIC, Series 2024-44, Class KF, 5.195% (30-DAY AVERAGE SOFR <br> +0.850%), 3/20/2054<br>| &nbsp;&nbsp; 15736337 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL COLLATERALIZED MORTGAGE OBLIGATIONS <br>(IDENTIFIED COST $890,353,091)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 890314572 |
|  | FOREIGN GOVERNMENTS/AGENCIES—0.9% |  |
|  | **Cash—0.0%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 130000 | Bonos Banco Cent Argentina, Unsecd. Note, Series 4, 3.000%, 10/31/2028 | &nbsp;&nbsp; 100473 |
|  | **Financial Institution - Banking—0.1%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; EGP 41,300,000 | Egypt Treasury Bill, Series 364D, 0.000%, 10/7/2025 | &nbsp;&nbsp; 827475 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 41500000 | Egypt Treasury Bill, Series 364D, 0.000%, 10/28/2025 | &nbsp;&nbsp; 818811 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 790000000 | Egypt Treasury Bill, Unsecd. Note, Series 364D, 0.000%, 10/14/2025 | &nbsp;&nbsp; 15746733 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 17393019 |
|  | **Government Agency—0.0%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $200000 | Papua New Guinea, Government of, Sr. Unsecd. Note, REGS, 8.375%, 10/4/2028 | &nbsp;&nbsp; 206439 |
|  | **Sovereign—0.8%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 300000 | Abu Dhabi, Government of, Sr. Unsecd. Note, REGS, 3.000%, 9/15/2051 | &nbsp;&nbsp; 199309 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1000000 | Angola, Government of, Sr. Unsecd. Note, REGS, 9.125%, 11/26/2049 | &nbsp;&nbsp; 810621 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 340000 | Argentina, Government of, Sr. Unsecd. Note, 0.750%, 7/9/2030 | &nbsp;&nbsp; 254609 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 320000 | Argentina, Government of, Sr. Unsecd. Note, 1.000%, 7/9/2029 | &nbsp;&nbsp; 253264 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 800000 | Argentina, Government of, Sr. Unsecd. Note, 3.500%, 7/9/2041 | &nbsp;&nbsp; 467160 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 477273 | Argentina, Government of, Sr. Unsecd. Note, 4.125%, 7/9/2046 | &nbsp;&nbsp; 291136 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 550000 | Argentina, Government of, Sr. Unsecd. Note, 5.000%, 1/9/2038 | &nbsp;&nbsp; 371250 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 100000 | Argentina, Government of, Unsecd. Note, Series 1B, 5.000%, 10/31/2027 | &nbsp;&nbsp; 97880 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 40000 | Argentina, Government of, Unsecd. Note, Series 1D, 5.000%, 10/31/2027 | &nbsp;&nbsp; 37761 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 200000 | Armenia, Government of, Sr. Unsecd. Note, REGS, 3.950%, 9/26/2029 | &nbsp;&nbsp; 187382 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 300000 | Bahamas, Government of, Sr. Unsecd. Note, REGS, 8.950%, 10/15/2032 | &nbsp;&nbsp; 323223 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 800000 | Bahrain, Kingdom of, Sr. Unsecd. Note, REGS, 5.625%, 5/18/2034 | &nbsp;&nbsp; 759076 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 200000 | Benin, Government of, Sr. Unsecd. Note, 144A, 8.375%, 1/23/2041 | &nbsp;&nbsp; 200824 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 200000 | Bolivia, Government of, Sr. Unsecd. Note, REGS, 7.500%, 3/2/2030 | &nbsp;&nbsp; 160240 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 400000 | Brazil, Government of, Sr. Unsecd. Note, 3.750%, 9/12/2031 | &nbsp;&nbsp; 367000 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 700000 | Brazil, Government of, Sr. Unsecd. Note, 6.000%, 10/20/2033 | &nbsp;&nbsp; 703815 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 500000 | Brazil, Government of, Sr. Unsecd. Note, 6.625%, 3/15/2035 | &nbsp;&nbsp; 511000 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 800000 | Brazil, Government of, Sr. Unsecd. Note, 7.125%, 5/13/2054 | &nbsp;&nbsp; 777624 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; BRL 30,000,000 | Brazil, Government of, Unsecd. Note, Series NTNF, 10.000%, 1/1/2027 | &nbsp;&nbsp; 5379339 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 22400000 | Brazil, Government of, Unsecd. Note, Series NTNF, 10.000%, 1/1/2033 | &nbsp;&nbsp; 3525350 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $1000000 | Cameroon, Government of, Sr. Unsecd. Note, 9.500%, 7/31/2031 | &nbsp;&nbsp; 952117 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 200000 | Colombia, Government of, Sr. Unsecd. Note, 5.000%, 6/15/2045 | &nbsp;&nbsp; 145838 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 200000 | Colombia, Government of, Sr. Unsecd. Note, 7.375%, 4/25/2030 | &nbsp;&nbsp; 211500 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 750000 | Colombia, Government of, Sr. Unsecd. Note, 7.750%, 11/7/2036 | &nbsp;&nbsp; 768540 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1200000 | Colombia, Government of, Sr. Unsecd. Note, 8.000%, 11/14/2035 | &nbsp;&nbsp; 1261800 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 200000 | Colombia, Government of, Sr. Unsecd. Note, 8.500%, 4/25/2035 | &nbsp;&nbsp; 216830 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1300000 | Colombia, Government of, Sr. Unsecd. Note, 8.750%, 11/14/2053 | &nbsp;&nbsp; 1374763 |

---

**20**

------

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount, Shares**<br> **or Contracts**<br>|  | **Value in**<br> **U.S. Dollars**<br>|
|  | FOREIGN GOVERNMENTS/AGENCIES—continued |  |
|  | **Sovereign—continued** |  |
| &nbsp;&nbsp; COP 3,000,000,000 | Colombia, Government of, Unsecd. Note, Series B, 12.750%, 11/28/2040 | &nbsp;&nbsp; $767628 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4000000000 | Colombia, Government of, Unsecd. Note, Series G, 7.000%, 3/26/2031 | &nbsp;&nbsp; 821125 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $500000 | Costa Rica, Government of, Sr. Unsecd. Note, REGS, 6.125%, 2/19/2031 | &nbsp;&nbsp; 517750 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 500000<br><sup>1</sup> <br>| Costa Rica, Government of, Sr. Unsecd. Note, REGS, 6.550%, 4/3/2034 | &nbsp;&nbsp; 529690 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 500000 | Costa Rica, Government of, Unsecd. Note, 144A, 7.300%, 11/13/2054 | &nbsp;&nbsp; 527250 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; CZK 70,000,000 | Czech, Government of, Unsecd. Note, Series 121, 1.200%, 3/13/2031 | &nbsp;&nbsp; 2897719 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $250000 | Dominican Republic, Government of, Sr. Unsecd. Note, 144A, 5.950%, 1/25/2027 | &nbsp;&nbsp; 253438 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 150000 | Dominican Republic, Government of, Sr. Unsecd. Note, 144A, 6.950%, 3/15/2037 | &nbsp;&nbsp; 156383 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 150000 | Dominican Republic, Government of, Sr. Unsecd. Note, 144A, 7.150%, 2/24/2055 | &nbsp;&nbsp; 155400 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; DOP 29,250,000 | Dominican Republic, Government of, Sr. Unsecd. Note, 144A, 10.500%, 3/15/2037 | &nbsp;&nbsp; 490133 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $1000000 | Dominican Republic, Government of, Sr. Unsecd. Note, REGS, 4.875%, 9/23/2032 | &nbsp;&nbsp; 942900 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 250000 | Dominican Republic, Government of, Sr. Unsecd. Note, REGS, 5.950%, 1/25/2027 | &nbsp;&nbsp; 253438 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 900000 | Dominican Republic, Government of, Sr. Unsecd. Note, REGS, 6.000%, 2/22/2033 | &nbsp;&nbsp; 908550 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 200000 | Dominican Republic, Government of, Sr. Unsecd. Note, REGS, 7.450%, 4/30/2044 | &nbsp;&nbsp; 213910 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 550000 | Ecuador, Government of, Sr. Unsecd. Note, REGS, 5.000%, 7/31/2040 | &nbsp;&nbsp; 356515 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 225000 | Ecuador, Government of, Sr. Unsecd. Note, REGS, 6.900%, 7/31/2030 | &nbsp;&nbsp; 201521 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 670000 | Ecuador, Government of, Sr. Unsecd. Note, REGS, 6.900%, 7/31/2035 | &nbsp;&nbsp; 504188 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 300000 | Egypt, Government of, 144A, 8.625%, 2/4/2030 | &nbsp;&nbsp; 308892 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1600000 | Egypt, Government of, Sr. Unsecd. Note, REGS, 7.052%, 1/15/2032 | &nbsp;&nbsp; 1491102 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1000000 | Egypt, Government of, Sr. Unsecd. Note, REGS, 7.625%, 5/29/2032 | &nbsp;&nbsp; 954266 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1700000 | Egypt, Government of, Sr. Unsecd. Note, REGS, 8.500%, 1/31/2047 | &nbsp;&nbsp; 1413389 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 150000 | El Salvador, Government of, Sr. Unsecd. Note, 144A, 9.650%, 11/21/2054 | &nbsp;&nbsp; 156000 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 150000 | El Salvador, Government of, Sr. Unsecd. Note, REGS, 7.124%, 1/20/2050 | &nbsp;&nbsp; 124950 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 275000 | El Salvador, Government of, Sr. Unsecd. Note, REGS, 8.250%, 4/10/2032 | &nbsp;&nbsp; 284488 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 150000 | El Salvador, Government of, Sr. Unsecd. Note, REGS, 9.500%, 7/15/2052 | &nbsp;&nbsp; 154500 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1500000 | Gabon, Government of, Sr. Unsecd. Note, REGS, 7.000%, 11/24/2031 | &nbsp;&nbsp; 1225042 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1400000 | Guatemala, Government of, 144A, 7.050%, 10/4/2032 | &nbsp;&nbsp; 1521100 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 700000 | Guatemala, Government of, Sr. Unsecd. Note, 144A, 6.050%, 8/6/2031 | &nbsp;&nbsp; 723800 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 500000 | Guatemala, Government of, Unsecd. Note, REGS, 5.250%, 8/10/2029 | &nbsp;&nbsp; 501750 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 200000 | Honduras, Government of, Sr. Unsecd. Note, 144A, 8.625%, 11/27/2034 | &nbsp;&nbsp; 213000 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 400000 | Honduras, Government of, Sr. Unsecd. Note, REGS, 5.625%, 6/24/2030 | &nbsp;&nbsp; 383800 |
| &nbsp;&nbsp;&nbsp;&nbsp; HUF 550,000,000 | Hungary, Government of, Unsecd. Note, Series 27/A, 3.000%, 10/27/2027 | &nbsp;&nbsp; 1518162 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1300000000 | Hungary, Government of, Unsecd. Note, Series 33/A, 2.250%, 4/20/2033 | &nbsp;&nbsp; 2796098 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $300000 | Indonesia, Government of, Sr. Unsecd. Note, 3.200%, 9/23/2061 | &nbsp;&nbsp; 188493 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 500000 | Indonesia, Government of, Sr. Unsecd. Note, 5.250%, 1/15/2030 | &nbsp;&nbsp; 519987 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 300000 | Indonesia, Government of, Sr. Unsecd. Note, 5.600%, 1/15/2035 | &nbsp;&nbsp; 314777 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 200000 | Indonesia, Government of, Sr. Unsecd. Note, 144A, 5.200%, 7/23/2035 | &nbsp;&nbsp; 203075 |
| &nbsp;&nbsp; IDR 10,000,000,000 | Indonesia, Government of, Unsecd. Note, Series FR65, 6.625%, 5/15/2033 | &nbsp;&nbsp; 618423 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $437500 | Iraq, Government of, Unsecd. Note, REGS, 5.800%, 1/15/2028 | &nbsp;&nbsp; 433883 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 940000 | Ivory Coast, Government of, Sr. Unsecd. Note, REGS, 6.375%, 3/3/2028 | &nbsp;&nbsp; 951598 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2000000 | Ivory Coast, Government of, Sr. Unsecd. Note, REGS, 8.250%, 1/30/2037 | &nbsp;&nbsp; 1992122 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1500000 | Kenya, Government of, Sr. Unsecd. Note, REGS, 9.750%, 2/16/2031 | &nbsp;&nbsp; 1578666 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; MYR 9,640,000 | Malaysia, Government of, Sr. Unsecd. Note, Series 0619, 4.119%, 11/30/2034 | &nbsp;&nbsp; 2410704 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10100000 | Malaysia, Government of, Sr. Unsecd. Note, Series 0122, 3.582%, 7/15/2032 | &nbsp;&nbsp; 2430120 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $650000 | Mexico, Government of, Sr. Unsecd. Note, 3.500%, 2/12/2034 | &nbsp;&nbsp; 551070 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 500000 | Mexico, Government of, Sr. Unsecd. Note, 3.771%, 5/24/2061 | &nbsp;&nbsp; 298240 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 750000 | Mexico, Government of, Sr. Unsecd. Note, 4.600%, 1/23/2046 | &nbsp;&nbsp; 577875 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 200000 | Mexico, Government of, Sr. Unsecd. Note, 6.000%, 5/13/2030 | &nbsp;&nbsp; 209000 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1000000 | Mexico, Government of, Sr. Unsecd. Note, 6.875%, 5/13/2037 | &nbsp;&nbsp; 1051650 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 206000 | Mexico, Government of, Sr. Unsecd. Note, 7.375%, 5/13/2055 | &nbsp;&nbsp; 215991 |

---

**21**

------

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount, Shares**<br> **or Contracts**<br>|  | **Value in**<br> **U.S. Dollars**<br>|
|  | FOREIGN GOVERNMENTS/AGENCIES—continued |  |
|  | **Sovereign—continued** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; MXN 30,000,000 | Mexico, Government of, Sr. Unsecd. Note, Series M, 7.500%, 6/3/2027 | &nbsp;&nbsp; $1598505 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 60000000 | Mexico, Government of, Sr. Unsecd. Note, Series M, 7.750%, 11/23/2034 | &nbsp;&nbsp; 2994005 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $300000 | Mongolia, Government of, Sr. Unsecd. Note, 144A, 6.625%, 2/25/2030 | &nbsp;&nbsp; 301477 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2000000 | Nigeria, Government of, Unsecd. Note, REGS, 7.875%, 2/16/2032 | &nbsp;&nbsp; 1974037 |
| &nbsp;&nbsp; NGN 1,300,000,000 | Nigeria, Government of, Unsecd. Note, Series 169D, 0.000%, 11/11/2025 | &nbsp;&nbsp; 803028 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $1000000 | Panama, Government of, Sr. Unsecd. Note, 2.252%, 9/29/2032 | &nbsp;&nbsp; 790790 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 400000 | Panama, Government of, Sr. Unsecd. Note, 4.500%, 4/16/2050 | &nbsp;&nbsp; 284180 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 400000 | Panama, Government of, Sr. Unsecd. Note, 6.400%, 2/14/2035 | &nbsp;&nbsp; 402668 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 400000 | Panama, Government of, Sr. Unsecd. Note, 7.500%, 3/1/2031 | &nbsp;&nbsp; 434040 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 500000 | Paraguay, Government of, 144A, 5.400%, 3/30/2050 | &nbsp;&nbsp; 439510 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 500000 | Paraguay, Government of, Sr. Secd. Note, 144A, 5.600%, 3/13/2048 | &nbsp;&nbsp; 454135 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 500000 | Paraguay, Government of, Sr. Unsecd. Note, REGS, 2.739%, 1/29/2033 | &nbsp;&nbsp; 434460 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2000000 | Paraguay, Government of, Sr. Unsecd. Note, REGS, 3.849%, 6/28/2033 | &nbsp;&nbsp; 1839500 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; PEN 1,140,000 | Peru, Government of, 144A, 7.600%, 8/12/2039 | &nbsp;&nbsp; 345415 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $750000 | Peru, Government of, Sr. Unsecd. Note, 2.783%, 1/23/2031 | &nbsp;&nbsp; 684712 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 400000 | Peru, Government of, Sr. Unsecd. Note, 3.000%, 1/15/2034 | &nbsp;&nbsp; 343204 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 75000 | Peru, Government of, Sr. Unsecd. Note, 5.500%, 3/30/2036 | &nbsp;&nbsp; 75585 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 100000 | Peru, Government of, Sr. Unsecd. Note, 6.200%, 6/30/2055 | &nbsp;&nbsp; 101195 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; PEN 23,500,000 | Peru, Government of, Sr. Unsecd. Note, 7.600%, 8/12/2039 | &nbsp;&nbsp; 7120394 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $300000 | Philippines, Government of, Sr. Unsecd. Note, 5.900%, 2/4/2050 | &nbsp;&nbsp; 311883 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1000000 | Philippines, Government of, Sr. Unsecd. Note, 6.375%, 10/23/2034 | &nbsp;&nbsp; 1114452 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; PLN 20,000,000 | Poland, Government of, Unsecd. Note, Series 0432, 1.750%, 4/25/2032 | &nbsp;&nbsp; 4467580 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $300000 | Qatar, Government of, Sr. Unsecd. Note, REGS, 4.400%, 4/16/2050 | &nbsp;&nbsp; 256373 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; RON 10,000,000 | Romania, Government of, Unsecd. Note, Series 4Y, 6.300%, 4/26/2028 | &nbsp;&nbsp; 2245403 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10000000 | Romania, Government of, Unsecd. Note, Series 5Y, 3.250%, 6/24/2026 | &nbsp;&nbsp; 2240205 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $800000 | Saudi Arabia, Government of, Sr. Unsecd. Note, 144A, 5.375%, 1/13/2031 | &nbsp;&nbsp; 836958 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 300000 | Saudi Arabia, Government of, Sr. Unsecd. Note, REGS, 3.450%, 2/2/2061 | &nbsp;&nbsp; 188066 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1300000 | South Africa, Government of, Sr. Unsecd. Note, 5.875%, 4/20/2032 | &nbsp;&nbsp; 1288589 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ZAR 55,000,000 | South Africa, Government of, Sr. Unsecd. Note, Series 2044, 8.750%, 1/31/2044 | &nbsp;&nbsp; 2595512 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 62500000 | South Africa, Government of, Unsecd. Note, Series 2032, 8.250%, 3/31/2032 | &nbsp;&nbsp; 3446046 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $300000 | Sri Lanka, Government of, Sr. Unsecd. Note, 144A, 3.350%, 3/15/2033 | &nbsp;&nbsp; 249963 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 584000 | Sri Lanka, Government of, Sr. Unsecd. Note, 144A, 4.000%, 4/15/2028 | &nbsp;&nbsp; 555559 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 600000 | Sri Lanka, Government of, Sr. Unsecd. Note, REGS, 3.600%, 6/15/2035 | &nbsp;&nbsp; 430655 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 300000 | Trinidad and Tobago, Government of, REGS, 5.950%, 1/14/2031 | &nbsp;&nbsp; 301506 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3000000 | Turkey, Government of, Sr. Unsecd. Note, 5.750%, 5/11/2047 | &nbsp;&nbsp; 2327393 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2000000 | Turkey, Government of, Sr. Unsecd. Note, 6.000%, 1/14/2041 | &nbsp;&nbsp; 1716881 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 300000 | United Mexican States, Sr. Unsecd. Note, 6.625%, 1/29/2038 | &nbsp;&nbsp; 305505 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 500000 | Uruguay, Government of, Sr. Unsecd. Note, 5.250%, 9/10/2060 | &nbsp;&nbsp; 452640 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 300000 | Uruguay, Government of, Sr. Unsecd. Note, 5.750%, 10/28/2034 | &nbsp;&nbsp; 317757 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; UYU 35,000,000 | Uruguay, Government of, Sr. Unsecd. Note, REGS, 8.500%, 3/15/2028 | &nbsp;&nbsp; 882197 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $1000000<br><sup>4,5</sup> <br>| Venezuela, Government of, Sr. Unsecd. Note, 8.250%, 12/31/2099 | &nbsp;&nbsp; 197600 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 107572365 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL FOREIGN GOVERNMENTS/AGENCIES <br>(IDENTIFIED COST $121,198,596)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 125272296 |
|  | COMMERCIAL MORTGAGE-BACKED SECURITIES—0.6% |  |
|  | **Commercial Mortgage—0.6%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4500000 | Bank 2018-BN15, Class A4, 4.407%, 11/15/2061 | &nbsp;&nbsp; 4512699 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8800000 | Bank 2019-BN16, Class A4, 4.005%, 2/15/2052 | &nbsp;&nbsp; 8696928 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4359000 | Bank, Class A5, 3.390%, 6/15/2060 | &nbsp;&nbsp; 4295485 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8890000 | Benchmark Mortgage Trust 2018-B1, Class A5, 3.666%, 1/15/2051 | &nbsp;&nbsp; 8741388 |

---

**22**

------

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount, Shares**<br> **or Contracts**<br>|  | **Value in**<br> **U.S. Dollars**<br>|
|  | COMMERCIAL MORTGAGE-BACKED SECURITIES—continued |  |
|  | **Commercial Mortgage—continued** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $29700000 | Benchmark Mortgage Trust 2018-B4, Class A5, 4.121%, 7/15/2051 | &nbsp;&nbsp; $29408474 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4075000 | BMO Mortgage Trust 2023-C4, Class A2, 5.458%, 2/15/2056 | &nbsp;&nbsp; 4134657 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2600000 | CD Commercial Mortgage Trust 2016-CD1, Class A4, 2.724%, 8/10/2049 | &nbsp;&nbsp; 2520729 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4100000 | CD Commercial Mortgage Trust 2016-CD4, Class A4, 3.514%, 5/10/2050 | &nbsp;&nbsp; 4033536 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14400000 | JPMDB Commercial Mortgage Securities Trust 2016-C4, Class A3, 3.141%, 12/15/2049 | &nbsp;&nbsp; 14089033 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3342000 | Wells Fargo Commercial Mortgage Trust 2017-C38, Class A5, 3.453%, 7/15/2050 | &nbsp;&nbsp; 3281858 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL COMMERCIAL MORTGAGE-BACKED SECURITIES <br>(IDENTIFIED COST $87,605,625)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 83714787 |
|  | MORTGAGE-BACKED SECURITIES—0.0% |  |
|  | **Federal Home Loan Mortgage Corporation—0.0%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 115 | Federal Home Loan Mortgage Corp., Pool C00879, 8.000%, 10/1/2029 | &nbsp;&nbsp; 119 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 18 | Federal Home Loan Mortgage Corp., Pool C41497, 7.500%, 9/1/2030 | &nbsp;&nbsp; 18 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 83430 | Federal Home Loan Mortgage Corp., Pool G01989, 6.000%, 12/1/2035 | &nbsp;&nbsp; 87767 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8394 | Federal Home Loan Mortgage Corp., Pool G03381, 5.500%, 9/1/2037 | &nbsp;&nbsp; 8711 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 216 | Federal Home Loan Mortgage Corp., Pool G03927, 5.500%, 1/1/2038 | &nbsp;&nbsp; 224 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 90460 | Federal Home Loan Mortgage Corp., Pool G08451, 4.500%, 6/1/2041 | &nbsp;&nbsp; 90429 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 344 | Federal Home Loan Mortgage Corp., Pool G14615, 4.500%, 9/1/2026 | &nbsp;&nbsp; 344 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1233 | Federal Home Loan Mortgage Corp., Pool G14801, 3.000%, 6/1/2028 | &nbsp;&nbsp; 1216 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1871 | Federal Home Loan Mortgage Corp., Pool G18521, 3.500%, 8/1/2029 | &nbsp;&nbsp; 1855 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1594 | Federal Home Loan Mortgage Corp., Pool ZI5305, 5.500%, 10/1/2036 | &nbsp;&nbsp; 1653 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3467 | Federal Home Loan Mortgage Corp., Pool ZS1273, 6.000%, 1/1/2037 | &nbsp;&nbsp; 3656 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 195992 |
|  | **Federal National Mortgage Association—0.0%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 341 | Federal National Mortgage Association, Pool 251286, 7.000%, 11/1/2027 | &nbsp;&nbsp; 358 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1219 | Federal National Mortgage Association, Pool 252717, 7.500%, 9/1/2029 | &nbsp;&nbsp; 1269 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1681 | Federal National Mortgage Association, Pool 255225, 5.500%, 6/1/2034 | &nbsp;&nbsp; 1735 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9377 | Federal National Mortgage Association, Pool 256233, 6.000%, 5/1/2036 | &nbsp;&nbsp; 9872 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5415 | Federal National Mortgage Association, Pool 257306, 5.500%, 8/1/2038 | &nbsp;&nbsp; 5624 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 30 | Federal National Mortgage Association, Pool 313458, 7.000%, 4/1/2027 | &nbsp;&nbsp; 32 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 38 | Federal National Mortgage Association, Pool 349416, 7.500%, 8/1/2026 | &nbsp;&nbsp; 38 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 460 | Federal National Mortgage Association, Pool 545137, 7.500%, 8/1/2031 | &nbsp;&nbsp; 484 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 166 | Federal National Mortgage Association, Pool 555211, 7.000%, 8/1/2032 | &nbsp;&nbsp; 175 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 716 | Federal National Mortgage Association, Pool 576245, 7.500%, 4/1/2031 | &nbsp;&nbsp; 760 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5176 | Federal National Mortgage Association, Pool 620613, 6.500%, 1/1/2032 | &nbsp;&nbsp; 5383 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 36741 | Federal National Mortgage Association, Pool 725424, 5.500%, 4/1/2034 | &nbsp;&nbsp; 37881 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5225 | Federal National Mortgage Association, Pool 725948, 5.500%, 10/1/2034 | &nbsp;&nbsp; 5396 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 21319 | Federal National Mortgage Association, Pool 735744, 6.000%, 8/1/2035 | &nbsp;&nbsp; 22370 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4779 | Federal National Mortgage Association, Pool 852523, 5.500%, 2/1/2036 | &nbsp;&nbsp; 4952 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 618 | Federal National Mortgage Association, Pool 866049, 5.500%, 3/1/2036 | &nbsp;&nbsp; 641 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8928 | Federal National Mortgage Association, Pool 871234, 5.500%, 4/1/2036 | &nbsp;&nbsp; 9262 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1326 | Federal National Mortgage Association, Pool 885404, 6.000%, 6/1/2036 | &nbsp;&nbsp; 1395 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2106 | Federal National Mortgage Association, Pool 889187, 5.000%, 7/1/2033 | &nbsp;&nbsp; 2114 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5637 | Federal National Mortgage Association, Pool 906224, 5.500%, 1/1/2037 | &nbsp;&nbsp; 5841 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 40374 | Federal National Mortgage Association, Pool 932639, 5.000%, 3/1/2040 | &nbsp;&nbsp; 40992 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1061 | Federal National Mortgage Association, Pool 936523, 5.500%, 7/1/2037 | &nbsp;&nbsp; 1102 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11331 | Federal National Mortgage Association, Pool 962914, 5.000%, 5/1/2038 | &nbsp;&nbsp; 11504 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2444 | Federal National Mortgage Association, Pool 979899, 5.500%, 5/1/2038 | &nbsp;&nbsp; 2536 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 135300 | Federal National Mortgage Association, Pool AB1048, 4.500%, 5/1/2040 | &nbsp;&nbsp; 135187 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3480 | Federal National Mortgage Association, Pool AB2275, 4.500%, 2/1/2041 | &nbsp;&nbsp; 3475 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4111 | Federal National Mortgage Association, Pool AB4297, 3.500%, 1/1/2042 | &nbsp;&nbsp; 3879 |

---

**23**

------

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount, Shares**<br> **or Contracts**<br>|  | **Value in**<br> **U.S. Dollars**<br>|
|  | MORTGAGE-BACKED SECURITIES—continued |  |
|  | **Federal National Mortgage Association—continued** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $2156 | Federal National Mortgage Association, Pool AC1889, 4.000%, 9/1/2039 | &nbsp;&nbsp; $2102 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7635 | Federal National Mortgage Association, Pool AC3668, 4.500%, 10/1/2039 | &nbsp;&nbsp; 7630 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1841 | Federal National Mortgage Association, Pool AD7127, 4.500%, 7/1/2040 | &nbsp;&nbsp; 1839 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5667 | Federal National Mortgage Association, Pool AD7134, 5.000%, 7/1/2040 | &nbsp;&nbsp; 5755 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1056 | Federal National Mortgage Association, Pool AD7793, 4.500%, 7/1/2040 | &nbsp;&nbsp; 1054 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15079 | Federal National Mortgage Association, Pool AH5583, 4.500%, 2/1/2041 | &nbsp;&nbsp; 15061 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1293 | Federal National Mortgage Association, Pool AH9719, 4.500%, 4/1/2041 | &nbsp;&nbsp; 1291 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9627 | Federal National Mortgage Association, Pool AI0845, 4.000%, 12/1/2041 | &nbsp;&nbsp; 9339 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 369 | Federal National Mortgage Association, Pool AJ1441, 3.500%, 9/1/2026 | &nbsp;&nbsp; 367 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13662 | Federal National Mortgage Association, Pool AL1948, 4.000%, 1/1/2042 | &nbsp;&nbsp; 13271 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6510 | Federal National Mortgage Association, Pool AO8179, 3.500%, 9/1/2042 | &nbsp;&nbsp; 6131 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 907 | Federal National Mortgage Association, Pool AS0765, 3.500%, 10/1/2028 | &nbsp;&nbsp; 898 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6018 | Federal National Mortgage Association, Pool AS6131, 3.500%, 11/1/2045 | &nbsp;&nbsp; 5583 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3948 | Federal National Mortgage Association, Pool AT5900, 3.000%, 6/1/2043 | &nbsp;&nbsp; 3601 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8890 | Federal National Mortgage Association, Pool AX2484, 3.500%, 10/1/2044 | &nbsp;&nbsp; 8330 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8371 | Federal National Mortgage Association, Pool AY8424, 3.500%, 8/1/2045 | &nbsp;&nbsp; 7807 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 72546 | Federal National Mortgage Association, Pool MA0500, 5.000%, 8/1/2040 | &nbsp;&nbsp; 73670 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 173604 | Federal National Mortgage Association, Pool MA0562, 4.500%, 11/1/2040 | &nbsp;&nbsp; 173434 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4478 | Federal National Mortgage Association, Pool MA0585, 4.500%, 11/1/2040 | &nbsp;&nbsp; 4471 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 116388 | Federal National Mortgage Association, Pool MA0695, 4.000%, 4/1/2031 | &nbsp;&nbsp; 115559 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2655 | Federal National Mortgage Association, Pool MA0821, 4.500%, 8/1/2041 | &nbsp;&nbsp; 2651 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3093 | Federal National Mortgage Association, Pool MA0907, 4.000%, 11/1/2041 | &nbsp;&nbsp; 3005 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12186 | Federal National Mortgage Association, Pool MA1236, 3.500%, 11/1/2042 | &nbsp;&nbsp; 11467 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 788573 |
|  | **Government National Mortgage Association—0.0%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 347 | Government National Mortgage Association, Pool 2630, 6.500%, 8/20/2028 | &nbsp;&nbsp; 357 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 420 | Government National Mortgage Association, Pool 2631, 7.000%, 8/20/2028 | &nbsp;&nbsp; 435 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 806 | Government National Mortgage Association, Pool 2658, 6.500%, 10/20/2028 | &nbsp;&nbsp; 829 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1069 | Government National Mortgage Association, Pool 2698, 5.500%, 1/20/2029 | &nbsp;&nbsp; 1079 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1157 | Government National Mortgage Association, Pool 2701, 6.500%, 1/20/2029 | &nbsp;&nbsp; 1190 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 541 | Government National Mortgage Association, Pool 2796, 7.000%, 8/20/2029 | &nbsp;&nbsp; 559 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 120 | Government National Mortgage Association, Pool 2853, 7.500%, 12/20/2029 | &nbsp;&nbsp; 124 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 87 | Government National Mortgage Association, Pool 3039, 6.500%, 2/20/2031 | &nbsp;&nbsp; 90 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2237 | Government National Mortgage Association, Pool 3188, 6.500%, 1/20/2032 | &nbsp;&nbsp; 2314 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1321 | Government National Mortgage Association, Pool 3239, 6.500%, 5/20/2032 | &nbsp;&nbsp; 1369 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1482 | Government National Mortgage Association, Pool 3261, 6.500%, 7/20/2032 | &nbsp;&nbsp; 1539 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10032 | Government National Mortgage Association, Pool 3320, 5.500%, 12/20/2032 | &nbsp;&nbsp; 10287 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6632 | Government National Mortgage Association, Pool 3333, 5.500%, 1/20/2033 | &nbsp;&nbsp; 6801 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2142 | Government National Mortgage Association, Pool 3375, 5.500%, 4/20/2033 | &nbsp;&nbsp; 2199 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10484 | Government National Mortgage Association, Pool 3390, 5.500%, 5/20/2033 | &nbsp;&nbsp; 10762 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12094 | Government National Mortgage Association, Pool 3403, 5.500%, 6/20/2033 | &nbsp;&nbsp; 12418 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12940 | Government National Mortgage Association, Pool 3458, 5.000%, 10/20/2033 | &nbsp;&nbsp; 13101 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4989 | Government National Mortgage Association, Pool 3499, 5.000%, 1/20/2034 | &nbsp;&nbsp; 5051 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5591 | Government National Mortgage Association, Pool 3556, 5.500%, 5/20/2034 | &nbsp;&nbsp; 5756 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11097 | Government National Mortgage Association, Pool 3623, 5.000%, 10/20/2034 | &nbsp;&nbsp; 11250 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 67 | Government National Mortgage Association, Pool 366985, 4.500%, 6/15/2041 | &nbsp;&nbsp; 66 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 213 | Government National Mortgage Association, Pool 412615, 7.500%, 6/15/2026 | &nbsp;&nbsp; 214 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10 | Government National Mortgage Association, Pool 432701, 8.000%, 6/15/2026 | &nbsp;&nbsp; 10 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3 | Government National Mortgage Association, Pool 446820, 8.000%, 8/15/2027 | &nbsp;&nbsp; 3 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 208 | Government National Mortgage Association, Pool 455319, 7.000%, 10/15/2027 | &nbsp;&nbsp; 210 |

---

**24**

------

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount, Shares**<br> **or Contracts**<br>|  | **Value in**<br> **U.S. Dollars**<br>|
|  | MORTGAGE-BACKED SECURITIES—continued |  |
|  | **Government National Mortgage Association—continued** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $17296 | Government National Mortgage Association, Pool 456873, 6.500%, 5/15/2028 | &nbsp;&nbsp; $17801 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 242 | Government National Mortgage Association, Pool 460881, 7.000%, 7/15/2028 | &nbsp;&nbsp; 246 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13 | Government National Mortgage Association, Pool 471672, 7.000%, 4/15/2028 | &nbsp;&nbsp; 13 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 84 | Government National Mortgage Association, Pool 506476, 7.000%, 4/15/2029 | &nbsp;&nbsp; 85 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 625 | Government National Mortgage Association, Pool 541578, 5.000%, 6/15/2033 | &nbsp;&nbsp; 634 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1071 | Government National Mortgage Association, Pool 544007, 6.500%, 3/15/2031 | &nbsp;&nbsp; 1102 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 39 | Government National Mortgage Association, Pool 571225, 6.500%, 10/15/2031 | &nbsp;&nbsp; 40 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 477 | Government National Mortgage Association, Pool 591976, 5.000%, 4/15/2033 | &nbsp;&nbsp; 483 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 965 | Government National Mortgage Association, Pool 603010, 5.000%, 6/15/2033 | &nbsp;&nbsp; 978 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4993 | Government National Mortgage Association, Pool 605775, 6.000%, 11/15/2034 | &nbsp;&nbsp; 5186 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10997 | Government National Mortgage Association, Pool 605777, 6.000%, 12/15/2034 | &nbsp;&nbsp; 11398 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9562 | Government National Mortgage Association, Pool 615490, 4.500%, 8/15/2033 | &nbsp;&nbsp; 9554 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 888 | Government National Mortgage Association, Pool 633711, 6.000%, 9/15/2034 | &nbsp;&nbsp; 923 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 150379 | Government National Mortgage Association, Pool 644568, 5.500%, 8/15/2035 | &nbsp;&nbsp; 154262 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 26143 | Government National Mortgage Association, Pool 650708, 5.500%, 1/15/2036 | &nbsp;&nbsp; 26796 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 33143 | Government National Mortgage Association, Pool 652534, 5.500%, 4/15/2036 | &nbsp;&nbsp; 34035 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4029 | Government National Mortgage Association, Pool 704189, 5.500%, 1/15/2039 | &nbsp;&nbsp; 4150 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 803 | Government National Mortgage Association, Pool 780626, 7.000%, 8/15/2027 | &nbsp;&nbsp; 809 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4519 | Government National Mortgage Association, Pool 782604, 5.500%, 3/15/2039 | &nbsp;&nbsp; 4650 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5023 | Government National Mortgage Association, Pool MA0625, 3.500%, 12/20/2042 | &nbsp;&nbsp; 4699 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1464 | Government National Mortgage Association, Pool MA1376, 4.000%, 10/20/2043 | &nbsp;&nbsp; 1409 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 367266 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL MORTGAGE-BACKED SECURITIES <br>(IDENTIFIED COST $1,363,553)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1351831 |
|  | MUNICIPAL BOND—0.0% |  |
|  | **Other—0.0%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 390000 | Texas State Transportation Commission - State Highway Fund, 5.178%, 4/1/2030 <br>(IDENTIFIED COST $408,561)<br>| &nbsp;&nbsp; 399199 |
|  | ASSET-BACKED SECURITY—0.0% |  |
|  | **Financial Institution - Finance Companies—0.0%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 59966 | Countrywide Home Loan, Inc., Class 2A1, 6.000%, 2/25/2037 <br>(IDENTIFIED COST $60,762)<br>| &nbsp;&nbsp; 21184 |
| <sup>3</sup> <br>| ADJUSTABLE RATE MORTGAGES—0.0% |  |
|  | **Federal National Mortgage Association—0.0%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 807 | Federal National Mortgage Association ARM, 6.250%, 1/1/2033 | &nbsp;&nbsp; 820 |
|  | **Government National Mortgage Association—0.0%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2 | Government National Mortgage Association ARM, 4.750%, 10/20/2025 | &nbsp;&nbsp; 2 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 467 | Government National Mortgage Association ARM, 5.625%, 5/20/2028 | &nbsp;&nbsp; 470 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 472 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL ADJUSTABLE RATE MORTGAGES <br>(IDENTIFIED COST $1,316)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1292 |
|  | PURCHASED CALL OPTION—0.0% |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 46300000 | Morgan Stanley EUR PUT/USD CALL, Exercise Price $1.143, Notional Amount $54,171,000, Expiration Date <br> 11/14/2025 <br>(IDENTIFIED COST $304,700)<br>| &nbsp;&nbsp; 190432 |
|  | EXCHANGE-TRADED FUND—0.3% |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2065689<br><sup>1</sup> <br>| Federated Hermes Short Duration Corporate ETF <br>(IDENTIFIED COST $50,092,958)<br>| &nbsp;&nbsp; 50402812 |
|  | INVESTMENT COMPANIES—34.8% |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 332607 | Bank Loan Core Fund | &nbsp;&nbsp; 2857097 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 41359835 | Emerging Markets Core Fund | &nbsp;&nbsp; 370997719 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 147761839 | Federated Hermes Government Obligations Fund, Premier Shares, 4.22%<sup>6</sup> <br>| &nbsp;&nbsp; 147761839 |

---

**25**

------

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount, Shares**<br> **or Contracts**<br>|  | **Value in**<br> **U.S. Dollars**<br>|
|  | INVESTMENT COMPANIES—continued |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 74460518 | High Yield Bond Core Fund | &nbsp;&nbsp; $426658766 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 376159707 | Mortgage Core Fund | &nbsp;&nbsp; 3148456750 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 116976563 | Project and Trade Finance Core Fund | &nbsp;&nbsp; 1043430947 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL INVESTMENT COMPANIES <br>(IDENTIFIED COST $4,997,801,725)<br>| &nbsp;&nbsp;&nbsp; 5140163118 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL INVESTMENT IN SECURITIES—99.5% <br>(IDENTIFIED COST $14,681,038,610)<br>| &nbsp;&nbsp; 14687103799 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; OTHER ASSETS AND LIABILITIES - NET—0.5%<sup>7</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 72093026 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; NET ASSETS—100% | &nbsp;&nbsp; $14759196825 |

---

At August 31, 2025, the Fund had the following outstanding futures contracts:

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Description** | **Number of** <br>**Contracts**<br>| &nbsp;&nbsp; **Notional** <br>**Value**<br>| &nbsp;&nbsp;&nbsp; **Expiration** <br>**Date**<br>| &nbsp;&nbsp; **Value and** <br>**Unrealized** <br>**Appreciation** <br>**(Depreciation)**<br>|
| **Long Futures:** |  |  |  |  |
| United States Treasury Notes 2-Year Long Futures | &nbsp;&nbsp; 33851 | &nbsp;&nbsp;&nbsp; $7059255788 | December 2025 | &nbsp;&nbsp;&nbsp; $7493931 |
| United States Treasury Notes 5-Year Long Futures | &nbsp;&nbsp; 5092 | &nbsp;&nbsp;&nbsp; $557414875 | December 2025 | &nbsp;&nbsp;&nbsp; $1827911 |
| United States Treasury Notes 10-Year Long Futures | &nbsp;&nbsp;&nbsp;&nbsp; 461 | &nbsp;&nbsp;&nbsp; $51862500 | December 2025 | &nbsp;&nbsp;&nbsp; $144416 |
| **Short Futures:** |  |  |  |  |
| United States Treasury Notes 10-Year Ultra Short Futures | &nbsp;&nbsp; 3441 | &nbsp;&nbsp;&nbsp; $393671906 | December 2025 | &nbsp;&nbsp;&nbsp; $(1830354) |
| United States Treasury Ultra Bond Short Futures | &nbsp;&nbsp; 2270 | &nbsp;&nbsp;&nbsp; $264596875 | December 2025 | &nbsp;&nbsp;&nbsp; $1304551 |
| &nbsp;&nbsp;&nbsp;&nbsp; NET UNREALIZED APPRECIATION ON FUTURES CONTRACTS | &nbsp;&nbsp;&nbsp;&nbsp; NET UNREALIZED APPRECIATION ON FUTURES CONTRACTS | &nbsp;&nbsp;&nbsp;&nbsp; NET UNREALIZED APPRECIATION ON FUTURES CONTRACTS | &nbsp;&nbsp;&nbsp;&nbsp; NET UNREALIZED APPRECIATION ON FUTURES CONTRACTS | &nbsp;&nbsp;&nbsp; $8940455 |

---

At August 31, 2025, the Fund had the following outstanding foreign exchange contracts:

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Settlement** <br>**Date**<br>| **Counterparty** | **Foreign** <br>**Currency** <br>**Units to** <br>**Deliver/Receive** | **Foreign** <br>**Currency** <br>**Units to** <br>**Deliver/Receive** | &nbsp;&nbsp; **In** <br>**Exchange** <br>**For**<br>| **Net Unrealized** <br>**Appreciation/** <br>**(Depreciation)**<br>|
| **Contracts Purchased:** |  |  |  |  |  |
| 9/17/2025 | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp; 143056697 | CLP | $148004 | &nbsp;&nbsp; $(35) |
| 9/17/2025 | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; 281481517 | CLP | $296843 | &nbsp;&nbsp; $(5696) |
| 9/17/2025 | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; 205913680 | CLP | $219829 | &nbsp;&nbsp; $(6845) |
| 9/17/2025 | Morgan Stanley & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 342643026 | CLP | $364003 | &nbsp;&nbsp; $(9594) |
| 9/17/2025 | Credit Agricole | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15409000 | CNH | $2163206 | &nbsp;&nbsp; $2904 |
| 9/17/2025 | State Street Bank & Trust Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 37830505 | MXN | $2008013 | &nbsp;&nbsp; $15848 |
| 9/17/2025 | Morgan Stanley & Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 16740447 | MXN | $888612 | &nbsp;&nbsp; $6970 |
| 9/17/2025 | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1786619 | PEN | $501689 | &nbsp;&nbsp; $3860 |
| 9/18/2025 | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp; 611640183 | COP | $144843 | &nbsp;&nbsp; $7154 |
| 10/17/2025 | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp; 145000000 | CLP | $149577 | &nbsp;&nbsp; $413 |
| 10/17/2025 | Bank of America N.A. | &nbsp;&nbsp; 14000000000 | CLP | $14441923 | &nbsp;&nbsp; $39873 |
| 11/6/2025 | Morgan Stanley & Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 108888 | EUR | $127323 | &nbsp;&nbsp; $583 |
| 11/6/2025 | Morgan Stanley & Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 33998000 | EUR | $39622700 | &nbsp;&nbsp; $313284 |
| 11/6/2025 | Morgan Stanley & Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12062059 | EUR | $14104207 | &nbsp;&nbsp; $64574 |
| 11/6/2025 | Morgan Stanley & Co. | &nbsp;&nbsp; 3300000000 | JPY | $22653933 | &nbsp;&nbsp; $(40453) |
| 11/19/2025 | CitiBank N.A. | &nbsp;&nbsp;&nbsp;&nbsp; 417000000 | EGP | $8291907 | &nbsp;&nbsp; $11558 |
| 11/24/2025 | Morgan Stanley & Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 41395968 | CNY | $5826118 | &nbsp;&nbsp; $10321 |
| 11/24/2025 | CitiBank N.A. | &nbsp;&nbsp; 94017600000 | IDR | $5766544 | &nbsp;&nbsp; $(75268) |
| 11/24/2025 | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp; 496872000 | INR | $5678342 | &nbsp;&nbsp; $(69002) |
| 11/24/2025 | State Street Bank & Trust Co. | &nbsp;&nbsp; 7959024000 | KRW | $5718604 | &nbsp;&nbsp; $31326 |
| 11/24/2025 | Morgan Stanley & Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7409952 | SGD | $5806972 | &nbsp;&nbsp; $5481 |
| 12/29/2025 | CitiBank N.A. | &nbsp;&nbsp;&nbsp;&nbsp; 400000000 | EGP | $7532177 | &nbsp;&nbsp; $299018 |

---

**26**

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Settlement**<br> **Date**<br>| **Counterparty** | **Foreign**<br> **Currency**<br> **Units to**<br> **Deliver/Receive** | **Foreign**<br> **Currency**<br> **Units to**<br> **Deliver/Receive** | &nbsp;&nbsp; **In**<br> **Exchange**<br> **For**<br>| **Net Unrealized**<br> **Appreciation/**<br> **(Depreciation)**<br>|
| **Contracts Sold:** |  |  |  |  |  |
| 9/17/2025 | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; 424538214 | CLP | $441726 | &nbsp;&nbsp; $2610 |
| 9/17/2025 | Morgan Stanley & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 137627411 | CLP | $145657 | &nbsp;&nbsp; $3304 |
| 9/17/2025 | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp; 410929295 | CLP | $444330 | &nbsp;&nbsp; $19290 |
| 9/17/2025 | Morgan Stanley & Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 16740447 | MXN | $875996 | &nbsp;&nbsp; $(19587) |
| 9/17/2025 | Standard Chartered Bank | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1581389 | PEN | $442855 | &nbsp;&nbsp; $(4622) |
| 9/17/2025 | JPMorgan Chase Bank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15050000 | PEN | $4158377 | &nbsp;&nbsp; $(100229) |
| 9/17/2025 | State Street Bank & Trust Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 50000000 | ZAR | $2795628 | &nbsp;&nbsp; $(36155) |
| 9/18/2025 | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp; 900541043 | COP | $214464 | &nbsp;&nbsp; $(9328) |
| 9/18/2025 | Bank of America N.A. | &nbsp;&nbsp; 3914386810 | COP | $927681 | &nbsp;&nbsp; $(45076) |
| 10/17/2025 | BNP Paribas | &nbsp;&nbsp;&nbsp;&nbsp; 145000000 | CLP | $149931 | &nbsp;&nbsp; $(58) |
| 10/17/2025 | BNP Paribas | &nbsp;&nbsp; 14000000000 | CLP | $14476148 | &nbsp;&nbsp; $(5647) |
| 10/17/2025 | Morgan Stanley & Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 500000 | PEN | $139790 | &nbsp;&nbsp; $(1584) |
| 10/17/2025 | Morgan Stanley & Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 51700000 | PEN | $14454261 | &nbsp;&nbsp; $(163786) |
| 11/4/2025 | State Street Bank & Trust Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 19400000 | BRL | $3390897 | &nbsp;&nbsp; $(133842) |
| 11/6/2025 | State Street Bank & Trust Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 120000 | CHF | $150127 | &nbsp;&nbsp; $(1031) |
| 11/6/2025 | State Street Bank & Trust Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9300000 | CHF | $11634834 | &nbsp;&nbsp; $(79877) |
| &nbsp;&nbsp;&nbsp;&nbsp; NET UNREALIZED APPRECIATION ON FOREIGN EXCHANGE CONTRACTS | &nbsp;&nbsp;&nbsp;&nbsp; NET UNREALIZED APPRECIATION ON FOREIGN EXCHANGE CONTRACTS | &nbsp;&nbsp;&nbsp;&nbsp; NET UNREALIZED APPRECIATION ON FOREIGN EXCHANGE CONTRACTS | &nbsp;&nbsp;&nbsp;&nbsp; NET UNREALIZED APPRECIATION ON FOREIGN EXCHANGE CONTRACTS | &nbsp;&nbsp;&nbsp;&nbsp; NET UNREALIZED APPRECIATION ON FOREIGN EXCHANGE CONTRACTS | &nbsp;&nbsp; $30656 |

---

At August 31, 2025, the Fund had the following open swap contracts:

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Credit Default Swap** | **Credit Default Swap** | **Credit Default Swap** | **Credit Default Swap** | **Credit Default Swap** | **Credit Default Swap** | **Credit Default Swap** | **Credit Default Swap** | **Credit Default Swap** | **Credit Default Swap** |
| **Counterparty** | **Reference** <br>**Entity**<br>| **Buy/** <br>**Sell**<br>| **Pay/** <br>**Receive** <br>**Fixed Rate**<br>| **Expiration** <br>**Date**<br>| **Implied** <br>**Credit** <br>**Spread at** <br>**08/31/2025**<sup>8</sup> <br>| **Notional** <br>**Amount**<br>| **Market** <br>**Value**<br>| **Upfront** <br>**Premiums** <br>**Paid/** <br>**(Received)**<br>| **Unrealized** <br>**Appreciation** <br>**(Depreciation)**<br>|
| **OTC Swaps:** |  |  |  |  |  |  |  |  |  |
| Barclays Bank PLC | CDX Index EM Series 43 | Pay | 1.000% | 06/20/2030 | 1.45% | $100000000 | $1920020 | $1950549 | $(30529) |
| Barclays Bank PLC | CDX Index NA IG Series 40 | Buy | 1.000% | 06/20/2030 | 0.50% | $700000000 | $(15100540) | $(12872022) | $(2228518) |

---

At August 31, 2025, the Fund had the following outstanding written options contracts:

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Counterparty** | **Description** | **Number of** <br>**Contracts**<br>| **Notional** <br>**Amount**<br>| &nbsp;&nbsp; **Expiration** <br>**Date**<br>| **Exercise** <br>**Price**<br>| **Value** |
| **Call Option:** |  |  |  |  |  |  |
| Morgan Stanley | EUR CALL/USD PUT | &nbsp;&nbsp; (27200000) | &nbsp;&nbsp; $27200000 | December 2025 | &nbsp;&nbsp; $1.19 | &nbsp;&nbsp; $(336763) |
| &nbsp;&nbsp;&nbsp;&nbsp; (Premium Received $493,136) | &nbsp;&nbsp;&nbsp;&nbsp; (Premium Received $493,136) | &nbsp;&nbsp;&nbsp;&nbsp; (Premium Received $493,136) | &nbsp;&nbsp;&nbsp;&nbsp; (Premium Received $493,136) | &nbsp;&nbsp;&nbsp;&nbsp; (Premium Received $493,136) | &nbsp;&nbsp;&nbsp;&nbsp; (Premium Received $493,136) | &nbsp;&nbsp; $(336763) |

---

Net Unrealized Appreciation/Depreciation on Futures, Foreign Exchange Contracts, Swaps Contract and Written Options is included in "Other Assets and Liabilities—Net."

**27**

------

Transactions with affiliated investment companies, which are funds managed by the Adviser or an affiliate of the Adviser, during the period ended August 31, 2025, were as follows:

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Affiliates** | **Value as of** <br>**11/30/2024**<br>| **Purchases** <br>**at Cost**<br>| **Proceeds** <br>**from Sales**<br>| **Change in** <br>**Unrealized** <br>**Appreciation/** <br>**Depreciation**<br>| **Net** <br>**Realized** <br>**Gain/** <br>**(Loss)**<br>| **Value as of** <br>**8/31/2025**<br>| **Shares** <br>**Held as of** <br>**8/31/2025\*\***<br>| **Dividend** <br>**Income**<br>|
| Bank Loan Core Fund | $2743460 | $154988 | $— | $(41351) | $— | $2857097 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 332607 | $154987 |
| Emerging Markets Core <br> Fund<br>| $479066394 | $69869702 | $(182525000) | $(8474407) | $13061030 | $370997719 | &nbsp;&nbsp; 41359835 | $23376388 |
| Federated Hermes Govern-<br> ment Obligations Fund, Pre-<br> mier Shares\*<br>| $247930264 | $4235405094 | $(4335573518) | $— | $— | $147761839 | 147761839 | $5917187 |
| Federated Hermes Short <br> Duration Corporate ETF<br>| $— | $50092959 | $— | $309853 | $— | $50402812 | &nbsp;&nbsp;&nbsp; 2065689 | $286305 |
| High Yield Bond Core Fund | $404647741 | $57930000 | $(41775000) | $5950278 | $(94253) | $426658766 | &nbsp;&nbsp; 74460518 | $20182397 |
| Mortgage Core Fund | $4153108289 | $48000000 | $(1047200000) | $99658467 | $(105110006) | $3148456750 | 376159707 | $132675613 |
| Project and Trade Finance <br> Core Fund<br>| $856583062 | $218947207 | $(33000000) | $4496702 | $(3596024) | $1043430947 | 116976563 | $52447206 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL OF AFFILIATED <br> TRANSACTIONS<br>| $6144079210 | $4680399950 | $(5640073518) | $101899542 | $(95739253) | $5190565930 | 759116758 | $235040083 |

---

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

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

\*\* *At August 31, 2025, the Fund owned a majority of the outstanding shares of beneficial interest of each of Federated Hermes Short Duration Corporate ETF,* *Mortgage Core Fund, Emerging Markets Core Fund and Project and Trade Finance Core Fund.* 

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

---

| | |
|:---|:---|
| 1 | *All or a portion of these securities are temporarily on loan to unaffiliated broker/dealers. As of August 31, 2025, securities subject to this type of arrangement and* <br> *related collateral were as follows:*<br>|

---

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

---

| | |
|:---|:---|
| **Fair Value of** <br>**Securities Loaned**<br>| **Collateral** <br>**Received**<br>|
| $13241153 | &nbsp;&nbsp; $13591925 |

---

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

---

| | |
|:---|:---|
| 2 | *Market quotations and price evaluations are not available. Fair value determined using significant unobservable inputs in accordance with procedures established* <br> *by and under the general supervision of the Fund's Adviser acting through its Valuation Committee.*<br>|
| 3 | *Floating/adjustable note with current rate and current maturity or next reset date shown. Adjustable rate mortgage security coupons are based on the weighted* <br> *average note rates of the underlying mortgages less the guarantee and servicing fees. These securities do not indicate an index and spread in their description* <br> *above.*<br>|
| 4 | *Issuer in default.* |
| 5 | *Non-income-producing security.* |
| 6 | *7-day net yield.* |
| 7 | *Assets, other than investments in securities, less liabilities.* |
| 8 | *Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements serve as an indicator of the* <br> *current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular* <br> *referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit* <br> *spreads represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined* <br> *under the terms of the agreement. A credit spread identified as "Defaulted" indicates a credit event has occurred for the referenced entity or obligation.*<br>|

---

Note: The categories of investments are shown as a percentage of net assets at August 31, 2025.

**Investment Valuation** 

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

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

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

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

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

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

■ For securities that are fair valued in accordance with procedures established by and under the general supervision of the Adviser, certain factors may be considered, such as: the last traded or purchase price of the security, information obtained by contacting the issuer or dealers, analysis of the issuer's financial statements or other available documents, fundamental analytical data, the nature and

**28**

------

duration of restrictions on disposition, the movement of the market in which the security is normally traded, public trading in similar securities or derivative contracts of the issuer or comparable issuers, movement of a relevant index, or other factors including but not limited to industry changes and relevant government actions.

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

**Fair Valuation and Significant Events Procedures** 

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

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

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

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

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

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

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

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

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

Level 1—quoted prices in active markets for identical securities.

Level 2—other significant observable inputs (including quoted prices for similar securities, interest rates, prepayment speeds, credit risk, etc.). Also includes securities valued at amortized cost.

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

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

**29**

------

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; <br>The following is a summary of the inputs used, as of August 31, 2025, in valuing the Fund's assets carried at fair value:

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Valuation Inputs** | **Valuation Inputs** | **Valuation Inputs** | **Valuation Inputs** | **Valuation Inputs** |
|  | **Level 1—** <br>**Quoted** <br>**Prices**<br>| **Level 2—** <br>**Other** <br>**Significant** <br>**Observable** <br>**Inputs**<br>| **Level 3—** <br>**Significant** <br>**Unobservable** <br>**Inputs**<br>| **Total** |
| **Debt Securities:** |  |  |  |  |
| U.S. Treasuries | &nbsp;&nbsp; $— | &nbsp;&nbsp; $4926099113 | &nbsp;&nbsp; $— | &nbsp;&nbsp; $4926099113 |
| Corporate Bonds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp; 3469170116 | &nbsp;&nbsp; 3047 | &nbsp;&nbsp;&nbsp; 3469173163 |
| Collateralized Mortgage Obligations | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 890314572 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 890314572 |
| Foreign Governments/Agencies | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 125272296 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 125272296 |
| Commercial Mortgage-Backed Securities | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 83714787 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 83714787 |
| Mortgage-Backed Securities | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1351831 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1351831 |
| Municipal Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 399199 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 399199 |
| Asset-Backed Security | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 21184 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 21184 |
| Adjustable Rate Mortgages | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1292 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1292 |
| **Purchased Call Option** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 190432 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 190432 |
| **Exchange-Traded Fund** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 50402812 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 50402812 |
| **Investment Companies** | &nbsp;&nbsp; 4096732171 | &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; 4096732171 |
| **Other Investments**<sup>1</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 1043430947 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL SECURITIES | &nbsp;&nbsp; $4096732171 | &nbsp;&nbsp; $9546937634 | &nbsp;&nbsp; $3047 | &nbsp;&nbsp; $14687103799 |
| **Other Financial Instruments:** |  |  |  |  |
| **Assets** |  |  |  |  |
| &nbsp;&nbsp; Futures Contracts | &nbsp;&nbsp; $10770809 | &nbsp;&nbsp; $— | &nbsp;&nbsp; $— | &nbsp;&nbsp; $10770809 |
| &nbsp;&nbsp; Foreign Exchange Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 838371 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 838371 |
| **Liabilities** |  |  |  |  |
| &nbsp;&nbsp; Futures Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1830354) | &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; (1830354) |
| &nbsp;&nbsp; Foreign Exchange Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (807715) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (807715) |
| &nbsp;&nbsp; Swap Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (13180520) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (13180520) |
| &nbsp;&nbsp; Written Options Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (336763) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (336763) |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL OTHER FINANCIAL INSTRUMENTS | &nbsp;&nbsp; $8940455 | &nbsp;&nbsp; $(13486627) | &nbsp;&nbsp; $— | &nbsp;&nbsp; $(4546172) |

---

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

---

| | |
|:---|:---|
| 1 | *As permitted by U.S. generally accepted accounting principles (GAAP), an Investment Company valued at $1,043,430,947 is measured at fair value using the net* <br> *asset value (NAV) per share practical expedient and has not been categorized in the fair value hierarchy chart above. The price of shares redeemed of Project and* <br> *Trade Finance Core Fund (PTCORE), a portfolio of Federated Hermes Core Trust III, may be determined as of the closing NAV of the fund up to twenty-four days* <br> *after receipt of a shareholder redemption request. The investment objective of PTCORE is to provide total return. Copies of the PTCORE financial statements are* <br> *available on the EDGAR database on the SEC's website or upon request from the Fund.*<br>|

---

**30**

------

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

---

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

---

**31**

------

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Warrendale

  - **State:** PA

  - **Foreign country:** US

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

  - **Telephone number:** 8003417400

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

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

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

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

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

- **a. Date of fiscal year-end:** 2025-11-30

- **b. Date as of which information is reported:** 2025-08-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $14794798502.79

**Total Liabilities:** $75290106.05

**Net Assets:** $14719508396.74

**Cash Not Reported:** $10116588.56

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -9443.310741000000 | **1-Year:** -196473.064084000000 | **5-Year:** -658269.692825000000 | **10-Year:** -865828.647369000000 | **30-Year:** -503882.517016000000

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

- **3-Month:** -203.859693000000 | **1-Year:** 9665.442410000000 | **5-Year:** 320102.703883000000 | **10-Year:** -18081.421211000000 | **30-Year:** -5707.819898000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000030199 | 1.53%                | -0.38%               | 1.43%                |
| Class ID C000030200 | 1.51%                | -0.40%               | 1.40%                |
| Class ID C000030202 | 1.47%                | -0.44%               | 1.36%                |
| Class ID C000030203 | 1.60%                | -0.42%               | 1.39%                |
| Class ID C000030204 | 1.55%                | -0.35%               | 1.45%                |
| Class ID C000157740 | 1.66%                | -0.35%               | 1.45%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-810428.88              | $171360973.21                              |
| Month 2  | $1294943.09              | $-79686914.56                              |
| Month 3  | $21707788.89             | $99708714.98                               |

**Designated Index Information**

- **Index Name:** Barclays US Universal

- **Index Identifier:** LC07TRUU

### Schedule of Portfolio Investments

| Name                                                                     | Title                                                                                                                  | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |     Balance | Units   | Value (USD)    | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| BANK OF AMERICA CORP                                                     | Bank of America Corp                                                                                                   | CUSIP: 06051GKD0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     9900000 | PA      | $8838257.27    | 0.06%             | 2032-10-20      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                     | Bank of America Corp                                                                                                   | CUSIP: 06051GLH0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     7895000 | PA      | $8100939.18    | 0.06%             | 2034-04-25      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| BOARDWALK PIPELINES LP                                                   | Boardwalk Pipelines LP                                                                                                 | CUSIP: 096630AH1<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |     5500000 | PA      | $5131177.43    | 0.03%             | 2031-02-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Boston University                                                        | Boston University                                                                                                      | CUSIP: 10115PAA3<br>LEI: 549300M1CR2B2GU2ZU17 | Long             | DBT              | CORP              | US        |     2100000 | PA      | $2290092.06    | 0.02%             | 2097-07-15      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                  | Bristol-Myers Squibb Co                                                                                                | CUSIP: 110122EK0<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     6745000 | PA      | $6510127.84    | 0.04%             | 2054-02-22      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CNPC HK OVERSEAS CAPITAL                                                 | CNPC HK Overseas Capital Ltd                                                                                           | CUSIP: 12622NAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | VG        |     4030000 | PA      | $4399099.68    | 0.03%             | 2041-04-28      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: —       |
| Cenovus Energy Inc                                                       | Cenovus Energy Inc                                                                                                     | CUSIP: 15135UAM1<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |    12328000 | PA      | $12326327.09   | 0.08%             | 2027-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                   | PURCHASED USD / SOLD PEN                                                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-100229.33    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                        | PURCHASED CLP / SOLD USD                                                                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CL        |           1 | NC      | $-5696.32      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                            | PURCHASED USD / SOLD CHF                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-1030.67      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FORTINET INC                                                             | Fortinet Inc                                                                                                           | CUSIP: 34959EAB5<br>LEI: 549300O0QJWDBAS0QX03 | Long             | DBT              | CORP              | US        |     6562000 | PA      | $5850047.08    | 0.04%             | 2031-03-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                                     | Glencore Funding LLC                                                                                                   | CUSIP: 378272BV9<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |     1830000 | PA      | $1792375.71    | 0.01%             | 2054-04-04      | Fixed         | 5.89%                 | Yes           |                  2 | On Loan: No      |
| HUNTINGTON INGALLS INDUS                                                 | Huntington Ingalls Industries Inc                                                                                      | CUSIP: 446413AL0<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |     7127000 | PA      | $7001303.31    | 0.05%             | 2027-12-01      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| MID-AMERICA APARTMENTS                                                   | Mid-America Apartments LP                                                                                              | CUSIP: 59523UAW7<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              |  | US        |     9740000 | PA      | $10148452.06   | 0.07%             | 2032-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                                         | Peruvian Government International Bond                                                                                 | CUSIP: 715638FC1<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |       75000 | PA      | $75585.00      | 0.00%             | 2036-03-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                      | Petroleos Mexicanos                                                                                                    | CUSIP: 71654QDL3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      450000 | PA      | $477853.95     | 0.00%             | 2029-06-02      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                               | US Bancorp                                                                                                             | CUSIP: 91159HJS0<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     3625000 | PA      | $3730306.25    | 0.03%             | 2030-07-23      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Notes                                                                                                    | CUSIP: 912828Z78<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    67000000 | PA      | $64940748.30   | 0.44%             | 2027-01-31      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Notes                                                                                                    | CUSIP: 91282CLU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   739000000 | PA      | $750329978.50  | 5.10%             | 2031-10-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| VMWARE LLC                                                               | VMware Inc                                                                                                             | CUSIP: 928563AL9<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |     3450000 | PA      | $3027839.82    | 0.02%             | 2031-08-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp                                                           | Air Lease Corp                                                                                                         | CUSIP: 00912XAY0<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     6000000 | PA      | $5935369.32    | 0.04%             | 2027-12-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                           | Amazon.com Inc                                                                                                         | CUSIP: 023135CA2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     9550000 | PA      | $7169391.76    | 0.05%             | 2041-05-12      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                | Amgen Inc                                                                                                              | CUSIP: 031162DR8<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    16550000 | PA      | $16995609.08   | 0.12%             | 2033-03-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                | Boeing Co/The                                                                                                          | CUSIP: 097023CR4<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     2340000 | PA      | $1613265.99    | 0.01%             | 2059-08-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Atlantic Richfield Co                                                    | Atlantic Richfield Co                                                                                                  | CUSIP: 048825BB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $116704.17     | 0.00%             | 2032-03-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                     | Bank of America Corp                                                                                                   | CUSIP: 06051GMA4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     3185000 | PA      | $3292184.45    | 0.02%             | 2035-01-23      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                   | PNC Financial Services Group Inc/The                                                                                   | CUSIP: 693475BR5<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     7802000 | PA      | $8094716.76    | 0.05%             | 2029-06-12      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Bonds                                                                                                    | CUSIP: 912810SK5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    13420000 | PA      | $8486094.06    | 0.06%             | 2049-11-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| BANK OF NEW YORK MELLON                                                  | Bank of New York Mellon/The                                                                                            | CUSIP: 06405LAH4<br>LEI: HPFHU0OQ28E4N0NFVK49 | Long             | DBT              | CORP              | US        |    10640000 | PA      | $10817360.93   | 0.07%             | 2029-04-20      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| Bank                                                                     | BANK 2017-BNK5                                                                                                         | CUSIP: 06541WAX0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4359000 | PA      | $4295485.45    | 0.03%             | 2060-06-15      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL                                                 | Brazil Notas do Tesouro Nacional Serie F                                                                               | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    22400000 | PA      | $3525350.20    | 0.02%             | 2033-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Bacardi Ltd                                                              | Bacardi Ltd                                                                                                            | CUSIP: 067316AD1<br>LEI: 549300R32WTQNHNN5055 | Long             | DBT              | CORP              | BM        |     3257000 | PA      | $3209986.38    | 0.02%             | 2026-07-15      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| Brazil Government International Bonds                                    | Brazilian Government International Bond                                                                                | CUSIP: 105756CF5<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |      700000 | PA      | $703815.00     | 0.00%             | 2033-10-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Brazil Government International Bonds                                    | Brazilian Government International Bond                                                                                | CUSIP: 105756CJ7<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |      800000 | PA      | $777624.00     | 0.01%             | 2054-05-13      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| COSTA RICA GOVERNMENT                                                    | Costa Rica Government International Bond                                                                               | CUSIP: 221597CV7<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |      500000 | PA      | $527250.00     | 0.00%             | 2054-11-13      | Fixed         | 7.30%                 | Yes           |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                  | John Deere Capital Corp                                                                                                | CUSIP: 24422EUY3<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     7570000 | PA      | $7241108.71    | 0.05%             | 2029-07-18      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                                       | Dominican Republic International Bond                                                                                  | CUSIP: 25714PFD5<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    29250000 | PA      | $490132.62     | 0.00%             | 2037-03-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                                   | PURCHASED USD / SOLD COP                                                                                               | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |           1 | NC      | $-9327.61      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                            | PURCHASED USD / SOLD CHF                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-79876.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                            | PURCHASED KRW / SOLD USD                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | KR        |           1 | NC      | $31326.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DUKE ENERGY OHIO INC                                                     | Duke Energy Ohio Inc                                                                                                   | CUSIP: 26442EAJ9<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |     2450000 | PA      | $2525918.74    | 0.02%             | 2033-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| EASTERN GAS TRAN                                                         | Eastern Gas Transmission & Storage Inc                                                                                 | CUSIP: 276480AB6<br>LEI: H2VQBNB3NSKRM5QWBI71 | Long             | DBT              | CORP              | US        |     3585000 | PA      | $2584049.82    | 0.02%             | 2049-11-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                              | Freddie Mac REMICS                                                                                                     | CUSIP: 3137HC3A8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    42661842 | PA      | $42806926.66   | 0.29%             | 2054-04-25      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                              | Freddie Mac REMICS                                                                                                     | CUSIP: 3137HKKW3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    66780778 | PA      | $66711439.21   | 0.45%             | 2055-03-25      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae Pool                                                                                                        | CUSIP: 3138YNLE5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        8371 | PA      | $7806.63       | 0.00%             | 2045-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae Pool                                                                                                        | CUSIP: 31418VUT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        1056 | PA      | $1054.34       | 0.00%             | 2040-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                   | General Motors Financial Co Inc                                                                                        | CUSIP: 37045XFA9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     2210000 | PA      | $2190116.87    | 0.01%             | 2034-09-06      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| HEICO CORP                                                               | HEICO Corp                                                                                                             | CUSIP: 422806AB5<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | DBT              | CORP              | US        |    11397000 | PA      | $11724534.39   | 0.08%             | 2033-08-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Heineken NV                                                              | Heineken NV                                                                                                            | CUSIP: 423012AG8<br>LEI: 724500K5PTPSST86UQ23 | Long             | DBT              | CORP              | NL        |     2712000 | PA      | $2235825.79    | 0.02%             | 2047-03-29      | Fixed         | 4.35%                 | Yes           |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                                  | Honeywell International Inc                                                                                            | CUSIP: 438516CA2<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |     4180000 | PA      | $2617210.94    | 0.02%             | 2050-06-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| INGERSOLL RAND INC                                                       | Ingersoll Rand Inc                                                                                                     | CUSIP: 45687VAG1<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |     2655000 | PA      | $2627340.53    | 0.02%             | 2054-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                           | Microsoft Corp                                                                                                         | CUSIP: 594918CE2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |     3632000 | PA      | $2378667.66    | 0.02%             | 2052-03-17      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                                             | NiSource Inc                                                                                                           | CUSIP: 65473QBG7<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $3858357.85    | 0.03%             | 2048-03-30      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| DOC DR LLC                                                               | Physicians Realty LP                                                                                                   | CUSIP: 71951QAA0<br>LEI: 549300P6Q1UMT0X60U20 | Long             | DBT              |  | US        |     3350000 | PA      | $3353823.19    | 0.02%             | 2027-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                                                 | Plains All American Pipeline LP / PAA Finance Corp                                                                     | CUSIP: 72650RBA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     8120000 | PA      | $7283436.27    | 0.05%             | 2042-06-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Roper Technologies Inc                                                   | Roper Technologies Inc                                                                                                 | CUSIP: 776743AB2<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |     1150000 | PA      | $1148424.18    | 0.01%             | 2025-12-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| SMITHFIELD FOODS INC                                                     | Smithfield Foods Inc                                                                                                   | CUSIP: 832248BC1<br>LEI: CVTIPZRZJC0JQEZLL598 | Long             | DBT              | CORP              | US        |     3610000 | PA      | $3302213.60    | 0.02%             | 2030-10-15      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                         | T-Mobile USA Inc                                                                                                       | CUSIP: 87264ABU8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     5610000 | PA      | $5550048.17    | 0.04%             | 2026-04-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Notes                                                                                                    | CUSIP: 91282CLM1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    13000000 | PA      | $12854038.60   | 0.09%             | 2031-09-30      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Notes                                                                                                    | CUSIP: 91282CLX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   165000000 | PA      | $166783122.00  | 1.13%             | 2027-11-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                   | UnitedHealth Group Inc                                                                                                 | CUSIP: 91324PEW8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     9698000 | PA      | $8518344.20    | 0.06%             | 2053-04-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| VEDANTA RESOURCES                                                        | Vedanta Resources Finance II PLC                                                                                       | CUSIP: 92243XAH4<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $205833.60     | 0.00%             | 2029-09-17      | Fixed         | 10.88%                | Yes           |                  2 | On Loan: No      |
| Barclays Bank PLC                                                        | Long: SPBH1DYN0 CDS USD R V 03MEVENT SPBH1DYN0_PRO CDX / Short: SPBH1DYN0 CDS USD P F  1.00000 SPBH1DYN0_FEE CDX       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              |  | US        |   100000000 | OU      | $1920020.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GMR HYDERABAD INTERNATIO                                                 | GMR Hyderabad International Airport Ltd                                                                                | CUSIP: 000000000<br>LEI: 335800NSPGIN89SVOU83 | Long             | DBT              | CORP              | IN        |      200000 | PA      | $197102.85     | 0.00%             | 2027-10-27      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FREEPORT INDONESIA PT                                                    | Freeport Indonesia PT                                                                                                  | CUSIP: 000000000<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | ID        |      500000 | PA      | $511913.00     | 0.00%             | 2052-04-14      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Abu Dhabi Government International Bonds                                 | Abu Dhabi Government International Bonds                                                                               | CUSIP: 000000000<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | AE        |      300000 | PA      | $199308.52     | 0.00%             | 2051-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                 | AT&T Inc                                                                                                               | CUSIP: 00206RML3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    10655000 | PA      | $10501010.42   | 0.07%             | 2026-03-25      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                             | Comcast Corp                                                                                                           | CUSIP: 20030NBH3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     6525000 | PA      | $6342509.06    | 0.04%             | 2033-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae Pool                                                                                                        | CUSIP: 31371HVJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        1219 | PA      | $1268.79       | 0.00%             | 2029-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                                 | Alexandria Real Estate Equities Inc                                                                                    | CUSIP: 015271AV1<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |     6560000 | PA      | $5322948.85    | 0.04%             | 2033-02-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                                  | Walt Disney Co/The                                                                                                     | CUSIP: 254687GA8<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |     3155000 | PA      | $2294777.07    | 0.02%             | 2060-05-13      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                                      | PURCHASED CLP / SOLD USD                                                                                               | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | CL        |           1 | NC      | $-9594.24      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                                      | PURCHASED USD / SOLD MXN                                                                                               | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |           1 | NC      | $-19586.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF EL SALVADOR                                                  | El Salvador Government International Bond                                                                              | CUSIP: 283875CG5<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |      150000 | PA      | $156000.00     | 0.00%             | 2054-11-21      | Fixed         | 9.65%                 | Yes           |                  2 | On Loan: No      |
| ENGIE ENERGIA CHILE SA                                                   | Engie Energia Chile SA                                                                                                 | CUSIP: 29287TAB5<br>LEI: 5493000FIKCC3ZDWTO77 | Long             | DBT              | CORP              | CL        |      200000 | PA      | $210313.20     | 0.00%             | 2034-04-17      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae REMICS                                                                                                      | CUSIP: 3136BTGP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    49093745 | PA      | $49166516.95   | 0.33%             | 2054-11-25      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| Federated Core Trust - Federated Mortgage Core Portfolio                 | FEDERATED CORE TR MTG CORE PORTFOLIO                                                                                   | CUSIP: 31409N200<br>LEI: 254900WC9GWJKY8X3D48 | Long             | EC               | RF                | US        |   376159707 | NS      | $3148456750.33 | 21.39%            |  |  |  | No            |                  2 | On Loan: No      |
| KIMCO REALTY OP LLC                                                      | Kimco Realty Corp                                                                                                      | CUSIP: 49446RAX7<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              |  | US        |     3390000 | PA      | $3220535.83    | 0.02%             | 2028-03-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                   | NextEra Energy Capital Holdings Inc                                                                                    | CUSIP: 65339KCP3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     5452000 | PA      | $5534571.74    | 0.04%             | 2033-02-28      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                                    | Northrop Grumman Corp                                                                                                  | CUSIP: 666807CP5<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |     6645000 | PA      | $6797749.61    | 0.05%             | 2035-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                   | Philip Morris International Inc                                                                                        | CUSIP: 718172CP2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     3770000 | PA      | $3431513.04    | 0.02%             | 2030-05-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                   | Philip Morris International Inc                                                                                        | CUSIP: 718172CX5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     5740000 | PA      | $6080609.76    | 0.04%             | 2032-11-17      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                                                 | Plains All American Pipeline LP / PAA Finance Corp                                                                     | CUSIP: 72650RBE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2000000 | PA      | $1655480.08    | 0.01%             | 2044-06-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| TERMOCANDELARIA POWER                                                    | Termocandelaria Power SA                                                                                               | CUSIP: 88087AAA6<br>LEI: 549300YDORW43JL6G659 | Long             | DBT              | CORP              | ES        |      200000 | PA      | $206162.33     | 0.00%             | 2031-09-17      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                    | Wells Fargo & Co                                                                                                       | CUSIP: 95000U2A0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    15150000 | PA      | $14990141.90   | 0.10%             | 2028-05-22      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                                   | Goldman Sachs Bank USA/New York NY                                                                                     | CUSIP: 38151LAF7<br>LEI: KD3XUN7C6T14HNAYLU02 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $3014053.95    | 0.02%             | 2027-03-18      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| Peru Government International Bonds                                      | Peru Government International Bonds                                                                                    | CUSIP: 715638DU3<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      400000 | PA      | $343204.00     | 0.00%             | 2034-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                      | Petroleos Mexicanos                                                                                                    | CUSIP: 71654QDD1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      200000 | PA      | $171076.08     | 0.00%             | 2050-01-23      | Fixed         | 7.69%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                                                 | Public Service Enterprise Group Inc                                                                                    | CUSIP: 744573BB1<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |     3040000 | PA      | $3105864.52    | 0.02%             | 2035-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Turkiye Government International Bonds                                   | Turkey Government International Bond                                                                                   | CUSIP: 900123CM0<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     3000000 | PA      | $2327393.43    | 0.02%             | 2047-05-11      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Bonds                                                                                                    | CUSIP: 912810TQ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    69000000 | PA      | $61266659.40   | 0.42%             | 2043-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Notes                                                                                                    | CUSIP: 91282CLJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   268000000 | PA      | $266990658.40  | 1.81%             | 2031-08-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                               | AbbVie Inc                                                                                                             | CUSIP: 00287YCB3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    11350000 | PA      | $9254863.32    | 0.06%             | 2049-11-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                 | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                                                              | CUSIP: 00774MAW5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     2670000 | PA      | $2569475.89    | 0.02%             | 2028-10-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                      | American Express Co                                                                                                    | CUSIP: 025816DB2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    12250000 | PA      | $12714428.86   | 0.09%             | 2027-11-05      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| ANGLOGOLD HOLDINGS PLC                                                   | AngloGold Ashanti Holdings PLC                                                                                         | CUSIP: 03512TAB7<br>LEI: 213800745ZIXC4L6A131 | Long             | DBT              | CORP              | IM        |     4420000 | PA      | $4612336.48    | 0.03%             | 2040-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                     | Bank of America Corp                                                                                                   | CUSIP: 06051GGR4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     4932000 | PA      | $4879552.37    | 0.03%             | 2028-07-21      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                | Boeing Co/The                                                                                                          | CUSIP: 097023DC6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     7500000 | PA      | $7164088.43    | 0.05%             | 2031-02-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                                                     | Boston Properties LP                                                                                                   | CUSIP: 10112RBD5<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |      955000 | PA      | $887947.00     | 0.01%             | 2031-01-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                             | Broadcom Inc                                                                                                           | CUSIP: 11135FBX8<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    10360000 | PA      | $10654873.36   | 0.07%             | 2029-07-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                 | Charter Communications Operating LLC / Charter Communications Operating Capital                                        | CUSIP: 161175BT0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     8000000 | PA      | $6195235.52    | 0.04%             | 2050-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                             | Comcast Corp                                                                                                           | CUSIP: 20030NBP5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      580000 | PA      | $552562.71     | 0.00%             | 2035-08-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                             | Enbridge Inc                                                                                                           | CUSIP: 29250NBZ7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     3935000 | PA      | $4242327.36    | 0.03%             | 2053-11-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae Pool                                                                                                        | CUSIP: 31409BEW3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         618 | PA      | $640.57        | 0.00%             | 2036-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae Pool                                                                                                        | CUSIP: 31417YRW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       72546 | PA      | $73670.24      | 0.00%             | 2040-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                  | Goldman Sachs Group Inc/The                                                                                            | CUSIP: 38145GAH3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    13200000 | PA      | $13093999.12   | 0.09%             | 2026-11-16      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                | Amgen Inc                                                                                                              | CUSIP: 031162DT4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    10770000 | PA      | $10424104.22   | 0.07%             | 2053-03-02      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                     | Bank of America Corp                                                                                                   | CUSIP: 06051GHX0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    10235000 | PA      | $9683343.22    | 0.07%             | 2030-10-22      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK OP LLC                                                        | Healthpeak OP LLC                                                                                                      | CUSIP: 42250GAB9<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              |  | US        |     8020000 | PA      | $7969207.58    | 0.05%             | 2033-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                  | Hyundai Capital America                                                                                                | CUSIP: 44891ACU9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    10335000 | PA      | $10604341.47   | 0.07%             | 2029-01-08      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                      | JPMorgan Chase & Co                                                                                                    | CUSIP: 46647PEJ1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    10275000 | PA      | $10540693.21   | 0.07%             | 2030-07-22      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corp                                                  | Marathon Petroleum Corp                                                                                                | CUSIP: 56585ABE1<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |      325000 | PA      | $252793.36     | 0.00%             | 2048-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                              | MetLife Inc                                                                                                            | CUSIP: 59156RAJ7<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     6995000 | PA      | $7764202.94    | 0.05%             | 2034-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                | ONEOK Inc                                                                                                              | CUSIP: 682680DC4<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    10125000 | PA      | $10032623.96   | 0.07%             | 2035-10-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL FINANCIAL GRP                                                  | Principal Financial Group Inc                                                                                          | CUSIP: 74251VAS1<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |    20132000 | PA      | $18248471.82   | 0.12%             | 2030-06-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                                                    | Republic Services Inc                                                                                                  | CUSIP: 760759BA7<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4313877.05    | 0.03%             | 2033-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| TEXAS TRANSPRTN COMMISSION ST HIGHWAY FUND REVENUE                       | Texas Transportation Commission State Highway Fund                                                                     | CUSIP: 88283LHU3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      390000 | PA      | $399198.50     | 0.00%             | 2030-04-01      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Inflation-Indexed Bonds                                                                                  | CUSIP: 912810RL4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      342410 | PA      | $247899.50     | 0.00%             | 2045-02-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                 | BENCHMARK 2018-B1 Mortgage Trust                                                                                       | CUSIP: 08162PAX9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     8890000 | PA      | $8741387.65    | 0.06%             | 2051-01-15      | Variable      | 3.67%                 | No            |                  2 | On Loan: No      |
| Brazil Government International Bonds                                    | Brazilian Government International Bond                                                                                | CUSIP: 105756CE8<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |      400000 | PA      | $367000.00     | 0.00%             | 2031-09-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Notes                                                                                                    | CUSIP: 91282CNT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  1050000000 | PA      | $1052132865.00 | 7.15%             | 2035-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| VMWARE LLC                                                               | VMware Inc                                                                                                             | CUSIP: 928563AJ4<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |     4632000 | PA      | $4504843.54    | 0.03%             | 2026-08-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                             | Broadcom Inc                                                                                                           | CUSIP: 11135FBP5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     2953000 | PA      | $2499675.43    | 0.02%             | 2035-11-15      | Fixed         | 3.14%                 | Yes           |                  2 | On Loan: No      |
| CVS Pass-Through Trust                                                   | CVS Pass-Through Trust                                                                                                 | CUSIP: 126650AW0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       65802 | PA      | $65827.68      | 0.00%             | 2027-01-11      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| CVS Health Corp                                                          | CVS Health Corp                                                                                                        | CUSIP: 126650CY4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     3815000 | PA      | $3512326.41    | 0.02%             | 2038-03-25      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| CAMDEN PROPERTY TRUST                                                    | Camden Property Trust                                                                                                  | CUSIP: 133131BA9<br>LEI: 5493002MYX22OHYJBD89 | Long             | DBT              |  | US        |    11650000 | PA      | $11866808.25   | 0.08%             | 2026-11-03      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| ADVANCE AUTO PARTS                                                       | Advance Auto Parts Inc                                                                                                 | CUSIP: 00751YAE6<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |     8235000 | PA      | $7601880.85    | 0.05%             | 2030-04-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| AMERICA MOVIL SAB DE CV                                                  | America Movil SAB de CV                                                                                                | CUSIP: 02364WBM6<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |     9100000 | PA      | $9171435.00    | 0.06%             | 2033-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                | Apple Inc                                                                                                              | CUSIP: 037833DB3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     8000000 | PA      | $7874811.84    | 0.05%             | 2027-09-12      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ARGENTINA                                                    | Argentine Republic Government International Bond                                                                       | CUSIP: 040114HW3<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |      477273 | PA      | $291136.36     | 0.00%             | 2046-07-09      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ARGENTINA                                                    | Argentine Republic Government International Bond                                                                       | CUSIP: 040114HX1<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |      320000 | PA      | $253264.00     | 0.00%             | 2029-07-09      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Bank                                                                     | BANK 2018-BNK15                                                                                                        | CUSIP: 06036FBC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4500000 | PA      | $4512699.45    | 0.03%             | 2061-11-15      | Variable      | 4.41%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                                 | Canadian Pacific Railway Co                                                                                            | CUSIP: 13648TAF4<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     3660000 | PA      | $3221101.95    | 0.02%             | 2048-05-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| COCA-COLA FEMSA SAB CV                                                   | Coca-Cola Femsa SAB de CV                                                                                              | CUSIP: 191241AK4<br>LEI: 5493008KEVFYPMGTXO33 | Long             | DBT              | CORP              | MX        |     9125000 | PA      | $9152466.25    | 0.06%             | 2035-05-06      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds                                  | Colombia Government International Bond                                                                                 | CUSIP: 195325EL5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     1200000 | PA      | $1261800.00    | 0.01%             | 2035-11-14      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                             | Comcast Corp                                                                                                           | CUSIP: 20030NDH1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     2325000 | PA      | $1932390.78    | 0.01%             | 2040-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                              | Freddie Mac Gold Pool                                                                                                  | CUSIP: 3128LXF62<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       83429 | PA      | $87766.91      | 0.00%             | 2035-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                            | Citigroup Inc                                                                                                          | CUSIP: 17327CAQ6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     7060000 | PA      | $6379250.37    | 0.04%             | 2033-01-25      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                             | Comcast Corp                                                                                                           | CUSIP: 20030NCS8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     3005000 | PA      | $3004215.76    | 0.02%             | 2025-10-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                              | Freddie Mac REMICS                                                                                                     | CUSIP: 3137HFX34<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     9002326 | PA      | $8970093.33    | 0.06%             | 2054-10-25      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                              | Freddie Mac REMICS                                                                                                     | CUSIP: 3137HMHB9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    32685362 | PA      | $32712412.54   | 0.22%             | 2055-08-25      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Ginnie Mae II Pool                                                                                                     | CUSIP: 36202DE23<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         120 | PA      | $123.89        | 0.00%             | 2029-12-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Ginnie Mae I Pool                                                                                                      | CUSIP: 36212UKU4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        1071 | PA      | $1102.28       | 0.00%             | 2031-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Ginnie Mae I Pool                                                                                                      | CUSIP: 36292CCD4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      150379 | PA      | $154261.57     | 0.00%             | 2035-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                  | Goldman Sachs Group Inc/The                                                                                            | CUSIP: 38141GXG4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     9200000 | PA      | $8605481.83    | 0.06%             | 2030-02-07      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                                                    | Huntington Bancshares Inc/OH                                                                                           | CUSIP: 446150BD5<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |     8435000 | PA      | $8719756.57    | 0.06%             | 2035-02-02      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                           | Microsoft Corp                                                                                                         | CUSIP: 594918BR4<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |     3400000 | PA      | $3351222.58    | 0.02%             | 2026-08-08      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                           | Morgan Stanley                                                                                                         | CUSIP: 61747YFR1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     3320000 | PA      | $3505276.85    | 0.02%             | 2035-04-19      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                                    | Northrop Grumman Corp                                                                                                  | CUSIP: 666807CH3<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |     9119000 | PA      | $9129343.96    | 0.06%             | 2033-03-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                                                 | Penske Truck Leasing Co Lp / PTL Finance Corp                                                                          | CUSIP: 709599BT0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3585000 | PA      | $3698056.95    | 0.03%             | 2028-05-01      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| Suncor Energy Inc                                                        | Petro-Canada                                                                                                           | CUSIP: 71644EAJ1<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |     1808000 | PA      | $1961816.36    | 0.01%             | 2038-05-15      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                             | Comcast Corp                                                                                                           | CUSIP: 20030NEF4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     8765000 | PA      | $8046477.99    | 0.05%             | 2053-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCK FINAN NA                                                   | Daimler Trucks Finance North America LLC                                                                               | CUSIP: 233853AG5<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |     2285000 | PA      | $2156337.52    | 0.01%             | 2028-12-14      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| REGIONS FINANCIAL CORP                                                   | Regions Financial Corp                                                                                                 | CUSIP: 7591EPAV2<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |     6160000 | PA      | $6255749.87    | 0.04%             | 2035-09-06      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                                   | Sempra                                                                                                                 | CUSIP: 816851BM0<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     9000000 | PA      | $8744914.80    | 0.06%             | 2052-04-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| SOUTHERN NATURAL GAS                                                     | Southern Natural Gas Co LLC                                                                                            | CUSIP: 84346LAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     7228000 | PA      | $6240256.00    | 0.04%             | 2047-03-15      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                       | Union Pacific Corp                                                                                                     | CUSIP: 907818FH6<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     6165000 | PA      | $5745300.86    | 0.04%             | 2030-02-05      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                                    | Mexico Government International Bond                                                                                   | CUSIP: 91087BBF6<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      300000 | PA      | $305505.00     | 0.00%             | 2038-01-29      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Bonds                                                                                                    | CUSIP: 912810RB6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     9000000 | PA      | $6876649.80    | 0.05%             | 2043-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Bonds                                                                                                    | CUSIP: 912810RQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      250000 | PA      | $171328.13     | 0.00%             | 2046-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Notes                                                                                                    | CUSIP: 91282CHE4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    37250000 | PA      | $37280615.78   | 0.25%             | 2028-05-31      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Visa Inc                                                                 | Visa Inc                                                                                                               | CUSIP: 92826CAE2<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |      350000 | PA      | $334821.98     | 0.00%             | 2035-12-14      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| GEOPARK LTD                                                              | Geopark Ltd                                                                                                            | CUSIP: 000000000<br>LEI: 529900ZR5QI19AH4KZ07 | Long             | DBT              | CORP              | BM        |      200000 | PA      | $182470.00     | 0.00%             | 2030-01-31      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ARMENIA                                                      | Republic of Armenia International Bond                                                                                 | CUSIP: 000000000<br>LEI: 5299000H77JSW90G7935 | Long             | DBT              | NUSS              | AM        |      200000 | PA      | $187381.75     | 0.00%             | 2029-09-26      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Saudi Government International Bonds                                     | Saudi Government International Bonds                                                                                   | CUSIP: 000000000<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |      300000 | PA      | $188065.59     | 0.00%             | 2061-02-02      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Dominican Republic                                                       | Dominican Republic International Bond                                                                                  | CUSIP: 25714PDT2<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |      250000 | PA      | $253437.50     | 0.00%             | 2027-01-25      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| Standard Chartered Bank                                                  | PURCHASED USD / SOLD PEN                                                                                               | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |           1 | NC      | $-4621.56      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                         | Duke Energy Corp                                                                                                       | CUSIP: 26441CAT2<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    13520000 | PA      | $10094300.91   | 0.07%             | 2046-09-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                       | Meta Platforms Inc                                                                                                     | CUSIP: 30303M8G0<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     7800000 | PA      | $7757604.58    | 0.05%             | 2027-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AIA GROUP LTD                                                            | AIA Group Ltd                                                                                                          | CUSIP: 00131LAP0<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | DBT              | CORP              | HK        |     4795000 | PA      | $4905642.85    | 0.03%             | 2033-04-04      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: —       |
| ALCON FINANCE CORP                                                       | Alcon Finance Corp                                                                                                     | CUSIP: 01400EAA1<br>LEI: 549300CUZUI9VU7XNK42 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $2947000.74    | 0.02%             | 2026-09-23      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae Pool                                                                                                        | CUSIP: 31385HS29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         460 | PA      | $483.54        | 0.00%             | 2031-08-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae Pool                                                                                                        | CUSIP: 31386XES1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         716 | PA      | $760.29        | 0.00%             | 2031-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                             | Alphabet Inc                                                                                                           | CUSIP: 02079KAF4<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    11194000 | PA      | $6115137.80    | 0.04%             | 2050-08-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| AMERICA MOVIL SAB DE CV                                                  | America Movil SAB de CV                                                                                                | CUSIP: 02364WBJ3<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |     8180000 | PA      | $7634626.72    | 0.05%             | 2030-05-07      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ARGENTINA                                                    | Argentine Republic Government International Bond                                                                       | CUSIP: 040114HS2<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |      340000 | PA      | $254609.00     | 0.00%             | 2030-07-09      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                                                          | AstraZeneca PLC                                                                                                        | CUSIP: 046353AX6<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |     3525000 | PA      | $1942778.23    | 0.01%             | 2050-08-06      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                     | Bank of America Corp                                                                                                   | CUSIP: 06051GHD4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     7960000 | PA      | $7823056.48    | 0.05%             | 2028-12-20      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                     | Bank of America Corp                                                                                                   | CUSIP: 06051GJB6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     2185000 | PA      | $2021222.47    | 0.01%             | 2031-04-29      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                     | Bank of America Corp                                                                                                   | CUSIP: 06051GMM8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    11995000 | PA      | $12362946.51   | 0.08%             | 2036-01-24      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| Truist Bank                                                              | Branch Banking & Trust Co                                                                                              | CUSIP: 07330MAC1<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |      350000 | PA      | $351242.51     | 0.00%             | 2029-09-17      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                            | Boeing Co/The                                                                                                          | CUSIP: 097023DS1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     3935000 | PA      | $4311864.63    | 0.03%             | 2034-05-01      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                  | Bristol-Myers Squibb Co                                                                                                | CUSIP: 110122CQ9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |      260000 | PA      | $231782.51     | 0.00%             | 2039-06-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                             | Broadcom Inc                                                                                                           | CUSIP: 11135FAL5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     5452000 | PA      | $5451251.22    | 0.04%             | 2028-09-15      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                             | Broadcom Inc                                                                                                           | CUSIP: 11135FAQ4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     3998000 | PA      | $3960127.15    | 0.03%             | 2030-11-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| CNA FINANCIAL CORP                                                       | CNA Financial Corp                                                                                                     | CUSIP: 126117AX8<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |     7840000 | PA      | $8094226.90    | 0.05%             | 2033-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                                                      | Carrier Global Corp                                                                                                    | CUSIP: 14448CBD5<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |     2305000 | PA      | $2453555.59    | 0.02%             | 2054-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Caterpillar Inc                                                          | Caterpillar Inc                                                                                                        | CUSIP: 149123BL4<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |       69000 | PA      | $71537.28      | 0.00%             | 2035-09-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS LLC                                                   | Chubb INA Holdings Inc                                                                                                 | CUSIP: 171239AG1<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |     5825000 | PA      | $5103840.88    | 0.03%             | 2030-09-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| COCA-COLA FEMSA SAB CV                                                   | Coca-Cola Femsa SAB de CV                                                                                              | CUSIP: 191241AH1<br>LEI: 5493008KEVFYPMGTXO33 | Long             | DBT              | CORP              | MX        |     5814000 | PA      | $5471054.23    | 0.04%             | 2030-01-22      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINE GROUP                                                  | Columbia Pipeline Group Inc                                                                                            | CUSIP: 198280AH2<br>LEI: 549300SRP1TQM9JJBG80 | Long             | DBT              | CORP              | US        |     1050000 | PA      | $1029543.34    | 0.01%             | 2045-06-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINE HOLDCO                                                 | Columbia Pipelines Holding Co LLC                                                                                      | CUSIP: 19828AAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5250000 | PA      | $5378218.23    | 0.04%             | 2034-01-15      | Fixed         | 5.68%                 | Yes           |                  2 | On Loan: No      |
| Comcast Corp                                                             | Comcast Corp                                                                                                           | CUSIP: 20030NCJ8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      400000 | PA      | $348433.86     | 0.00%             | 2038-03-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                             | Comcast Corp                                                                                                           | CUSIP: 20030NCN9<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $2558424.15    | 0.02%             | 2058-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                             | Comcast Corp                                                                                                           | CUSIP: 20030NCZ2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      485000 | PA      | $330120.58     | 0.00%             | 2050-02-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| COMERICA INC                                                             | Comerica Inc                                                                                                           | CUSIP: 200340AW7<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | DBT              | CORP              | US        |     7310000 | PA      | $7585736.78    | 0.05%             | 2030-01-30      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                 | Constellation Brands Inc                                                                                               | CUSIP: 21036PBG2<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |     1390000 | PA      | $995791.27     | 0.01%             | 2050-05-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CORP FINANCIERA DE DESAR                                                 | Corp Financiera de Desarrollo SA                                                                                       | CUSIP: 21987DAE4<br>LEI: 254900BOM7T4MG6T0J30 | Long             | DBT              | NUSS              | PE        |      400000 | PA      | $381568.00     | 0.00%             | 2027-09-28      | Fixed         | 2.40%                 | Yes           |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                   | Diamondback Energy Inc                                                                                                 | CUSIP: 25278XAW9<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     3838000 | PA      | $3805685.50    | 0.03%             | 2053-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                                       | Dominican Republic International Bond                                                                                  | CUSIP: 25714PFC7<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |      150000 | PA      | $155400.00     | 0.00%             | 2055-02-24      | Fixed         | 7.15%                 | Yes           |                  2 | On Loan: No      |
| Credit Agricole CIB                                                      | PURCHASED CNH / SOLD USD                                                                                               | CUSIP: 000000000<br>LEI: 1VUV7VQFKUOQSJ21A208 | N/A              | DFE              |  | CN        |           1 | NC      | $2904.33       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                                      | PURCHASED MXN / SOLD USD                                                                                               | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | MX        |           1 | NC      | $6970.28       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                            | PURCHASED USD / SOLD BRL                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-133842.18    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federated Core Trust - High Yield Bond Portfolio                         | FED HIGH YLD BOND PORT                                                                                                 | CUSIP: 000000000<br>LEI: 549300FJ1PZWFDNRP685 | Long             | EC               | RF                | US        |    74460518 | NS      | $426658765.96  | 2.90%             |  |  |  | No            |                  1 | On Loan: No      |
| Federated Core Trust III - Federated Project and Trade Finance Core Fund | FEDERATED CORE TR III FEDERATED PROJ+TRADE FIN CORE                                                                    | CUSIP: 31415N103<br>LEI: 549300K79QCJYF3J1472 | Long             | EC               | RF                | US        |   116303546 | NS      | $1037427628.49 | 7.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                 | Electricite de France SA                                                                                               | CUSIP: 268317AE4<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |     5679000 | PA      | $5687377.21    | 0.04%             | 2040-01-27      | Fixed         | 5.60%                 | Yes           |                  2 | On Loan: No      |
| EASTERN GAS TRAN                                                         | Eastern Gas Transmission & Storage Inc                                                                                 | CUSIP: 276480AH3<br>LEI: H2VQBNB3NSKRM5QWBI71 | Long             | DBT              | CORP              | US        |     1210000 | PA      | $1153194.21    | 0.01%             | 2029-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                             | Ecopetrol SA                                                                                                           | CUSIP: 279158AV1<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |      400000 | PA      | $405470.40     | 0.00%             | 2036-01-19      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Emera US Finance LP                                                      | Emera US Finance LP                                                                                                    | CUSIP: 29103DAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     7554000 | PA      | $6303625.74    | 0.04%             | 2046-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                 | Enterprise Products Operating LLC                                                                                      | CUSIP: 29379VCH4<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $9552232.30    | 0.06%             | 2055-02-16      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                              | Exelon Corp                                                                                                            | CUSIP: 30161NBH3<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     2485000 | PA      | $1890257.45    | 0.01%             | 2052-03-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                       | Meta Platforms Inc                                                                                                     | CUSIP: 30303M8J4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     5725000 | PA      | $4773531.39    | 0.03%             | 2052-08-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                              | Freddie Mac Gold Pool                                                                                                  | CUSIP: 3128M5VU1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         216 | PA      | $224.11        | 0.00%             | 2038-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                              | Freddie Mac Gold Pool                                                                                                  | CUSIP: 3128MDK44<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         344 | PA      | $343.45        | 0.00%             | 2026-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae REMICS                                                                                                      | CUSIP: 3136BR3P0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    33493434 | PA      | $33485760.68   | 0.23%             | 2054-06-25      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae Pool                                                                                                        | CUSIP: 31371NYB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        5415 | PA      | $5623.68       | 0.00%             | 2038-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                              | Freddie Mac REMICS                                                                                                     | CUSIP: 3137HC4Q2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     8157163 | PA      | $8159663.76    | 0.06%             | 2054-04-25      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                              | Freddie Mac REMICS                                                                                                     | CUSIP: 3137HDE48<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    30695480 | PA      | $30759894.89   | 0.21%             | 2054-06-25      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                              | Freddie Mac REMICS                                                                                                     | CUSIP: 3137HKMB7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    70322328 | PA      | $70322165.88   | 0.48%             | 2055-03-25      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae Pool                                                                                                        | CUSIP: 3138W9Z78<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         907 | PA      | $898.30        | 0.00%             | 2028-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federated Core Trust - Federated Bank Loan Core Fund                     | FEDERATED CORE TR FEDERATED BANK LOAN CORE FUND                                                                        | CUSIP: 31409N804<br>LEI: 549300FJK5JF0KIC2N83 | Long             | EC               | RF                | US        |      330544 | NS      | $2839374.71    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PRUDENTIAL QMA STRAT VAL-                                                | FEDERATED CORE TR MUTUAL FUND                                                                                          | CUSIP: 31409N887<br>LEI: 254900HYFNGKM5PJOV84 | Long             | EC               | RF                | US        |    41123128 | NS      | $368874458.11  | 2.51%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae Pool                                                                                                        | CUSIP: 31410G2U6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        2106 | PA      | $2113.71       | 0.00%             | 2033-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae Pool                                                                                                        | CUSIP: 31412V4G0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        1061 | PA      | $1102.29       | 0.00%             | 2037-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae Pool                                                                                                        | CUSIP: 31417YTU1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      173604 | PA      | $173433.50     | 0.00%             | 2040-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae Pool                                                                                                        | CUSIP: 31417YXZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      116388 | PA      | $115558.98     | 0.00%             | 2031-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                 | Ford Motor Credit Co LLC                                                                                               | CUSIP: 345397D59<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     3855000 | PA      | $4013557.77    | 0.03%             | 2028-11-07      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY TRANSMISSION                                                 | FirstEnergy Transmission LLC                                                                                           | CUSIP: 33767BAC3<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |     3107000 | PA      | $2581618.32    | 0.02%             | 2049-04-01      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Ginnie Mae II Pool                                                                                                     | CUSIP: 36202DRH6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        2237 | PA      | $2313.82       | 0.00%             | 2032-01-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Ginnie Mae II Pool                                                                                                     | CUSIP: 36202DX89<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       12094 | PA      | $12418.50      | 0.00%             | 2033-06-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Ginnie Mae II Pool                                                                                                     | CUSIP: 36202EAY5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       11097 | PA      | $11249.92      | 0.00%             | 2034-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Ginnie Mae I Pool                                                                                                      | CUSIP: 36207HU21<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |          10 | PA      | $9.97          | 0.00%             | 2026-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Ginnie Mae I Pool                                                                                                      | CUSIP: 36212RUB2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         625 | PA      | $634.06        | 0.00%             | 2033-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Ginnie Mae I Pool                                                                                                      | CUSIP: 36296XKA1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        4029 | PA      | $4150.10       | 0.00%             | 2039-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                      | Global Payments Inc                                                                                                    | CUSIP: 37940XAP7<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     5152000 | PA      | $5211343.42    | 0.04%             | 2027-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                  | Goldman Sachs Group Inc/The                                                                                            | CUSIP: 38141GB37<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     3250000 | PA      | $3306730.73    | 0.02%             | 2035-07-23      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| HEALTHCARE RLTY HLDGS LP                                                 | Healthcare Trust of America Holdings LP                                                                                | CUSIP: 42225UAH7<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              |  | US        |     7267000 | PA      | $6308407.20    | 0.04%             | 2031-03-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                                                         | Hewlett Packard Enterprise Co                                                                                          | CUSIP: 42824CBV0<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |     4950000 | PA      | $4868329.41    | 0.03%             | 2034-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                           | Home Depot Inc/The                                                                                                     | CUSIP: 437076CB6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     3705000 | PA      | $3484621.38    | 0.02%             | 2030-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Invesco Finance PLC                                                      | Invesco Finance PLC                                                                                                    | CUSIP: 46132FAD2<br>LEI: 549300OYQ3LAJYXXO449 | Long             | DBT              | CORP              | GB        |     2712000 | PA      | $2705549.89    | 0.02%             | 2026-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                      | JPMorgan Chase & Co                                                                                                    | CUSIP: 46647PBL9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    15000000 | PA      | $13863532.95   | 0.09%             | 2031-04-22      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| JSW INFRASTRUCTURE                                                       | JSW Infrastructure Ltd                                                                                                 | CUSIP: 46654XAA7<br>LEI: 3358003E3YFK92C9WX80 | Long             | DBT              | CORP              | IN        |      200000 | PA      | $200575.09     | 0.00%             | 2029-01-21      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                     | Keurig Dr Pepper Inc                                                                                                   | CUSIP: 49271VAJ9<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     5152000 | PA      | $4856883.24    | 0.03%             | 2030-05-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| LATAM AIRLINES GROUP SA                                                  | Latam Airlines Group SA                                                                                                | CUSIP: 51817RAE6<br>LEI: 549300HX3UUDPEFTG707 | Long             | DBT              | CORP              | CL        |       90000 | PA      | $92718.68      | 0.00%             | 2031-01-07      | Fixed         | 7.63%                 | Yes           |                  2 | On Loan: No      |
| LEIDOS INC                                                               | Leidos Inc                                                                                                             | CUSIP: 52532XAF2<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |     9870000 | PA      | $9824596.03    | 0.07%             | 2030-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                 | Lloyds Banking Group PLC                                                                                               | CUSIP: 53944YAB9<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |      635000 | PA      | $635001.29     | 0.00%             | 2026-03-24      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                  | MPLX LP                                                                                                                | CUSIP: 55336VBN9<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     1920000 | PA      | $1920632.01    | 0.01%             | 2027-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MEDCO CYPRESS TREE PTE                                                   | Medco Cypress Tree Pte Ltd                                                                                             | CUSIP: 58406VAA7<br>LEI: 254900NKZ2Y3YZK4WC46 | Long             | DBT              | CORP              | SG        |      250000 | PA      | $266644.55     | 0.00%             | 2030-05-19      | Fixed         | 8.63%                 | Yes           |                  2 | On Loan: No      |
| MONGOLIA INTL BOND                                                       | Mongolia Government International Bond                                                                                 | CUSIP: 60937LAJ4<br>LEI: N/A                  | Long             | DBT              | NUSS              | MN        |      300000 | PA      | $301476.74     | 0.00%             | 2030-02-25      | Fixed         | 6.63%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY                                                           | Morgan Stanley                                                                                                         | CUSIP: 61747YFE0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     5600000 | PA      | $5718983.59    | 0.04%             | 2034-04-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                | ONEOK Inc                                                                                                              | CUSIP: 682680BG7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |      525000 | PA      | $557582.60     | 0.00%             | 2032-11-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| FORTIS INC                                                               | Fortis Inc/Canada                                                                                                      | CUSIP: 349553AM9<br>LEI: 549300MQYQ9Y065XPR71 | Long             | DBT              | CORP              | CA        |     5831000 | PA      | $5744644.35    | 0.04%             | 2026-10-04      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Ginnie Mae II Pool                                                                                                     | CUSIP: 36179NQ50<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        1464 | PA      | $1408.93       | 0.00%             | 2043-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                   | PNC Financial Services Group Inc/The                                                                                   | CUSIP: 693475BW4<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     5470000 | PA      | $5704953.73    | 0.04%             | 2035-01-22      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                   | PNC Financial Services Group Inc/The                                                                                   | CUSIP: 693475CC7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     9415000 | PA      | $9723229.68    | 0.07%             | 2036-01-29      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| Duke Energy Indiana LLC                                                  | Duke Energy Indiana LLC                                                                                                | CUSIP: 693627AY7<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |      427000 | PA      | $463156.16     | 0.00%             | 2035-10-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| PACIFIC LIFE GF II                                                       | Pacific Life Global Funding II                                                                                         | CUSIP: 6944PL2Z1<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |     9790000 | PA      | $10001215.73   | 0.07%             | 2029-01-11      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| Republic of Paraguay                                                     | Paraguay Government International Bond                                                                                 | CUSIP: 699149AH3<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |      500000 | PA      | $439510.00     | 0.00%             | 2050-03-30      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                                         | Peruvian Government International Bond                                                                                 | CUSIP: 715638EA6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     1140000 | PA      | $345414.85     | 0.00%             | 2039-08-12      | Fixed         | 7.60%                 | Yes           |                  2 | On Loan: No      |
| Petrobras Global Finance BV                                              | Petrobras Global Finance BV                                                                                            | CUSIP: 71647NBL2<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |      950000 | PA      | $935384.25     | 0.01%             | 2035-01-13      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                      | Petroleos Mexicanos                                                                                                    | CUSIP: 71654QAZ5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      100000 | PA      | $82057.81      | 0.00%             | 2041-06-02      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                      | Petroleos Mexicanos                                                                                                    | CUSIP: 71654QCK6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      200000 | PA      | $196210.42     | 0.00%             | 2028-02-12      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                      | Petroleos Mexicanos                                                                                                    | CUSIP: 71654QCL4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      600000 | PA      | $449806.14     | 0.00%             | 2048-02-12      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                   | Philip Morris International Inc                                                                                        | CUSIP: 718172CY3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     4700000 | PA      | $4708984.66    | 0.03%             | 2026-02-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                 | Prudential Financial Inc                                                                                               | CUSIP: 74432QBD6<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     1050000 | PA      | $1186355.95    | 0.01%             | 2037-12-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| RPM International Inc                                                    | RPM International Inc                                                                                                  | CUSIP: 749685AU7<br>LEI: 549300TJCKW4BRXPJ474 | Long             | DBT              | CORP              | US        |     8755000 | PA      | $8127708.89    | 0.06%             | 2045-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| REG DIVERSIFIED FUNDING                                                  | Regional Diversified Funding 2005-1 Ltd                                                                                | CUSIP: 75902AAA6<br>LEI: 54930070N77H6NE83R38 | Long             | DBT              | CORP              | KY        |       14509 | PA      | $3046.85       | 0.00%             | 2030-03-15      | Fixed         | 9.25%                 | Yes           |                  3 | On Loan: No      |
| REPUBLIC SERVICES INC                                                    | Republic Services Inc                                                                                                  | CUSIP: 760759BB5<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $5129683.55    | 0.03%             | 2029-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                                   | Sempra Energy                                                                                                          | CUSIP: 816851BP3<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     7915000 | PA      | $7765094.41    | 0.05%             | 2029-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| SIERRACOL ENRGY ANDINA                                                   | SierraCol Energy Andina LLC                                                                                            | CUSIP: 82653LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      200000 | PA      | $189248.46     | 0.00%             | 2028-06-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| SMITHFIELD FOODS INC                                                     | Smithfield Foods Inc                                                                                                   | CUSIP: 832248BD9<br>LEI: CVTIPZRZJC0JQEZLL598 | Long             | DBT              | CORP              | US        |     3980000 | PA      | $3484915.66    | 0.02%             | 2031-09-13      | Fixed         | 2.63%                 | Yes           |                  2 | On Loan: No      |
| Republic of South Africa Government International Bonds                  | Republic of South Africa Government International Bond                                                                 | CUSIP: 836205BC7<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     1300000 | PA      | $1288588.59    | 0.01%             | 2032-04-20      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ELEC POWER                                                  | Southwestern Electric Power Co                                                                                         | CUSIP: 845437BL5<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |     1450000 | PA      | $1511709.72    | 0.01%             | 2040-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL                                                    | Takeda Pharmaceutical Co Ltd                                                                                           | CUSIP: 874060AX4<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |     8560000 | PA      | $7771516.49    | 0.05%             | 2030-03-31      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable LLC                                                    | Time Warner Cable LLC                                                                                                  | CUSIP: 88732JBD9<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |     1250000 | PA      | $992238.94     | 0.01%             | 2042-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                      | Total System Services Inc                                                                                              | CUSIP: 891906AF6<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     4555000 | PA      | $4567583.92    | 0.03%             | 2028-06-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| TRANSNET SOC LTD                                                         | Transnet SOC Ltd                                                                                                       | CUSIP: 89378TAD5<br>LEI: 378900B07CD6F01EA796 | Long             | DBT              | CORP              | ZA        |     1500000 | PA      | $1578498.80    | 0.01%             | 2028-02-06      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| UDR INC                                                                  | UDR Inc                                                                                                                | CUSIP: 90265EAV2<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              |  | US        |     8350000 | PA      | $6843609.73    | 0.05%             | 2033-06-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                                    | Uber Technologies Inc                                                                                                  | CUSIP: 90353TAN0<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |     6320000 | PA      | $6341216.24    | 0.04%             | 2030-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                                                    | United Parcel Service Inc                                                                                              | CUSIP: 911312BZ8<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |     8781000 | PA      | $8974440.07    | 0.06%             | 2033-03-03      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Bonds                                                                                                    | CUSIP: 912810RS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      350000 | PA      | $239045.87     | 0.00%             | 2046-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Bonds                                                                                                    | CUSIP: 912810RV2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2000000 | PA      | $1484376.40    | 0.01%             | 2047-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Bonds                                                                                                    | CUSIP: 912810SJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     4845000 | PA      | $2987681.36    | 0.02%             | 2049-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Bonds                                                                                                    | CUSIP: 912810TX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   421570000 | PA      | $377107517.98  | 2.56%             | 2054-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Notes                                                                                                    | CUSIP: 91282CFH9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    32695000 | PA      | $32384178.44   | 0.22%             | 2027-08-31      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Notes                                                                                                    | CUSIP: 91282CGQ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    19130000 | PA      | $19399675.61   | 0.13%             | 2030-02-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Notes                                                                                                    | CUSIP: 91282CKX8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     5000000 | PA      | $5110278.50    | 0.03%             | 2029-06-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Notes                                                                                                    | CUSIP: 91282CLN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    22500000 | PA      | $22381866.00   | 0.15%             | 2029-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Notes                                                                                                    | CUSIP: 91282CMS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   126000000 | PA      | $126900459.00  | 0.86%             | 2028-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Notes                                                                                                    | CUSIP: 91282CNC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    10500000 | PA      | $10534452.60   | 0.07%             | 2035-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Valmont Industries Inc                                                   | Valmont Industries Inc                                                                                                 | CUSIP: 920253AF8<br>LEI: 5493009ZGZJJ8F77JN08 | Long             | DBT              | CORP              | US        |     1645000 | PA      | $1498252.51    | 0.01%             | 2044-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VISTA OIL & GAS ARGENTIN                                                 | Vista Energy Argentina SAU                                                                                             | CUSIP: 92841RAA8<br>LEI: 549300FE4UJNCG1DB123 | Long             | DBT              | CORP              | AR        |       67000 | PA      | $65606.40      | 0.00%             | 2035-12-10      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                                       | Vodafone Group PLC                                                                                                     | CUSIP: 92857WCA6<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    10335000 | PA      | $9879058.87    | 0.07%             | 2054-06-28      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage Association                                 | Ginnie Mae II Pool                                                                                                     | CUSIP: 36202C4Q3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         420 | PA      | $434.75        | 0.00%             | 2028-08-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Ginnie Mae II Pool                                                                                                     | CUSIP: 36202KVJ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |           2 | PA      | $1.95          | 0.00%             | 2025-10-20      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                    | Wells Fargo & Co                                                                                                       | CUSIP: 94974BFY1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      140000 | PA      | $139767.80     | 0.00%             | 2026-06-03      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                    | Wells Fargo & Co                                                                                                       | CUSIP: 95000U2S1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    10825000 | PA      | $10492761.81   | 0.07%             | 2028-06-02      | Fixed         | 2.39%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                    | Wells Fargo & Co                                                                                                       | CUSIP: 95000U3E1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    12665000 | PA      | $13131797.96   | 0.09%             | 2029-07-25      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                                         | Welltower Inc                                                                                                          | CUSIP: 95040QAL8<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |     8352000 | PA      | $7698509.54    | 0.05%             | 2031-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                          | Long: BP2D19831 CDS USD R V 03MEVENT SP2D19831_PRO CCPCDX / Short: BP2D19831 CDS USD P F  1.00000 SP2D19831_FEE CCPCDX | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |   700000000 | OU      | $-15100540.00  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                   | US 2YR NOTE (CBT) DEC25                                                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       32851 | NC      | $7537378.58    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BONOS DE TESORERIA                                                       | Peru Government Bond                                                                                                   | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    23500000 | PA      | $7120393.89    | 0.05%             | 2039-08-12      | Fixed         | 7.60%                 | Yes           |                  2 | On Loan: No      |
| COMMONWEALTH OF BAHAMAS                                                  | Bahamas Government International Bond                                                                                  | CUSIP: 000000000<br>LEI: 549300W13SXC7EKNJC20 | Long             | DBT              | NUSS              | BS        |      300000 | PA      | $323223.00     | 0.00%             | 2032-10-15      | Fixed         | 8.95%                 | No            |                  2 | On Loan: No      |
| Kallpa Generacion SA                                                     | Kallpa Generacion SA                                                                                                   | CUSIP: 000000000<br>LEI: 549300NG1PWEI5BZG095 | Long             | DBT              | CORP              | PE        |      600000 | PA      | $596338.68     | 0.00%             | 2027-08-16      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| SAMARCO MINERACAO SA                                                     | Samarco Mineracao SA                                                                                                   | CUSIP: 000000000<br>LEI: 529900U8HKV15GJC4O60 | Long             | DBT              | CORP              | BR        |      433511 | PA      | $431704.26     | 0.00%             | 2031-06-30      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| PNG GOVT INTL BOND                                                       | Papua New Guinea Government International Bond                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | PG        |      200000 | PA      | $206439.60     | 0.00%             | 2028-10-04      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| PTTEP TREASURY CENTER CO                                                 | PTTEP Treasury Center Co Ltd                                                                                           | CUSIP: 000000000<br>LEI: 2549006WFOUPZX6TZG08 | Long             | DBT              | CORP              | TH        |      300000 | PA      | $284422.96     | 0.00%             | 2030-01-15      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| Egypt Government International Bonds                                     | Egypt Government International Bond                                                                                    | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     1000000 | PA      | $954266.31     | 0.01%             | 2032-05-29      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Ginnie Mae I Pool                                                                                                      | CUSIP: 36208T6S4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         242 | PA      | $245.56        | 0.00%             | 2028-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                      | Gilead Sciences Inc                                                                                                    | CUSIP: 375558BZ5<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |     3385000 | PA      | $3517622.44    | 0.02%             | 2033-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                                                      | Ecuador Government International Bond                                                                                  | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |      670000 | PA      | $504188.40     | 0.00%             | 2035-07-31      | Variable      | 6.90%                 | Yes           |                  2 | On Loan: No      |
| META PLATFORMS INC                                                       | Meta Platforms Inc                                                                                                     | CUSIP: 30303M8H8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     7250000 | PA      | $7009552.81    | 0.05%             | 2032-08-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Ginnie Mae II Pool                                                                                                     | CUSIP: 36202DS44<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        1321 | PA      | $1369.30       | 0.00%             | 2032-05-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                              | Oracle Corp                                                                                                            | CUSIP: 68389XCC7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     4410000 | PA      | $4344552.47    | 0.03%             | 2026-03-25      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                   | UnitedHealth Group Inc                                                                                                 | CUSIP: 91324PEV0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     9698000 | PA      | $9508879.69    | 0.06%             | 2033-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                               | AbbVie Inc                                                                                                             | CUSIP: 00287YBV0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     7475000 | PA      | $7378948.42    | 0.05%             | 2026-11-21      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                           | Air Lease Corp                                                                                                         | CUSIP: 00914AAT9<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     4320000 | PA      | $4475062.68    | 0.03%             | 2027-12-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE / IRELAND DAC                                                  | Aircastle Ltd / Aircastle Ireland DAC                                                                                  | CUSIP: 00929JAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     6200000 | PA      | $6252834.42    | 0.04%             | 2030-09-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN INTERNATIONAL                                                   | American International Group Inc                                                                                       | CUSIP: 026874DS3<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |     1575000 | PA      | $1608590.42    | 0.01%             | 2033-03-27      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL                                                   | Anglo American Capital PLC                                                                                             | CUSIP: 034863BF6<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |     2600000 | PA      | $2580225.13    | 0.02%             | 2054-04-05      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: —       |
| BMO Mortgage Trust                                                       | BMO 2023-C4 Mortgage Trust                                                                                             | CUSIP: 05610CAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4075000 | PA      | $4134656.78    | 0.03%             | 2056-02-15      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                     | Bank of America Corp                                                                                                   | CUSIP: 06051GJZ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $9449816.10    | 0.06%             | 2029-06-14      | Fixed         | 2.09%                 | No            |                  2 | On Loan: No      |
| BHARTI AIRTEL LTD                                                        | Bharti Airtel Ltd                                                                                                      | CUSIP: 08860HAC8<br>LEI: 335800KQ1FPKOQ84OR26 | Long             | DBT              | CORP              | IN        |      500000 | PA      | $472569.95     | 0.00%             | 2031-06-03      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| CD Commercial Mortgage Trust                                             | CD 2017-CD4 Mortgage Trust                                                                                             | CUSIP: 12515DAR5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4100000 | PA      | $4033535.72    | 0.03%             | 2050-05-10      | Variable      | 3.51%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                                   | ConocoPhillips Co                                                                                                      | CUSIP: 20826FBC9<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |     4175000 | PA      | $3333026.62    | 0.02%             | 2042-03-15      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                  | Consolidated Edison Co of New York Inc                                                                                 | CUSIP: 209111FY4<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     2590000 | PA      | $2004562.90    | 0.01%             | 2050-04-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                                       | PURCHASED CLP / SOLD USD                                                                                               | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | CL        |           1 | NC      | $412.96        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                                      | PURCHASED USD / SOLD PEN                                                                                               | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |           1 | NC      | $-1584.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ERAC USA FINANCE LLC                                                     | ERAC USA Finance LLC                                                                                                   | CUSIP: 26884TAV4<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |     5630000 | PA      | $5707911.15    | 0.04%             | 2028-05-01      | Fixed         | 4.60%                 | Yes           |                  2 | On Loan: No      |
| EXELON CORP                                                              | Exelon Corp                                                                                                            | CUSIP: 30161NBR1<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     1600000 | PA      | $1652900.91    | 0.01%             | 2031-03-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                              | Freddie Mac Pool                                                                                                       | CUSIP: 3132A1MW1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        3467 | PA      | $3656.31       | 0.00%             | 2037-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae Pool                                                                                                        | CUSIP: 31371GCX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         341 | PA      | $358.15        | 0.00%             | 2027-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae Pool                                                                                                        | CUSIP: 31374GE78<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |          30 | PA      | $32.04         | 0.00%             | 2027-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                              | Freddie Mac REMICS                                                                                                     | CUSIP: 3137HCY63<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    26081600 | PA      | $26133076.86   | 0.18%             | 2054-06-25      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae Pool                                                                                                        | CUSIP: 31400AMS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         807 | PA      | $820.36        | 0.00%             | 2033-01-01      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae Pool                                                                                                        | CUSIP: 31402C4H2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       36741 | PA      | $37880.81      | 0.00%             | 2034-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae Pool                                                                                                        | CUSIP: 31409G4T0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        8928 | PA      | $9261.85       | 0.00%             | 2036-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae Pool                                                                                                        | CUSIP: 31416WEW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      135300 | PA      | $135187.10     | 0.00%             | 2040-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae Pool                                                                                                        | CUSIP: 31417Y4F1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        2655 | PA      | $2651.46       | 0.00%             | 2041-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FLOWERS FOODS INC                                                        | Flowers Foods Inc                                                                                                      | CUSIP: 343498AD3<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | DBT              | CORP              | US        |    10580000 | PA      | $10783251.11   | 0.07%             | 2035-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                                                  | GLP Capital LP / GLP Financing II Inc                                                                                  | CUSIP: 361841AH2<br>LEI: N/A                  | Long             | DBT              |  | US        |      250000 | PA      | $250982.75     | 0.00%             | 2026-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Ginnie Mae II Pool                                                                                                     | CUSIP: 36202C7K3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        1069 | PA      | $1079.46       | 0.00%             | 2029-01-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                  | Goldman Sachs Group Inc/The                                                                                            | CUSIP: 38141GA95<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    10180000 | PA      | $10738755.26   | 0.07%             | 2035-04-25      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                  | HCA Inc                                                                                                                | CUSIP: 404119CP2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     2035000 | PA      | $2084828.77    | 0.01%             | 2028-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Ginnie Mae II Pool                                                                                                     | CUSIP: 36202DZX2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       12940 | PA      | $13100.55      | 0.00%             | 2033-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Ginnie Mae I Pool                                                                                                      | CUSIP: 36204DUJ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |          67 | PA      | $66.35         | 0.00%             | 2041-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECH INC                                                   | GE HealthCare Technologies Inc                                                                                         | CUSIP: 36267VAH6<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    10430000 | PA      | $11079899.87   | 0.08%             | 2030-03-15      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Ginnie Mae I Pool                                                                                                      | CUSIP: 36291PAL0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         888 | PA      | $923.09        | 0.00%             | 2034-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                  | Goldman Sachs Group Inc/The                                                                                            | CUSIP: 38141GB78<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     5550000 | PA      | $5517389.48    | 0.04%             | 2035-10-23      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                                                    | Guatemala Government Bond                                                                                              | CUSIP: 401494AY5<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |      700000 | PA      | $723800.00     | 0.00%             | 2031-08-06      | Fixed         | 6.05%                 | Yes           |                  2 | On Loan: No      |
| Indonesia Government International Bonds                                 | Indonesia Government International Bond                                                                                | CUSIP: 455780EA0<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |      300000 | PA      | $314777.43     | 0.00%             | 2035-01-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                      | JPMorgan Chase & Co                                                                                                    | CUSIP: 46647PAJ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      235000 | PA      | $207893.85     | 0.00%             | 2038-07-24      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                                 | Mars Inc                                                                                                               | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     9675000 | PA      | $9770739.45    | 0.07%             | 2035-03-01      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| MICROSOFT CORP                                                           | Microsoft Corp                                                                                                         | CUSIP: 594918CF9<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |     6123000 | PA      | $3864607.62    | 0.03%             | 2062-03-17      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| INGERSOLL RAND INC                                                       | Ingersoll Rand Inc                                                                                                     | CUSIP: 45687VAF3<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |     2845000 | PA      | $2944997.62    | 0.02%             | 2034-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC                                                  | Jefferies Financial Group Inc                                                                                          | CUSIP: 47233WEJ4<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |     6875000 | PA      | $7257288.36    | 0.05%             | 2034-04-14      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                           | Morgan Stanley                                                                                                         | CUSIP: 61748UAF9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     4255000 | PA      | $4401097.85    | 0.03%             | 2036-01-18      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                             | NiSource Inc                                                                                                           | CUSIP: 65473PAP0<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     7742000 | PA      | $7974480.88    | 0.05%             | 2033-06-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY OP LLC                                                      | Kimco Realty Corp                                                                                                      | CUSIP: 49446RAP4<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              |  | US        |     9467000 | PA      | $9320863.51    | 0.06%             | 2026-10-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION                                                     | M&T Bank Corp                                                                                                          | CUSIP: 55261FAS3<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |     7170000 | PA      | $7811703.67    | 0.05%             | 2029-10-30      | Fixed         | 7.41%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                              | PepsiCo Inc                                                                                                            | CUSIP: 713448EL8<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     8400000 | PA      | $7993660.33    | 0.05%             | 2029-07-29      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Peru Government International Bonds                                      | Peru Government International Bonds                                                                                    | CUSIP: 715638DF6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      750000 | PA      | $684712.50     | 0.00%             | 2031-01-23      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                 | Prudential Financial Inc                                                                                               | CUSIP: 74432QBQ7<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     1762000 | PA      | $1884875.54    | 0.01%             | 2040-11-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| RELIANCE INDUSTRIES LTD                                                  | Reliance Industries Ltd                                                                                                | CUSIP: 759470BB2<br>LEI: 5493003UOETFYRONLG31 | Long             | DBT              | CORP              | IN        |      250000 | PA      | $225978.59     | 0.00%             | 2032-01-12      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| SAMARCO MINERACAO SA                                                     | Samarco Mineracao SA                                                                                                   | CUSIP: 79588YAA7<br>LEI: 529900U8HKV15GJC4O60 | Long             | DBT              | CORP              | BR        |       11208 | PA      | $11161.29      | 0.00%             | 2031-06-30      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                    | Truist Financial Corp                                                                                                  | CUSIP: 89788MAD4<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |      700000 | PA      | $689533.87     | 0.00%             | 2027-03-02      | Fixed         | 1.27%                 | No            |                  2 | On Loan: No      |
| TYSON FOODS INC                                                          | Tyson Foods Inc                                                                                                        | CUSIP: 902494BM4<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |    10005000 | PA      | $10431721.75   | 0.07%             | 2034-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                                                     | WEC Energy Group Inc                                                                                                   | CUSIP: 92939UAG1<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |     3805000 | PA      | $3577819.55    | 0.02%             | 2028-12-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                                                  | Romania Government Bond                                                                                                | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    10000000 | PA      | $2240204.72    | 0.02%             | 2026-06-24      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PARAGUAY                                                     | Paraguay Government International Bond                                                                                 | CUSIP: 000000000<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |     2000000 | PA      | $1839500.00    | 0.01%             | 2033-06-28      | Fixed         | 3.85%                 | Yes           |                  2 | On Loan: No      |
| AT&T Inc                                                                 | AT&T Inc                                                                                                               | CUSIP: 00206RDS8<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     2100000 | PA      | $1977146.28    | 0.01%             | 2047-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Nigeria Government International Bonds                                   | Nigeria Government International Bonds                                                                                 | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |     2000000 | PA      | $1974037.42    | 0.01%             | 2032-02-16      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                      | Abbott Laboratories                                                                                                    | CUSIP: 002824BH2<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |     7525000 | PA      | $7046100.95    | 0.05%             | 2046-11-30      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ADVANCE AUTO PARTS                                                       | Advance Auto Parts Inc                                                                                                 | CUSIP: 00751YAF3<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |     2895000 | PA      | $2702210.95    | 0.02%             | 2027-10-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ALCON FINANCE CORP                                                       | Alcon Finance Corp                                                                                                     | CUSIP: 01400EAB9<br>LEI: 549300CUZUI9VU7XNK42 | Long             | DBT              | CORP              | US        |     4005000 | PA      | $3820863.16    | 0.03%             | 2029-09-23      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| ALCON FINANCE CORP                                                       | Alcon Finance Corp                                                                                                     | CUSIP: 01400EAD5<br>LEI: 549300CUZUI9VU7XNK42 | Long             | DBT              | CORP              | US        |     5240000 | PA      | $4863416.40    | 0.03%             | 2030-05-27      | Fixed         | 2.60%                 | Yes           |                  2 | On Loan: No      |
| MPLX LP                                                                  | MPLX LP                                                                                                                | CUSIP: 55336VBU3<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     7450000 | PA      | $7409666.00    | 0.05%             | 2032-09-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MEAD JOHNSON NUTRITION C                                                 | Mead Johnson Nutrition Co                                                                                              | CUSIP: 582839AG1<br>LEI: E4BJRFT3MF4GJDY1SC50 | Long             | DBT              | CORP              | US        |     4825000 | PA      | $4254766.74    | 0.03%             | 2044-06-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                                 | Alexandria Real Estate Equities Inc                                                                                    | CUSIP: 015271BC2<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |     3480000 | PA      | $3452564.76    | 0.02%             | 2036-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                                                  | American Electric Power Co Inc                                                                                         | CUSIP: 025537AX9<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |     6462000 | PA      | $6772901.68    | 0.05%             | 2033-03-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: —       |
| AMERICAN HONDA FINANCE                                                   | American Honda Finance Corp                                                                                            | CUSIP: 02665WEQ0<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     9130000 | PA      | $9139456.95    | 0.06%             | 2025-10-03      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| AON NORTH AMERICA INC                                                    | Aon North America Inc                                                                                                  | CUSIP: 03740MAF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    11680000 | PA      | $11454538.51   | 0.08%             | 2054-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AUTODESK INC                                                             | Autodesk Inc                                                                                                           | CUSIP: 052769AJ5<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | DBT              | CORP              | US        |     5185000 | PA      | $5279378.67    | 0.04%             | 2035-06-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| AZULE ENERGY FINANCE PLC                                                 | AZULE ENERGY FINANCE PLC                                                                                               | CUSIP: 05501YAA6<br>LEI: 2138006X6O82RJSQDB63 | Long             | DBT              | CORP              | GB        |      300000 | PA      | $303037.83     | 0.00%             | 2030-01-23      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                         | BAT Capital Corp                                                                                                       | CUSIP: 05526DBW4<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     6200000 | PA      | $6189569.62    | 0.04%             | 2032-03-16      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                     | Bank of America Corp                                                                                                   | CUSIP: 06051GLE7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     4500000 | PA      | $4511018.70    | 0.03%             | 2027-01-20      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON & CO                                                    | Becton Dickinson and Co                                                                                                | CUSIP: 075887CL1<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |     2945000 | PA      | $2590192.88    | 0.02%             | 2031-02-11      | Fixed         | 1.96%                 | No            |                  2 | On Loan: No      |
| BLACK HILLS CORP                                                         | Black Hills Corp                                                                                                       | CUSIP: 092113AT6<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |     4868000 | PA      | $4468671.73    | 0.03%             | 2030-06-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BLACKROCK INC                                                            | BlackRock Inc                                                                                                          | CUSIP: 09247XAR2<br>LEI: 549300LRIF3NWCU26A80 | Long             | DBT              | CORP              | US        |     2845000 | PA      | $2535568.04    | 0.02%             | 2031-01-28      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                            | Boeing Co/The                                                                                                          | CUSIP: 097023DT9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     7455000 | PA      | $8183920.08    | 0.06%             | 2054-05-01      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                                   | BP Capital Markets America Inc                                                                                         | CUSIP: 10373QBG4<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |     4815000 | PA      | $3065620.89    | 0.02%             | 2050-02-24      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                 | Burlington Northern Santa Fe LLC                                                                                       | CUSIP: 12189LBK6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     9882000 | PA      | $9230505.24    | 0.06%             | 2054-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CNA Financial Corp                                                       | CNA Financial Corp                                                                                                     | CUSIP: 126117AV2<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |     8695000 | PA      | $8577200.57    | 0.06%             | 2029-05-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                          | CVS Health Corp                                                                                                        | CUSIP: 126650CZ1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     1445000 | PA      | $1239579.77    | 0.01%             | 2048-03-25      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES                                                  | Canadian Natural Resources Ltd                                                                                         | CUSIP: 136385BB6<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |     4470000 | PA      | $4561090.69    | 0.03%             | 2029-12-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                                 | Canadian Pacific Railway Co                                                                                            | CUSIP: 13645RBG8<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     1295000 | PA      | $946178.62     | 0.01%             | 2041-12-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                             | Centene Corp                                                                                                           | CUSIP: 15135BAX9<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $8527326.00    | 0.06%             | 2031-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds                                  | Colombia Government International Bond                                                                                 | CUSIP: 195325ES0<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      200000 | PA      | $216830.00     | 0.00%             | 2035-04-25      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                             | Comcast Corp                                                                                                           | CUSIP: 20030NDL2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     3060000 | PA      | $1816360.92    | 0.01%             | 2051-01-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                                       | PURCHASED CLP / SOLD USD                                                                                               | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | CL        |           1 | NC      | $39872.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                   | NextEra Energy Capital Holdings Inc                                                                                    | CUSIP: 65339KCQ1<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     9000000 | PA      | $8254936.35    | 0.06%             | 2053-02-28      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PLUSPETROL CAM/PLUS LOTE                                                 | Pluspetrol Camisea SA / Pluspetrol Lote 56 SA                                                                          | CUSIP: 72941KAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | PE        |       90000 | PA      | $94424.94      | 0.00%             | 2036-07-03      | Fixed         | 6.24%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                                      | PURCHASED JPY / SOLD USD                                                                                               | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | JP        |           1 | NC      | $-40452.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EAST OHIO GAS CO/THE                                                     | East Ohio Gas Co/The                                                                                                   | CUSIP: 27409LAE3<br>LEI: BC95Y6MXLT75BGO7UM71 | Long             | DBT              | CORP              | US        |     1973000 | PA      | $1229607.08    | 0.01%             | 2050-06-15      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| ECOPETROL SA                                                             | Ecopetrol SA                                                                                                           | CUSIP: 279158AS8<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |      250000 | PA      | $266087.59     | 0.00%             | 2033-01-13      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| EMBRAER NETHERLANDS FINA                                                 | Embraer Netherlands Finance BV                                                                                         | CUSIP: 29082HAD4<br>LEI: 724500PBR8LR26XBSP67 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $216256.40     | 0.00%             | 2030-07-28      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                       | Energy Transfer Partners LP                                                                                            | CUSIP: 29273RBF5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     4800000 | PA      | $4226335.01    | 0.03%             | 2045-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                       | Energy Transfer LP                                                                                                     | CUSIP: 29273VAQ3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     6480000 | PA      | $6738925.77    | 0.05%             | 2033-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                                              | Exelon Corp                                                                                                            | CUSIP: 30161NAV3<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     3787000 | PA      | $3154990.94    | 0.02%             | 2046-04-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                              | Freddie Mac Gold Pool                                                                                                  | CUSIP: 3128MDRW5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        1233 | PA      | $1216.35       | 0.00%             | 2028-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                              | Freddie Mac REMICS                                                                                                     | CUSIP: 3137HC4Y5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    17454732 | PA      | $17424239.04   | 0.12%             | 2054-04-25      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae Pool                                                                                                        | CUSIP: 3138M0CR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        6510 | PA      | $6131.36       | 0.00%             | 2042-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae Pool                                                                                                        | CUSIP: 3138WTRW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        3948 | PA      | $3601.11       | 0.00%             | 2043-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae Pool                                                                                                        | CUSIP: 31410CU59<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        1326 | PA      | $1394.58       | 0.00%             | 2036-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae Pool                                                                                                        | CUSIP: 31418AAH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        3093 | PA      | $3005.14       | 0.00%             | 2041-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                               | Fiserv Inc                                                                                                             | CUSIP: 337738BQ0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    10645000 | PA      | $10607161.82   | 0.07%             | 2035-08-11      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Flowers Foods Inc                                                        | Flowers Foods Inc                                                                                                      | CUSIP: 343498AB7<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | DBT              | CORP              | US        |     4660000 | PA      | $4607584.88    | 0.03%             | 2026-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                 | Ford Motor Credit Co LLC                                                                                               | CUSIP: 345397C43<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    10450000 | PA      | $10536487.86   | 0.07%             | 2026-03-06      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Ginnie Mae I Pool                                                                                                      | CUSIP: 36200SSN1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |          39 | PA      | $40.44         | 0.00%             | 2031-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Ginnie Mae II Pool                                                                                                     | CUSIP: 36202C5T6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         806 | PA      | $829.13        | 0.00%             | 2028-10-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Ginnie Mae II Pool                                                                                                     | CUSIP: 36202DLU3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |          87 | PA      | $89.81         | 0.00%             | 2031-02-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GXO LOGISTICS INC                                                        | GXO Logistics Inc                                                                                                      | CUSIP: 36262GAF8<br>LEI: 5493007CNWMXN78JRN66 | Long             | DBT              | CORP              | US        |     7483000 | PA      | $7851653.21    | 0.05%             | 2029-05-06      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                                   | Roper Technologies Inc                                                                                                 | CUSIP: 776743AN6<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |     5100000 | PA      | $4834209.88    | 0.03%             | 2027-09-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                                         | Ryder System Inc                                                                                                       | CUSIP: 78355HKT5<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |     7000000 | PA      | $6867499.17    | 0.05%             | 2027-03-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| HALEON US CAPITAL LLC                                                    | GSK Consumer Healthcare Capital US LLC                                                                                 | CUSIP: 36264FAK7<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $9887343.40    | 0.07%             | 2027-03-24      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECH INC                                                   | GE HealthCare Technologies Inc                                                                                         | CUSIP: 36267VAM5<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |     2110000 | PA      | $2257376.77    | 0.02%             | 2052-11-22      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                  | Goldman Sachs Group Inc/The                                                                                            | CUSIP: 38141GA46<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    12750000 | PA      | $13570575.72   | 0.09%             | 2029-10-24      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association                                                                               | CUSIP: 38384K2Q3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    15736398 | PA      | $15736336.68   | 0.11%             | 2054-03-20      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| Hess Corp                                                                | Hess Corp                                                                                                              | CUSIP: 42809HAD9<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |     7546000 | PA      | $7659151.67    | 0.05%             | 2041-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                                                         | Hewlett Packard Enterprise Co                                                                                          | CUSIP: 42824CBW8<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |     5070000 | PA      | $4686004.23    | 0.03%             | 2054-10-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                           | Home Depot Inc/The                                                                                                     | CUSIP: 437076DE9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     6250000 | PA      | $6360180.38    | 0.04%             | 2034-06-25      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                  | Hyundai Capital America                                                                                                | CUSIP: 44891ACH8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     7643000 | PA      | $7901223.26    | 0.05%             | 2028-06-26      | Fixed         | 5.68%                 | Yes           |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                                  | Inter-American Development Bank                                                                                        | CUSIP: 45818QAD1<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | US        |     3700000 | PA      | $3874790.11    | 0.03%             | 2027-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| IVANHOE MINES LTD                                                        | Ivanhoe Mines Ltd                                                                                                      | CUSIP: 46579RAE4<br>LEI: 5299006XZISURYIA4G32 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $202737.60     | 0.00%             | 2030-01-23      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                      | JPMorgan Chase & Co                                                                                                    | CUSIP: 46647PBX3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     3990000 | PA      | $3509000.51    | 0.02%             | 2032-02-04      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                      | JPMorgan Chase & Co                                                                                                    | CUSIP: 46647PCU8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    10500000 | PA      | $9528883.98    | 0.06%             | 2033-01-25      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                        | Johnson & Johnson                                                                                                      | CUSIP: 478160BU7<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |      500000 | PA      | $452624.07     | 0.00%             | 2036-03-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                        | Kinder Morgan Inc                                                                                                      | CUSIP: 49456BAS0<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |     1820000 | PA      | $1159223.67    | 0.01%             | 2050-08-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION                                                     | M&T Bank Corp                                                                                                          | CUSIP: 55261FAR5<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    15610000 | PA      | $15495792.87   | 0.11%             | 2034-01-27      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                  | MPLX LP                                                                                                                | CUSIP: 55336VBX7<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     4625000 | PA      | $4665955.53    | 0.03%             | 2034-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Minejesa Capital BV                                                      | Minejesa Capital BV                                                                                                    | CUSIP: 602736AB6<br>LEI: 549300KS7ERCP10BKC35 | Long             | DBT              | CORP              | NL        |      250000 | PA      | $247790.94     | 0.00%             | 2037-08-10      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY                                                           | Morgan Stanley                                                                                                         | CUSIP: 61747YFG5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     2700000 | PA      | $2788496.25    | 0.02%             | 2034-07-21      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| National Fuel Gas Co                                                     | National Fuel Gas Co                                                                                                   | CUSIP: 636180BN0<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |     2870000 | PA      | $2842592.36    | 0.02%             | 2027-09-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| OMNICOM GROUP INC                                                        | Omnicom Group Inc                                                                                                      | CUSIP: 681919BD7<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | DBT              | CORP              | US        |     7000000 | PA      | $6305184.62    | 0.04%             | 2031-08-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                              | Oracle Corp                                                                                                            | CUSIP: 68389XAE5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $5426098.65    | 0.04%             | 2038-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP                                                     | Parker-Hannifin Corp                                                                                                   | CUSIP: 701094AN4<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |    13027000 | PA      | $12636612.47   | 0.09%             | 2029-06-14      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                                         | Peruvian Government International Bond                                                                                 | CUSIP: 715638FD9<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      100000 | PA      | $101195.00     | 0.00%             | 2055-06-30      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVT SUKUK                                                     | Perusahaan Penerbit SBSN Indonesia III                                                                                 | CUSIP: 71567WAB1<br>LEI: 254900G208H6Q0L5B953 | Long             | DBT              | NUSS              | ID        |      200000 | PA      | $203074.70     | 0.00%             | 2035-07-23      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTER                                                  | Pfizer Investment Enterprises Pte Ltd                                                                                  | CUSIP: 716973AC6<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |     7605000 | PA      | $7698321.64    | 0.05%             | 2028-05-19      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                   | Philip Morris International Inc                                                                                        | CUSIP: 718172CR8<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     3400000 | PA      | $3326830.74    | 0.02%             | 2026-05-01      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Philippines Government International Bonds                               | Philippines Government International Bonds                                                                             | CUSIP: 718286BG1<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |     1000000 | PA      | $1114451.59    | 0.01%             | 2034-10-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| DOC DR LLC                                                               | Physicians Realty LP                                                                                                   | CUSIP: 71951QAB8<br>LEI: 549300P6Q1UMT0X60U20 | Long             | DBT              |  | US        |     5000000 | PA      | $4975721.70    | 0.03%             | 2028-01-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                 | Prudential Financial Inc                                                                                               | CUSIP: 74432QBY0<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4601956.40    | 0.03%             | 2043-08-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                                                 | Public Service Enterprise Group Inc                                                                                    | CUSIP: 744573AU0<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |     7430000 | PA      | $6600673.73    | 0.04%             | 2031-11-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| REGENCY CENTERS LP                                                       | Regency Centers LP                                                                                                     | CUSIP: 75884RBC6<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              |  | US        |     7000000 | PA      | $7028080.99    | 0.05%             | 2035-01-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Leidos Holdings Inc                                                      | Leidos Holdings Inc                                                                                                    | CUSIP: 78390XAC5<br>LEI: 549300IUTGTP6EJP8124 | Long             | DBT              | CORP              | US        |     2100000 | PA      | $2142055.46    | 0.01%             | 2040-12-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| SAN MIGUEL INDUSTRIAS                                                    | SAN Miguel Industrias Pet SA / NG PET R&P Latin America SA                                                             | CUSIP: 79911QAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | PE        |      200000 | PA      | $188827.00     | 0.00%             | 2028-08-02      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: —       |
| SASOL FINANCING USA LLC                                                  | Sasol Financing USA LLC                                                                                                | CUSIP: 80386WAD7<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |     1300000 | PA      | $1097144.23    | 0.01%             | 2031-03-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                                                 | Saudi Government International Bond                                                                                    | CUSIP: 80413TBK4<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |      800000 | PA      | $836957.82     | 0.01%             | 2031-01-13      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| STATE STREET CORP                                                        | State Street Corp                                                                                                      | CUSIP: 857477BP7<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     7300000 | PA      | $6512951.60    | 0.04%             | 2031-03-03      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| GUARA NORTE SARL                                                         | Guara Norte Sarl                                                                                                       | CUSIP: 400666AA1<br>LEI: 549300U2I4L03BBA3485 | Long             | DBT              | CORP              | LU        |      576218 | PA      | $558746.07     | 0.00%             | 2034-06-15      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                                         | Ryder System Inc                                                                                                       | CUSIP: 78355HKV0<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |     7735000 | PA      | $8012187.05    | 0.05%             | 2028-03-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                                   | Sempra Energy                                                                                                          | CUSIP: 816851AP4<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     1160000 | PA      | $1187270.37    | 0.01%             | 2039-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| KEYSIGHT TECHNOLOGIES                                                    | Keysight Technologies Inc                                                                                              | CUSIP: 49338LAG8<br>LEI: 549300GLKVIO8YRCYN02 | Long             | DBT              | CORP              | US        |     6415000 | PA      | $6367607.84    | 0.04%             | 2034-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PNC Bank NA                                                              | PNC Bank NA                                                                                                            | CUSIP: 69353RFJ2<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |     6700000 | PA      | $6596792.60    | 0.04%             | 2028-01-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Bonds                                                                                                    | CUSIP: 912810UA4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     5000000 | PA      | $4761719.00    | 0.03%             | 2054-05-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| STEEL DYNAMICS INC                                                       | Steel Dynamics Inc                                                                                                     | CUSIP: 858119BQ2<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |     8000000 | PA      | $8181485.92    | 0.06%             | 2034-08-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| TRUIST FIN CORP                                                          | SunTrust Banks Inc                                                                                                     | CUSIP: 867914AH6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |      500000 | PA      | $502997.09     | 0.00%             | 2026-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TURKCELL ILETISIM HIZMET                                                 | Turkcell Iletisim Hizmetleri AS                                                                                        | CUSIP: 900111AD7<br>LEI: 7890003EX1LTLS2FFL84 | Long             | DBT              | CORP              | TR        |      800000 | PA      | $837913.20     | 0.01%             | 2032-01-24      | Fixed         | 7.65%                 | Yes           |                  2 | On Loan: No      |
| UDR INC                                                                  | UDR Inc                                                                                                                | CUSIP: 90265EAS9<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              |  | US        |     2955000 | PA      | $2521678.89    | 0.02%             | 2034-11-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Bonds                                                                                                    | CUSIP: 912810FF0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     5000000 | PA      | $5245535.50    | 0.04%             | 2028-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Bonds                                                                                                    | CUSIP: 912810SD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      850000 | PA      | $620030.46     | 0.00%             | 2048-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Bonds                                                                                                    | CUSIP: 912810SH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    10400000 | PA      | $7349610.32    | 0.05%             | 2049-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Notes                                                                                                    | CUSIP: 91282CET4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   113155000 | PA      | $111158063.19  | 0.76%             | 2027-05-31      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Notes                                                                                                    | CUSIP: 91282CHZ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2500000 | PA      | $2603955.75    | 0.02%             | 2030-09-30      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Notes                                                                                                    | CUSIP: 91282CLW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   240800000 | PA      | $242417887.04  | 1.65%             | 2034-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Inflation-Indexed Notes                                                                                  | CUSIP: 91282CNB3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   302332912 | PA      | $308630536.79  | 2.10%             | 2030-04-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Notes                                                                                                    | CUSIP: 91282CND9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    10325000 | PA      | $10367867.34   | 0.07%             | 2028-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SMURFIT KAPPA TREASURY                                                   | Smurfit Kappa Treasury ULC                                                                                             | CUSIP: 83272GAF8<br>LEI: 635400B3DOXSWFOWJT40 | Long             | DBT              | CORP              | IE        |    10775000 | PA      | $10612953.37   | 0.07%             | 2054-04-03      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                                                  | Southern Co Gas Capital Corp                                                                                           | CUSIP: 8426EPAB4<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |     1765000 | PA      | $1361178.87    | 0.01%             | 2046-10-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Notes                                                                                                    | CUSIP: 91282CNK3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    11500000 | PA      | $11594793.35   | 0.08%             | 2030-06-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNIV SOUTHERN CALIFORNIA                                                 | University of Southern California                                                                                      | CUSIP: 914886AA4<br>LEI: 0GMCSQ6M60R4T46U5511 | Long             | DBT              | CORP              | US        |     2340000 | PA      | $2139268.20    | 0.01%             | 2111-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                   | Verizon Communications Inc                                                                                             | CUSIP: 92343VDC5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     4090000 | PA      | $3275160.26    | 0.02%             | 2046-08-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                   | Verizon Communications Inc                                                                                             | CUSIP: 92343VFD1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      870000 | PA      | $668415.10     | 0.00%             | 2050-03-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                   | Verizon Communications Inc                                                                                             | CUSIP: 92343VGK4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     7995000 | PA      | $6198191.55    | 0.04%             | 2041-03-22      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| WP CAREY INC                                                             | WP Carey Inc                                                                                                           | CUSIP: 92936UAM1<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              |  | US        |     7210000 | PA      | $7307956.43    | 0.05%             | 2034-06-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| WRKCo Inc                                                                | WRKCo Inc                                                                                                              | CUSIP: 96145DAH8<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |     6205000 | PA      | $6178729.27    | 0.04%             | 2028-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                   | Williams Partners LP                                                                                                   | CUSIP: 96950FAP9<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     7000000 | PA      | $6145383.58    | 0.04%             | 2045-01-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| XTO Energy Inc                                                           | XTO Energy Inc                                                                                                         | CUSIP: 98385XAM8<br>LEI: 50TT7TKGF8M78VJRP761 | Long             | DBT              | CORP              | US        |      610000 | PA      | $706436.39     | 0.00%             | 2037-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                   | US 10YR ULTRA FUT DEC25                                                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -3941 | NC      | $-1966786.42   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| NOTA DO TESOURO NACIONAL                                                 | Brazil Notas do Tesouro Nacional Serie F                                                                               | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    30000000 | PA      | $5379339.16    | 0.04%             | 2027-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                                     | Indonesia Treasury Bond                                                                                                | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 10000000000 | PA      | $618423.29     | 0.00%             | 2033-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| LIBERTY COSTA RICA SR SF                                                 | Liberty Costa Rica Senior Secured Finance                                                                              | CUSIP: 000000000<br>LEI: 549300W6O2PHTPCYQ751 | Long             | DBT              | CORP              | KY        |      200000 | PA      | $212497.00     | 0.00%             | 2031-01-15      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| MARB BONDCO PLC                                                          | MARB BondCo PLC                                                                                                        | CUSIP: 000000000<br>LEI: 254900PVA1EU6QM1JN57 | Long             | DBT              | CORP              | GB        |      500000 | PA      | $453280.45     | 0.00%             | 2031-01-29      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| El Salvador Government International Bonds                               | El Salvador Government International Bond                                                                              | CUSIP: 000000000<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |      150000 | PA      | $124950.00     | 0.00%             | 2050-01-20      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| El Salvador Government International Bonds                               | El Salvador Government International Bonds                                                                             | CUSIP: 000000000<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |      150000 | PA      | $154500.00     | 0.00%             | 2052-07-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                                                 | Petroleos de Venezuela SA                                                                                              | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |      400000 | PA      | $68600.00      | 0.00%             | 2035-05-17      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Egypt Government International Bonds                                     | Egypt Government International Bonds                                                                                   | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     1700000 | PA      | $1413388.72    | 0.01%             | 2047-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Angola Government International Bonds                                    | Angola Government International Bonds                                                                                  | CUSIP: 000000000<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |     1000000 | PA      | $810621.45     | 0.01%             | 2049-11-26      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                                                      | Ecuador Government International Bond                                                                                  | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |      225000 | PA      | $201521.25     | 0.00%             | 2030-07-31      | Variable      | 6.90%                 | Yes           |                  2 | On Loan: No      |
| AT&T INC                                                                 | AT&T Inc                                                                                                               | CUSIP: 00206RJZ6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     8590000 | PA      | $6730708.42    | 0.05%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                                                  | American Electric Power Co Inc                                                                                         | CUSIP: 025537AP6<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    12535000 | PA      | $8197078.99    | 0.06%             | 2050-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                      | American Express Co                                                                                                    | CUSIP: 025816EK1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     7975000 | PA      | $8080131.16    | 0.05%             | 2033-07-20      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                                                 | Anheuser-Busch InBev Worldwide Inc                                                                                     | CUSIP: 03523TBT4<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |     8460000 | PA      | $7137858.85    | 0.05%             | 2048-10-06      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                     | Bank of America Corp                                                                                                   | CUSIP: 06051GLS6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     4500000 | PA      | $4704743.16    | 0.03%             | 2029-09-15      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| BENIN INTL GOV BOND                                                      | Benin Government International Bond                                                                                    | CUSIP: 08205QAC2<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |      200000 | PA      | $200824.45     | 0.00%             | 2041-01-23      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| BIOGEN INC                                                               | Biogen Inc                                                                                                             | CUSIP: 09062XAG8<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |     4925000 | PA      | $3075102.08    | 0.02%             | 2050-05-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                | Boeing Co/The                                                                                                          | CUSIP: 097023CM5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     4065000 | PA      | $3975845.16    | 0.03%             | 2027-02-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| STIFEL FINANCIAL CORP                                                    | Stifel Financial Corp                                                                                                  | CUSIP: 860630AG7<br>LEI: 549300E5F07FE5GHJX84 | Long             | DBT              | CORP              | US        |     4927000 | PA      | $4832296.80    | 0.03%             | 2030-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                         | T-Mobile USA Inc                                                                                                       | CUSIP: 87264ABZ7<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     1917000 | PA      | $1891837.07    | 0.01%             | 2026-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                                   | BP Capital Markets America Inc                                                                                         | CUSIP: 10373QAT7<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |     4485000 | PA      | $4451884.64    | 0.03%             | 2026-05-04      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                             | Broadcom Inc                                                                                                           | CUSIP: 11135FBL4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     8100000 | PA      | $7269012.74    | 0.05%             | 2034-04-15      | Fixed         | 3.47%                 | Yes           |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                          | CVS Health Corp                                                                                                        | CUSIP: 126650DP2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     1200000 | PA      | $837483.43     | 0.01%             | 2040-08-21      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans                                                   | CHL Mortgage Pass-Through Trust 2007-J1                                                                                | CUSIP: 12669MAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       59966 | PA      | $21183.73      | 0.00%             | 2037-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| THE CAMPBELLS COMPANY                                                    | Campbell Soup Co                                                                                                       | CUSIP: 134429BQ1<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |     6830000 | PA      | $6543544.20    | 0.04%             | 2035-03-23      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| COCA-COLA EUROPACIFIC                                                    | Coca-Cola European Partners PLC                                                                                        | CUSIP: 19123MAF0<br>LEI: 549300LTH67W4GWMRF57 | Long             | DBT              | CORP              | GB        |     7816000 | PA      | $7533350.70    | 0.05%             | 2027-01-15      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| Comcast Corp                                                             | Comcast Corp                                                                                                           | CUSIP: 20030NBY6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     4070000 | PA      | $4025860.04    | 0.03%             | 2027-02-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                             | Comcast Corp                                                                                                           | CUSIP: 20030NCT6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $10033344.10   | 0.07%             | 2028-10-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| TEXTRON INC                                                              | Textron Inc                                                                                                            | CUSIP: 883203CC3<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |     5163000 | PA      | $4651032.69    | 0.03%             | 2031-03-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                                                    | TransCanada PipeLines Ltd                                                                                              | CUSIP: 89352HAD1<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |      135000 | PA      | $142453.72     | 0.00%             | 2037-10-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| DANAHER CORP                                                             | Danaher Corp                                                                                                           | CUSIP: 235851AV4<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | DBT              | CORP              | US        |     8095000 | PA      | $4880772.42    | 0.03%             | 2050-10-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                  | John Deere Capital Corp                                                                                                | CUSIP: 24422EXU8<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     6015000 | PA      | $6143316.25    | 0.04%             | 2034-06-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                                  | Dell International LLC / EMC Corp                                                                                      | CUSIP: 24703TAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     8015000 | PA      | $8216856.57    | 0.06%             | 2030-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                                              | PURCHASED EGP / SOLD USD                                                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | EG        |           1 | NC      | $11557.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                  | Bristol-Myers Squibb Co                                                                                                | CUSIP: 110122DK1<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     2900000 | PA      | $2408046.47    | 0.02%             | 2047-11-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae Pool                                                                                                        | CUSIP: 31411EYV3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        5637 | PA      | $5840.86       | 0.00%             | 2037-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                           | Morgan Stanley                                                                                                         | CUSIP: 61761JZN2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     4687000 | PA      | $4671817.49    | 0.03%             | 2027-04-23      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                                      | PURCHASED SGD / SOLD USD                                                                                               | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | SG        |           1 | NC      | $5480.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Dupont De Nemours Inc                                                    | DuPont de Nemours Inc                                                                                                  | CUSIP: 26078JAE0<br>LEI: 5493004JF0SDFLM8GD76 | Long             | DBT              | CORP              | US        |      119000 | PA      | $124265.47     | 0.00%             | 2038-11-15      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Bonds                                                                                                    | CUSIP: 912810RZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     9000000 | PA      | $6316920.90    | 0.04%             | 2047-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                         | Duke Energy Corp                                                                                                       | CUSIP: 26441CCA1<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     9090000 | PA      | $9260917.82    | 0.06%             | 2053-09-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae REMICS                                                                                                      | CUSIP: 3136BSCS2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    34043797 | PA      | $33991482.07   | 0.23%             | 2054-06-25      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae REMICS                                                                                                      | CUSIP: 3136BVMZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    79517127 | PA      | $79575357.22   | 0.54%             | 2054-09-25      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                              | Freddie Mac REMICS                                                                                                     | CUSIP: 3137HF7D1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3247262 | PA      | $3249177.71    | 0.02%             | 2054-08-25      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae Pool                                                                                                        | CUSIP: 3138ABYR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        1293 | PA      | $1290.66       | 0.00%             | 2041-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae Pool                                                                                                        | CUSIP: 3138WFY59<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        6018 | PA      | $5582.98       | 0.00%             | 2045-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae Pool                                                                                                        | CUSIP: 31414DGX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       11331 | PA      | $11503.79      | 0.00%             | 2038-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae Pool                                                                                                        | CUSIP: 31416XQ52<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        3480 | PA      | $3475.38       | 0.00%             | 2041-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae Pool                                                                                                        | CUSIP: 31417YUK1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        4478 | PA      | $4471.45       | 0.00%             | 2040-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae Pool                                                                                                        | CUSIP: 31418ALS5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       12186 | PA      | $11467.35      | 0.00%             | 2042-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Ginnie Mae II Pool                                                                                                     | CUSIP: 36179MVS6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        5024 | PA      | $4699.08       | 0.00%             | 2042-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Ginnie Mae I Pool                                                                                                      | CUSIP: 36225AVT4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         803 | PA      | $808.71        | 0.00%             | 2027-08-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Ginnie Mae I Pool                                                                                                      | CUSIP: 36292L4T8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       33143 | PA      | $34034.81      | 0.00%             | 2036-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                        | General Motors Co                                                                                                      | CUSIP: 37045VAV2<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     4484000 | PA      | $4484000.00    | 0.03%             | 2025-10-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                   | General Motors Financial Co Inc                                                                                        | CUSIP: 37045XED4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     5240000 | PA      | $5564494.44    | 0.04%             | 2033-01-09      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                                     | Glencore Funding LLC                                                                                                   | CUSIP: 378272BH0<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |     3344000 | PA      | $2218128.20    | 0.02%             | 2051-09-23      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                 | Gulf Power Co                                                                                                          | CUSIP: 402479CE7<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     5400000 | PA      | $4599117.90    | 0.03%             | 2044-10-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                  | HCA Inc                                                                                                                | CUSIP: 404121AL9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    10010000 | PA      | $9600429.14    | 0.07%             | 2054-09-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                           | Home Depot Inc/The                                                                                                     | CUSIP: 437076DF6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     9000000 | PA      | $8569637.10    | 0.06%             | 2054-06-25      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| HONDURAS GOVERNMENT                                                      | Honduras Government International Bond                                                                                 | CUSIP: 438180AK7<br>LEI: 5493002DW1JNBNG17615 | Long             | DBT              | NUSS              | HN        |      200000 | PA      | $213000.00     | 0.00%             | 2034-11-27      | Fixed         | 8.63%                 | Yes           |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                                                    | Huntington Bancshares Inc/OH                                                                                           | CUSIP: 446150BC7<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |     5315000 | PA      | $5602306.20    | 0.04%             | 2029-08-21      | Fixed         | 6.21%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                                    | Indonesia Government International Bond                                                                                | CUSIP: 455780DZ6<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |      500000 | PA      | $519987.45     | 0.00%             | 2030-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Securities Trust                               | JPMDB Commercial Mortgage Securities Trust 2016-C4                                                                     | CUSIP: 46646RAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    14400000 | PA      | $14089033.44   | 0.10%             | 2049-12-15      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                      | JPMorgan Chase & Co                                                                                                    | CUSIP: 46647PFC5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    10105000 | PA      | $10332433.24   | 0.07%             | 2036-07-23      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                               | US Bancorp                                                                                                             | CUSIP: 91159HJG6<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     6930000 | PA      | $6886946.34    | 0.05%             | 2033-07-22      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                               | US Bancorp                                                                                                             | CUSIP: 91159HJM3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $2084324.32    | 0.01%             | 2029-06-12      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC                                                  | Jefferies Financial Group Inc                                                                                          | CUSIP: 47233WBM0<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |     5663000 | PA      | $5905382.91    | 0.04%             | 2028-07-21      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                           | Morgan Stanley                                                                                                         | CUSIP: 6174468G7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     7500000 | PA      | $7534393.05    | 0.05%             | 2030-01-23      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                           | Morgan Stanley                                                                                                         | CUSIP: 61747YFU4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    11630000 | PA      | $11745686.17   | 0.08%             | 2030-10-18      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| NBCUniversal Media LLC                                                   | NBCUniversal Media LLC                                                                                                 | CUSIP: 63946BAG5<br>LEI: VTBDOQJ6KOGQ6K786R46 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $3099443.49    | 0.02%             | 2041-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                   | NextEra Energy Capital Holdings Inc                                                                                    | CUSIP: 65339KCV0<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4764825.35    | 0.03%             | 2054-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| NORTHERN TRUST CORP                                                      | Northern Trust Corp                                                                                                    | CUSIP: 665859AX2<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |     7054000 | PA      | $7684773.05    | 0.05%             | 2032-11-02      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                              | Oracle Corp                                                                                                            | CUSIP: 68389XCK9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     4575000 | PA      | $4958083.05    | 0.03%             | 2052-11-09      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bonds                                    | Panama Government International Bond                                                                                   | CUSIP: 698299BX1<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |      400000 | PA      | $434040.00     | 0.00%             | 2031-03-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Notes                                                                                                    | CUSIP: 912828ZN3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     5400000 | PA      | $5125861.44    | 0.03%             | 2027-04-30      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Notes                                                                                                    | CUSIP: 91282CAD3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    12000000 | PA      | $11283284.40   | 0.08%             | 2027-07-31      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| PENN MUTUAL LIFE INS CO                                                  | Penn Mutual Life Insurance Co/The                                                                                      | CUSIP: 707567AC7<br>LEI: BIYXEJSLUQ3IWFUXX074 | Long             | DBT              | CORP              | US        |     2070000 | PA      | $2386013.78    | 0.02%             | 2040-06-15      | Fixed         | 7.63%                 | Yes           |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                                                 | Penske Truck Leasing Co Lp / PTL Finance Corp                                                                          | CUSIP: 709599BS2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2680000 | PA      | $2760239.63    | 0.02%             | 2028-02-01      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                                   | Roper Technologies Inc                                                                                                 | CUSIP: 776696AJ5<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |     6090000 | PA      | $6031075.72    | 0.04%             | 2034-10-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| SUZANO AUSTRIA GMBH                                                      | Suzano Austria GmbH                                                                                                    | CUSIP: 86964WAF9<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |      400000 | PA      | $412060.40     | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                      | Total System Services Inc                                                                                              | CUSIP: 891906AC3<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     2970000 | PA      | $2970896.38    | 0.02%             | 2026-04-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                                                        | Travelers Cos Inc/The                                                                                                  | CUSIP: 89417EAS8<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |     3932000 | PA      | $3824346.09    | 0.03%             | 2053-05-25      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                    | Mexico Government International Bonds                                                                                  | CUSIP: 91087BAR1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      650000 | PA      | $551070.00     | 0.00%             | 2034-02-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Bonds                                                                                                    | CUSIP: 912810SC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     3215000 | PA      | $2406099.57    | 0.02%             | 2048-05-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Notes                                                                                                    | CUSIP: 912828ZB9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      700000 | PA      | $673863.96     | 0.00%             | 2027-02-28      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Notes                                                                                                    | CUSIP: 91282CJA0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     5000000 | PA      | $5149191.50    | 0.03%             | 2028-09-30      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Notes                                                                                                    | CUSIP: 91282CMK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    12000000 | PA      | $12337533.60   | 0.08%             | 2032-01-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Notes                                                                                                    | CUSIP: 91282CMT5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     9000000 | PA      | $9121164.30    | 0.06%             | 2032-03-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Visa Inc                                                                 | Visa Inc                                                                                                               | CUSIP: 92826CAH5<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |     2920000 | PA      | $2858314.47    | 0.02%             | 2027-09-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                     | Westpac Banking Corp                                                                                                   | CUSIP: 961214DF7<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |      435000 | PA      | $433484.82     | 0.00%             | 2031-11-23      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                   | Williams Partners LP                                                                                                   | CUSIP: 96949LAE5<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |      225000 | PA      | $193727.95     | 0.00%             | 2048-03-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND                                                  | Hungary Government Bond                                                                                                | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   550000000 | PA      | $1518161.86    | 0.01%             | 2027-10-27      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COLOMBIA TELECOMUNICACIO                                                 | Colombia Telecomunicaciones SA ESP                                                                                     | CUSIP: 000000000<br>LEI: 549300CK4YN0V1C3MN55 | Long             | DBT              | CORP              | CO        |      700000 | PA      | $639494.14     | 0.00%             | 2030-07-17      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PARAGUAY                                                     | Paraguay Government International Bond                                                                                 | CUSIP: 000000000<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |      500000 | PA      | $434460.00     | 0.00%             | 2033-01-29      | Fixed         | 2.74%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Notes                                                                                                    | CUSIP: 91282CAL5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    10410000 | PA      | $9740323.66    | 0.07%             | 2027-09-30      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Notes                                                                                                    | CUSIP: 91282CNM9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    17550000 | PA      | $17688213.27   | 0.12%             | 2028-07-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                                                 | Uruguay Government International Bond                                                                                  | CUSIP: 000000000<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    35000000 | PA      | $882197.14     | 0.01%             | 2028-03-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| YPF SOCIEDAD ANONIMA                                                     | YPF SA                                                                                                                 | CUSIP: 984245AV2<br>LEI: 5493003N7447U18U5U53 | Long             | DBT              | CORP              | AR        |      200000 | PA      | $205838.00     | 0.00%             | 2029-06-30      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| Chicago Board of Trade                                                   | US 10YR NOTE (CBT)DEC25                                                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         461 | NC      | $144415.63     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MALAYSIA INVESTMNT ISSUE                                                 | Malaysia Government Investment Issue                                                                                   | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     9640000 | PA      | $2410704.53    | 0.02%             | 2034-11-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| NIGERIA OMO BILL                                                         | Nigeria OMO Bill                                                                                                       | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | DBT              | NUSS              | NG        |  1300000000 | PA      | $803028.27     | 0.01%             | 2025-11-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BANCO DO BRASIL (CAYMAN)                                                 | Banco do Brasil SA/Cayman                                                                                              | CUSIP: 000000000<br>LEI: QE0Q0253K88YAGNPE356 | Long             | DBT              | CORP              | BR        |      200000 | PA      | $199915.00     | 0.00%             | 2025-10-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS                                                      | Braskem Netherlands Finance BV                                                                                         | CUSIP: 000000000<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |      400000 | PA      | $232661.04     | 0.00%             | 2050-01-31      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| BRF SA                                                                   | BRF SA                                                                                                                 | CUSIP: 000000000<br>LEI: 254900MTXR9LUVQFU480 | Long             | DBT              | CORP              | BR        |      200000 | PA      | $193339.54     | 0.00%             | 2030-01-24      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Costa Rica Government International Bonds                                | Costa Rica Government International Bonds                                                                              | CUSIP: 000000000<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |      500000 | PA      | $517750.00     | 0.00%             | 2031-02-19      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Ivory Coast Government International Bonds                               | Ivory Coast Government International Bond                                                                              | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |     2000000 | PA      | $1992122.32    | 0.01%             | 2037-01-30      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CAMEROON                                                     | Republic of Cameroon International Bond                                                                                | CUSIP: 000000000<br>LEI: 54930021BO6NHYGBBV24 | Long             | DBT              | NUSS              | CM        |     1000000 | PA      | $952116.95     | 0.01%             | 2031-07-31      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                                                    | Sri Lanka Government International Bond                                                                                | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |      584000 | PA      | $555559.20     | 0.00%             | 2028-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                                 | Republic of South Africa Government Bond                                                                               | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    55000000 | PA      | $2595511.70    | 0.02%             | 2044-01-31      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                      | American Tower Corp                                                                                                    | CUSIP: 03027XBC3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |     6000000 | PA      | $5399730.18    | 0.04%             | 2030-06-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                      | American Tower Corp                                                                                                    | CUSIP: 03027XBM1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |     5090000 | PA      | $4619283.72    | 0.03%             | 2031-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| CAMP PENDELTON/QUANTICO                                                  | Camp Pendleton & Quantico Housing LLC                                                                                  | CUSIP: 134011AJ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1310000 | PA      | $1258900.83    | 0.01%             | 2050-10-01      | Fixed         | 5.57%                 | Yes           |                  2 | On Loan: No      |
| CINCINNATI FINL CORP                                                     | Cincinnati Financial Corp                                                                                              | CUSIP: 172062AF8<br>LEI: 254900Q4WEDMZBOZ0002 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $1072314.61    | 0.01%             | 2028-05-15      | Fixed         | 6.92%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                             | Ecopetrol SA                                                                                                           | CUSIP: 279158AJ8<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |      200000 | PA      | $147711.24     | 0.00%             | 2045-05-28      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                              | Freddie Mac REMICS                                                                                                     | CUSIP: 3137HD5Y2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    33537555 | PA      | $33584510.69   | 0.23%             | 2054-06-25      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                                        | General Motors Co                                                                                                      | CUSIP: 37045VAP5<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |      260000 | PA      | $243351.44     | 0.00%             | 2038-04-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                                     | Glencore Funding LLC                                                                                                   | CUSIP: 378272BD9<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |     6692000 | PA      | $6565716.67    | 0.04%             | 2026-04-27      | Fixed         | 1.63%                 | Yes           |                  2 | On Loan: No      |
| EVERGY METRO                                                             | Kansas City Power & Light Co                                                                                           | CUSIP: 485134BR0<br>LEI: 1128SIJQ26096WL7IO82 | Long             | DBT              | CORP              | US        |     3985000 | PA      | $3184985.63    | 0.02%             | 2048-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                                     | Kraft Heinz Foods Co                                                                                                   | CUSIP: 50077LAB2<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     4883000 | PA      | $3891791.09    | 0.03%             | 2046-06-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                     | Lockheed Martin Corp                                                                                                   | CUSIP: 539830CA5<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     9221000 | PA      | $9230559.60    | 0.06%             | 2034-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FIN NA                                                     | Mercedes-Benz Finance North America LLC                                                                                | CUSIP: 58769JAC1<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |     7300000 | PA      | $7474803.32    | 0.05%             | 2027-11-29      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY                                                           | Morgan Stanley                                                                                                         | CUSIP: 61747YEU5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    12770000 | PA      | $12878975.22   | 0.09%             | 2033-07-20      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE MUTUAL INSURA                                                 | Nationwide Mutual Insurance Co                                                                                         | CUSIP: 638671AK3<br>LEI: Z7LVXXWM8HZPKF5T2355 | Long             | DBT              | CORP              | US        |     6600000 | PA      | $8860643.88    | 0.06%             | 2039-08-15      | Fixed         | 9.38%                 | Yes           |                  2 | On Loan: No      |
| Nuveen LLC                                                               | Nuveen LLC                                                                                                             | CUSIP: 67080LAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2965000 | PA      | $2959502.45    | 0.02%             | 2028-11-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                   | PNC Financial Services Group Inc/The                                                                                   | CUSIP: 693475AZ8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     3745000 | PA      | $3503371.18    | 0.02%             | 2030-01-22      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bonds                                    | Panama Government International Bonds                                                                                  | CUSIP: 698299BN3<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     1000000 | PA      | $790790.00     | 0.01%             | 2032-09-29      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                      | Petroleos Mexicanos                                                                                                    | CUSIP: 71654QCB6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |       90000 | PA      | $90661.49      | 0.00%             | 2026-08-04      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                    | Mexico Government International Bond                                                                                   | CUSIP: 91087BAN0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      500000 | PA      | $298240.00     | 0.00%             | 2061-05-24      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                      | Abbott Laboratories                                                                                                    | CUSIP: 002824BF6<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |     4465000 | PA      | $4457536.62    | 0.03%             | 2026-11-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BANCO DAVIVIENDA SA                                                      | Banco Davivienda SA                                                                                                    | CUSIP: 059501AG1<br>LEI: 549300P161V4IPKAQS70 | Long             | DBT              | CORP              | CO        |      200000 | PA      | $207360.00     | 0.00%             | 2035-07-02      | Fixed         | 8.13%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Bonds                                                                                                    | CUSIP: 912810QS0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2885000 | PA      | $2568869.78    | 0.02%             | 2041-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Bonds                                                                                                    | CUSIP: 912810UK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     5000000 | PA      | $4862500.00    | 0.03%             | 2055-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Constellation Brands Inc                                                 | Constellation Brands Inc                                                                                               | CUSIP: 21036PBC1<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |     5140000 | PA      | $5205474.81    | 0.04%             | 2028-11-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| EDP FINANCE BV                                                           | EDP Finance BV                                                                                                         | CUSIP: 26835PAH3<br>LEI: 5299007L43AQDFOW5739 | Long             | DBT              | CORP              | NL        |     7500000 | PA      | $7087073.48    | 0.05%             | 2028-01-24      | Fixed         | 1.71%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Notes                                                                                                    | CUSIP: 912828X88<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      180000 | PA      | $176158.40     | 0.00%             | 2027-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Notes                                                                                                    | CUSIP: 912828YX2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    21650000 | PA      | $21091116.08   | 0.14%             | 2026-12-31      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                       | Energy Transfer Operating LP                                                                                           | CUSIP: 29278NAN3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      885000 | PA      | $900385.00     | 0.01%             | 2027-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FMR LLC                                                                  | FMR LLC                                                                                                                | CUSIP: 302508AQ9<br>LEI: 6X064LF7Y6B4DKF2GZ26 | Long             | DBT              | CORP              | US        |     2645000 | PA      | $2959234.41    | 0.02%             | 2029-06-15      | Fixed         | 7.57%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Notes                                                                                                    | CUSIP: 91282CLR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   145000000 | PA      | $147636752.50  | 1.00%             | 2029-10-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| EGYPT TREASURY BILL                                                      | Egypt Treasury Bills                                                                                                   | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    41500000 | PA      | $818810.75     | 0.01%             | 2025-10-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE GLOB FUNDING                                                  | Corebridge Global Funding                                                                                              | CUSIP: 00138CAV0<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |     8380000 | PA      | $8772273.33    | 0.06%             | 2028-09-19      | Fixed         | 5.90%                 | Yes           |                  2 | On Loan: No      |
| ABBVIE INC                                                               | AbbVie Inc                                                                                                             | CUSIP: 00287YCY3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     4975000 | PA      | $4872796.29    | 0.03%             | 2035-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                              | Freddie Mac Gold Pool                                                                                                  | CUSIP: 31292G6Q4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         115 | PA      | $119.09        | 0.00%             | 2029-10-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                              | Freddie Mac REMICS                                                                                                     | CUSIP: 3137HDEX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    34129997 | PA      | $34201288.18   | 0.23%             | 2054-06-25      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                         | Altria Group Inc                                                                                                       | CUSIP: 02209SBN2<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     6248000 | PA      | $4329223.58    | 0.03%             | 2051-02-04      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC                                                      | Ashtead Capital Inc                                                                                                    | CUSIP: 045054AS2<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |     3200000 | PA      | $3317858.56    | 0.02%             | 2034-04-15      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| CSN ISLANDS XI CORP                                                      | CSN Inova Ventures                                                                                                     | CUSIP: 000000000<br>LEI: 222100R8R68DM7VM3661 | Long             | DBT              | CORP              | KY        |      200000 | PA      | $193229.79     | 0.00%             | 2028-01-28      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                                                    | Guatemala Government Bond                                                                                              | CUSIP: 000000000<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |      500000 | PA      | $501750.00     | 0.00%             | 2029-08-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                                                          | AstraZeneca PLC                                                                                                        | CUSIP: 046353AW8<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |     1850000 | PA      | $1623928.87    | 0.01%             | 2030-08-06      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| BANCO BTG PACTUAL/CAYMAN                                                 | Banco BTG Pactual SA/Cayman Islands                                                                                    | CUSIP: 05971AAL5<br>LEI: 2549002JHJ73KGETOK78 | Long             | DBT              | CORP              | BR        |      200000 | PA      | $202980.00     | 0.00%             | 2030-01-22      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                     | Bank of America Corp                                                                                                   | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    17440000 | PA      | $15826441.08   | 0.11%             | 2032-04-22      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| Bayer US Finance II LLC                                                  | Bayer US Finance II LLC                                                                                                | CUSIP: 07274NAL7<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |     2430000 | PA      | $2421300.62    | 0.02%             | 2028-12-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                                                   | Berkshire Hathaway Finance Corp                                                                                        | CUSIP: 084664CQ2<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |       30000 | PA      | $24883.59      | 0.00%             | 2048-08-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| BLACKROCK INC                                                            | BlackRock Inc                                                                                                          | CUSIP: 09247XAT8<br>LEI: 549300LRIF3NWCU26A80 | Long             | DBT              | CORP              | US        |     4342000 | PA      | $4409947.83    | 0.03%             | 2033-05-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FED REPUBLIC OF BRAZIL                                                   | Brazilian Government International Bond                                                                                | CUSIP: 105756CL2<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |      500000 | PA      | $511000.00     | 0.00%             | 2035-03-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                                     | Colombia Government International Bond                                                                                 | CUSIP: 195325EP6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      750000 | PA      | $768540.00     | 0.01%             | 2036-11-07      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC                                                 | Constellation Energy Generation LLC                                                                                    | CUSIP: 210385AE0<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |     7205000 | PA      | $7779309.47    | 0.05%             | 2053-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                                       | PURCHASED USD / SOLD COP                                                                                               | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $-45075.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                                      | PURCHASED USD / SOLD CLP                                                                                               | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |           1 | NC      | $3304.35       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                            | PURCHASED MXN / SOLD USD                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | MX        |           1 | NC      | $15848.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae Pool                                                                                                        | CUSIP: 31412REL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       40374 | PA      | $40992.37      | 0.00%             | 2040-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV                                                  | Fidelity National Information Services Inc                                                                             | CUSIP: 31620MBU9<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |     2280000 | PA      | $1669301.43    | 0.01%             | 2041-03-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                             | Ecopetrol SA                                                                                                           | CUSIP: 279158AN9<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |      175000 | PA      | $178272.68     | 0.00%             | 2030-04-29      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                              | Freddie Mac Pool                                                                                                       | CUSIP: 3131WH3N5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        1594 | PA      | $1653.38       | 0.00%             | 2036-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Ginnie Mae I Pool                                                                                                      | CUSIP: 36200N6L0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        4993 | PA      | $5186.39       | 0.00%             | 2034-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Ginnie Mae II Pool                                                                                                     | CUSIP: 36202DXT3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       10484 | PA      | $10762.33      | 0.00%             | 2033-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                                                         | Freddie Mac Strips                                                                                                     | CUSIP: 3133Q3LH2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    25152567 | PA      | $25249655.77   | 0.17%             | 2054-05-25      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae Pool                                                                                                        | CUSIP: 31376ADV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |          38 | PA      | $37.87         | 0.00%             | 2026-08-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GXO LOGISTICS INC                                                        | GXO Logistics Inc                                                                                                      | CUSIP: 36262GAB7<br>LEI: 5493007CNWMXN78JRN66 | Long             | DBT              | CORP              | US        |    10625000 | PA      | $10366231.42   | 0.07%             | 2026-07-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                  | MPLX LP                                                                                                                | CUSIP: 55336VAM2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |      320000 | PA      | $285621.52     | 0.00%             | 2038-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae Pool                                                                                                        | CUSIP: 31389BN64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        5176 | PA      | $5383.30       | 0.00%             | 2032-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae Pool                                                                                                        | CUSIP: 31402RLZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       21319 | PA      | $22369.54      | 0.00%             | 2035-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                      | Gilead Sciences Inc                                                                                                    | CUSIP: 375558CD3<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |     9000000 | PA      | $8759896.11    | 0.06%             | 2054-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HEALTHCARE RLTY HLDGS LP                                                 | Healthcare Trust of America Holdings LP                                                                                | CUSIP: 42225UAG9<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              |  | US        |     4110000 | PA      | $3867398.08    | 0.03%             | 2030-02-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                           | Morgan Stanley                                                                                                         | CUSIP: 6174468L6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     1665000 | PA      | $1552188.72    | 0.01%             | 2031-01-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                   | Philip Morris International Inc                                                                                        | CUSIP: 718172AU3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     2210000 | PA      | $1791714.63    | 0.01%             | 2042-08-21      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                                                    | Huntington Bancshares Inc/OH                                                                                           | CUSIP: 446150BB9<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |     5770000 | PA      | $5788509.87    | 0.04%             | 2028-08-04      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                        | Johnson & Johnson                                                                                                      | CUSIP: 478160AN4<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $1104046.18    | 0.01%             | 2037-08-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                                                  | Kinder Morgan Energy Partners LP                                                                                       | CUSIP: 494550AW6<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |      520000 | PA      | $579234.20     | 0.00%             | 2038-01-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                           | Microsoft Corp                                                                                                         | CUSIP: 594918BS2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |      284000 | PA      | $256370.87     | 0.00%             | 2036-08-08      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Notes                                                                                                    | CUSIP: 91282CES6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    56000000 | PA      | $54302931.20   | 0.37%             | 2029-05-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                    | Wells Fargo & Co                                                                                                       | CUSIP: 95000U2G7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     8240000 | PA      | $7782322.47    | 0.05%             | 2030-10-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                           | Morgan Stanley                                                                                                         | CUSIP: 6174468U6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     5720000 | PA      | $4963118.10    | 0.03%             | 2032-02-13      | Fixed         | 1.79%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                             | NiSource Inc                                                                                                           | CUSIP: 65473PAN5<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     1520000 | PA      | $1562268.36    | 0.01%             | 2028-03-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ALSEA S.A.                                                               | Alsea SAB de CV                                                                                                        | CUSIP: 000000000<br>LEI: 4469000001BJLPKNUN21 | Long             | DBT              | CORP              | MX        |      200000 | PA      | $200486.40     | 0.00%             | 2026-12-14      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                                             | NiSource Inc                                                                                                           | CUSIP: 65473QBF9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     2410000 | PA      | $1991373.19    | 0.01%             | 2047-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                                                       | Panama Government International Bond                                                                                   | CUSIP: 698299BT0<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |      400000 | PA      | $402668.00     | 0.00%             | 2035-02-14      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Philippines Government International Bonds                               | Philippine Government International Bond                                                                               | CUSIP: 718286DH7<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |      300000 | PA      | $311882.96     | 0.00%             | 2050-02-04      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| REGENERON PHARMACEUTICAL                                                 | Regeneron Pharmaceuticals Inc                                                                                          | CUSIP: 75886FAF4<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | DBT              | CORP              | US        |    14139000 | PA      | $8402193.22    | 0.06%             | 2050-09-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| TEACHERS INSUR & ANNUITY                                                 | Teachers Insurance & Annuity Association of America                                                                    | CUSIP: 878091BD8<br>LEI: O06XD7BJ4EPXNABVFN69 | Long             | DBT              | CORP              | US        |      335000 | PA      | $301437.30     | 0.00%             | 2044-09-15      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| Mexico Government International Bonds                                    | Mexico Government International Bonds                                                                                  | CUSIP: 91087BBD1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      206000 | PA      | $215991.00     | 0.00%             | 2055-05-13      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Bonds                                                                                                    | CUSIP: 912810RH3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      950000 | PA      | $741911.53     | 0.01%             | 2044-08-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Notes                                                                                                    | CUSIP: 9128286B1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      130000 | PA      | $125892.52     | 0.00%             | 2029-02-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Notes                                                                                                    | CUSIP: 91282CAU5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1500000 | PA      | $1403616.90    | 0.01%             | 2027-10-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Notes                                                                                                    | CUSIP: 91282CLD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   104820000 | PA      | $106538104.62  | 0.72%             | 2031-07-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                   | Verizon Communications Inc                                                                                             | CUSIP: 92343VFW9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     1522000 | PA      | $910210.17     | 0.01%             | 2056-10-30      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                                 | BAC002363 EUR CALL USD PUT                                                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |   -27200000 | OU      | $-336763.20    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                                                  | Romania Government Bond                                                                                                | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    10000000 | PA      | $2245403.17    | 0.02%             | 2028-04-26      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| AVIANCA MIDCO 2 PLC                                                      | Avianca Midco 2 PLC                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      200000 | PA      | $192473.00     | 0.00%             | 2030-02-14      | Fixed         | 9.63%                 | No            |                  2 | On Loan: No      |
| BUFFALO ENERGY MX HLDGS                                                  | Buffalo Energy Mexico Holdings / Buffalo Energy Infrastructure / Buffalo Energy                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |      198982 | PA      | $212541.87     | 0.00%             | 2039-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Dominican Republic International Bonds                                   | Dominican Republic International Bond                                                                                  | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     1000000 | PA      | $942900.00     | 0.01%             | 2032-09-23      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HONDURAS GOVERNMENT                                                      | Honduras Government International Bond                                                                                 | CUSIP: 000000000<br>LEI: 5493002DW1JNBNG17615 | Long             | DBT              | NUSS              | HN        |      400000 | PA      | $383800.00     | 0.00%             | 2030-06-24      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF EL SALVADOR                                                  | El Salvador Government International Bond                                                                              | CUSIP: 000000000<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |      275000 | PA      | $284487.50     | 0.00%             | 2032-04-10      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| IVORY COAST                                                              | Ivory Coast Government International Bond                                                                              | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |      940000 | PA      | $951598.04     | 0.01%             | 2028-03-03      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Republic of Kenya Government International Bonds                         | Republic of Kenya Government International Bonds                                                                       | CUSIP: 000000000<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |     1500000 | PA      | $1578665.90    | 0.01%             | 2031-02-16      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                 | AT&T Inc                                                                                                               | CUSIP: 00206RFS6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     4160000 | PA      | $3579680.25    | 0.02%             | 2058-08-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                               | AbbVie Inc                                                                                                             | CUSIP: 00287YAS8<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     7525000 | PA      | $6750309.38    | 0.05%             | 2045-05-14      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BAT INTL FINANCE PLC                                                     | BAT International Finance PLC                                                                                          | CUSIP: 05530QAN0<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |     4635000 | PA      | $4564377.80    | 0.03%             | 2026-03-25      | Fixed         | 1.67%                 | No            |                  2 | On Loan: No      |
| BAYER CORP/NJ                                                            | Bayer Corp/NJ                                                                                                          | CUSIP: 072732AC4<br>LEI: 54930050NR9YMICYZM28 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $1049560.72    | 0.01%             | 2028-02-15      | Fixed         | 6.65%                 | Yes           |                  2 | On Loan: No      |
| ConocoPhillips                                                           | ConocoPhillips                                                                                                         | CUSIP: 20825CAQ7<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | DBT              | CORP              | US        |      205000 | PA      | $229029.59     | 0.00%             | 2039-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                  | John Deere Capital Corp                                                                                                | CUSIP: 24422EUU1<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     2924000 | PA      | $2871701.10    | 0.02%             | 2029-03-07      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                      | Dominion Energy Inc                                                                                                    | CUSIP: 25746UDQ9<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $8440000.70    | 0.06%             | 2052-08-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Experian Finance PLC                                                     | Experian Finance PLC                                                                                                   | CUSIP: 30217AAB9<br>LEI: 635400RKRK5EGXSPC782 | Long             | DBT              | CORP              | GB        |     1535000 | PA      | $1533816.47    | 0.01%             | 2029-02-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                              | Freddie Mac Gold Pool                                                                                                  | CUSIP: 3128MMSK0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        1871 | PA      | $1854.47       | 0.00%             | 2029-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Ginnie Mae I Pool                                                                                                      | CUSIP: 36208MYQ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         208 | PA      | $210.20        | 0.00%             | 2027-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                                  | Honeywell International Inc                                                                                            | CUSIP: 438516CM6<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |     3940000 | PA      | $3867473.90    | 0.03%             | 2034-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| INRETAIL CONSUMER                                                        | InRetail Consumer                                                                                                      | CUSIP: 45790TAB1<br>LEI: 254900BI1YXHZ31NSP51 | Long             | DBT              | CORP              | PE        |      400000 | PA      | $388050.92     | 0.00%             | 2028-03-22      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| MERCEDES-BENZ FIN NA                                                     | Mercedes-Benz Finance North America LLC                                                                                | CUSIP: 58769JAF4<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |     2600000 | PA      | $2606396.57    | 0.02%             | 2026-03-30      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| PT PERTAMINA (PERSERO)                                                   | Pertamina Persero PT                                                                                                   | CUSIP: 69370PAL5<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | CORP              | ID        |     1000000 | PA      | $888664.86     | 0.01%             | 2031-02-09      | Fixed         | 2.30%                 | Yes           |                  2 | On Loan: No      |
| Republic of Paraguay                                                     | Paraguay Government International Bond                                                                                 | CUSIP: 699149AF7<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |      500000 | PA      | $454135.00     | 0.00%             | 2048-03-13      | Fixed         | 5.60%                 | Yes           |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTER                                                  | Pfizer Investment Enterprises Pte Ltd                                                                                  | CUSIP: 716973AG7<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |    14722000 | PA      | $13725591.19   | 0.09%             | 2053-05-19      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                               | AbbVie Inc                                                                                                             | CUSIP: 00287YDZ9<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     7075000 | PA      | $7290887.40    | 0.05%             | 2030-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH CO/INBEV                                                  | Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc                                                            | CUSIP: 03522AAH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      870000 | PA      | $849514.66     | 0.01%             | 2036-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ANTOFAGASTA PLC                                                          | Antofagasta PLC                                                                                                        | CUSIP: 03718NAC0<br>LEI: 213800MY6QVH4FVLD628 | Long             | DBT              | CORP              | GB        |      600000 | PA      | $634327.80     | 0.00%             | 2034-05-02      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| ASSURED GUARANTY US HLDG                                                 | Assured Guaranty US Holdings Inc                                                                                       | CUSIP: 04621WAA8<br>LEI: 5493007YCE0652G9TZ64 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $1105424.57    | 0.01%             | 2034-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                                 | Canadian Pacific Railway Co                                                                                            | CUSIP: 13648TAA5<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     2630000 | PA      | $2394610.87    | 0.02%             | 2030-03-05      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| ENFRAGEN ENERGIA SUR SAU                                                 | EnfraGen Energia Sur SAU/ EnfraGen Chile SpA/ EnfraGen Spain SAU                                                       | CUSIP: 29281MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | ES        |      200000 | PA      | $206438.00     | 0.00%             | 2032-06-30      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| FNB CORP                                                                 | FNB Corp/PA                                                                                                            | CUSIP: 302520AD3<br>LEI: PCYSKIGYNYFDTBLVZU83 | Long             | DBT              | CORP              | US        |     9180000 | PA      | $9361844.97    | 0.06%             | 2030-12-11      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                              | Freddie Mac REMICS                                                                                                     | CUSIP: 3137HFXQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     9049424 | PA      | $9038565.44    | 0.06%             | 2054-09-25      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                                     | Targa Resources Corp                                                                                                   | CUSIP: 87612GAP6<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     4810000 | PA      | $4885636.82    | 0.03%             | 2030-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| TRIMBLE INC                                                              | Trimble Inc                                                                                                            | CUSIP: 896239AE0<br>LEI: 549300E2MI7NSZFQWS19 | Long             | DBT              | CORP              | US        |     5036000 | PA      | $5357069.58    | 0.04%             | 2033-03-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Notes                                                                                                    | CUSIP: 91282CMD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    72500000 | PA      | $74562864.25   | 0.51%             | 2029-12-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| YINSON BORONIA PRODUCTIO                                                 | Yinson Boronia Production BV                                                                                           | CUSIP: 98584XAA3<br>LEI: 5493007X12FTT746N678 | Long             | DBT              | CORP              | NL        |      490545 | PA      | $536213.85     | 0.00%             | 2042-07-31      | Fixed         | 8.95%                 | Yes           |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND                                                  | Hungary Government Bond                                                                                                | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |  1300000000 | PA      | $2796097.91    | 0.02%             | 2033-04-20      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| TELFON CELUAR DEL PARAGU                                                 | Telefonica Celular del Paraguay SA                                                                                     | CUSIP: 000000000<br>LEI: 254900R8A8IKGF4THL54 | Long             | DBT              | CORP              | PY        |      132000 | PA      | $131790.78     | 0.00%             | 2027-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                                 | Republic of South Africa Government Bond                                                                               | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    62500000 | PA      | $3446045.71    | 0.02%             | 2032-03-31      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Phillips 66                                                              | Phillips 66                                                                                                            | CUSIP: 718546AL8<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |     5172000 | PA      | $4524032.55    | 0.03%             | 2044-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| REGIONS FINANCIAL CORP                                                   | Regions Financial Corp                                                                                                 | CUSIP: 7591EPAU4<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |     9965000 | PA      | $10375993.77   | 0.07%             | 2030-06-06      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                                   | Roper Technologies Inc                                                                                                 | CUSIP: 776743AG1<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |     2560000 | PA      | $2443286.91    | 0.02%             | 2029-09-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| SKYWORKS SOLUTIONS INC                                                   | Skyworks Solutions Inc                                                                                                 | CUSIP: 83088MAK8<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | DBT              | CORP              | US        |     5452000 | PA      | $5339682.15    | 0.04%             | 2026-06-01      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK                                                              | SunTrust Bank/Atlanta GA                                                                                               | CUSIP: 86787GAJ1<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |     3310000 | PA      | $3285749.32    | 0.02%             | 2026-05-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                    | Truist Financial Corp                                                                                                  | CUSIP: 89788MAM4<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     2280000 | PA      | $2296927.65    | 0.02%             | 2034-01-26      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                       | Union Pacific Corp                                                                                                     | CUSIP: 907818GE2<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     3677000 | PA      | $3682583.52    | 0.03%             | 2026-02-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Notes                                                                                                    | CUSIP: 9128286T2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      100000 | PA      | $95718.48      | 0.00%             | 2029-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Notes                                                                                                    | CUSIP: 912828R36<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      270000 | PA      | $265689.37     | 0.00%             | 2026-05-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Notes                                                                                                    | CUSIP: 91282CMA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    42000000 | PA      | $42775139.40   | 0.29%             | 2029-11-30      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                   | Williams Cos Inc/The                                                                                                   | CUSIP: 969457CN8<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     5030000 | PA      | $4879091.00    | 0.03%             | 2054-11-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Dominican Republic International Bonds                                   | Dominican Republic International Bonds                                                                                 | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |      250000 | PA      | $253437.50     | 0.00%             | 2027-01-25      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| BANCOLOMBIA SA                                                           | Bancolombia SA                                                                                                         | CUSIP: 05968LAN2<br>LEI: 54930052NWJRPNMP1W58 | Long             | DBT              | CORP              | CO        |      500000 | PA      | $536985.97     | 0.00%             | 2034-12-24      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                                         | Coca-Cola Co/The                                                                                                       | CUSIP: 191216CM0<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |     9843000 | PA      | $9197433.75    | 0.06%             | 2029-09-06      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                                     | Enel Finance International NV                                                                                          | CUSIP: 29278GAP3<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |     5742000 | PA      | $5121918.43    | 0.03%             | 2031-07-12      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY                                                           | Morgan Stanley                                                                                                         | CUSIP: 61772BAB9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     3805000 | PA      | $3734746.76    | 0.03%             | 2027-05-04      | Fixed         | 1.59%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                 | AT&T Inc                                                                                                               | CUSIP: 00206RMX7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    14300000 | PA      | $14522597.66   | 0.10%             | 2030-08-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS LLC                                                   | Chubb INA Holdings Inc                                                                                                 | CUSIP: 00440EAV9<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |     4300000 | PA      | $4275246.79    | 0.03%             | 2026-05-03      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Airbus SE                                                                | Airbus SE                                                                                                              | CUSIP: 009279AA8<br>LEI: MINO79WLOO247M1IL051 | Long             | DBT              | CORP              | NL        |     7700000 | PA      | $7608881.90    | 0.05%             | 2027-04-10      | Fixed         | 3.15%                 | Yes           |                  2 | On Loan: No      |
| AEP Texas Inc                                                            | AEP Texas Inc                                                                                                          | CUSIP: 0010EPAN8<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |     3037000 | PA      | $3034983.89    | 0.02%             | 2025-10-01      | Fixed         | 3.85%                 | Yes           |                  2 | On Loan: No      |
| AMAZON.COM INC                                                           | Amazon.com Inc                                                                                                         | CUSIP: 023135CB0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    14000000 | PA      | $9405864.86    | 0.06%             | 2051-05-12      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                | Apple Inc                                                                                                              | CUSIP: 037833AT7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    11200000 | PA      | $10286009.66   | 0.07%             | 2044-05-06      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                | Apple Inc                                                                                                              | CUSIP: 037833ET3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    11960000 | PA      | $12043318.14   | 0.08%             | 2028-05-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORP                                                            | AppLovin Corp                                                                                                          | CUSIP: 03831WAD0<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |     4040000 | PA      | $4125211.64    | 0.03%             | 2034-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                           | Air Lease Corp                                                                                                         | CUSIP: 00914AAU6<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     2282000 | PA      | $2337001.72    | 0.02%             | 2028-02-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                      | American Tower Corp                                                                                                    | CUSIP: 03027XCD0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |     4000000 | PA      | $4156027.96    | 0.03%             | 2033-07-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                                                   | Egypt Government International Bond                                                                                    | CUSIP: 03846JAH3<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |      300000 | PA      | $308891.52     | 0.00%             | 2030-02-04      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                                             | AutoZone Inc                                                                                                           | CUSIP: 053332BK7<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    12340000 | PA      | $12688717.05   | 0.09%             | 2034-07-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds                                  | Colombia Government International Bond                                                                                 | CUSIP: 195325ER2<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      200000 | PA      | $211500.00     | 0.00%             | 2030-04-25      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                         | Crown Castle International Corp                                                                                        | CUSIP: 22822VAU5<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |     6925000 | PA      | $4541267.15    | 0.03%             | 2051-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES                                                    | AvalonBay Communities Inc                                                                                              | CUSIP: 05348EBA6<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              |  | US        |    13153000 | PA      | $13005531.19   | 0.09%             | 2027-05-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| BAE SYSTEMS PLC                                                          | BAE Systems PLC                                                                                                        | CUSIP: 05523RAL1<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |    10000000 | PA      | $10264713.70   | 0.07%             | 2034-03-26      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                                       | Dominican Republic International Bond                                                                                  | CUSIP: 25714PFB9<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |      150000 | PA      | $156382.50     | 0.00%             | 2037-03-15      | Fixed         | 6.95%                 | Yes           |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                       | Energy Transfer LP                                                                                                     | CUSIP: 29273VAS9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     2915000 | PA      | $3067455.00    | 0.02%             | 2028-12-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| BACARDI-MARTINI BV                                                       | Bacardi-Martini BV                                                                                                     | CUSIP: 05634WAB8<br>LEI: 5493002XXBV8B88K2408 | Long             | DBT              | CORP              | NL        |    10550000 | PA      | $10860876.32   | 0.07%             | 2035-02-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                     | Bank of America Corp                                                                                                   | CUSIP: 06051GJF7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     7000000 | PA      | $6224716.12    | 0.04%             | 2031-07-23      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Ginnie Mae II Pool                                                                                                     | CUSIP: 36202DTS0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        1482 | PA      | $1539.28       | 0.00%             | 2032-07-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Ginnie Mae I Pool                                                                                                      | CUSIP: 36210YT96<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |          84 | PA      | $85.25         | 0.00%             | 2029-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                           | Home Depot Inc/The                                                                                                     | CUSIP: 437076CR1<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     2370000 | PA      | $2369116.11    | 0.02%             | 2025-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                           | Microsoft Corp                                                                                                         | CUSIP: 594918BJ2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |     1800000 | PA      | $1796332.43    | 0.01%             | 2025-11-03      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Bank                                                                     | BANK 2019-BNK16                                                                                                        | CUSIP: 065405AE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     8800000 | PA      | $8696928.24    | 0.06%             | 2052-02-15      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON & CO                                                    | Becton Dickinson and Co                                                                                                | CUSIP: 075887CK3<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |     2504000 | PA      | $1853037.42    | 0.01%             | 2050-05-20      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| PUGET ENERGY INC                                                         | Puget Energy Inc                                                                                                       | CUSIP: 745310AM4<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |     3040000 | PA      | $2887480.16    | 0.02%             | 2028-06-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| VALE OVERSEAS LIMITED                                                    | Vale Overseas Ltd                                                                                                      | CUSIP: 91911TAQ6<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |      200000 | PA      | $190749.32     | 0.00%             | 2030-07-08      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Boardwalk Pipelines LP                                                   | Boardwalk Pipelines LP                                                                                                 | CUSIP: 096630AG3<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |     3932000 | PA      | $3991476.22    | 0.03%             | 2029-05-03      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CD Commercial Mortgage Trust                                             | CD 2016-CD1 Mortgage Trust                                                                                             | CUSIP: 12514MBC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2600000 | PA      | $2520729.12    | 0.02%             | 2049-08-10      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                          | CVS Health Corp                                                                                                        | CUSIP: 126650CN8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     2760000 | PA      | $2434223.37    | 0.02%             | 2045-07-20      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS LLC                                                   | Chubb INA Holdings LLC                                                                                                 | CUSIP: 171239AM8<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |     3265000 | PA      | $3248306.54    | 0.02%             | 2035-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| WASTE CONNECTIONS INC                                                    | Waste Connections Inc                                                                                                  | CUSIP: 94106BAA9<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |     5000000 | PA      | $4703094.15    | 0.03%             | 2030-02-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                                         | Welltower OP LLC                                                                                                       | CUSIP: 95041AAG3<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |     9145000 | PA      | $9204064.99    | 0.06%             | 2035-07-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| BRF SA                                                                   | BRF SA                                                                                                                 | CUSIP: 000000000<br>LEI: 254900MTXR9LUVQFU480 | Long             | DBT              | CORP              | BR        |      200000 | PA      | $166087.00     | 0.00%             | 2050-09-21      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                                        | Cisco Systems Inc                                                                                                      | CUSIP: 17275RBQ4<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    10390000 | PA      | $10523748.29   | 0.07%             | 2027-02-26      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                                        | Cisco Systems Inc                                                                                                      | CUSIP: 17275RBX9<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    10050000 | PA      | $10334848.46   | 0.07%             | 2030-02-24      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                            | Citigroup Inc                                                                                                          | CUSIP: 172967KA8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      345000 | PA      | $346017.70     | 0.00%             | 2027-09-29      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                            | Citigroup Inc                                                                                                          | CUSIP: 172967LD1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     6000000 | PA      | $5965335.36    | 0.04%             | 2028-01-10      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                            | Citigroup Inc                                                                                                          | CUSIP: 172967PU9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    10280000 | PA      | $10626337.21   | 0.07%             | 2036-01-24      | Fixed         | 6.02%                 | No            |                  2 | On Loan: —       |
| CITIGROUP INC                                                            | Citigroup Inc                                                                                                          | CUSIP: 17308CC53<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     3165000 | PA      | $2991699.13    | 0.02%             | 2030-11-05      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| COCA-COLA FEMSA SAB CV                                                   | Coca-Cola Femsa SAB de CV                                                                                              | CUSIP: 191241AJ7<br>LEI: 5493008KEVFYPMGTXO33 | Long             | DBT              | CORP              | MX        |     3805000 | PA      | $3155316.80    | 0.02%             | 2032-09-01      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                                     | Colombia Government International Bond                                                                                 | CUSIP: 195325EM3<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     1300000 | PA      | $1374763.00    | 0.01%             | 2053-11-14      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                  | Consolidated Edison Co of New York Inc                                                                                 | CUSIP: 209111FF5<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     1450000 | PA      | $1215936.88    | 0.01%             | 2054-12-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                 | Constellation Brands Inc                                                                                               | CUSIP: 21036PBQ0<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |     2125000 | PA      | $2157679.25    | 0.01%             | 2029-01-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC                                                 | Constellation Energy Generation LLC                                                                                    | CUSIP: 210385AC4<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |     8502000 | PA      | $9054884.21    | 0.06%             | 2033-03-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCK FINAN NA                                                   | Daimler Trucks Finance North America LLC                                                                               | CUSIP: 233853AF7<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |     7595000 | PA      | $7390146.82    | 0.05%             | 2026-12-14      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| Barclays Bank PLC                                                        | PURCHASED CLP / SOLD USD                                                                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CL        |           1 | NC      | $-6844.65      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                                       | PURCHASED USD / SOLD CLP                                                                                               | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $19290.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                                      | PURCHASED USD / SOLD PEN                                                                                               | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |           1 | NC      | $-163786.07    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                                      | PURCHASED EUR / SOLD USD                                                                                               | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | XX        |           1 | NC      | $582.92        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                                      | PURCHASED EUR / SOLD USD                                                                                               | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | XX        |           1 | NC      | $64573.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                                      | PURCHASED CNY / SOLD USD                                                                                               | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | CN        |           1 | NC      | $10321.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                           | PURCHASED USD / SOLD CLP                                                                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $-5646.86      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                        | PURCHASED USD / SOLD CLP                                                                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $2610.05       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                                   | PURCHASED PEN / SOLD USD                                                                                               | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | PE        |           1 | NC      | $3859.61       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ENI SPA                                                                  | Eni SpA                                                                                                                | CUSIP: 26874RAN8<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |     9160000 | PA      | $9346148.51    | 0.06%             | 2034-05-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| ENI SPA                                                                  | Eni SpA                                                                                                                | CUSIP: 26874RAP3<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |     6685000 | PA      | $6495324.56    | 0.04%             | 2054-05-15      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| ENBRIDGE ENERGY PARTNERS                                                 | Enbridge Energy Partners LP                                                                                            | CUSIP: 29250RAT3<br>LEI: CZ6VG2MNE1J6YDI02G48 | Long             | DBT              | CORP              | US        |     2827000 | PA      | $2756200.27    | 0.02%             | 2040-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                       | Energy Transfer Partners LP                                                                                            | CUSIP: 29273RBJ7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      475000 | PA      | $467846.91     | 0.00%             | 2045-12-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                       | Energy Transfer LP                                                                                                     | CUSIP: 29273VAY6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     3170000 | PA      | $3220605.78    | 0.02%             | 2034-05-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                              | Exelon Corp                                                                                                            | CUSIP: 30161NBL4<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     7500000 | PA      | $7115995.28    | 0.05%             | 2053-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                              | Freddie Mac Gold Pool                                                                                                  | CUSIP: 3128M5CS7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        8394 | PA      | $8711.13       | 0.00%             | 2037-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae REMICS                                                                                                      | CUSIP: 3136BVY36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    28508339 | PA      | $28528802.78   | 0.19%             | 2055-05-25      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae Pool                                                                                                        | CUSIP: 31371LPJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        1681 | PA      | $1735.45       | 0.00%             | 2034-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                              | Freddie Mac REMICS                                                                                                     | CUSIP: 3137HFHN8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    37475818 | PA      | $37499192.17   | 0.25%             | 2054-07-25      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                              | Freddie Mac REMICS                                                                                                     | CUSIP: 3137HKKQ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    61753603 | PA      | $61750397.56   | 0.42%             | 2055-03-25      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                 | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                                                              | CUSIP: 00774MAV7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     4250000 | PA      | $4164074.69    | 0.03%             | 2026-10-29      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                         | BAT Capital Corp                                                                                                       | CUSIP: 05526DBY0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $5291000.45    | 0.04%             | 2031-02-20      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae Pool                                                                                                        | CUSIP: 31417LC37<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        2156 | PA      | $2102.40       | 0.00%             | 2039-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Ginnie Mae II Pool                                                                                                     | CUSIP: 36202DXC0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        2142 | PA      | $2198.60       | 0.00%             | 2033-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Dominican Republic International Bonds                                   | Dominican Republic International Bonds                                                                                 | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |      200000 | PA      | $213910.00     | 0.00%             | 2044-04-30      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae Pool                                                                                                        | CUSIP: 3138AD5F8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        9627 | PA      | $9338.63       | 0.00%             | 2041-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae Pool                                                                                                        | CUSIP: 3138Y3XN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        8890 | PA      | $8329.71       | 0.00%             | 2044-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                 | AT&T Inc                                                                                                               | CUSIP: 00206RKB7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     1940000 | PA      | $1333620.37    | 0.01%             | 2060-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                 | AT&T Inc                                                                                                               | CUSIP: 00206RMN9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     4035000 | PA      | $2779885.09    | 0.02%             | 2057-12-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                       | Ally Financial Inc                                                                                                     | CUSIP: 02005NBU3<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     6250000 | PA      | $6634696.56    | 0.05%             | 2030-01-03      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                           | Amazon.com Inc                                                                                                         | CUSIP: 023135BC9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     5030000 | PA      | $4967456.68    | 0.03%             | 2027-08-22      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                      | American Express Co                                                                                                    | CUSIP: 025816DR7<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     3980000 | PA      | $4195562.17    | 0.03%             | 2035-04-25      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                | Amgen Inc                                                                                                              | CUSIP: 031162BZ2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |      375000 | PA      | $317524.64     | 0.00%             | 2045-05-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| BAE SYSTEMS PLC                                                          | BAE Systems PLC                                                                                                        | CUSIP: 05523RAE7<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |    10345000 | PA      | $6756647.54    | 0.05%             | 2050-09-15      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| BAT INTL FINANCE PLC                                                     | BAT International Finance PLC                                                                                          | CUSIP: 05530QAQ3<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |     5000000 | PA      | $5257113.20    | 0.04%             | 2029-02-02      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                | Boeing Co/The                                                                                                          | CUSIP: 097023CN3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     9035000 | PA      | $8480290.66    | 0.06%             | 2030-02-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                  | Bristol-Myers Squibb Co                                                                                                | CUSIP: 110122CP1<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     7500000 | PA      | $7314720.15    | 0.05%             | 2029-07-26      | Fixed         | 3.40%                 | No            |                  2 | On Loan: —       |
| CITIZENS FINANCIAL GROUP                                                 | Citizens Financial Group Inc                                                                                           | CUSIP: 174610BH7<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    13030000 | PA      | $13612584.46   | 0.09%             | 2032-07-23      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| Comerica Inc                                                             | Comerica Inc                                                                                                           | CUSIP: 200340AQ0<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | DBT              | CORP              | US        |     6533000 | PA      | $6489834.25    | 0.04%             | 2026-07-22      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                 | AT&T Inc                                                                                                               | CUSIP: 00206RDG4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     4550000 | PA      | $4844991.65    | 0.03%             | 2041-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                | Apple Inc                                                                                                              | CUSIP: 037833AL4<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |      555000 | PA      | $464138.25     | 0.00%             | 2043-05-04      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                                          | AstraZeneca PLC                                                                                                        | CUSIP: 046353AN8<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |     6100000 | PA      | $6029598.92    | 0.04%             | 2027-06-12      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| BANCO BRADESCO (CAYMAN)                                                  | Banco Bradesco SA/Cayman Islands                                                                                       | CUSIP: 05947KBB5<br>LEI: 549300CTUU1RFXHQJE44 | Long             | DBT              | CORP              | KY        |      600000 | PA      | $633540.00     | 0.00%             | 2030-01-22      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                  | Bristol-Myers Squibb Co                                                                                                | CUSIP: 110122DN5<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     2740000 | PA      | $2721274.89    | 0.02%             | 2025-11-13      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC                                                 | Constellation Energy Generation LLC                                                                                    | CUSIP: 210385AD2<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |     2990000 | PA      | $3245650.02    | 0.02%             | 2034-01-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                                  | Walt Disney Co/The                                                                                                     | CUSIP: 254687FZ4<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |     8445000 | PA      | $6205029.45    | 0.04%             | 2051-01-13      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                      | Dominion Energy Inc                                                                                                    | CUSIP: 25746UDG1<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     6953000 | PA      | $6675165.63    | 0.05%             | 2030-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                                      | PURCHASED EUR / SOLD USD                                                                                               | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | XX        |           1 | NC      | $313283.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FISERV INC                                                               | Fiserv Inc                                                                                                             | CUSIP: 337738AU2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     5985000 | PA      | $5813048.97    | 0.04%             | 2029-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Ginnie Mae I Pool                                                                                                      | CUSIP: 36200J3T5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         965 | PA      | $978.39        | 0.00%             | 2033-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Ginnie Mae I Pool                                                                                                      | CUSIP: 36209G6H5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |          13 | PA      | $12.77         | 0.00%             | 2028-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD/LUX CO                                                 | JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                                                             | CUSIP: 47214BAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      697000 | PA      | $764793.01     | 0.01%             | 2034-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                           | Microsoft Corp                                                                                                         | CUSIP: 594918CD4<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |     1297000 | PA      | $752096.14     | 0.01%             | 2060-06-01      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                                                 | Penske Truck Leasing Co Lp / PTL Finance Corp                                                                          | CUSIP: 709599BN3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2000000 | PA      | $2004838.44    | 0.01%             | 2027-07-01      | Fixed         | 4.40%                 | Yes           |                  2 | On Loan: No      |
| SYSCO CORPORATION                                                        | Sysco Corp                                                                                                             | CUSIP: 871829BH9<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |     7768000 | PA      | $6462684.08    | 0.04%             | 2048-03-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                         | T-Mobile USA Inc                                                                                                       | CUSIP: 87264ABL8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     4608000 | PA      | $3369524.75    | 0.02%             | 2041-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                         | T-Mobile USA Inc                                                                                                       | CUSIP: 87264ACY9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    13445000 | PA      | $13587181.41   | 0.09%             | 2033-07-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Notes                                                                                                    | CUSIP: 91282CAM3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      265000 | PA      | $264193.15     | 0.00%             | 2025-09-30      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Visa Inc                                                                 | Visa Inc                                                                                                               | CUSIP: 92826CAD4<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |     3750000 | PA      | $3739713.83    | 0.03%             | 2025-12-14      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                                 | MSP002389 EUR PUT USD CALL                                                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |    46300000 | OU      | $190431.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BONOS BANCO CENT ARGENT                                                  | Bonos Para La Reconstruccion De Una Argentina Libre                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | AR        |      100000 | PA      | $97880.00      | 0.00%             | 2027-10-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ESKOM HOLDINGS SOC LTD                                                   | Eskom Holdings SOC Ltd                                                                                                 | CUSIP: 000000000<br>LEI: 3789001900ED06F65111 | Long             | DBT              | CORP              | ZA        |     1400000 | PA      | $1489626.82    | 0.01%             | 2028-08-10      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                              | Freddie Mac REMICS                                                                                                     | CUSIP: 31396CUA6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         282 | PA      | $281.19        | 0.00%             | 2025-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae Pool                                                                                                        | CUSIP: 31417AX38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        4110 | PA      | $3878.95       | 0.00%             | 2042-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                            | PURCHASED USD / SOLD ZAR                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-36154.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                              | PURCHASED EGP / SOLD USD                                                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | EG        |           1 | NC      | $299017.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                                   | PURCHASED INR / SOLD USD                                                                                               | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | IN        |           1 | NC      | $-69002.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                              | PURCHASED IDR / SOLD USD                                                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | ID        |           1 | NC      | $-75267.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae REMICS                                                                                                      | CUSIP: 3136BR5R4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    35806421 | PA      | $35779075.85   | 0.24%             | 2054-06-25      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                              | Freddie Mac REMICS                                                                                                     | CUSIP: 3137HDUN8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    34550000 | PA      | $34533464.37   | 0.23%             | 2054-07-25      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae Pool                                                                                                        | CUSIP: 3138ASS78<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         369 | PA      | $366.64        | 0.00%             | 2026-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae Pool                                                                                                        | CUSIP: 31402DP95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        5225 | PA      | $5395.76       | 0.00%             | 2034-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae Pool                                                                                                        | CUSIP: 31408JD40<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        4779 | PA      | $4951.58       | 0.00%             | 2036-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae Pool                                                                                                        | CUSIP: 31418U4U5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        5667 | PA      | $5754.55       | 0.00%             | 2040-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Ginnie Mae I Pool                                                                                                      | CUSIP: 36292J3R8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       26143 | PA      | $26795.67      | 0.00%             | 2036-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                  | Goldman Sachs Group Inc/The                                                                                            | CUSIP: 38141GWL4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     7500000 | PA      | $7432087.95    | 0.05%             | 2028-06-05      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                  | HCA Inc                                                                                                                | CUSIP: 404119CB3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     8482000 | PA      | $5572974.86    | 0.04%             | 2051-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                           | Home Depot Inc/The                                                                                                     | CUSIP: 437076BY7<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     3800000 | PA      | $3663615.99    | 0.02%             | 2029-06-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                      | JPMorgan Chase & Co                                                                                                    | CUSIP: 46647PBA3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $3994344.52    | 0.03%             | 2027-01-29      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| Federated Hermes Government Obligations Fund                             | Federated Hermes Government Obligations Fund                                                                           | CUSIP: 608919718<br>LEI: 254900VAJ9169N7JRF45 | Long             | STIV             | RF                | US        |   134169915 | NS      | $134169914.59  | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| NORTHWESTERN MUTUAL LIFE                                                 | Northwestern Mutual Life Insurance Co                                                                                  | CUSIP: 668138AC4<br>LEI: 1DU7IM20QESYGDO4HO54 | Long             | DBT              | CORP              | US        |    15699000 | PA      | $10538599.29   | 0.07%             | 2059-09-30      | Fixed         | 3.63%                 | Yes           |                  2 | On Loan: No      |
| ONEOK INC                                                                | ONEOK Inc                                                                                                              | CUSIP: 682680BA0<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     1831000 | PA      | $1829453.28    | 0.01%             | 2025-09-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bonds                                    | Panama Government International Bonds                                                                                  | CUSIP: 698299BH6<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |      400000 | PA      | $284180.00     | 0.00%             | 2050-04-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTER                                                  | Pfizer Investment Enterprises Pte Ltd                                                                                  | CUSIP: 716973AE2<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |     7125000 | PA      | $7141917.10    | 0.05%             | 2033-05-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Regency Centers LP                                                       | Regency Centers LP                                                                                                     | CUSIP: 75884RAX1<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              |  | US        |     7556000 | PA      | $7545859.24    | 0.05%             | 2028-03-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| SODEXO INC                                                               | Sodexo Inc                                                                                                             | CUSIP: 833794AD2<br>LEI: 549300WSZGQGJQXRFU84 | Long             | DBT              | CORP              | US        |     4475000 | PA      | $4639473.21    | 0.03%             | 2035-08-15      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                                 | Alexandria Real Estate Equities Inc                                                                                    | CUSIP: 015271AN9<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |     2500000 | PA      | $2522049.40    | 0.02%             | 2030-07-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ALLEGION US HOLDING CO                                                   | Allegion US Holding Co Inc                                                                                             | CUSIP: 01748NAE4<br>LEI: 5493002B66JX7J7SXI33 | Long             | DBT              | CORP              | US        |     6532000 | PA      | $6433258.24    | 0.04%             | 2027-10-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL                                                   | Anglo American Capital PLC                                                                                             | CUSIP: 034863BA7<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |     8960000 | PA      | $8199307.83    | 0.06%             | 2031-03-17      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                 | BENCHMARK MORTGAGE TRUST BMARK 2018 B4 A5                                                                              | CUSIP: 08161HAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    29700000 | PA      | $29408473.71   | 0.20%             | 2051-07-15      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                                                      | CDW LLC / CDW Finance Corp                                                                                             | CUSIP: 12513GBG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     8101000 | PA      | $7930431.01    | 0.05%             | 2026-12-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                                 | Canadian Pacific Railway Co                                                                                            | CUSIP: 13645RBE3<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     1570000 | PA      | $1525804.64    | 0.01%             | 2026-12-02      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                            | Citigroup Inc                                                                                                          | CUSIP: 172967MS7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    15085000 | PA      | $13852366.18   | 0.09%             | 2031-06-03      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                   | Diamondback Energy Inc                                                                                                 | CUSIP: 25278XBA6<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     6245000 | PA      | $5793073.71    | 0.04%             | 2054-04-18      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTL GROUP                                                      | American International Group Inc                                                                                       | CUSIP: 026874DC8<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $9241269.50    | 0.06%             | 2035-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                | Apple Inc                                                                                                              | CUSIP: 037833EE6<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     3827000 | PA      | $2681667.19    | 0.02%             | 2041-02-08      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                      | JPMorgan Chase & Co                                                                                                    | CUSIP: 46647PBU9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    15175000 | PA      | $13334851.43   | 0.09%             | 2031-11-19      | Fixed         | 1.76%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORP                                                            | AppLovin Corp                                                                                                          | CUSIP: 03831WAE8<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |     2860000 | PA      | $2786047.32    | 0.02%             | 2054-12-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                                          | AstraZeneca PLC                                                                                                        | CUSIP: 046353AM0<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |     2000000 | PA      | $1745581.76    | 0.01%             | 2045-11-16      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Uruguay Government International Bonds                                   | Uruguay Government International Bonds                                                                                 | CUSIP: 760942BE1<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |      300000 | PA      | $317757.00     | 0.00%             | 2034-10-28      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Notes                                                                                                    | CUSIP: 9128283W8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     4800000 | PA      | $4705204.32    | 0.03%             | 2028-02-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Duke Energy Indiana LLC                                                  | Duke Energy Indiana LLC                                                                                                | CUSIP: 263901AA8<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |     2175000 | PA      | $2400440.84    | 0.02%             | 2038-08-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                              | Freddie Mac REMICS                                                                                                     | CUSIP: 3137HDZQ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    48831135 | PA      | $49042729.97   | 0.33%             | 2054-08-25      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                                 | Alexandria Real Estate Equities Inc                                                                                    | CUSIP: 015271AJ8<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |     1820000 | PA      | $1812352.60    | 0.01%             | 2027-01-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                           | Amazon.com Inc                                                                                                         | CUSIP: 023135BF2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4545803.60    | 0.03%             | 2037-08-22      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                      | American Tower Corp                                                                                                    | CUSIP: 03027XBD1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |     4705000 | PA      | $3054970.19    | 0.02%             | 2050-06-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV FIN                                                 | Anheuser-Busch InBev Finance Inc                                                                                       | CUSIP: 035242AN6<br>LEI: 5493000EYEKDT0FBSQ91 | Long             | DBT              | CORP              | US        |     1390000 | PA      | $1265693.08    | 0.01%             | 2046-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                      | Elevance Health Inc                                                                                                    | CUSIP: 036752AZ6<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     6575000 | PA      | $6724220.94    | 0.05%             | 2034-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ARGENTINA                                                    | Argentine Republic Government International Bond                                                                       | CUSIP: 040114HV5<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |      800000 | PA      | $467160.00     | 0.00%             | 2041-07-09      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| BANCO MERCANTIL DE NORTE                                                 | Banco Mercantil del Norte SA/Grand Cayman                                                                              | CUSIP: 05973KAB3<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |      400000 | PA      | $385378.79     | 0.00%             | 2032-01-24      | Fixed         | 6.63%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corp                                                     | Bank of America Corp                                                                                                   | CUSIP: 06051GFU8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      660000 | PA      | $660390.34     | 0.00%             | 2026-03-03      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                   | Bank of New York Mellon Corp/The                                                                                       | CUSIP: 06406RBG1<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     5140000 | PA      | $5138777.76    | 0.03%             | 2028-06-13      | Fixed         | 3.99%                 | No            |                  2 | On Loan: No      |
| Bayer US Finance II LLC                                                  | Bayer US Finance II LLC                                                                                                | CUSIP: 07274NBF9<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |     7527000 | PA      | $5924469.11    | 0.04%             | 2044-07-15      | Fixed         | 4.40%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI CAPITAL SERVICES                                                 | Hyundai Capital Services Inc                                                                                           | CUSIP: 44920UAV0<br>LEI: 549300MALMDAGL2ZJJ27 | Long             | DBT              | CORP              | KR        |     1000000 | PA      | $1021462.61    | 0.01%             | 2029-02-05      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                                    | Indonesia Government International Bond                                                                                | CUSIP: 455780DG8<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |      700000 | PA      | $439817.64     | 0.00%             | 2061-09-23      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                  | Bristol-Myers Squibb Co                                                                                                | CUSIP: 110122DW5<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     9760000 | PA      | $7057885.34    | 0.05%             | 2052-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                          | CVS Health Corp                                                                                                        | CUSIP: 126650DU1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     4775000 | PA      | $4832420.19    | 0.03%             | 2033-02-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                                   | PURCHASED COP / SOLD USD                                                                                               | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | CO        |           1 | NC      | $7154.14       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                                   | PURCHASED CLP / SOLD USD                                                                                               | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | CL        |           1 | NC      | $-35.46        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                      | JPMorgan Chase & Co                                                                                                    | CUSIP: 46647PDY9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     3370000 | PA      | $3682842.39    | 0.03%             | 2034-10-23      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                                 | Mars Inc                                                                                                               | CUSIP: 571676BC8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    10210000 | PA      | $9968037.40    | 0.07%             | 2055-05-01      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| CATERPILLAR INC                                                          | Caterpillar Inc                                                                                                        | CUSIP: 149123CF6<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |      295000 | PA      | $206410.48     | 0.00%             | 2049-09-19      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                 | Charter Communications Operating LLC / Charter Communications Operating Capital                                        | CUSIP: 161175CA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    10195000 | PA      | $6763458.22    | 0.05%             | 2052-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| CHEVRON CORP                                                             | Chevron Corp                                                                                                           | CUSIP: 166764CA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     7209000 | PA      | $4808777.51    | 0.03%             | 2050-05-11      | Fixed         | 3.08%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                            | Citigroup Inc                                                                                                          | CUSIP: 172967PG0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    14565000 | PA      | $14979133.05   | 0.10%             | 2035-02-13      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| COSTCO WHOLESALE CORP                                                    | Costco Wholesale Corp                                                                                                  | CUSIP: 22160KAN5<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | DBT              | CORP              | US        |    10306000 | PA      | $9869248.11    | 0.07%             | 2027-06-20      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                         | Duke Energy Corp                                                                                                       | CUSIP: 26441CBU8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     9610000 | PA      | $8398290.19    | 0.06%             | 2052-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                   | Philip Morris International Inc                                                                                        | CUSIP: 718172DU0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     8480000 | PA      | $8405688.49    | 0.06%             | 2035-04-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PIEDMONT OPERATING PARTN                                                 | Piedmont Operating Partnership LP                                                                                      | CUSIP: 720198AF7<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              |  | US        |     5810000 | PA      | $4922241.88    | 0.03%             | 2032-04-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                                 | Electricite de France SA                                                                                               | CUSIP: 28504DAC7<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |     5621000 | PA      | $6100599.12    | 0.04%             | 2033-05-23      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| META PLATFORMS INC                                                       | Meta Platforms Inc                                                                                                     | CUSIP: 30303M8W5<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    11505000 | PA      | $11142454.21   | 0.08%             | 2064-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                           | PURCHASED USD / SOLD CLP                                                                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $-58.48        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                             | Ecopetrol SA                                                                                                           | CUSIP: 279158AT6<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |      400000 | PA      | $433974.80     | 0.00%             | 2029-01-19      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                              | Freddie Mac Gold Pool                                                                                                  | CUSIP: 3128MJQD5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       90460 | PA      | $90428.70      | 0.00%             | 2041-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                              | Freddie Mac Gold Pool                                                                                                  | CUSIP: 31297YUW0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |          18 | PA      | $18.28         | 0.00%             | 2030-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN                                                  | Shell International Finance BV                                                                                         | CUSIP: 822582BT8<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |     3720000 | PA      | $3687482.88    | 0.03%             | 2026-05-10      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Bonds                                                                                                    | CUSIP: 912810RK6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      215000 | PA      | $149700.46     | 0.00%             | 2045-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae Pool                                                                                                        | CUSIP: 3138EJEW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       13662 | PA      | $13271.30      | 0.00%             | 2042-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae Pool                                                                                                        | CUSIP: 31414YDC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        2444 | PA      | $2536.40       | 0.00%             | 2038-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Bonds                                                                                                    | CUSIP: 912810TU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    30000000 | PA      | $28351143.00   | 0.19%             | 2043-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                                                   | Republic of Poland Government Bond                                                                                     | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    20000000 | PA      | $4467579.71    | 0.03%             | 2032-04-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| FLOWERS FOODS INC                                                        | Flowers Foods Inc                                                                                                      | CUSIP: 343498AC5<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | DBT              | CORP              | US        |     2625000 | PA      | $2317030.25    | 0.02%             | 2031-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Ginnie Mae I Pool                                                                                                      | CUSIP: 36200N6N6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       10997 | PA      | $11398.09      | 0.00%             | 2034-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Ginnie Mae II Pool                                                                                                     | CUSIP: 36202C4P5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         347 | PA      | $356.83        | 0.00%             | 2028-08-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Ginnie Mae II Pool                                                                                                     | CUSIP: 36202DVM0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       10032 | PA      | $10287.19      | 0.00%             | 2032-12-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                                              | EXELON CORP SR UNSECURED 04/50 4.7                                                                                     | CUSIP: 30161NAY7<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     2302000 | PA      | $1921775.51    | 0.01%             | 2050-04-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae Pool                                                                                                        | CUSIP: 31371MSW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        9377 | PA      | $9872.39       | 0.00%             | 2036-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae Pool                                                                                                        | CUSIP: 31417NCE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        7635 | PA      | $7629.71       | 0.00%             | 2039-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federated Hermes Short Duration Corporate ETF                            | Federated Hermes Short Duration Corporate ETF                                                                          | CUSIP: 31423L107<br>LEI: N/A                  | Long             | EC               | RF                | US        |     2065689 | NS      | $50402811.60   | 0.34%             |  |  |  | No            |                  1 | On Loan: —       |
| Government National Mortgage Association                                 | Ginnie Mae I Pool                                                                                                      | CUSIP: 36208CK97<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |           3 | PA      | $2.69          | 0.00%             | 2027-08-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Ginnie Mae I Pool                                                                                                      | CUSIP: 36208PQ27<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       17296 | PA      | $17800.57      | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Dominican Republic International Bonds                                   | Dominican Republic International Bond                                                                                  | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |      900000 | PA      | $908550.00     | 0.01%             | 2033-02-22      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TRINIDAD & TOBAGO                                                        | Trinidad & Tobago Government International Bond                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | TT        |      300000 | PA      | $301506.00     | 0.00%             | 2031-01-14      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Ginnie Mae I Pool                                                                                                      | CUSIP: 36241K3M8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        4519 | PA      | $4649.59       | 0.00%             | 2039-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                  | Goldman Sachs Group Inc/The                                                                                            | CUSIP: 38141GWV2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $3959060.64    | 0.03%             | 2029-04-23      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| Sri Lanka Government International Bonds                                 | Sri Lanka Government International Bonds                                                                               | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |      600000 | PA      | $430654.84     | 0.00%             | 2035-06-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                      | JPMorgan Chase & Co                                                                                                    | CUSIP: 46647PEC6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     9980000 | PA      | $10254924.15   | 0.07%             | 2035-01-23      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| KENVUE INC                                                               | Kenvue Inc                                                                                                             | CUSIP: 49177JAF9<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |     6680000 | PA      | $6850896.64    | 0.05%             | 2028-03-22      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY OP LLC                                                      | Kimco Realty OP LLC                                                                                                    | CUSIP: 49447BAA1<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              |  | US        |     8075000 | PA      | $8840560.63    | 0.06%             | 2034-03-01      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| KINGSTON AIRPORT REV FIN                                                 | Kingston Airport Revenue Finance Ltd                                                                                   | CUSIP: 49647QAA6<br>LEI: 254900SK2YRR95AVHU30 | Long             | DBT              | CORP              | KY        |      200000 | PA      | $206600.00     | 0.00%             | 2036-12-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Lam Research Corp                                                        | Lam Research Corp                                                                                                      | CUSIP: 512807AU2<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |     5886000 | PA      | $5885734.95    | 0.04%             | 2029-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                  | MPLX LP                                                                                                                | CUSIP: 55336VAP5<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     4625000 | PA      | $3704862.96    | 0.03%             | 2058-04-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| MASS MUTUAL LIFE INS CO                                                  | Massachusetts Mutual Life Insurance Co                                                                                 | CUSIP: 575767AG3<br>LEI: R6ZXK5P01NP6HXSY1S07 | Long             | DBT              | CORP              | US        |     4968000 | PA      | $6665580.40    | 0.05%             | 2039-06-01      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| MASS MUTUAL LIFE INS CO                                                  | Massachusetts Mutual Life Insurance Co                                                                                 | CUSIP: 575767AJ7<br>LEI: R6ZXK5P01NP6HXSY1S07 | Long             | DBT              | CORP              | US        |     3100000 | PA      | $2883330.40    | 0.02%             | 2041-12-01      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| SOUTHERN CO                                                              | Southern Co/The                                                                                                        | CUSIP: 842587DF1<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    14895000 | PA      | $14862055.24   | 0.10%             | 2051-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                        | State Street Corp                                                                                                      | CUSIP: 857477BF9<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |      370000 | PA      | $347274.52     | 0.00%             | 2034-11-01      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| MET LIFE GLOB FUNDING I                                                  | Metropolitan Life Global Funding I                                                                                     | CUSIP: 59217GFP9<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |     6085000 | PA      | $6259803.00    | 0.04%             | 2033-03-28      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                                                 | Microchip Technology Inc                                                                                               | CUSIP: 595017BE3<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |     5885000 | PA      | $6002656.98    | 0.04%             | 2029-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                                                 | Microchip Technology Inc                                                                                               | CUSIP: 595017BL7<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |     2875000 | PA      | $2934324.56    | 0.02%             | 2030-02-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| NATIONAL FUEL GAS CO                                                     | National Fuel Gas Co                                                                                                   | CUSIP: 636180BU4<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |     4910000 | PA      | $5072848.15    | 0.03%             | 2035-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                 | Raytheon Technologies Corp                                                                                             | CUSIP: 75513ECR0<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    12333000 | PA      | $12674643.96   | 0.09%             | 2033-02-27      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Reynolds American Inc                                                    | Reynolds American Inc                                                                                                  | CUSIP: 761713BB1<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |     4350000 | PA      | $4199247.05    | 0.03%             | 2045-08-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| TC PipeLines LP                                                          | TC PipeLines LP                                                                                                        | CUSIP: 87233QAC2<br>LEI: 6HL0C5LCIE4TN8UZHL06 | Long             | DBT              | CORP              | US        |     4545000 | PA      | $4522458.94    | 0.03%             | 2027-05-25      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                         | T-Mobile USA Inc                                                                                                       | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     6600000 | PA      | $6465996.97    | 0.04%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANK                                                         | Fifth Third Bank/Cincinnati OH                                                                                         | CUSIP: 31677QBR9<br>LEI: QFROUN1UWUYU0DVIWD51 | Long             | DBT              | CORP              | US        |     4280000 | PA      | $4168740.24    | 0.03%             | 2027-02-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| FORTINET INC                                                             | Fortinet Inc                                                                                                           | CUSIP: 34959EAA7<br>LEI: 549300O0QJWDBAS0QX03 | Long             | DBT              | CORP              | US        |     5360000 | PA      | $5261182.56    | 0.04%             | 2026-03-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable LLC                                                    | Time Warner Cable LLC                                                                                                  | CUSIP: 88732JBB3<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |     5262000 | PA      | $4758220.38    | 0.03%             | 2041-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Bonds                                                                                                    | CUSIP: 912810RN0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2380000 | PA      | $1759033.49    | 0.01%             | 2045-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Bonds                                                                                                    | CUSIP: 912810TT5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   406385000 | PA      | $355840865.63  | 2.42%             | 2053-08-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Notes                                                                                                    | CUSIP: 91282CMZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     3690000 | PA      | $3721459.46    | 0.03%             | 2030-04-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                   | Williams Cos Inc/The                                                                                                   | CUSIP: 88339WAC0<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     3425000 | PA      | $3435491.80    | 0.02%             | 2034-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| TRANSPORT DE GAS DEL SUR                                                 | Transportadora de Gas del Sur SA                                                                                       | CUSIP: 893870AY1<br>LEI: 5299002TRC7IFQYSW596 | Long             | DBT              | CORP              | AR        |       95000 | PA      | $100040.13     | 0.00%             | 2031-07-24      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Notes                                                                                                    | CUSIP: 91282CNL1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     7500000 | PA      | $7512947.25    | 0.05%             | 2027-06-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                                       | Vodafone Group PLC                                                                                                     | CUSIP: 92857WBU3<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |     4000000 | PA      | $3120194.20    | 0.02%             | 2050-09-17      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UDR INC                                                                  | UDR Inc                                                                                                                | CUSIP: 90265EAW0<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              |  | US        |     2490000 | PA      | $2501858.40    | 0.02%             | 2034-09-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                    | Mexico Government International Bonds                                                                                  | CUSIP: 91087BBB5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      200000 | PA      | $209000.00     | 0.00%             | 2030-05-13      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                    | Wells Fargo & Co                                                                                                       | CUSIP: 95000U3B7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     7550000 | PA      | $7596978.21    | 0.05%             | 2033-07-25      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                    | Wells Fargo Commercial Mortgage Trust 2017-C38                                                                         | CUSIP: 95001MAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3342000 | PA      | $3281857.70    | 0.02%             | 2050-07-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Bonds                                                                                                    | CUSIP: 912810FT0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     3100000 | PA      | $3176046.72    | 0.02%             | 2036-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Bonds                                                                                                    | CUSIP: 912810RP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      800000 | PA      | $602783.68     | 0.00%             | 2045-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                                                     | Colombian TES                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | CO        |  3000000000 | PA      | $767628.25     | 0.01%             | 2040-11-28      | Fixed         | 12.75%                | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                                  | Mexican Bonos                                                                                                          | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    30000000 | PA      | $1598505.18    | 0.01%             | 2027-06-03      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Notes                                                                                                    | CUSIP: 91282CEE7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    23300000 | PA      | $22341249.27   | 0.15%             | 2029-03-31      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                   | UnitedHealth Group Inc                                                                                                 | CUSIP: 91324PFL1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     9000000 | PA      | $8573538.60    | 0.06%             | 2054-07-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| CT TRUST                                                                 | CT Trust                                                                                                               | CUSIP: 000000000<br>LEI: 213800MJB7WO427HQD34 | Long             | DBT              | CORP              | GT        |      600000 | PA      | $569274.00     | 0.00%             | 2032-02-03      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Costa Rica Government International Bonds                                | Costa Rica Government International Bond                                                                               | CUSIP: 000000000<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |      500000 | PA      | $529690.00     | 0.00%             | 2034-04-03      | Fixed         | 6.55%                 | No            |                  2 | On Loan: —       |
| WELLS FARGO & COMPANY                                                    | Wells Fargo & Co                                                                                                       | CUSIP: 95000U3K7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $10323336.60   | 0.07%             | 2035-01-23      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AI CANDELARIA -SPAIN- SA                                                 | AI Candelaria Spain SA                                                                                                 | CUSIP: 000000000<br>LEI: 213800L5KA2MJ5FKRZ02 | Long             | DBT              | CORP              | ES        |      324999 | PA      | $327564.19     | 0.00%             | 2028-12-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| HERITAGE PETROL CO LTD                                                   | Heritage Petroleum Co Ltd                                                                                              | CUSIP: 000000000<br>LEI: 25490055MYPABN06OA04 | Long             | DBT              | CORP              | TT        |      200000 | PA      | $207270.00     | 0.00%             | 2029-08-12      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                                                    | Venezuela Government International Bond                                                                                | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |     1000000 | PA      | $197600.00     | 0.00%             | 2024-10-13      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| CODELCO INC                                                              | Corp Nacional del Cobre de Chile                                                                                       | CUSIP: 000000000<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |      500000 | PA      | $494174.30     | 0.00%             | 2033-02-02      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| BOLIVIA GOVERNMENT                                                       | Bolivian Government International Bond                                                                                 | CUSIP: 000000000<br>LEI: 529900TGIRPY3SZXEB56 | Long             | DBT              | NUSS              | BO        |      200000 | PA      | $160240.00     | 0.00%             | 2030-03-02      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Iraq International Bonds                                                 | Iraq International Bonds                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | IQ        |      437500 | PA      | $433882.91     | 0.00%             | 2028-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Egypt Government International Bonds                                     | Egypt Government International Bonds                                                                                   | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     1600000 | PA      | $1491101.97    | 0.01%             | 2032-01-15      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| Peru LNG Srl                                                             | Peru LNG Srl                                                                                                           | CUSIP: 000000000<br>LEI: 254900F70J1LOALV5K70 | Long             | DBT              | CORP              | PE        |      500040 | PA      | $475962.92     | 0.00%             | 2030-03-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Provincia de Cordoba                                                     | Provincia de Cordoba                                                                                                   | CUSIP: 000000000<br>LEI: 5299006CLM2Z97AATT29 | Long             | DBT              | NUSS              | AR        |       33334 | PA      | $33835.77      | 0.00%             | 2025-12-10      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GABON                                                        | Gabon Government International Bond                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | GA        |     1500000 | PA      | $1225041.81    | 0.01%             | 2031-11-24      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                                                 | OCP SA                                                                                                                 | CUSIP: 000000000<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |      200000 | PA      | $211385.50     | 0.00%             | 2034-05-02      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                                                    | Sri Lanka Government International Bond                                                                                | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |      300000 | PA      | $249963.11     | 0.00%             | 2033-03-15      | Variable      | 3.35%                 | Yes           |                  2 | On Loan: No      |
| OTP BANK NYRT                                                            | OTP Bank Nyrt                                                                                                          | CUSIP: 000000000<br>LEI: 529900W3MOO00A18X956 | Long             | DBT              | CORP              | HU        |      250000 | PA      | $269044.82     | 0.00%             | 2033-05-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| TURKIYE VARLIK FONU                                                      | Turkiye Varlik Fonu Yonetimi AS                                                                                        | CUSIP: 000000000<br>LEI: 789000MAPAG7J8DI3112 | Long             | DBT              | CORP              | TR        |     3000000 | PA      | $3175827.36    | 0.02%             | 2029-02-14      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                 | Ford Motor Credit Co LLC                                                                                               | CUSIP: 345397G56<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $5041901.35    | 0.03%             | 2035-02-07      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| Freeport-McMoRan Inc                                                     | Freeport-McMoRan Inc                                                                                                   | CUSIP: 35671DBJ3<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    10330000 | PA      | $10527716.20   | 0.07%             | 2034-11-14      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Ginnie Mae II Pool                                                                                                     | CUSIP: 36202D3G4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        4989 | PA      | $5050.58       | 0.00%             | 2034-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Ginnie Mae I Pool                                                                                                      | CUSIP: 36206JK45<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         213 | PA      | $213.92        | 0.00%             | 2026-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Ginnie Mae II Pool                                                                                                     | CUSIP: 36225CGK6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         468 | PA      | $469.80        | 0.00%             | 2028-05-20      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                   | General Motors Financial Co Inc                                                                                        | CUSIP: 37045XER3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     2345000 | PA      | $2434421.20    | 0.02%             | 2031-02-08      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                                                    | Guatemala Government Bond                                                                                              | CUSIP: 401494AX7<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |     1400000 | PA      | $1521100.00    | 0.01%             | 2032-10-04      | Fixed         | 7.05%                 | Yes           |                  2 | On Loan: No      |
| HCA INC                                                                  | HCA Inc                                                                                                                | CUSIP: 404119CV9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     7720000 | PA      | $7457703.20    | 0.05%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                      | JPMorgan Chase & Co                                                                                                    | CUSIP: 46647PDR4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     6960000 | PA      | $7187915.15    | 0.05%             | 2034-06-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| KEYSIGHT TECHNOLOGIES                                                    | Keysight Technologies Inc                                                                                              | CUSIP: 49338LAH6<br>LEI: 549300GLKVIO8YRCYN02 | Long             | DBT              | CORP              | US        |     5320000 | PA      | $5528860.33    | 0.04%             | 2030-07-30      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                              | MetLife Inc                                                                                                            | CUSIP: 59156RAV0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     2200000 | PA      | $2944282.00    | 0.02%             | 2039-08-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                           | Morgan Stanley                                                                                                         | CUSIP: 61747YED3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4394198.30    | 0.03%             | 2032-07-21      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                           | Morgan Stanley                                                                                                         | CUSIP: 61747YEZ4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     3200000 | PA      | $3208561.41    | 0.02%             | 2027-01-28      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Netflix Inc                                                              | Netflix Inc                                                                                                            | CUSIP: 64110LAS5<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $10229343.30   | 0.07%             | 2028-04-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PUMA INTERNATIONAL FINAN                                                 | Puma International Financing SA                                                                                        | CUSIP: 74588YAB6<br>LEI: 222100YFBPO7IDRUBR17 | Long             | DBT              | CORP              | LU        |     1000000 | PA      | $1036932.76    | 0.01%             | 2029-04-25      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| SASOL FINANCING USA LLC                                                  | Sasol Financing USA LLC                                                                                                | CUSIP: 80386WAF2<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |     1600000 | PA      | $1618968.00    | 0.01%             | 2029-05-03      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Turkiye Government International Bonds                                   | Turkey Government International Bond                                                                                   | CUSIP: 900123BJ8<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     2000000 | PA      | $1716881.24    | 0.01%             | 2041-01-14      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                       | Union Pacific Corp                                                                                                     | CUSIP: 907818GH5<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     9000000 | PA      | $8885468.34    | 0.06%             | 2054-12-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Notes                                                                                                    | CUSIP: 91282CBP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1000000 | PA      | $941657.80     | 0.01%             | 2028-02-29      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Notes                                                                                                    | CUSIP: 91282CBZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     9000000 | PA      | $8471394.90    | 0.06%             | 2028-04-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Valmont Industries Inc                                                   | Valmont Industries Inc                                                                                                 | CUSIP: 920253AE1<br>LEI: 5493009ZGZJJ8F77JN08 | Long             | DBT              | CORP              | US        |     6680000 | PA      | $5949476.67    | 0.04%             | 2054-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VERISIGN INC                                                             | VeriSign Inc                                                                                                           | CUSIP: 92343EAM4<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | DBT              | CORP              | US        |    15532000 | PA      | $14009493.87   | 0.10%             | 2031-06-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Verisk Analytics Inc                                                     | VERISK ANALYTICS INC SR UNSECURED 03/29 4.125                                                                          | CUSIP: 92345YAF3<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |    10985000 | PA      | $10986627.65   | 0.07%             | 2029-03-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| WASTE CONNECTIONS INC                                                    | Waste Connections Inc                                                                                                  | CUSIP: 94106BAF8<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |     5000000 | PA      | $4861612.60    | 0.03%             | 2033-01-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Ginnie Mae I Pool                                                                                                      | CUSIP: 36201ST90<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         477 | PA      | $482.93        | 0.00%             | 2033-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Ginnie Mae II Pool                                                                                                     | CUSIP: 36202D5R8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        5591 | PA      | $5755.86       | 0.00%             | 2034-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                    | Wells Fargo & Co                                                                                                       | CUSIP: 95000U3H4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     8430000 | PA      | $9273767.13    | 0.06%             | 2034-10-23      | Fixed         | 6.49%                 | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                                                     | Colombian TES                                                                                                          | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  4000000000 | PA      | $821124.84     | 0.01%             | 2031-03-26      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                                           | Czech Republic Government Bond                                                                                         | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    70000000 | PA      | $2897719.04    | 0.02%             | 2031-03-13      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| EGYPT TREASURY BILL                                                      | Egypt Treasury Bills                                                                                                   | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |   790000000 | PA      | $15746732.99   | 0.11%             | 2025-10-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Ginnie Mae II Pool                                                                                                     | CUSIP: 36202DC90<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         541 | PA      | $559.51        | 0.00%             | 2029-08-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Ginnie Mae II Pool                                                                                                     | CUSIP: 36202DV24<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        6632 | PA      | $6800.87       | 0.00%             | 2033-01-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                                                      | Malaysia Government Bond                                                                                               | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |    10100000 | PA      | $2430119.76    | 0.02%             | 2032-07-15      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| Petroleos del Peru SA                                                    | Petroleos del Peru SA                                                                                                  | CUSIP: 000000000<br>LEI: 549300ZMGDLC9JT2OR80 | Long             | DBT              | CORP              | PE        |      400000 | PA      | $325448.00     | 0.00%             | 2032-06-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Ginnie Mae I Pool                                                                                                      | CUSIP: 36290RXT5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        9562 | PA      | $9554.05       | 0.00%             | 2033-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                                                        | General Mills Inc                                                                                                      | CUSIP: 370334CP7<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |     1468000 | PA      | $928786.10     | 0.01%             | 2051-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TELECOM OF TRIN & TOBAGO                                                 | Telecommunications Services of Trinidad & Tobago Ltd                                                                   | CUSIP: 000000000<br>LEI: 5299007N4G3EZWXAMB76 | Long             | DBT              | CORP              | TT        |      350000 | PA      | $354278.75     | 0.00%             | 2029-10-18      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| ADANI PORTS AND SPECIAL                                                  | Adani Ports & Special Economic Zone Ltd                                                                                | CUSIP: 000000000<br>LEI: 335800QOAXP5TM7OYP69 | Long             | DBT              | CORP              | IN        |      200000 | PA      | $177755.62     | 0.00%             | 2032-02-02      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                  | Goldman Sachs Group Inc/The                                                                                            | CUSIP: 38141GXR0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     7565000 | PA      | $6646562.85    | 0.05%             | 2032-01-27      | Fixed         | 1.99%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                      | JPMorgan Chase & Co                                                                                                    | CUSIP: 46625HQW3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     3750000 | PA      | $3730051.69    | 0.03%             | 2026-04-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                      | JPMORGAN CHASE + CO 05/30 1                                                                                            | CUSIP: 46647PBD7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4902928.10    | 0.03%             | 2030-05-06      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                      | JPMorgan Chase & Co                                                                                                    | CUSIP: 46647PEA0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $4043112.96    | 0.03%             | 2028-01-23      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| KLA CORP                                                                 | KLA Corp                                                                                                               | CUSIP: 482480AL4<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |     7545000 | PA      | $7616525.17    | 0.05%             | 2032-07-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| KENVUE INC                                                               | Kenvue Inc                                                                                                             | CUSIP: 49177JAK8<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |     6465000 | PA      | $6570123.23    | 0.04%             | 2033-03-22      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY OP LLC                                                      | Kimco Realty OP LLC                                                                                                    | CUSIP: 49447BAC7<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              |  | US        |     9000000 | PA      | $9099771.30    | 0.06%             | 2036-02-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| LINCOLN FIN GLBL FUNDING                                                 | Lincoln Financial Global Funding                                                                                       | CUSIP: 53359KAA9<br>LEI: 984500OC010458395923 | Long             | DBT              | CORP              | US        |     4315000 | PA      | $4477705.06    | 0.03%             | 2030-01-13      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                     | Lockheed Martin Corp                                                                                                   | CUSIP: 539830BH1<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     6900000 | PA      | $6880535.51    | 0.05%             | 2026-01-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| MET TOWER GLOBAL FUNDING                                                 | Met Tower Global Funding                                                                                               | CUSIP: 58989V2H6<br>LEI: 635400OFJCY9IOGBGY57 | Long             | DBT              | CORP              | US        |     6950000 | PA      | $7194405.99    | 0.05%             | 2029-04-12      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| MetLife Inc                                                              | MetLife Inc                                                                                                            | CUSIP: 59156RAP3<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |      330000 | PA      | $346057.47     | 0.00%             | 2036-12-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| NATIONAL FUEL GAS CO                                                     | National Fuel Gas Co                                                                                                   | CUSIP: 636180BR1<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |     3945000 | PA      | $3592578.95    | 0.02%             | 2031-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                                 | National Rural Utilities Cooperative Finance Corp                                                                      | CUSIP: 637432NK7<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     7759000 | PA      | $7757666.23    | 0.05%             | 2046-04-20      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                                                 | OCP SA                                                                                                                 | CUSIP: 67091TAG0<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |      800000 | PA      | $827960.44     | 0.01%             | 2054-05-02      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                   | PNC Financial Services Group Inc/The                                                                                   | CUSIP: 693475BX2<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     2225000 | PA      | $2316780.29    | 0.02%             | 2030-05-14      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| PACIFIC LIFECORP                                                         | Pacific LifeCorp                                                                                                       | CUSIP: 694476AA0<br>LEI: VFN8KLUEIK7XMVX1JM30 | Long             | DBT              | CORP              | US        |     3650000 | PA      | $4008065.11    | 0.03%             | 2033-09-15      | Fixed         | 6.60%                 | Yes           |                  2 | On Loan: No      |
| PACIFIC LIFE INSURANCE C                                                 | Pacific Life Insurance Co                                                                                              | CUSIP: 69448FAA9<br>LEI: 8WC3XYHE06SQFW7CQK10 | Long             | DBT              | CORP              | US        |     5060000 | PA      | $3963326.47    | 0.03%             | 2067-10-24      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                      | Petroleos Mexicanos                                                                                                    | CUSIP: 706451BG5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      400000 | PA      | $364160.08     | 0.00%             | 2035-06-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                                                 | Penske Truck Leasing Co Lp / PTL Finance Corp                                                                          | CUSIP: 709599CB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     8100000 | PA      | $8360735.76    | 0.06%             | 2030-02-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| PHILLIPS 66                                                              | Phillips 66                                                                                                            | CUSIP: 718546AZ7<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |     1030000 | PA      | $1014801.17    | 0.01%             | 2026-02-15      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| PROVINCIA DE CORDOBA                                                     | Provincia de Cordoba                                                                                                   | CUSIP: 74408DAF1<br>LEI: 5299006CLM2Z97AATT29 | Long             | DBT              | NUSS              | AR        |      113000 | PA      | $113706.25     | 0.00%             | 2032-07-02      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| SCOTIABANK PERU SA                                                       | Scotiabank Peru SAA                                                                                                    | CUSIP: 80928HAB9<br>LEI: 5493001E54CPRG5J5Q41 | Long             | DBT              | CORP              | PE        |      400000 | PA      | $413600.00     | 0.00%             | 2035-10-01      | Fixed         | 6.10%                 | Yes           |                  2 | On Loan: No      |
| Southern Copper Corp                                                     | Southern Copper Corp                                                                                                   | CUSIP: 84265VAE5<br>LEI: 2549007U6NAP46Q9TU15 | Long             | DBT              | CORP              | US        |     4034000 | PA      | $4453548.10    | 0.03%             | 2040-04-16      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                         | T-Mobile USA Inc                                                                                                       | CUSIP: 87264ACW3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     4095000 | PA      | $3924766.76    | 0.03%             | 2053-01-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                    | Truist Financial Corp                                                                                                  | CUSIP: 89788MAN2<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     2500000 | PA      | $2529201.38    | 0.02%             | 2027-06-08      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                    | Truist Financial Corp                                                                                                  | CUSIP: 89788MAS1<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     5800000 | PA      | $6044145.43    | 0.04%             | 2035-01-24      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                       | Union Pacific Corp                                                                                                     | CUSIP: 907818FU7<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     4590000 | PA      | $4172882.10    | 0.03%             | 2031-05-20      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                    | Mexico Government International Bonds                                                                                  | CUSIP: 91086QBF4<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      750000 | PA      | $577875.00     | 0.00%             | 2046-01-23      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                                                    | United Parcel Service Inc                                                                                              | CUSIP: 911312CH7<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |     9235000 | PA      | $9442488.38    | 0.06%             | 2030-10-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                               | US Bancorp                                                                                                             | CUSIP: 91159HJN1<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     7990000 | PA      | $8429319.12    | 0.06%             | 2034-06-12      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Bonds                                                                                                    | CUSIP: 912810QW1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2000000 | PA      | $1585307.80    | 0.01%             | 2042-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Bonds                                                                                                    | CUSIP: 912810UG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    72000000 | PA      | $68625000.00   | 0.47%             | 2055-02-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Notes                                                                                                    | CUSIP: 91282CEC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    49063000 | PA      | $47752595.96   | 0.32%             | 2027-02-28      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Notes                                                                                                    | CUSIP: 91282CGH8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    50000000 | PA      | $49885370.00   | 0.34%             | 2028-01-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Notes                                                                                                    | CUSIP: 91282CHA2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    10000000 | PA      | $9976304.00    | 0.07%             | 2028-04-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Notes                                                                                                    | CUSIP: 91282CMU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    33000000 | PA      | $33455535.30   | 0.23%             | 2030-03-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                                                     | WEC Energy Group Inc                                                                                                   | CUSIP: 92939UAJ5<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |     1440000 | PA      | $1467929.17    | 0.01%             | 2027-10-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                    | Wells Fargo & Co                                                                                                       | CUSIP: 95000U3L5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     3500000 | PA      | $3580412.82    | 0.02%             | 2028-04-22      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                    | Wells Fargo & Co                                                                                                       | CUSIP: 95000U3P6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     2100000 | PA      | $2169932.00    | 0.01%             | 2031-01-24      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                   | Williams Cos Inc/The                                                                                                   | CUSIP: 969457CP3<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $10267215.30   | 0.07%             | 2035-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                                               | Zoetis Inc                                                                                                             | CUSIP: 98978VAT0<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |     9568000 | PA      | $6202386.73    | 0.04%             | 2050-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                   | US 5YR NOTE (CBT) DEC25                                                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        6592 | NC      | $2366376.38    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                                                 | Anheuser-Busch InBev Worldwide Inc                                                                                     | CUSIP: 035240AQ3<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |     8200000 | PA      | $8381929.22    | 0.06%             | 2029-01-23      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                             | Broadcom Inc                                                                                                           | CUSIP: 11135FBQ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      352000 | PA      | $294023.91     | 0.00%             | 2036-11-15      | Fixed         | 3.19%                 | Yes           |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                                                      | CDW LLC / CDW Finance Corp                                                                                             | CUSIP: 12513GBL2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5685000 | PA      | $5761690.65    | 0.04%             | 2034-08-22      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                          | CVS Health Corp                                                                                                        | CUSIP: 126650EF3<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     8605000 | PA      | $8364602.20    | 0.06%             | 2054-06-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: —       |
| CAMDEN PROPERTY TRUST                                                    | Camden Property Trust                                                                                                  | CUSIP: 133131BB7<br>LEI: 5493002MYX22OHYJBD89 | Long             | DBT              |  | US        |    10000000 | PA      | $10052433.40   | 0.07%             | 2034-01-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                            | Citigroup Inc                                                                                                          | CUSIP: 17327CAR4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     3500000 | PA      | $3688571.88    | 0.03%             | 2034-05-25      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                         | Crown Castle International Corp                                                                                        | CUSIP: 22822VAB7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |     8700000 | PA      | $8683222.57    | 0.06%             | 2026-02-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| EGYPT TREASURY BILL                                                      | Egypt Treasury Bills                                                                                                   | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    41300000 | PA      | $827475.02     | 0.01%             | 2025-10-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                                  | Mexican Bonos                                                                                                          | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    60000000 | PA      | $2994004.66    | 0.02%             | 2034-11-23      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| DH EUROPE FINANCE II                                                     | DH Europe Finance II Sarl                                                                                              | CUSIP: 23291KAK1<br>LEI: 222100KDGL314CKTZ511 | Long             | DBT              | CORP              | LU        |     1000000 | PA      | $709771.38     | 0.00%             | 2049-11-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                      | Elevance Health Inc                                                                                                    | CUSIP: 28622HAB7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    14147000 | PA      | $14093069.09   | 0.10%             | 2033-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                                                      | Ecuador Government International Bond                                                                                  | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |      550000 | PA      | $356515.50     | 0.00%             | 2040-07-31      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Bahrain Government International Bonds                                   | Bahrain Government International Bonds                                                                                 | CUSIP: 000000000<br>LEI: 549300RODM1WN85LFQ95 | Long             | DBT              | NUSS              | BH        |      800000 | PA      | $759075.97     | 0.01%             | 2034-05-18      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                              | Freddie Mac REMICS                                                                                                     | CUSIP: 3137HK6H2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    21967202 | PA      | $21902064.60   | 0.15%             | 2054-09-25      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae Pool                                                                                                        | CUSIP: 31385WYG8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         166 | PA      | $174.70        | 0.00%             | 2032-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae Pool                                                                                                        | CUSIP: 3138A7FZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       15079 | PA      | $15061.35      | 0.00%             | 2041-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae Pool                                                                                                        | CUSIP: 31418U4M3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        1841 | PA      | $1839.10       | 0.00%             | 2040-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                                      | Fifth Third Bancorp                                                                                                    | CUSIP: 316773DF4<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    15690000 | PA      | $15184363.70   | 0.10%             | 2033-04-25      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                                | Kroger Co/The                                                                                                          | CUSIP: 501044DV0<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    10645000 | PA      | $10615603.62   | 0.07%             | 2034-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LATAM AIRLINES GROUP SA                                                  | Latam Airlines Group SA                                                                                                | CUSIP: 51817RAD8<br>LEI: 549300HX3UUDPEFTG707 | Long             | DBT              | CORP              | CL        |       50000 | PA      | $51737.50      | 0.00%             | 2030-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| MINERVA LUXEMBOURG SA                                                    | Minerva Luxembourg SA                                                                                                  | CUSIP: 603374AH2<br>LEI: 222100NM3G3RCPGZ2Z17 | Long             | DBT              | CORP              | LU        |      200000 | PA      | $219793.00     | 0.00%             | 2033-09-13      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| Oriental Republic of Uruguay                                             | Oriental Republic of Uruguay                                                                                           | CUSIP: 760942BG6<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |      500000 | PA      | $452640.00     | 0.00%             | 2060-09-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SYNOVUS BANK GA                                                          | Synovus Bank/Columbus GA                                                                                               | CUSIP: 87164DVJ6<br>LEI: DX0JX77PRMOELF7VG772 | Long             | DBT              | CORP              | US        |    11650000 | PA      | $11895361.12   | 0.08%             | 2028-02-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                                    | Mexico Government International Bond                                                                                   | CUSIP: 91087BBC3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     1000000 | PA      | $1051650.00    | 0.01%             | 2037-05-13      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                               | US Bancorp                                                                                                             | CUSIP: 91159HJA9<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     7835000 | PA      | $6851342.15    | 0.05%             | 2030-07-22      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Bonds                                                                                                    | CUSIP: 912810UC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     7890000 | PA      | $7056618.75    | 0.05%             | 2054-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Notes                                                                                                    | CUSIP: 912828M56<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1300000 | PA      | $1294792.85    | 0.01%             | 2025-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                   | Verizon Communications Inc                                                                                             | CUSIP: 92343VGY4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     6607000 | PA      | $6445662.21    | 0.04%             | 2035-02-15      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| WASTE CONNECTIONS INC                                                    | Waste Connections Inc                                                                                                  | CUSIP: 94106BAJ0<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |     6470000 | PA      | $6619471.49    | 0.04%             | 2035-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BONOS BANCO CENT ARGENT                                                  | Bonos Para La Reconstruccion De Una Argentina Libre                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | AR        |       40000 | PA      | $37761.20      | 0.00%             | 2027-10-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Energuate Trust                                                          | Energuate Trust                                                                                                        | CUSIP: 000000000<br>LEI: 549300RVM37LH8GY7E41 | Long             | DBT              | CORP              | KY        |      400000 | PA      | $400454.00     | 0.00%             | 2027-05-03      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ARGENTINA                                                    | Argentine Republic Government International Bond                                                                       | CUSIP: 040114HU7<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |      550000 | PA      | $371250.00     | 0.00%             | 2038-01-09      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                   | Bank of New York Mellon Corp/The                                                                                       | CUSIP: 06406GAA9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     3940000 | PA      | $3812421.38    | 0.03%             | 2028-10-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP                                                 | Citizens Financial Group Inc                                                                                           | CUSIP: 174610AS4<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |     1500000 | PA      | $1376213.51    | 0.01%             | 2030-02-06      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Ginnie Mae II Pool                                                                                                     | CUSIP: 36202DAA9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        1157 | PA      | $1190.30       | 0.00%             | 2029-01-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GENERAL DYNAMICS CORP                                                    | General Dynamics Corp                                                                                                  | CUSIP: 369550BN7<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |     5940000 | PA      | $5806641.77    | 0.04%             | 2026-06-01      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| HARTFORD INSUR GRP INC/T                                                 | Hartford Financial Services Group Inc/The                                                                              | CUSIP: 416518AC2<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |     2245000 | PA      | $2390418.44    | 0.02%             | 2042-04-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                                 | Marsh & McLennan Cos Inc                                                                                               | CUSIP: 571748CA8<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     9160000 | PA      | $9328666.47    | 0.06%             | 2030-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| NEMAK SAB DE CV                                                          | Nemak SAB de CV                                                                                                        | CUSIP: 64045DAC8<br>LEI: 5493000MY3DAIB0BP706 | Long             | DBT              | CORP              | MX        |      500000 | PA      | $430031.30     | 0.00%             | 2031-06-28      | Fixed         | 3.63%                 | Yes           |                  2 | On Loan: No      |
| MOTHERSON GLOBAL INVSTMT                                                 | SMRC Automotive Holdings Netherlands BV                                                                                | CUSIP: 784572AA7<br>LEI: 549300IC3G64XN1ETG11 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $204785.71     | 0.00%             | 2029-07-11      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| SHELL FINANCE US INC                                                     | Shell Finance US Inc                                                                                                   | CUSIP: 822905AE5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3275000 | PA      | $2613494.38    | 0.02%             | 2046-05-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                   | US ULTRA BOND CBT DEC25                                                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -2670 | NC      | $1598587.47    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Qatar Government International Bonds                                     | Qatar Government International Bonds                                                                                   | CUSIP: 000000000<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |      300000 | PA      | $256373.04     | 0.00%             | 2050-04-16      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-10-23

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

**Signature:** Stephen Van Meter

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

**Title:** Chief Compliance Officer