# EDGAR Filing Document

**Accession Number:** 0001028621
**File Stem:** 0001752724-23-038581
**Filing Date:** 2023-2
**Character Count:** 451208
**Document Hash:** abb7f9cae8a0c05f9e3ffeb3badf2136
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-038581.hdr.sgml**: 20230224

**ACCESSION NUMBER**: 0001752724-23-038581

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20221230

**FILED AS OF DATE**: 20230224

**DATE AS OF CHANGE**: 20230224

**PERIOD START**: 20230331

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** METROPOLITAN WEST FUNDS
- **CENTRAL INDEX KEY:** 0001028621
- **IRS NUMBER:** 000000000
- **FISCAL YEAR END:** 0331

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07989
- **FILM NUMBER:** 23664516

**BUSINESS ADDRESS:**
- **STREET 1:** METROPOLITAN WEST ASSET MANAGEMENT
- **STREET 2:** 865 S. FIGUEROA STREET, SUITE 1800
- **CITY:** LOS ANGELES
- **STATE:** CA
- **ZIP:** 90017
- **BUSINESS PHONE:** 213-244-0000

**MAIL ADDRESS:**
- **STREET 1:** METROPOLITAN WEST ASSET MANAGEMENT
- **STREET 2:** 865 S. FIGUEROA STREET, SUITE 1800
- **CITY:** LOS ANGELES
- **STATE:** CA
- **ZIP:** 90017

## Series and Classes Contracts Data

### METROPOLITAN WEST STRATEGIC INCOME FUND (Series ID: S000001152)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000003074 | CLASS I      | MWSIX           |
| C000003075 | CLASS M      | MWSTX           |

## Nport-Ex

# Strategic Income Fund
Schedule of Portfolio Investments
December 31, 2022 (Unaudited)

| Names | Maturity Date | Principal Amount | Value | Names | Maturity Date | Principal Amount | Value |
| --- | --- | --- | --- | --- | --- | --- | --- |
| BONDS - 70.55% |  |  |  | ASSET-BACKED SECURITIES (continued) |  |  |  |
| ASSET-BACKED SECURITIES - 10.66%** |  |  |  | FirstKey Homes Trust, |  |  |  |
| AGL CLO 12 Ltd., |  |  |  | FirstKey Homes Trust, Class F2 |  |  |  |
| Series 2021-12A, Class B |  |  |  | 4.28% 08/17/371 $162,000 $145,851 |  |  |  |
| (Cayman Islands) |  |  |  | FirstKey Homes Trust, |  |  |  |
| (LIBOR USD 3-Month plus 1.60%) |  |  |  | Series 2020-SFR1, Class G |  |  |  |

Strategic Income Fund

1/ December 2022

# Schedule of Portfolio Investments
December 31, 2022 (Unaudited)

| Issues | Maturity Date | Principal Amount | Value | Issues | Maturity Date | Principal Amount | Value |
| --- | --- | --- | --- | --- | --- | --- | --- |
| ASSET BACKED SECURITIES (continued) |  |  |  | ASSET BACKED SECURITIES (continued) |  |  |  |
| (Cayman Islands) 7 List |  |  |  | (Cayman Islands) 7 List |  |  |  |
| (Cayman Islands) 10/17/24 1,2,3 |  | 70,000 | 67,422 | Series 3-3A, Class 3 |  | 350,000 | 334,250 |
| (Cayman Islands) 10/17/24 1,2,3 |  |  |  | (Cayman Islands) |  |  |  |
| (Cayman Islands) 10/17/24 1,2,3 |  |  |  | Series 3-3A, SFR1, Class 3 |  |  |  |
| (Cayman Islands) 10/17/24 1,2,3 |  |  |  | (Cayman Islands) |  |  |  |
| (Cayman Islands) 10/17/24 1,2,3 |  |  |  | Series 3-3A, SFR1, Class 3 |  | 250,000 | 187,644 |
| (Cayman Islands) 10/17/24 1,2,3 |  |  |  | (Cayman Islands) |  |  |  |
| (Cayman Islands) 10/17/24 1,2,3 |  |  |  | Series 3-3A, SFR1, Class 3 |  | 100,000 | 83,458 |
| (Cayman Islands) 10/17/24 1,2,3 |  |  |  | (Cayman Islands) |  |  |  |

December 2022 / 2

# Schedule of Portfolio Investments
December 31, 2022 (Unaudited)[{"box_2d": [26, 69, 707, 154], "label": "table", "caption": "

| Activity | Principal | Activity | Principal |
| --- | --- | --- | --- |
| SHORT-DATE (Continued) | 45,000 | 43,402 | SHORT-DATE (Continued) |
| SHORT-DATE (Continued) | 45,000 | 43,402 | SHORT-DATE (Continued) |
| SHORT-DATE (Continued) | 45,000 | 43,402 | SHORT-DATE (Continued) |
| SHORT-DATE (Continued) | 45,000 | 43,402 | SHORT-DATE (Continued) |
| SHORT-DATE (Continued) | 45,000 | 43,402 | SHORT-DATE (Continued) |

| Activity | Principal | Activity | Principal |
| --- | --- | --- | --- |
| SHORT-DATE (Continued) | 45,000 | 43,402 | SHORT-DATE (Continued) |
| SHORT-DATE (Continued) | 45,000 | 43,402 | SHORT-DATE (Continued) |
| SHORT-DATE (Continued) | 45,000 | 43,402 | SHORT-DATE (Continued) |

| Activity | Principal | Activity | Principal |
| --- | --- | --- | --- |
| SHORT-DATE (Continued) | 45,000 | 43,402 | SHORT-DATE (Continued) |
| SHORT-DATE (Continued) | 45,000 | 43,402 | SHORT-DATE (Continued) |

| Activity | Principal | Activity | Principal |
| --- | --- | --- | --- |
| SHORT-DATE (Continued) | 45,000 | 43,402 | SHORT-DATE (Continued) |
| SHORT-DATE (Continued) | 45,000 | 43,402 | SHORT-DATE (Continued) |

| Activity | Principal | Activity | Principal |
| --- | --- | --- | --- |
| SHORT-DATE (Continued) | 45,000 | 43,402 | SHORT-DATE (Continued) |
| SHORT-DATE (Continued) | 45,000 | 43,402 | SHORT-DATE (Continued) |

| Activity | Principal | Activity | Principal |
| --- | --- | --- | --- |
| SHORT-DATE (Continued) | 45,000 | 43,402 | SHORT-DATE (Continued) |
| SHORT-DATE (Continued) | 45,000 | 43,402 | SHORT-DATE (Continued) |

| Activity | Principal | Activity | Principal |
| --- | --- | --- | --- |
| SHORT-DATE (Continued) | 45,000 | 43,402 | SHORT-DATE (Continued) |
| SHORT-DATE (Continued) | 45,000 | 43,402 | SHORT-DATE (Continued) |

| Activity | Principal | Activity | Principal |
| --- | --- | --- | --- |
| SHORT-DATE (Continued) | 45,000 | 43,402 | SHORT-DATE (Continued) |
| SHORT-DATE (Continued) | 45,000 | 43,402 | SHORT-DATE (Continued) |

| Activity | Principal | Activity | Principal |
| --- | --- | --- | --- |
| SHORT-DATE (Continued) | 45,000 | 43,402 | SHORT-DATE (Continued) |
| SHORT-DATE (Continued) | 45,000 | 43,402 | SHORT-DATE (Continued) |

| Activity | Principal | Activity | Principal |
| --- | --- | --- | --- |
| SHORT-DATE (Continued) | 45,000 | 43,402 | SHORT-DATE (Continued) |
| SHORT-DATE (Continued) | 45,000 | 43,402 | SHORT-DATE (Continued) |

| Activity | Principal | Activity | Principal |
| --- | --- | --- | --- |
| SHORT-DATE (Continued) | 45,000 | 43,402 | SHORT-DATE (Continued) |
| SHORT-DATE (Continued) | 45,000 | 43,402 | SHORT-DATE (Continued) |

| Activity | Principal | Activity | Principal |
| --- | --- | --- | --- |
| SHORT-DATE (Continued) | 45,000 | 43,402 | SHORT-DATE (Continued) |
| SHORT-DATE (Continued) | 45,000 | 43,402 | SHORT-DATE (Continued) |

| Activity | Principal | Activity | Principal |
| --- | --- | --- | --- |
| SHORT-DATE (Continued) | 45,000 | 43,402 | SHORT-DATE (Continued) |
| SHORT-DATE (Continued) | 45,000 | 43,402 | SHORT-DATE (Continued) |

| Activity | Principal | Activity | Principal |
| --- | --- | --- | --- |
| SHORT-DATE (Continued) | 45,000 | 43,402 | SHORT-DATE (Continued) |
| SHORT-DATE (Continued) | 45,000 | 43,402 | SHORT-DATE (Continued) |

| Activity | Principal | Activity | Principal |
| --- | --- | --- | --- |
| SHORT-DATE (Continued) | 45,000 | 43,402 | SHORT-DATE (Continued) |
| SHORT-DATE (Continued) | 45,000 | 43,402 | SHORT-DATE (Continued) |

| Activity | Principal | Activity | Principal |
| --- | --- | --- | --- |
| SHORT-DATE (Continued) | 45,000 | 43,402 | SHORT-DATE (Continued) |
| SHORT-DATE (Continued) | 45,000 | 43,402 | SHORT-DATE (Continued) |

| Activity | Principal | Activity | Principal |
| --- | --- | --- | --- |
| SHORT-DATE (Continued) | 45,000 | 43,402 | SHORT-DATE (Continued) |
| SHORT-DATE (Continued) | 45,000 | 43,402 | SHORT-DATE (Continued) |

| Activity | Principal | Activity | Principal |
| --- | --- | --- | --- |
| SHORT-DATE (Continued) | 45,000 | 43,402 | SHORT-DATE (Continued) |
| SHORT-DATE (Continued) | 45,000 | 43,402 | SHORT-DATE (Continued) |

| Activity | Principal | Activity | Principal |
| --- | --- | --- | --- |
| SHORT-DATE (Continued) | 45,000 | 43,402 | SHORT-DATE (Continued) |
| SHORT-DATE (Continued) | 45,000 | 43,402 | SHORT-DATE (Continued) |

| Activity | Principal | Activity | Principal |
| --- | --- | --- | --- |
| SHORT-DATE (Continued) | 45,000 | 43,402 | SHORT-DATE (Continued) |
| SHORT-DATE (Continued) | 45,000 | 43,402 | SHORT-DATE (Continued) |

| Activity | Principal | Activity | Principal |
| --- | --- | --- | --- |
| SHORT-DATE (Continued) | 45,000 | 43,402 | SHORT-DATE (Continued) |
| SHORT-DATE (Continued) | 45,000 | 43,402 | SHORT-DATE (Continued) |

| Activity | Principal | Activity | Principal |
| --- | --- | --- | --- |
| SHORT-DATE (Continued) | 45,000 | 43,402 | SHORT-DATE (Continued) |
| SHORT-DATE (Continued) | 45,000 | 43,402 | SHORT-DATE (Continued) |

| Activity | Principal | Activity | Principal |
| --- | --- | --- | --- |
| SHORT-DATE (Continued) | 45,000 | 43,402 | SHORT-DATE (Continued) |
| SHORT-DATE (Continued) | 45,000 | 43,402 | SHORT-DATE (Continued) |

| Activity | Principal | Activity | Principal |
| --- | --- | --- | --- |
| SHORT-DATE (Continued) | 45,000 | 43,402 | SHORT-DATE (Continued) |
| SHORT-DATE (Continued) | 45,000 | 43,402 | SHORT-DATE (Continued) |

| Activity | Principal | Activity | Principal |
| --- | --- | --- | --- |
| SHORT-DATE (Continued) | 45,000 | 43,402 | SHORT-DATE (Continued) |
| SHORT-DATE (Continued) | 45,000 | 43,402 | SHORT-DATE (Continued) |

| Activity | Principal | Activity | Principal |
| --- | --- | --- | --- |
| SHORT-DATE (Continued) | 45,000 | 43,402 | SHORT-DATE (Continued) |
| SHORT-DATE (Continued) | 45,000 | 43,402 | SHORT-DATE (Continued) |

| Activity | Principal | Activity | Principal |
| --- | --- | --- | --- |
| SHORT-DATE (Continued) | 45,000 | 43,402 | SHORT-DATE (Continued) |
| SHORT-DATE (Continued) | 45,000 | 43,402 | SHORT-DATE (Continued) |

| Activity | Principal | Activity | Principal |
| --- | --- | --- | --- |
| SHORT-DATE (Continued) | 45,000 | 43,402 | SHORT-DATE (Continued) |
| SHORT-DATE (Continued) | 45,000 | 43,402 | SHORT-DATE (Continued) |

| Activity | Principal | Activity | Principal |
| --- | --- | --- | --- |
| SHORT-DATE (Continued) | 45,000 | 43,402 | SHORT-DATE (Continued) |
| SHORT-DATE (Continued) | 45,000 | 43,402 | SHORT-DATE (Continued) |

| Activity | Principal | Activity | Principal |
| --- | --- | --- | --- |
| SHORT-DATE (Continued) | 45,000 | 43,402 | SHORT-DATE (Continued) |
| SHORT-DATE (Continued) | 45,000 | 43,402 | SHORT-DATE (Continued) |

| Activity | Principal | Activity | Principal |
| --- | --- | --- | --- |
| SHORT-DATE (Continued) | 45,000 | 43,402 | SHORT-DATE (Continued) |
| SHORT-DATE (Continued) | 45,000 | 43,402 | SHORT-DATE (Continued) |

| Activity | Principal | Activity | Principal |
| --- | --- | --- | --- |
| SHORT-DATE (Continued) | 45,000 | 43,402 | SHORT-DATE (Continued) |
| SHORT-DATE (Continued) | 45,000 | 43,402 | SHORT-DATE (Continued) |

| Activity | Principal | Activity | Principal |
| --- | --- | --- | --- |
| SHORT-DATE (Continued) | 45,000 | 43,402 | SHORT-DATE (Continued) |
| SHORT-DATE (Continued) | 45,000 | 43,402 | SHORT-DATE (Continued) |

| Activity | Principal | Activity | Principal |
| --- | --- | --- | --- |
| SHORT-DATE (Continued) | 45,000 | 43,402 | SHORT-DATE (Continued) |
| SHORT-DATE (Continued) | 45,000 | 43,402 | SHORT-DATE (Continued) |

| Activity | Principal | Activity | Principal |
| --- | --- | --- | --- |
| SHORT-DATE (Continued) | 45,000 | 43,402 | SHORT-DATE (Continued) |
| SHORT-DATE (Continued) | 45,000 | 43,402 | SHORT-DATE (Continued) |

| Activity | Principal | Activity | Principal |
| --- | --- | --- | --- |
| SHORT-DATE (Continued) | 45,000 | 43,402 | SHORT-DATE (Continued) |
| SHORT-DATE (Continued) | 45,000 | 43,402 | SHORT-DATE (Continued) |

| Activity | Principal | Activity | Principal |
| --- | --- | --- | --- |
| SHORT-DATE (Continued) | 45,000 | 43,402 | SHORT-DATE (Continued) |
| SHORT-DATE (Continued) | 45,000 | 43,402 | SHORT-DATE (Continued) |

| Activity | Principal | Activity | Principal |
| --- | --- | --- | --- |
| SHORT-DATE (Continued) | 45,000 | 43,402 | SHORT-DATE (Continued) |
| SHORT-DATE (Continued) | 45,000 | 43,402 | SHORT-DATE (Continued) |

| Activity | Principal | Activity | Principal |
| --- | --- | --- | --- |
| SHORT-DATE (Continued) | 45,000 | 43,402 | SHORT-DATE (Continued) |
| SHORT-DATE (Continued) | 45,000 | 43,402 | SHORT-DATE (Continued) |

| Activity | Principal | Activity | Principal |
| --- | --- | --- | --- |
| SHORT-DATE (Continued) | 45,000 | 43,402 | SHORT-DATE (Continued) |
| SHORT-DATE (Continued) | 45,000 | 43,402 | SHORT-DATE (Continued) |

| Activity | Principal | Activity | Principal |
| --- | --- | --- | --- |
| SHORT-DATE (Continued) | 45,000 | 43,402 | SHORT-DATE (Continued) |
| SHORT-DATE (Continued) | 45,000 | 43,402 | SHORT-DATE (Continued) |

| Activity | Principal | Activity | Principal |
| --- | --- | --- | --- |
| SHORT-DATE (Continued) | 45,000 | 43,402 | SHORT-DATE (Continued) |
| SHORT-DATE (Continued) | 45,000 | 43,402 | SHORT-DATE (Continued) |

| Activity | Principal | Activity | Principal |
| --- | --- | --- | --- |
| SHORT-DATE (Continued) | 45,000 | 43,402 | SHORT-DATE (Continued) |
| SHORT-DATE (Continued) | 45,000 | 43,402 | SHORT-DATE (Continued) |

| Activity | Principal | Activity | Principal |
| --- | --- | --- | --- |
| SHORT-DATE (Continued) | 45,000 | 43,402 | SHORT-DATE (Continued) |
| SHORT-DATE (Continued) | 45,000 | 43,402 | SHORT-DATE (Continued) |

| Activity | Principal | Activity | Principal |
| --- | --- | --- | --- |
| SHORT-DATE (Continued) | 45,000 | 43,402 | SHORT-DATE (Continued) |
| SHORT-DATE (Continued) | 45,000 | 43,402 | SHORT-DATE (Continued) |

| Activity | Principal | Activity | Principal |
| --- | --- | --- | --- |
| SHORT-DATE (Continued) | 45,000 | 43,402 | SHORT-DATE (Continued) |
| SHORT-DATE (Continued) | 45,000 | 43,402 | SHORT-DATE (Continued) |

| Activity | Principal | Activity | Principal |
| --- | --- | --- | --- |
| SHORT-DATE (Continued) | 45,000 | 43,402 | SHORT-DATE (Continued) |
| SHORT-DATE (Continued) | 45,000 | 43,402 | SHORT-DATE (Continued) |

| Activity | Principal | Activity | Principal |
| --- | --- | --- | --- |
| SHORT-DATE (Continued) | 45,000 | 43,402 | SHORT-DATE (Continued) |
| SHORT-DATE (Continued) | 45,000 | 43,402 | SHORT-DATE (Continued) |

| Activity | Principal | Activity | Principal |
| --- | --- | --- | --- |
| SHORT-DATE (Continued) | 45,000 | 43,402 | SHORT-DATE (Continued) |
| SHORT-DATE (Continued) | 45,000 | 43,402 | SHORT-DATE (Continued) |

| Activity | Principal | Activity | Principal |
| --- | --- | --- | --- |
| SHORT-DATE (Continued) | 45,000 | 43,402 | SHORT-DATE (Continued) |
| SHORT-DATE (Continued) | 45,000 | 43,402 | SHORT-DATE (Continued) |

| Activity | Principal | Activity | Principal |
| --- | --- | --- | --- |
| SHORT-DATE (Continued) | 45,000 | 43,402 | SHORT-DATE (Continued) |
| SHORT-DATE (Continued) | 45,000 | 43,402 | SHORT-DATE (Continued) |

| Activity | Principal | Activity | Principal |
| --- | --- | --- | --- |
| SHORT-DATE (Continued) | 45,000 | 43,402 | SHORT-DATE (Continued) |
| SHORT-DATE (Continued) | 45,000 | 43,402 | SHORT-DATE (Continued) |

| Activity | Principal | Activity | Principal |
| --- | --- | --- | --- |
| SHORT-DATE (Continued) | 45,000 | 43,402 | SHORT-DATE (Continued) |
| SHORT-DATE (Continued) | 45,000 | 43,402 | SHORT-DATE (Continued) |

| Activity | Principal | Activity | Principal |
| --- | --- | --- | --- |
| SHORT-DATE (Continued) | 45,000 | 43,402 | SHORT-DATE (Continued) |
| SHORT-DATE (Continued) | 45,000 | 43,402 | SHORT-DATE (Continued) |

| Activity | Principal | Activity | Principal |
| --- | --- | --- | --- |
| SHORT-DATE (Continued) | 45,000 | 43,402 | SHORT-DATE (Continued) |
| SHORT-DATE (Continued) | 45,000 | 43,402 | SHORT-DATE (Continued) |

| Activity | Principal | Activity | Principal |
| --- | --- | --- | --- |
| SHORT-DATE (Continued) | 45,000 | 43,402 | SHORT-DATE (Continued) |
| SHORT-DATE (Continued) | 45,000 | 43,402 | SHORT-DATE (Continued) |

| Activity | Principal | Activity | Principal |
| --- | --- | --- | --- |
| SHORT-DATE (Continued) | 45,000 | 43,402 | SHORT-DATE (Continued) |
| SHORT-DATE (Continued) | 45,000 | 43,402 | SHORT-DATE (Continued) |

| Activity | Principal | Activity | Principal |
| --- | --- | --- | --- |
| SHORT-DATE (Continued) | 45,000 | 43,402 | SHORT-DATE (Continued) |
| SHORT-DATE (Continued) | 45,000 | 43,402 | SHORT-DATE (Continued) |

| Activity | Principal | Activity | Principal |
| --- | --- | --- | --- |
| SHORT-DATE (Continued) | 45,000 | 43,402 | SHORT-DATE (Continued) |
| SHORT-DATE (Continued) | 45,000 | 43,402 | SHORT-DATE (Continued) |

| Activity | Principal | Activity | Principal |
| --- | --- | --- | --- |
| SHORT-DATE (Continued) | 45,000 | 43,402 | SHORT-DATE (Continued) |
| SHORT-DATE (Continued) | 45,000 | 43,402 | SHORT-DATE (Continued) |

| Activity | Principal | Activity | Principal |
| --- | --- | --- | --- |
| SHORT-DATE (Continued) | 45,000 | 43,402 | SHORT-DATE (Continued) |
| SHORT-DATE (Continued) | 45,000 | 43,402 | SHORT-DATE (Continued) |

| Activity | Principal | Activity | Principal |
| --- | --- | --- | --- |
| SHORT-DATE (Continued) | 45,000 | 43,402 | SHORT-DATE (Continued) |
| SHORT-DATE (Continued) | 45,000 | 43,402 | SHORT-DATE (Continued) |

| Activity | Principal | Activity | Principal |
| --- | --- | --- | --- |
| SHORT-DATE (Continued) | 45,000 | 43,402 | SHORT-DATE (Continued) |
| SHORT-DATE (Continued) | 45,000 | 43,402 | SHORT-DATE (Continued) |

| Activity | Principal | Activity | Principal |
| --- | --- | --- | --- |
| SHORT-DATE (Continued) | 45,000 | 43,402 | SHORT-DATE (Continued) |
| SHORT-DATE (Continued) | 45,000 | 43,402 | SHORT-DATE (Continued) |

| Activity | Principal | Activity | Principal |
| --- | --- | --- | --- |
| SHORT-DATE (Continued) | 45,000 | 43,402 | SHORT-DATE (Continued) |
| SHORT-DATE (Continued) | 45,000 | 43,402 | SHORT-DATE (Continued) |

| Activity | Principal | Activity | Principal |
| --- | --- | --- | --- |
| SHORT-DATE (Continued) | 45,000 | 43,402 | SHORT-DATE (Continued) |
| SHORT-DATE (Continued) | 45,000 | 43,402 | SHORT-DATE (Continued) |

| Activity | Principal | Activity | Principal |
| --- | --- | --- | --- |
| SHORT-DATE (Continued) | 45,000 | 43,402 | SHORT-DATE (Continued) |
| SHORT-DATE (Continued) | 45,000 | 43,402 | SHORT-DATE (Continued) |

| Activity | Principal | Activity | Principal |
| --- | --- | --- | --- |
| SHORT-DATE (Continued) | 45,000 | 43,402 | SHORT-DATE (Continued) |
| SHORT-DATE (Continued) | 45,000 | 43,402 | SHORT-DATE (Continued) |

| Activity | Principal | Activity | Principal |
| --- | --- | --- | --- |
| SHORT-DATE (Continued) | 45,000 | 43,402 | SHORT-DATE (Continued) |
| SHORT-DATE (Continued) | 45,000 | 43,402 | SHORT-DATE (Continued) |

| Activity | Principal | Activity | Principal |
| --- | --- | --- | --- |
| SHORT-DATE (Continued) | 45,000 | 43,402 | SHORT-DATE (Continued) |
| SHORT-DATE (Continued) | 45,000 | 43,402 | SHORT-DATE (Continued) |

| Activity | Principal | Activity | Principal |
| --- | --- | --- | --- |
| SHORT-DATE (Continued) | 45,000 | 43,402 | SHORT-DATE (Continued) |
| SHORT-DATE (Continued) | 45,000 | 43,402 | SHORT-DATE (Continued) |

| Activity | Principal | Activity | Principal |
| --- | --- | --- | --- |
| SHORT-DATE (Continued) | 45,000 | 43,402 | SHORT-DATE (Continued) |
| SHORT-DATE (Continued) | 45,000 | 43,402 | SHORT-DATE (Continued) |

| Activity | Principal | Activity | Principal |
| --- | --- | --- | --- |
| SHORT-DATE (Continued) | 45,000 | 43,402 | SHORT-DATE (Continued) |
| SHORT-DATE (Continued) | 45,000 | 43,402 | SHORT-DATE (Continued) |

| Activity | Principal | Activity | Principal |
| --- | --- | --- | --- |
| SHORT-DATE (Continued) | 45,000 | 43,402 | SHORT-DATE (Continued) |
| SHORT-DATE (Continued) | 45,000 | 43,402 | SHORT-DATE (Continued) |

| Activity | Principal | Activity | Principal |
| --- | --- | --- | --- |
| SHORT-DATE (Continued) | 45,000 | 43,402 | SHORT-DATE (Continued) |
| SHORT-DATE (Continued) | 45,000 | 43,402 | SHORT-DATE (Continued) |

| Activity | Principal | Activity | Principal |
| --- | --- | --- | --- |
| SHORT-DATE (Continued) | 45,000 | 43,402 | SHORT-DATE (Continued) |
| SHORT-DATE (Continued) | 45,000 | 43,402 | SHORT-DATE (Continued) |

| Activity | Principal | Activity | Principal |
| --- | --- | --- | --- |
| SHORT-DATE (Continued) | 45,000 | 43,402 | SHORT-DATE (Continued) |
| SHORT-DATE (Continued) | 45,000 | 43,402 | SHORT-DATE (Continued) |

| Activity | Principal | Activity | Principal |
| --- | --- | --- | --- |
| SHORT-DATE (Continued) | 45,000 | 43,402 | SHORT-DATE (Continued) |
| SHORT-DATE (Continued) | 45,000 | 43,402 | SHORT-DATE (Continued) |

| Activity | Principal | Activity | Principal |
| --- | --- | --- | --- |
| SHORT-DATE (Continued) | 45,000 | 43,402 | SHORT-DATE (Continued) |
| SHORT-DATE (Continued) | 45,000 | 43,402 | SHORT-DATE (Continued) |

| Activity | Principal | Activity | Principal |
| --- | --- | --- | --- |
| SHORT-DATE (Continued) | 45,000 | 43,402 | SHORT-DATE (Continued) |
| SHORT-DATE (Continued) | 45,000 | 43,402 | SHORT-DATE (Continued) |

| Activity | Principal | Activity | Principal |
| --- | --- | --- | --- |
| SHORT-DATE (Continued) | 45,000 | 43,402 | SHORT-DATE (Continued) |
| SHORT-DATE (Continued) | 45,000 | 43,402 | SHORT-DATE (Continued) |

| Activity | Principal | Activity | Principal |
| --- | --- | --- | --- |
| SHORT-DATE (Continued) | 45,000 | 43,402 | SHORT-DATE (Continued) |
| SHORT-DATE (Continued) | 45,000 | 43,402 | SHORT-DATE (Continued) |

| Activity | Principal | Activity | Principal |
| --- | --- | --- | --- |
| SHORT-DATE (Continued) | 45,000 | 43,402 | SHORT-DATE (Continued) |
| SHORT-DATE (Continued) | 45,000 | 43,402 | SHORT-DATE (Continued) |

| Activity | Principal | Activity | Principal |
| --- | --- | --- | --- |
| SHORT-DATE (Continued) | 45,000 | 43,402 | SHORT-DATE (Continued) |
| SHORT-DATE (Continued) | 45,000 | 43,402 | SHORT-DATE (Continued) |

| Activity | Principal | Activity | Principal |
| --- | --- | --- | --- |
| SHORT-DATE (Continued) | 45,000 | 43,402 | SHORT-DATE (Continued) |
| SHORT-DATE (Continued) | 45,000 | 43,402 | SHORT-DATE (Continued) |

| Activity | Principal | Activity | Principal |
| --- | --- | --- | --- |
| SHORT-DATE (Continued) | 45,000 | 43,402 | SHORT-DATE (Continued) |
| SHORT-DATE (Continued) | 45,000 | 43,402 | SHORT-DATE (Continued) |

| Activity | Principal | Activity | Principal |
| --- | --- | --- | --- |
| SHORT-DATE (Continued) | 45,000 | 43,402 | SHORT-DATE (Continued) |
| SHORT-DATE (Continued) | 45,000 | 43,402 | SHORT-DATE (Continued) |

| Activity | Principal | Activity | Principal |
| --- | --- | --- | --- |
| SHORT-DATE (Continued) | 45,000 | 43,402 | SHORT-DATE (Continued) |
| SHORT-DATE (Continued) | 45,000 | 43,402 | SHORT-DATE (Continued) |

| Activity | Principal | Activity | Principal |
| --- | --- | --- | --- |
| SHORT-DATE (Continued) | 45,000 | 43,402 | SHORT-DATE (Continued) |
| SHORT-DATE (Continued) | 45,000 | 43,402 | SHORT-DATE (Continued) |

| Activity | Principal | Activity | Principal |
| --- | --- | --- | --- |
| SHORT-DATE (Continued) | 45,000 | 43,402 | SHORT-DATE (Continued) |
| SHORT-DATE (Continued) | 45,000 | 43,402 | SHORT-DATE (Continued) |

| Activity | Principal | Activity | Principal |
| --- | --- | --- | --- |
| SHORT-DATE (Continued) | 45,000 | 43,402 | SHORT-DATE (Continued) |
| SHORT-DATE (Continued) | 45,000 | 43,402 | SHORT-DATE (Continued) |

| Activity | Principal | Activity | Principal |
| --- | --- | --- | --- |
| SHORT-DATE (Continued) | 45,000 | 43,402 | SHORT-DATE (Continued) |
| SHORT-DATE (Continued) | 45,000 | 43,402 | SHORT-DATE (Continued) |

| Activity | Principal | Activity | Principal |
| --- | --- | --- | --- |
| SHORT-DATE (Continued) | 45,000 | 43,402 | SHORT-DATE (Continued) |
| SHORT-DATE (Continued) | 45,000 | 43,402 | SHORT-DATE (Continued) |

| Activity | Principal | Activity | Principal |
| --- | --- | --- | --- |
| SHORT-DATE (Continued) | 45,000 | 43,402 | SHORT-DATE (Continued) |
| SHORT-DATE (Continued) | 45,000 | 43,402 | SHORT-DATE (Continued) |

| Activity | Principal | Activity | Principal |
| --- | --- | --- | --- |
| SHORT-DATE (Continued) | 45,000 | 43,402 | SHORT-DATE (Continued) |
| SHORT-DATE (Continued) | 45,000 | 43,402 | SHORT-DATE (Continued) |

| Activity | Principal | Activity | Principal |
| --- | --- | --- | --- |
| SHORT-DATE (Continued) | 45,000 | 43,402 | SHORT-DATE (Continued) |
| SHORT-DATE (Continued) | 45,000 | 43,402 | SHORT-DATE (Continued) |

| Activity | Principal | Activity | Principal |
| --- | --- | --- | --- |
| SHORT-DATE (Continued) | 45,000 | 43,402 | SHORT-DATE (Continued) |
| SHORT-DATE (Continued) | 45,000 | 43,402 | SHORT-DATE (Continued) |

| Activity | Principal | Activity | Principal |
| --- | --- | --- | --- |
| SHORT-DATE (Continued) | 45,000 | 43,402 | SHORT-DATE (Continued) |
| SHORT-DATE (Continued) | 45,000 | 43,402 | SHORT-DATE (Continued) |

| Activity | Principal | Activity | Principal |
| --- | --- | --- | --- |
| SHORT-DATE (Continued) | 45,000 | 43,402 | SHORT-DATE (Continued) |
| SHORT-DATE (Continued) | 45,000 | 43,402 | SHORT-DATE (Continued) |

| Activity | Principal | Activity | Principal |
| --- | --- | --- | --- |
| SHORT-DATE (Continued) | 45,000 | 43,402 | SHORT-DATE (Continued) |
| SHORT-DATE (Continued) | 45,000 | 43,402 | SHORT-DATE (Continued) |

| Activity | Principal | Activity | Principal |
| --- | --- | --- | --- |
| SHORT-DATE (Continued) | 45,000 | 43,402 | SHORT-DATE (Continued) |
| SHORT-DATE (Continued) | 45,000 | 43,402 | SHORT-DATE (Continued) |

| Activity | Principal | Category | Category |
| --- | --- | --- | --- |
| SHORT-DATE (Continued) | 45,000 | 43,402 | SHORT-DATE (Continued) |

| Activity | Principal | Category | Category |
| --- | --- | --- | --- |
| SHORT-DATE (Continued) | 45,000 | 43,402 | SHORT-DATE (Continued) |

| Activity | Principal | Category | Category |
| --- | --- | --- | --- |
| SHORT-DATE (Continued) | 45,000 | 43,402 | SHORT-DATE (Continued) |

| Activity | Principal | Category | Category |
| --- | --- | --- | --- |
| SHORT-DATE (Continued) | 45,000 | 43,402 | SHORT-DATE (Continued) |

| Activity | Principal | Category | Category |
| --- | --- | --- | --- |
| SHORT-DATE (Continued) | 45,000 | 43,402 | SHORT-DATE (Continued) |

| Activity | Principal | Category | Category |
| --- | --- | --- | --- |
| SHORT-DATE (Continued) | 45,000 | 43,402 | SHORT-DATE (Continued) |

| Activity | Principal | Category | Category |
| --- | --- | --- | --- |
| SHORT-DATE (Continued) | 45,000 | 43,402 | SHORT-DATE (Continued) |

| Activity | Principal | Category | Category |
| --- | --- | --- | --- |
| SHORT-DATE (Continued) | 45,000 | 43,402 | SHORT-DATE (Continued) |

| Activity | Principal | Category | Category |
| --- | --- | --- | --- |
| SHORT-DATE (Continued) | 45,000 | 43,402 | SHORT-DATE (Continued) |

| Activity | Principal | Category | Category |
| --- | --- | --- | --- |
| SHORT-DATE (Continued) | 45,000 | 43,402 | SHORT-DATE (Continued) |

| Activity | Principal | Category | Category |
| --- | --- | --- | --- |
| SHORT-DATE (Continued) | 45,000 | 43,402 | SHORT-DATE (Continued) |

| Activity | Principal | Category | Category |
| --- | --- | --- | --- |
| SHORT-DATE (Continued) | 45,000 | 43,402 | SHORT-DATE (Continued) |

<table><thead><tr><th>Activity</th><th>Principal</th><th>Category</th><th>Category</th></tr></thead><tr><td>SHORT-DATE (Continued)</td><td>45,000</td><td>43,402</td><td>SHORT-DATE (Continued)</

# Schedule of Portfolio Investments
December 31, 2022 (Unaudited)[{"box_2d": [25, 69, 709, 153], "label": "table", "caption": "

| Activity | Principal | Activity | Principal |
| --- | --- | --- | --- |
| Cashflows (Cashflows) 01/01/23 | 200,000 | 38,372 | Cashflows (Cashflows) 01/01/23 |
| Cashflows (Cashflows) 01/01/24 | 170,000 | 143,377 | Cashflows (Cashflows) 01/01/24 |
| Cashflows (Cashflows) (Continued) |  |  | Cashflows (Continued) |
| Cashflows (Cashflows) 01/01/25 | 45,000 | 39,775 | Cashflows (Cashflows) 01/01/25 |
| Cashflows (Cashflows) 01/01/26 | 75,000 | 70,514 | Cashflows (Cashflows) 01/01/26 |
| Cashflows (Cashflows) 01/01/27 | 30,000 | 24,353 | Cashflows (Cashflows) 01/01/27 |
| Cashflows (Cashflows) 01/01/28 | 125,000 | 119,584 | Cashflows (Cashflows) 01/01/28 |

| Activity | Principal |
| --- | --- |
| Cashflows (Cashflows) 01/01/23 | 200,000 |
| Cashflows (Cashflows) 01/01/24 | 170,000 |
| Cashflows (Continued) |  |
| Cashflows (Continued) |  |
| Cashflows (Continued) |  |

| Activity | Principal |
| --- | --- |
| Cashflows (Cashflows) 01/01/23 | 200,000 |
| Cashflows (Cashflows) 01/01/24 | 170,000 |

| Activity | Principal |
| --- | --- |
| Cashflows (Cashflows) 01/01/23 | 200,000 |
| Cashflows (Cashflows) 01/01/24 | 170,000 |

| Activity | Principal |
| --- | --- |
| Cashflows (Cashflows) 01/01/23 | 200,000 |
| Cashflows (Cashflows) 01/01/24 | 170,000 |

| Activity | Principal |
| --- | --- |
| Cashflows (Cashflows) 01/01/23 | 200,000 |
| Cashflows (Cashflows) 01/01/24 | 170,000 |

| Activity | Principal |
| --- | --- |
| Cashflows (Cashflows) 01/01/23 | 200,000 |
| Cashflows (Cashflows) 01/01/24 | 170,000 |

| Activity | Principal |
| --- | --- |
| Cashflows (Cashflows) 01/01/23 | 200,000 |
| Cashflows (Cashflows) 01/01/24 | 170,000 |

| Activity | Principal |
| --- | --- |
| Cashflows (Cashflows) 01/01/23 | 200,000 |
| Cashflows (Cashflows) 01/01/24 | 170,000 |

| Activity | Principal |
| --- | --- |
| Cashflows (Cashflows) 01/01/23 | 200,000 |
| Cashflows (Cashflows) 01/01/24 | 170,000 |

| Activity | Principal |
| --- | --- |
| Cashflows (Cashflows) 01/01/23 | 200,000 |
| Cashflows (Cashflows) 01/01/24 | 170,000 |

| Activity | Principal |
| --- | --- |
| Cashflows (Cashflows) 01/01/23 | 200,000 |
| Cashflows (Cashflows) 01/01/24 | 170,000 |

| Activity | Principal |
| --- | --- |
| Cashflows (Cashflows) 01/01/23 | 200,000 |
| Cashflows (Cashflows) 01/01/24 | 170,000 |

| Activity | Principal |
| --- | --- |
| Cashflows (Cashflows) 01/01/23 | 200,000 |
| Cashflows (Cashflows) 01/01/24 | 170,000 |

| Activity | Principal |
| --- | --- |
| Cashflows (Cashflows) 01/01/23 | 200,000 |
| Cashflows (Cashflows) 01/01/24 | 170,000 |

| Activity | Principal |
| --- | --- |
| Cashflows (Cashflows) 01/01/23 | 200,000 |
| Cashflows (Cashflows) 01/01/24 | 170,000 |

| Activity | Principal |
| --- | --- |
| Cashflows (Cashflows) 01/01/23 | 200,000 |
| Cashflows (Cashflows) 01/01/24 | 170,000 |

| Activity | Principal |
| --- | --- |
| Cashflows (Cashflows) 01/01/23 | 200,000 |
| Cashflows (Cashflows) 01/01/24 | 170,000 |

| Activity | Principal |
| --- | --- |
| Cashflows (Cashflows) 01/01/23 | 200,000 |
| Cashflows (Cashflows) 01/01/24 | 170,000 |

| Activity | Principal |
| --- | --- |
| Cashflows (Cashflows) 01/01/23 | 200,000 |
| Cashflows (Cashflows) 01/01/24 | 170,000 |

| Activity | Principal |
| --- | --- |
| Cashflows (Cashflows) 01/01/23 | 200,000 |
| Cashflows (Cashflows) 01/01/24 | 170,000 |

| Activity | Principal |
| --- | --- |
| Cashflows (Cashflows) 01/01/23 | 200,000 |
| Cashflows (Cashflows) 01/01/24 | 170,000 |

| Activity | Principal |
| --- | --- |
| Cashflows (Cashflows) 01/01/23 | 200,000 |
| Cashflows (Cashflows) 01/01/24 | 170,000 |

| Activity | Principal |
| --- | --- |
| Cashflows (Cashflows) 01/01/23 | 200,000 |
| Cashflows (Cashflows) 01/01/24 | 170,000 |

| Activity | Principal |
| --- | --- |
| Cashflows (Cashflows) 01/01/23 | 200,000 |
| Cashflows (Cashflows) 01/01/24 | 170,000 |

| Activity | Principal |
| --- | --- |
| Cashflows (Cashflows) 01/01/23 | 200,000 |
| Cashflows (Cashflows) 01/01/24 | 170,000 |

| Activity | Principal |
| --- | --- |
| Cashflows (Cashflows) 01/01/23 | 200,000 |
| Cashflows (Cashflows) 01/01/24 | 170,000 |

| Activity | Principal |
| --- | --- |
| Cashflows (Cashflows) 01/01/23 | 200,000 |
| Cashflows (Cashflows) 01/01/24 | 170,000 |

| Activity | Principal |
| --- | --- |
| Cashflows (Cashflows) 01/01/23 | 200,000 |
| Cashflows (Cashflows) 01/01/24 | 170,000 |

| Activity | Principal |
| --- | --- |
| Cashflows (Cashflows) 01/01/23 | 200,000 |
| Cashflows (Cashflows) 01/01/24 | 170,000 |

| Activity | Principal |
| --- | --- |
| Cashflows (Cashflows) 01/01/23 | 200,000 |
| Cashflows (Cashflows) 01/01/24 | 170,000 |

| Activity | Principal |
| --- | --- |
| Cashflows (Cashflows) 01/01/23 | 200,000 |
| Cashflows (Cashflows) 01/01/24 | 170,000 |

| Activity | Principal |
| --- | --- |
| Cashflows (Cashflows) 01/01/23 | 200,000 |
| Cashflows (Cashflows) 01/01/24 | 170,000 |

| Activity | Principal |
| --- | --- |
| Cashflows (Cashflows) 01/01/23 | 200,000 |
| Cashflows (Cashflows) 01/01/24 | 170,000 |

| Activity | Principal |
| --- | --- |
| Cashflows (Cashflows) 01/01/23 | 200,000 |
| Cashflows (Cashflows) 01/01/24 | 170,000 |

| Activity | Principal |
| --- | --- |
| Cashflows (Cashflows) 01/01/23 | 200,000 |

| Activity | Principal |
| --- | --- |
| Cashflows (Cashflows) 01/01/23 | 200,000 |

| Activity | Principal |
| --- | --- |
| Cashflows (Cashflows) 01/01/23 | 200,000 |

| Activity | Principal |
| --- | --- |
| Cashflows (Cashflows) 01/01/23 | 200,000 |

| Activity | Principal |
| --- | --- |
| Cashflows (Cashflows) 01/01/23 | 200,000 |

| Activity | Principal |
| --- | --- |
| Cashflows (Cashflows) 01/01/23 | 200,000 |

| Activity | Principal |
| --- | --- |
| Cashflows (Cashflows) 01/01/23 | 200,000 |

| Activity | Principal |
| --- | --- |
| Cashflows (Cashflows) 01/01/23 | 200,000 |

| Activity | Principal |
| --- | --- |
| Cashflows (Cashflows) 01/01/23 | 200,000 |

| Activity | Principal |
| --- | --- |
| Cashflows (Cashflows) 01/01/23 | 200,000 |

| Activity | Principal |
| --- | --- |
| Cashflows (Cashflows) 01/01/23 | 200,000 |

| Activity | Principal |
| --- | --- |
| Cashflows (Cashflows) 01/01/23 | 200,000 |

| Activity | Principal |
| --- | --- |
| Cashflows (Cashflows) 01/01/23 | 200,000 |

| Activity | Principal |
| --- | --- |
| Cashflows (Cashflows) 01/01/23 | 200,000 |

| Activity | Principal |
| --- | --- |
| Cashflows (Cashflows) 01/01/23 | 200,000 |

| Activity | Principal |
| --- | --- |
| Cashflows (Cashflows) 01/01/23 | 200,000 |

| Activity | Principal |
| --- | --- |
| Cashflows (Cashflows) 01/01/23 | 200,000 |

| Activity | Principal |
| --- | --- |
| Cashflows (Cashflows) 01/01/23 | 200,000 |

| Activity | Principal |
| --- | --- |
| Cashflows (Cashflows) 01/01/23 | 200,000 |

| Activity | Principal |
| --- | --- |
| Cashflows (Cashflows) 01/01/23 | 200,000 |

| Activity | Principal |
| --- | --- |
| Cashflows (Cashflows) 01/01/23 | 200,000 |

| Activity | Principal |
| --- | --- |
| Cashflows (Cashflows) 01/01/23 | 200,000 |

| Activity | Principal |
| --- | --- |
| Cashflows (Cashflows) 01/01/23 | 200,000 |

| Activity | Principal |
| --- | --- |
| Cashflows (Cashflows) 01/01/23 | 200,000 |

| Activity | Principal |
| --- | --- |
| Cashflows (Cashflows) 01/01/23 | 200,000 |

| Activity | Principal |
| --- | --- |
| Cashflows (Cashflows) 01/01/23 | 200,000 |

| Activity | Principal |
| --- | --- |
| Cashflows (Cashflows) 01/01/23 | 200,000 |

| Activity | Principal |
| --- | --- |
| Cashflows (Cashflows) 01/01/23 | 200,000 |

| Activity | Principal |
| --- | --- |
| Cashflows (Cashflows) 01/01/23 | 200,000 |

| Activity | Principal |
| --- | --- |
| Cashflows (Cashflows) 01/01/23 | 200,000 |

| Activity | Principal |
| --- | --- |
| Cashflows (Cashflows) 01/01/23 | 200,000 |

| Activity | Principal |
| --- | --- |
| Cashflows (Cashflows) 01/01/23 | 200,000 |

| Activity | Principal |
| --- | --- |
| Cashflows (Cashflows) 01/01/23 | 200,000 |

| Activity | Principal |
| --- | --- |
| Cashflows (Cashflows) 01/01/23 | 200,000 |

| Activity | Principal |
| --- | --- |
| Cashflows (Cashflows) 01/01/23 | 200,000 |

| Activity | Principal |
| --- | --- |
| Cashflows (Cashflows) 01/01/23 | 200,000 |

| Activity | Principal |
| --- | --- |
| Cashflows (Cashflows) 01/01/23 | 200,000 |

| Activity | Principal |
| --- | --- |
| Cashflows (Cashflows) 01/01/23 | 200,000 |

| Activity | Principal |
| --- | --- |
| Cashflows (Cashflows) 01/01/23 | 200,000 |

| Activity | Principal |
| --- | --- |
| Cashflows (Cashflows) 01/01/23 | 200,000 |

| Activity | Principal |
| --- | --- |
| Cashflows (Cashflows) 01/01/23 | 200,000 |

| Activity | Principal |
| --- | --- |
| Cashflows (Cashflows) 01/01/23 | 200,000 |

| Activity | Principal |
| --- | --- |
| Cashflows (Cashflows) 01/01/23 | 200,000 |

| Activity | Principal |
| --- | --- |
| Cashflows (Cashflows) 01/01/23 | 200,000 |

| Activity | Principal |
| --- | --- |
| Cashflows (Cashflows) 01/01/23 | 200,000 |

| Activity | Principal |
| --- | --- |
| Cashflows (Cashflows) 01/01/23 | 200,000 |

| Activity | Principal |
| --- | --- |
| Cashflows (Cashflows) 01/01/23 | 200,000 |

| Activity | Principal |
| --- | --- |
| Cashflows (Cashflows) 01/01/23 | 200,000 |

| Activity | Principal |
| --- | --- |
| Cashflows (Cashflows) 01/01/23 | 200,000 |

| Activity | Principal |
| --- | --- |
| Cashflows (Cashflows) 01/01/23 | 200,000 |

| Activity | Principal |
| --- | --- |
| Cashflows (Cashflows) 01/01/23 | 200,000 |

| Activity | Principal |
| --- | --- |
| Cashflows (Cashflows) 01/01/23 | 200,000 |

| Activity | Principal |
| --- | --- |
| Cashflows (Cashflows) 01/01/23 | 200,000 |

| Activity | Principal |
| --- | --- |
| Cashflows (Cashflows) 01/01/23 | 200,000 |

| Activity | Principal |
| --- | --- |
| Cashflows (Cashflows) 01/01/23 | 200,000 |

| Activity | Principal |
| --- | --- |
| Cashflows (Cashflows) 01/01/23 | 200,000 |

| Activity | Principal |
| --- | --- |
| Cashflows (Cashflows) 01/01/23 | 200,000 |

| Activity | Principal |
| --- | --- |
| Cashflows (Cashflows) 01/01/23 | 200,000 |

| Activity | Principal |
| --- | --- |
| Cashflows (Cashflows) 01/01/23 | 200,000 |

| Activity | Principal |
| --- | --- |
| Cashflows (Cashflows) 01/01/23 | 200,000 |

| Activity | Principal |
| --- | --- |
| Cashflows (Cashflows) 01/01/23 | 200,000 |

| Activity | Principal |
| --- | --- |
| Cashflows (Cashflows) 01/01/23 | 200,000 |

| Activity | Principal |
| --- | --- |
| Cashflows (Cashflows) 01/01/23 | 200,000 |

| Activity | Principal |
| --- | --- |
| Cashflows (Cashflows) 01/01/23 | 200,000 |

| Activity | Principal |
| --- | --- |
| Cashflows (Cashflows) 01/01/23 | 200,000 |

| Activity | Principal |
| --- | --- |
| Cashflows (Cashflows) 01/01/23 | 200,000 |

| Activity | Principal |
| --- | --- |
| Cashflows (Cashflows) 01/01/23 | 200,000 |

| Activity | Principal |
| --- | --- |
| Cashflows (Cashflows) 01/01/23 | 200,000 |

| Activity | Principal |
| --- | --- |
| Cashflows (Cashflows) 01/01/23 | 200,000 |

| Activity | Principal |
| --- | --- |
| Cashflows (Cashflows) 01/01/23 | 200,000 |

| Activity | Principal |
| --- | --- |
| Cashflows (Cashflows) 01/01/23 | 200,000 |

| Activity | Principal |
| --- | --- |
| Cashflows (Cashflows) 01/01/23 | 200,000 |

| Activity | Principal |
| --- | --- |
| Cashflows (Cashflows) 01/01/23 | 200,000 |

| Activity | Principal |
| --- | --- |
| Cashflows (Cashflows) 01/01/23 | 200,000 |

| Activity | Principal |
| --- | --- |
| Cashflows (Cashflows) 01/01/23 | 200,000 |

| Activity | Principal |
| --- | --- |
| Cashflows (Cashflows) 01/01/23 | 200,000 |

| Activity | Principal |
| --- | --- |
| Cashflows (Cashflows) 01/01/23 | 200,000 |

| Activity | Principal |
| --- | --- |
| Cashflows (Cashflows) 01/01/23 | 200,000 |

| Activity | Principal |
| --- | --- |
| Cashflows (Cashflows) 01/01/23 | 200,000 |

| Activity | Principal |
| --- | --- |
| Cashflows (Cashflows) 01/01/23 | 200,000 |

| Activity | Principal |
| --- | --- |
| Cashflows (Cashflows) 01/01/23 | 200,000 |

| Activity | Principal |
| --- | --- |
| Cashflows (Cashflows) 01/01/23 | 200,000 |

| Activity | Principal |
| --- | --- |
| Cashflows (Cashflows) 01/01/23 | 200,000 |

| Activity | Principal |
| --- | --- |
| Cashflows (Cashflows) 01/01/23 | 200,000 |

| Activity | Principal |
| --- | --- |
| Cashflows (Cashflows) 01/01/23 | 200,000 |

| Activity | Principal |
| --- | --- |
| Cashflows (Cashflows) 01/01/23 | 200,000 |

| Activity | Principal |
| --- | --- |
| Cashflows (Cashflows) 01/01/23 | 200,000 |

| Activity | Principal |
| --- | --- |
| Cashflows (Cashflows) 01/01/23 | 200,000 |

| Activity | Principal |
| --- | --- |
| Cashflows (Cashflows) 01/01/23 | 200,000 |

| Activity | Principal |
| --- | --- |
| Cashflows (Cashflows) 01/01/23 | 200,000 |

| Activity | Principal |
| --- | --- |
| Cashflows (Cashflows) 01/01/23 | 200,000 |

| Activity | Principal |
| --- | --- |
| Cashflows (Cashflows) 01/01/23 | 200,000 |

| Activity | Principal |
| --- | --- |
| Cashflows (Cashflows) 01/01/23 | 200,000 |

| Activity | Principal |
| --- | --- |
| Cashflows (Cashflows) 01/01/23 | 200,000 |

| Activity | Principal |
| --- | --- |
| Cashflows (Cashflows) 01/01/23 | 200,000 |

| Activity | Principal |
| --- | --- |
| Cashflows (Cashflows) 01/01/23 | 200,000 |

| Activity | Principal |
| --- | --- |
| Cashflows (Cashflows) 01/01/23 | 200,000 |

| Activity | Principal |
| --- | --- |
| Cashflows (Cashflows) 01/01/23 | 200,000 |

| Activity | Principal |
| --- | --- |
| Cashflows (Cashflows) 01/01/23 | 200,000 |

| Activity | Principal |
| --- | --- |
| Cashflows (Cashflows) 01/01/23 | 200,000 |

| Activity | Principal |
| --- | --- |
| Cashflows (Cashflows) 01/01/23 | 200,000 |

| Activity | Principal |
| --- | --- |
| Cashflows (Cashflows) 01/01/23 | 200,000 |

| Activity | Principal |
| --- | --- |
| Cashflows (Cashflows) 01/01/23 | 200,000 |

| Activity | Principal |
| --- | --- |
| Cashflows (Cashflows) 01/01/23 | 200,000 |

| Activity | Principal |
| --- | --- |
| Cashflows (Cashflows) 01/01/23 | 200,000 |

| Activity | Principal |
| --- | --- |
| Cashflows (Cashflows) 01/01/23 | 200,000 |

| Activity | Principal |
| --- | --- |
| Cashflows (Cashflows) 01/01/23 | 200,000 |

| Activity | Principal |
| --- | --- |
| Cashflows (Cashflows) 01/01/23 | 200,000 |

| Activity | Principal |
| --- | --- |
| Cashflows (Cashflows) 01/01/23 | 200,000 |

| Activity | Principal |
| --- | --- |
| Cashflows (Cashflows) 01/01/23 | 200,000 |

| Activity | Principal |
| --- | --- |
| Cashflows (Cashflows) 01/01/23 | 200,000 |

| Activity | Principal |
| --- | --- |
| Cashflows (Cashflows) 01/01/23 | 200,000 |

| Activity | Principal |
| --- | --- |
| Cashflows (Cashflows) 01/01/23 | 200,000 |

| Activity | Principal |
| --- | --- |
| Cashflows (Cashflows) 01/01/23 | 200,000 |

| Activity | Principal |
| --- | --- |
| Cashflows (Cashflows) 01/01/23 | 200,000 |

| Activity | Principal |
| --- | --- |
| Cashflows (Cashflows) 01/01/23 | 200,000 |

| Activity | Principal |
| --- | --- |
| Cashflows (Cashflows) 01/01/23 | 200,000 |

| Activity | Principal |
| --- | --- |
| Cashflows (Cashflows) 01/01/23 | 200,000 |

| Activity | Principal |
| --- | --- |
| Cashflows (Cashflows) 01/01/23 | 200,000 |

| Activity | Principal |
| --- | --- |
| Cashflows (Cashflows) 01/01/23 | 200,000 |

| Activity | Principal |
| --- | --- |
| Cashflows (Cashflows) 01/01/23 | 200,000 |

| Activity | Principal |
| --- | --- |
| Cashflows (Cashflows) 01/01/23 | 200,000 |

| Activity | Principal |
| --- | --- |
| Cashflows (Cashflows) 01/01/23 | 200,000 |

| Activity | Principal |
| --- | --- |
| Cashflows (Cashflows) 01/01/23 | 200,000 |

| Activity | Principal |
| --- | --- |
| Cashflows (Cashflows) 01/01/23 | 200,000 |

| Activity | Principal |
| --- | --- |
| Cashflows (Cashflows) 01/01/23 | 200,000 |

| Activity | Principal |
| --- | --- |
| Cashflows (Cashflows) 01/01/23 | 200,000 |

| Activity | Principal |
| --- | --- |
| Cashflows (Cashflows) 01/01/23 | 200,000 |

| Activity | Principal |
| --- | --- |
| Cashflows (Cashflows) 01/01/23 | 200,000 |

| Activity | Principal |
| --- | --- |
| Cashflows (Cashflows) 01/01/23 | 200,000 |

| Activity | Principal |
| --- | --- |
| Cashflows (Cashflows) 01/01/23 | 200,000 |

| Activity | Principal |
| --- | --- |
| Cashflows (Cashflows) 01/01/23 | 200,000 |

| Activity | Principal |
| --- | --- |
| Cashflows (Cashflows) 01/01/23 | 200,000 |

| Activity | Principal |
| --- | --- |
| Cashflows (Cashflows) 01/01/23 | 200,000 |

| Activity | Principal |
| --- | --- |
| Cashflows (Cashflows) 01/01/23 | 200,000 |

| Activity | Principal |
| --- | --- |
| Cashflows (Cashflows) 01/01/23 | 200,000 |

| Activity | Principal |
| --- | --- |
| Cashflows (Cashflows) 01/01/23 | 200,000 |

| Activity | Principal |
| --- | --- |
| Cashflows (Cashflows) 01/01/23 | 200,000 |

| Activity | Principal |
| --- | --- |
| Cashflows (Cashflows) 01/01/23 | 200,000 |

| Activity | Principal |
| --- | --- |
| Cashflows (Cashflows) 01/01/23 | 200,000 |

| Activity | Principal |
| --- | --- |
| Cashflows (Cashflows) 01/01/23 | 200,000 |

| Activity | Principal |
| --- | --- |
| Cashflows (Cashflows) 01/01/23 | 200,000 |

| Activity | Principal |
| --- | --- |
| Cashflows (Cashflows) 01/01/23 | 200,000 |

| Activity | Principal |
| --- | --- |
| Cashflows (Cashflows) 01/01/23 | 200,000 |

| Activity | Principal |
| --- | --- |
| Cashflows (Cashflows) 01/01/23 | 200,000 |

| Activity | Principal |
| --- | --- |
| Cashflows (Cashflows) 01/01/23 | 200,000 |

| Activity | Principal |
| --- | --- |
| Cashflows (Cashflows) 01/01/23 | 200,000 |

| Activity | Principal |
| --- | --- |
| Cashflows (Cashflows) 01/01/23 | 200,000 |

| Activity | Principal |
| --- | --- |
| Cashflows (Cashflows) 01/01/23 | 200,000 |

| Activity | Principal |
| --- | --- |
| Cashflows (Cashflows) 01/01/23 | 200,000 |

| Activity | Principal |
| --- | --- |
| Cashflows (Cashflows) 01/01/23 | 200,000 |

| Activity | Principal |
| --- | --- |
| Cashflows (Cashflows) 01/01/23 | 200,000 |

| Activity | Principal |
| --- | --- |
| Cashflows (Cashflows) 01/01/23 | 200,000 |

"

# Schedule of Portfolio Investments

December 31, 2022 (Unaudited)

December 31, 2022 (Unaudited)

December 31, 2022 (Unaudited)

December 31, 2022 (Unaudited)

December 31, 2022 (Unaudited)

December 31, 2022 (Unaudited)

December 31, 2022 (Unaudited)

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December 31, 2022 (Unaudited)

December 31, 2022 (Unaudited)

December 31, 2022 (Unaudited)

December 31, 2022 (Unaudited)

December 31, 2022 (Unaudited)

December 31, 2022 (Unaudited)

December 31, 2022 (Unaudited)

December 31, 2022 (Unaudited)

December 31, 2022 (Unaudited)

December 31, 2022 (Unaudited)

December 31, 2022 (Unaudited)

December 31, 2022 (Unaudited)

December 31, 2022 (Unaudited)

December 31, 2022 (Unaudited)

December 31, 2022 (Unaudited)

December 31, 2022 (Unaudited)

December 31, 2022 (Unaudited)

December 31, 2022 (Unaudited)

December 31, 2022 (Unaudited)

December 31, 2022 (Unaudited)

December 31, 2022 (Unaudited)

December 31, 2022 (Unaudited)

December 31, 2022 (Unaudited)

December 31, 2022 (Unaudited)[{"box_2d": [276, 515, 453, 531], "label": "text", "caption": "December 31, 2022

# Schedule of Portfolio Investments
December 31, 2022 (Unaudited)[{"box_2d": [26, 69, 707, 153], "label": "table", "caption": "

| Industry | Principal | Industry | Principal |
| --- | --- | --- | --- |
| General Foods, Inc. (1) 03/13/23 | 140,000 | 46,328 | General Foods, Inc. (1) 03/13/23 |
| General Foods, Inc. (2) 03/13/23 | 180,000 | 108,888 | General Foods, Inc. (2) 03/13/23 |
| General Foods, Inc. (3) 03/13/23 | 50,000 | 38,888 | General Foods, Inc. (3) 03/13/23 |
| General Foods, Inc. (4) 03/13/23 | 78,000 | 74,888 | General Foods, Inc. (4) 03/13/23 |
| General Foods, Inc. (5) 03/13/23 | 88,000 | 42,888 | General Foods, Inc. (5) 03/13/23 |
| General Foods, Inc. (6) 03/13/23 | 96,000 | 1,000,000 | General Foods, Inc. (6) 03/13/23 |
| General Foods, Inc. (7) 03/13/23 | 96,000 | 98,888 | General Foods, Inc. (7) 03/13/23 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. (1) 03/13/23 | 50,000 |
| General Foods, Inc. (2) 03/13/23 | 48,000 |
| General Foods, Inc. (3) 03/13/23 | 48,000 |
| General Foods, Inc. (4) 03/13/23 | 48,000 |
| General Foods, Inc. (5) 03/13/23 | 48,000 |
| General Foods, Inc. (6) 03/13/23 | 48,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. (1) 03/13/23 | 50,000 |
| General Foods, Inc. (2) 03/13/23 | 48,000 |
| General Foods, Inc. (3) 03/13/23 | 48,000 |
| General Foods, Inc. (4) 03/13/23 | 48,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. (1) 03/13/23 | 50,000 |
| General Foods, Inc. (2) 03/13/23 | 48,000 |
| General Foods, Inc. (3) 03/13/23 | 48,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. (1) 03/13/23 | 50,000 |
| General Foods, Inc. (2) 03/13/23 | 48,000 |
| General Foods, Inc. (3) 03/13/23 | 48,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. (1) 03/13/23 | 50,000 |
| General Foods, Inc. (2) 03/13/23 | 48,000 |
| General Foods, Inc. (3) 03/13/23 | 48,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. (1) 03/13/23 | 50,000 |
| General Foods, Inc. (2) 03/13/23 | 48,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. (1) 03/13/23 | 50,000 |
| General Foods, Inc. (2) 03/13/23 | 48,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. (1) 03/13/23 | 50,000 |
| General Foods, Inc. (2) 03/13/23 | 48,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. (1) 03/13/23 | 50,000 |
| General Foods, Inc. (2) 03/13/23 | 48,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. (1) 03/13/23 | 50,000 |
| General Foods, Inc. (2) 03/13/23 | 48,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. (1) 03/13/23 | 50,000 |
| General Foods, Inc. (2) 03/13/23 | 48,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. (1) 03/13/23 | 50,000 |
| General Foods, Inc. (2) 03/13/23 | 48,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. (1) 03/13/23 | 50,000 |
| General Foods, Inc. (2) 03/13/23 | 48,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. (1) 03/13/23 | 50,000 |
| General Foods, Inc. (2) 03/13/23 | 48,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. (1) 03/13/23 | 50,000 |
| General Foods, Inc. (2) 03/13/23 | 48,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. (1) 03/13/23 | 50,000 |
| General Foods, Inc. (2) 03/13/23 | 48,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. (1) 03/13/23 | 50,000 |
| General Foods, Inc. (2) 03/13/23 | 48,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. (1) 03/13/23 | 50,000 |
| General Foods, Inc. (2) 03/13/23 | 48,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. (1) 03/13/23 | 50,000 |
| General Foods, Inc. (2) 03/13/23 | 48,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. (1) 03/13/23 | 50,000 |
| General Foods, Inc. (2) 03/13/23 | 48,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. (1) 03/13/23 | 50,000 |
| General Foods, Inc. (2) 03/13/23 | 48,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. (1) 03/13/23 | 50,000 |
| General Foods, Inc. (2) 03/13/23 | 48,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. (1) 03/13/23 | 50,000 |
| General Foods, Inc. (2) 03/13/23 | 48,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. (1) 03/13/23 | 50,000 |
| General Foods, Inc. (2) 03/13/23 | 48,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. (1) 03/13/23 | 50,000 |
| General Foods, Inc. (2) 03/13/23 | 48,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. (1) 03/13/23 | 50,000 |
| General Foods, Inc. (2) 03/13/23 | 48,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. (1) 03/13/23 | 50,000 |
| General Foods, Inc. (2) 03/13/23 | 48,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. (1) 03/13/23 | 50,000 |
| General Foods, Inc. (2) 03/13/23 | 48,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. (1) 03/13/23 | 50,000 |
| General Foods, Inc. (2) 03/13/23 | 48,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. (1) 03/13/23 | 50,000 |
| General Foods, Inc. (2) 03/13/23 | 48,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. (1) 03/13/23 | 50,000 |
| General Foods, Inc. (2) 03/13/23 | 48,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. (1) 03/13/23 | 50,000 |
| General Foods, Inc. (2) 03/13/23 | 48,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. (1) 03/13/23 | 50,000 |
| General Foods, Inc. (2) 03/13/23 | 48,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. (1) 03/13/23 | 50,000 |
| General Foods, Inc. (2) 03/13/23 | 48,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. (1) 03/13/23 | 50,000 |
| General Foods, Inc. (2) 03/13/23 | 48,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. (1) 03/13/23 | 50,000 |
| General Foods, Inc. (2) 03/13/23 | 48,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. (1) 03/13/23 | 50,000 |
| General Foods, Inc. (2) 03/13/23 | 48,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. (1) 03/13/23 | 50,000 |
| General Foods, Inc. (2) 03/13/23 | 48,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. (1) 03/13/23 | 50,000 |
| General Foods, Inc. (2) 03/13/23 | 48,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. (1) 03/13/23 | 50,000 |
| General Foods, Inc. (2) 03/13/23 | 48,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. (1) 03/13/23 | 50,000 |
| General Foods, Inc. (2) 03/13/23 | 48,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. (1) 03/13/23 | 50,000 |
| General Foods, Inc. (2) 03/13/23 | 48,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. (1) 03/13/23 | 50,000 |
| General Foods, Inc. (2) 03/13/23 | 48,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. (1) 03/13/23 | 50,000 |
| General Foods, Inc. (2) 03/13/23 | 48,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. (1) 03/13/23 | 50,000 |
| General Foods, Inc. (2) 03/13/23 | 48,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. (1) 03/13/23 | 50,000 |
| General Foods, Inc. (2) 03/13/23 | 48,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. (1) 03/13/23 | 50,000 |
| General Foods, Inc. (2) 03/13/23 | 48,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. (1) 03/13/23 | 50,000 |
| General Foods, Inc. (2) 03/13/23 | 48,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. (1) 03/13/23 | 50,000 |
| General Foods, Inc. (2) 03/13/23 | 48,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. (1) 03/13/23 | 50,000 |
| General Foods, Inc. (2) 03/13/23 | 48,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. (1) 03/13/23 | 50,000 |

| Industry | General |
| --- | --- |
| General Foods, Inc. (1) 03/13/23 | 48,000 |
| General Foods, Inc. (2) 03/13/23 | 48,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. (1) 03/13/23 | 50,000 |
| General Foods, Inc. (2) 03/13/23 | 48,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. (1) 03/13/23 | 50,000 |

| Industry | General |
| --- | --- |
| General Foods, Inc. (1) 03/13/23 | 48,000 |
| General Foods, Inc. (2) 03/13/23 | 48,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. (1) 03/13/23 | 50,000 |

| Industry | General |
| --- | --- |
| General Foods, Inc. (1) 03/13/23 | 48,000 |
| General Foods, Inc. (2) 03/13/23 | 48,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. (1) 03/13/23 | 50,000 |

| Industry | General |
| --- | --- |
| General Foods, Inc. (1) 03/13/23 | 48,000 |
| General Foods, Inc. (2) 03/13/23 | 48,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. (1) 03/13/23 | 50,000 |

| Industry | General |
| --- | --- |
| General Foods, Inc. (1) 03/13/23 | 48,000 |
| General Foods, Inc. (2) 03/13/23 | 48,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. (1) 03/13/23 | 50,000 |

| Industry | General |
| --- | --- |
| General Foods, Inc. (1) 03/13/23 | 48,000 |
| General Foods, Inc. (2) 03/13/23 | 48,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. (1) 03/13/23 | 50,000 |

| Industry | General |
| --- | --- |
| General Foods, Inc. (1) 03/13/23 | 48,000 |
| General Foods, Inc. (2) 03/13/23 | 48,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. (1) 03/13/23 | 50,000 |

| Industry | General |
| --- | --- |
| General Foods, Inc. (1) 03/13/23 | 48,000 |
| General Foods, Inc. (2) 03/13/23 | 48,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. (1) 03/13/23 | 50,000 |

| Industry | General |
| --- | --- |
| General Foods, Inc. (1) 03/13/23 | 48,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. (1) 03/13/23 | 50,000 |

| Industry | General |
| --- | --- |
| General Foods, Inc. (1) 03/13/23 | 48,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. (1) 03/13/23 | 50,000 |

| Industry | General |
| --- | --- |
| General Foods, Inc. (1) 03/13/23 | 48,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. (1) 03/13/23 | 50,000 |

| Industry | General |
| --- | --- |
| General Foods, Inc. (1) 03/13/23 | 48,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. (1) 03/13/23 | 50,000 |

| Industry | General |
| --- | --- |
| General Foods, Inc. (1) 03/13/23 | 48,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. (1) 03/13/23 | 50,000 |

| Industry | General |
| --- | --- |
| General Foods, Inc. (1) 03/13/23 | 48,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. (1) 03/13/23 | 50,000 |

| Industry | General |
| --- | --- |
| General Foods, Inc. (1) 03/13/23 | 48,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. (1) 03/13/23 | 50,000 |

| Industry | General |
| --- | --- |
| General Foods, Inc. (1) 03/13/23 | 48,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. (1) 03/13/23 | 50,000 |

| Industry | General |
| --- | --- |
| General Foods, Inc. (1) 03/13/23 | 48,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. (1) 03/13/23 | 50,000 |

| Industry | General |
| --- | --- |
| General Foods, Inc. (1) 03/13/23 | 48,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. (1) 03/13/23 | 50,000 |

| Industry | General |
| --- | --- |
| General Foods, Inc. (1) 03/13/23 | 48,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. (1) 03/13/23 | 50,000 |

| Industry | General |
| --- | --- |
| General Foods, Inc. (1) 03/13/23 | 48,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. (1) 03/13/23 | 50,000 |

| Industry | General |
| --- | --- |
| General Foods, Inc. (1) 03/13/23 | 48,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. (1) 03/13/23 | 50,000 |

| Industry | General |
| --- | --- |
| General Foods, Inc. (1) 03/13/23 | 48,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. (1) 03/13/23 | 50,000 |

| Industry | General |
| --- | --- |
| General Foods, Inc. (1) 03/13/23 | 48,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. (1) 03/13/23 | 50,000 |

| Industry | General |
| --- | --- |
| General Foods, Inc. (1) 03/13/23 | 48,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. (1) 03/13/23 | 50,000 |

| Industry | General |
| --- | --- |
| General Foods, Inc. (1) 03/13/23 | 48,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. (1) 03/13/23 | 50,000 |

| Industry | General |
| --- | --- |
| General Foods, Inc. (1) 03/13/23 | 48,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. (1) 03/13/23 | 50,000 |

| Industry | General |
| --- | --- |
| General Foods, Inc. (1) 03/13/23 | 48,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. (1) 03/13/23 | 50,000 |

| Industry | General |
| --- | --- |
| General Foods, Inc. (1) 03/13/23 | 48,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. (1) 03/13/23 | 50,000 |

| Industry | General |
| --- | --- |
| General Foods, Inc. (1) 03/13/23 | 48,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. (1) 03/13/23 | 50,000 |

| Industry | General |
| --- | --- |
| General Foods, Inc. (1) 03/13/23 | 48,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. (1) 03/13/23 | 50,000 |

| Industry | General |
| --- | --- |
| General Foods, Inc. (1) 03/13/23 | 48,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. (1) 03/13/23 | 50,000 |

| Industry | General |
| --- | --- |
| General Foods, Inc. (1) 03/13/23 | 48,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. (1) 03/13/23 | 50,000 |

| Industry | General |
| --- | --- |
| General Foods, Inc. (1) 03/13/23 | 48,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. (1) 03/13/23 | 50,000 |

| Industry | General |
| --- | --- |
| General Foods, Inc. (1) 03/13/23 | 48,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. (1) 03/13/23 | 50,000 |

| Industry | General |
| --- | --- |
| General Foods, Inc. (1) 03/13/23 | 48,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. (1) 03/13/23 | 50,000 |

| Industry | General |
| --- | --- |
| General Foods, Inc. (1) 03/13/23 | 48,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. (1) 03/13/23 | 50,000 |

| Industry | General |
| --- | --- |
| General Foods, Inc. (1) 03/13/23 | 48,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. (1) 03/13/23 | 50,000 |

| Industry | General |
| --- | --- |
| General Foods, Inc. (1) 03/13/23 | 48,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. (1) 03/13/23 | 50,000 |

| Industry | General |
| --- | --- |
| General Foods, Inc. (1) 03/13/23 | 48,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. (1) 03/13/23 | 50,000 |

| Industry | General |
| --- | --- |
| General Foods, Inc. (1) 03/13/23 | 48,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. (1) 03/13/23 | 50,000 |

| Industry | General |
| --- | --- |
| General Foods, Inc. (1) 03/13/23 | 48,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. (1) 03/13/23 | 50,000 |

| Industry | General |
| --- | --- |
| General Foods, Inc. (1) 03/13/23 | 48,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. (1) 03/13/23 | 50,000 |

| Industry | General |
| --- | --- |
| General Foods, Inc. (1) 03/13/23 | 48,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. (1) 03/13/23 | 50,000 |

| Industry | General |
| --- | --- |
| General Foods, Inc. (1) 03/13/23 | 48,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. (1) 03/13/23 | 50,000 |

| Industry | General |
| --- | --- |
| General Foods, Inc. (1) 03/13/23 | 48,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. (1) 03/13/23 | 50,000 |

| Industry | General |
| --- | --- |
| General Foods, Inc. (1) 03/13/23 | 48,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. (1) 03/13/23 | 50,000 |

| Industry | General |
| --- | --- |
| General Foods, Inc. (1) 03/13/23 | 48,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. (1) 03/13/23 | 50,000 |

| Industry | General |
| --- | --- |
| General Foods, Inc. (1) 03/13/23 | 48,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. (1) 03/13/23 | 50,000 |

| Industry | General |
| --- | --- |
| General Foods, Inc. (1) 03/13/23 | 48,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. (1) 03/13/23 | 50,000 |

| Industry | General |
| --- | --- |
| General Foods, Inc. (1) 03/13/23 | 48,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. (1) 03/13/23 | 50,000 |

| Industry | General |
| --- | --- |
| General Foods, Inc. (1) 03/13/23 | 48,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. (1) 03/13/23 | 50,000 |

| Industry | General |
| --- | --- |
| General Foods, Inc. (1) 03/13/23 | 48,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. (1) 03/13/23 | 50,000 |

| Industry | General |
| --- | --- |
| General Foods, Inc. (1) 03/13/23 | 48,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. (1) 03/13/23 | 50,000 |

| Industry | General |
| --- | --- |
| General Foods, Inc. (1) 03/13/23 | 48,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. (1) 03/13/23 | 50,000 |

| Industry | General |
| --- | --- |
| General Foods, Inc. (1) 03/13/23 | 48,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. (1) 03/13/23 | 50,000 |

| Industry | General |
| --- | --- |
| General Foods, Inc. (1) 03/13/23 | 48,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. (1) 03/13/23 | 50,000 |

| Industry | General |
| --- | --- |
| General Foods, Inc. (1) 03/13/23 | 48,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. (1) 03/13/23 | 50,000 |

| Industry | General |
| --- | --- |
| General Foods, Inc. (1) 03/13/23 | 48,000 |

| Industry | Principal |
| --- | --- |

<tr><td>General Foods, Inc. (1) 03/13/23</td><td>50,000</td></tr></table>

| Industry | General |
| --- | --- |
| General Foods, Inc. (1) 03/13/23 | 48,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. (1) 03/13/23 | 50,000 |

| Industry | General |
| --- | --- |
| General Foods, Inc. (1) 03/13/23 | 48,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. (1) 03/13/23 | 50,000 |

| Industry | General |
| --- | --- |
| General Foods, Inc. (1) 03/13/23 | 48,000 |

| Industry | Principal |
| --- | --- |

<tr><td>General Foods, Inc. (1) 03/13/23</td><td>50,000</td></tr></table>

| Industry | General |
| --- | --- |
| General Foods, Inc. (1) 03/13/23 | 48,000 |

| Industry | Principal |
| --- | --- |

<tr><td>General Foods, Inc. (1) 03/13/23</td><td>50,000</td></tr></table>

| Industry | General |
| --- | --- |

<tr><td>General Foods, Inc. (1) 03/13/23</td><td>48,000</td></tr></table>

| Industry | Principal |
| --- | --- |

<tr><td>General Foods, Inc. (1) 03/13/23</td><td>50,000</td></tr></table>

| Industry | General |
| --- | --- |

<tr><td>General Foods, Inc. (1) 03/13/23</td><td>48,000</td></tr></table>

| Industry | Principal |
| --- | --- |

<tr><td>General Foods, Inc. (1) 03/13/23</td><td>50,000</td></tr></table>

| Industry | General |
| --- | --- |

<tr><td>General Foods, Inc. (1) 03/13/23</td><td>48,000</td></tr></table>

| Industry | Principal |
| --- | --- |

<tr><td>General Foods, Inc. (1) 03/13/23</td><td>50,000</td></tr></table>

| Industry | General |
| --- | --- |

<tr><td>General Foods, Inc. (1) 03/13/23</td><td>48,000</td></tr></table>

| Industry | Principal |
| --- | --- |

<tr><td>General Foods, Inc. (1) 03/13/23</td><td>50,000</td></tr></table>

| Industry | General |
| --- | --- |

<tr><td>General Foods, Inc. (1) 03/13/23</td><td>48,000</td></tr></table>

| Industry | Principal |
| --- | --- |

<tr><td>General Foods, Inc. (1) 03/13/23</td><td>50,000</td></tr></table>

| Industry | General |
| --- | --- |

<tr><td>General Foods, Inc. (1) 03/13/23</td><td>48,000</td></tr></table>

| Industry | Principal |
| --- | --- |

<tr><td>General Foods, Inc. (1) 03/13/23</td><td>50,000</td></tr></table>

| Industry | General |
| --- | --- |

<tr><td>General Foods, Inc. (1) 03/13/23</td><td>48,000</td></tr></table>

| Industry | Principal |
| --- | --- |

<tr><td>General Foods, Inc. (1) 03/13/23</td><td>50,000</td></tr></table>

| Industry | General |
| --- | --- |

<tr><td>General Foods, Inc. (1) 03/13/23</td><td>48,000</td></tr></table>

| Industry | Principal |
| --- | --- |

<tr><td>General Foods, Inc. (1) 03/13/23</td><td>50,000</td></tr></table>

| Industry | General |
| --- | --- |

<tr><td>General Foods, Inc. (1) 03/13/23</td><td>48,000</td></tr></table>

| Industry | Principal |
| --- | --- |

<tr><td>General Foods, Inc. (1) 03/13/23</td><td>50,000</td></tr></table>

| Industry | General |
| --- | --- |

<tr><td>General Foods, Inc. (1) 03/13/23</td><td>48,000</td></tr></table><table><thead><tr><th>Industry</th><th>Principal</th></tr

# Schedule of Portfolio Investments
December 31, 2022 (Unaudited)

| Industry | Principal | Industry | Principal |
| --- | --- | --- | --- |
| General Electric, Class 1, Class 2, Class 3, Class 4, Class 5, Class 6, Class 7, Class 8, Class 9, Class 10, Class 11, Class 12, Class 13, Class 14, Class 15, Class 16, Class 17, Class 18, Class 19, Class 20, Class 21, Class 22, Class 23, Class 24, Class 25, Class 26, Class 27, Class 28, Class 29, Class 30, Class 31, Class 32, Class 33, Class 34, Class 35, Class 36, Class 37, Class 38, Class 39, Class 40, Class 41, Class 42, Class 43, Class 44, Class 45, Class 46, Class 47, Class 48, Class 49, Class 50, Class 51, Class 52, Class 53, Class 54, Class 55, Class 56, Class 57, Class 58, Class 59, Class 60, Class 61, Class 62, Class 63, Class 64, Class 65, Class 66, Class 67, Class 68, Class 69, Class 70, Class 71, Class 72, Class 73, Class 74, Class 75, Class 76, Class 77, Class 78, Class 79, Class 80, Class 81, Class 82, Class 83, Class 84, Class 85, Class 86, Class 87, Class 88, Class 89, Class 90, Class 91, Class 92, Class 93, Class 94, Class 95, Class 96, Class 97, Class 98, Class 99, Class 100, Class 101, Class 102, Class 103, Class 104, Class 105, Class 106, Class 107, Class 108, Class 109, Class 110, Class 111, Class 112, Class 113, Class 114, Class 115, Class 116, Class 117, Class 118, Class 119, Class 120, Class 121, Class 122, Class 123, Class 124, Class 125, Class 126, Class 127, Class 128, Class 129, Class 130, Class 131, Class 132, Class 133, Class 134, Class 135, Class 136, Class 137, Class 138, Class 139, Class 140, Class 141, Class 142, Class 143, Class 144, Class 145, Class 146, Class 147, Class 148, Class 149, Class 150, Class 151, Class 152, Class 153, Class 154, Class 155, Class 156, Class 157, Class 158, Class 159, Class 160, Class 161, Class 162, Class 163, Class 164, Class 165, Class 166, Class 167, Class 168, Class 169, Class 170, Class 171, Class 172, Class 173, Class 174, Class 175, Class 176, Class 177, Class 178, Class 179, Class 180, Class 181, Class 182, Class 183, Class 184, Class 185, Class 186, Class 187, Class 188, Class 189, Class 190, Class 191, Class 192, Class 193, Class 194, Class 195, Class 196, Class 197, Class 198, Class 199, Class 200, Class 201, Class 202, Class 203, Class 204, Class 205, Class 206, Class 207, Class 208, Class 209, Class 210, Class 211, Class 212, Class 213, Class 214, Class 215, Class 216, Class 217, Class 218, Class 219, Class 220, Class 221, Class 222, Class 223, Class 224, Class 225, Class 226, Class 227, Class 228, Class 229, Class 230, Class 231, Class 232, Class 233, Class 234, Class 235, Class 236, Class 237, Class 238, Class 239, Class 240, Class 241, Class 242, Class 243, Class 244, Class 245, Class 246, Class 247, Class 248, Class 249, Class 250, Class 251, Class 252, Class 253, Class 254, Class 255, Class 256, Class 257, Class 258, Class 259, Class 260, Class 261, Class 262, Class 263, Class 264, Class 265, Class 266, Class 267, Class 268, Class 269, Class 270, Class 271, Class 272, Class 273, Class 274, Class 275, Class 276, Class 277, Class 278, Class 279, Class 280, Class 281, Class 282, Class 283, Class 284, Class 285, Class 286, Class 287, Class 288, Class 289, Class 290, Class 291, Class 292, Class 293, Class 294, Class 295, Class 296, Class 297, Class 298, Class 299, Class 300, Class 301, Class 302, Class 303, Class 304, Class 305, Class 306, Class 307, Class 308, Class 309, Class 310, Class 311, Class 312, Class 313, Class 314, Class 315, Class 316, Class 317, Class 318, Class 319, Class 320, Class 321, Class 322, Class 323, Class 324, Class 325, Class 326, Class 327, Class 328, Class 329, Class 330, Class 331, Class 332, Class 333, Class 334, Class 335, Class 336, Class 337, Class 338, Class 339, Class 340, Class 341, Class 342, Class 343, Class 344, Class 345, Class 346, Class 347, Class 348, Class 349, Class 350, Class 351, Class 352, Class 353, Class 354, Class 355, Class 356, Class 357, Class 358, Class 359, Class 360, Class 361, Class 362, Class 363, Class 364, Class 365, Class 366, Class 367, Class 368, Class 369, Class 370, Class 371, Class 372, Class 373, Class 374, Class 375, Class 376, Class 377, Class 378, Class 379, Class 380, Class 381, Class 382, Class 383, Class 384, Class 385, Class 386, Class 387, Class 388, Class 389, Class 390, Class 391, Class 392, Class 393, Class 394, Class 395, Class 396, Class 397, Class 398, Class 399, Class 400, Class 401, Class 402, Class 403, Class 404, Class 405, Class 406, Class 407, Class 408, Class 409, Class 410, Class 411, Class 412, Class 413, Class 414, Class 415, Class 416, Class 417, Class 418, Class 419, Class 420, Class 421, Class 422, Class 423, Class 424, Class 425, Class 426, Class 427, Class 428, Class 429, Class 430, Class 431, Class 432, Class 433, Class 434, Class 435, Class 436, Class 437, Class 438, Class 439, Class 440, Class 441, Class 442, Class 443, Class 444, Class 445, Class 446, Class 447, Class 448, Class 449, Class 450, Class 451, Class 452, Class 453, Class 454, Class 455, Class 456, Class 457, Class 458, Class 459, Class 460, Class 461, Class 462, Class 463, Class 464, Class 465, Class 466, Class 467, Class 468, Class 469, Class 470, Class 471, Class 472, Class 473, Class 474, Class 475, Class 476, Class 477, Class 478, Class 479, Class 480, Class 481, Class 482, Class 483, Class 484, Class 485, Class 486, Class 487, Class 488, Class 489, Class 490, Class 491, Class 492, Class 493, Class 494, Class 495, Class 496, Class 497, Class 498, Class 499, Class 500, Class 501, Class 502, Class 503, Class 504, Class 505, Class 506, Class 507, Class 508, Class 509, Class 510, Class 511, Class 512, Class 513, Class 514, Class 515, Class 516, Class 517, Class 518, Class 519, Class 520, Class 521, Class 522, Class 523, Class 524, Class 525, Class 526, Class 527, Class 528, Class 529, Class 530, Class 531, Class 532, Class 533, Class 534, Class 535, Class 536, Class 537, Class 538, Class 539, Class 540, Class 541, Class 542, Class 543, Class 544, Class 545, Class 546, Class 547, Class 548, Class 549, Class 550, Class 551, Class 552, Class 553, Class 554, Class 555, Class 556, Class 557, Class 558, Class 559, Class 560, Class 561, Class 562, Class 563, Class 564, Class 565, Class 566, Class 567, Class 568, Class 569, Class 570, Class 571, Class 572, Class 573, Class 574, Class 575, Class 576, Class 577, Class 578, Class 579, Class 580, Class 581, Class 582, Class 583, Class 584, Class 585, Class 586, Class 587, Class 588, Class 589, Class 590, Class 591, Class 592, Class 593, Class 594, Class 595, Class 596, Class 597, Class 598, Class 599, Class 600, Class 601, Class 602, Class 603, Class 604, Class 605, Class 606, Class 607, Class 608, Class 609, Class 610, Class 611, Class 612, Class 613, Class 614, Class 615, Class 616, Class 617, Class 618, Class 619, Class 620, Class 621, Class 622, Class 623, Class 624, Class 625, Class 626, Class 627, Class 628, Class 629, Class 630, Class 631, Class 632, Class 633, Class 634, Class 635, Class 636, Class 637, Class 638, Class 639, Class 640, Class 641, Class 642, Class 643, Class 644, Class 645, Class 646, Class 647, Class 648, Class 649, Class 650, Class 651, Class 652, Class 653, Class 654, Class 655, Class 656, Class 657, Class 658, Class 659, Class 660, Class 661, Class 662, Class 663, Class 664, Class 665, Class 666, Class 667, Class 668, Class 669, Class 670, Class 671, Class 672, Class 673, Class 674, Class 675, Class 676, Class 677, Class 678, Class 679, Class 680, Class 681, Class 682, Class 683, Class 684, Class 685, Class 686, Class 687, Class 688, Class 689, Class 690, Class 691, Class 692, Class 693, Class 694, Class 695, Class 696, Class 697, Class 698, Class 699, Class 700, Class 701, Class 702, Class 703, Class 704, Class 705, Class 706, Class 707, Class 708, Class 709, Class 710, Class 711, Class 712, Class 713, Class 714, Class 715, Class 716, Class 717, Class 718, Class 719, Class 720, Class 721, Class 722, Class 723, Class 724, Class 725, Class 726, Class 727, Class 728, Class 729, Class 730, Class 731, Class 732, Class 733, Class 734, Class 735, Class 736, Class 737, Class 738, Class 739, Class 740, Class 741, Class 742, Class 743, Class 744, Class 745, Class 746, Class 747, Class 748, Class 749, Class 750, Class 751, Class 752, Class 753, Class 754, Class 755, Class 756, Class 757, Class 758, Class 759, Class 760, Class 761, Class 762, Class 763, Class 764, Class 765, Class 766, Class 767, Class 768, Class 769, Class 770, Class 771, Class 772, Class 773, Class 774, Class 775, Class 776, Class 777, Class 778, Class 779, Class 780, Class 781, Class 782, Class 783, Class 784, Class 785, Class 786, Class 787, Class 788, Class 789, Class 790, Class 791, Class 792, Class 793, Class 794, Class 795, Class 796, Class 797, Class 798, Class 799, Class 800, Class 801, Class 802, Class 803, Class 804, Class 805, Class 806, Class 807, Class 808, Class 809, Class 810, Class 811, Class 812, Class 813, Class 814, Class 815, Class 816, Class 817, Class 818, Class 819, Class 820, Class 821, Class 822, Class 823, Class 824, Class 825, Class 826, Class 827, Class 828, Class 829, Class 830, Class 831, Class 832, Class 833, Class 834, Class 835, Class 836, Class 837, Class 838, Class 839, Class 840, Class 841, Class 842, Class 843, Class 844, Class 845, Class 846, Class 847, Class 848, Class 849, Class 850, Class 851, Class 852, Class 853, Class 854, Class 855, Class 856, Class 857, Class 858, Class 859, Class 860, Class 861, Class 862, Class 863, Class 864, Class 865, Class 866, Class 867, Class 868, Class 869, Class 870, Class 871, Class 872, Class 873, Class 874, Class 875, Class 876, Class 877, Class 878, Class 879, Class 880, Class 881, Class 882, Class 883, Class 884, Class 885, Class 886, Class 887, Class 888, Class 889, Class 890, Class 891, Class 892, Class 893, Class 894, Class 895, Class 896, Class 897, Class 898, Class 899, Class 900, Class 901, Class 902, Class 903, Class 904, Class 905, Class 906, Class 907, Class 908, Class 909, Class 910, Class 911, Class 912, Class 913, Class 914, Class 915, Class 916, Class 917, Class 918, Class 919, Class 920, Class 921, Class 922, Class 923, Class 924, Class 925, Class 926, Class 927, Class 928, Class 929, Class 930, Class 931, Class 932, Class 933, Class 934, Class 935, Class 936, Class 937, Class 938, Class 939, Class 940, Class 941, Class 942, Class 943, Class 944, Class 945, Class 946, Class 947, Class 948, Class 949, Class 950, Class 951, Class 952, Class 953, Class 954, Class 955, Class 956, Class 957, Class 958, Class 959, Class 960, Class 961, Class 962, Class 963, Class 964, Class 965, Class 966, Class 967, Class 968, Class 969, Class 970, Class 971, Class 972, Class 973, Class 974, Class 975, Class 976, Class 977, Class 978, Class 979, Class 980, Class 981, Class 982, Class 983, Class 984, Class 985, Class 986, Class 987, Class 988, Class 989, Class 990, Class 991, Class 992, Class 993, Class 994, Class 995, Class 996, Class 997, Class 998, Class 999, Class 1000 | General Electric, Class 1, Class 2, Class 3, Class 4, Class 5, Class 6, Class 7, Class 8, Class 9, Class 10, Class 11, Class 12, Class 13, Class 14, Class 15, Class 16, Class 17, Class 18, Class 19, Class 20, Class 21, Class 22, Class 23, Class 24, Class 25, Class 26, Class 27, Class 28, Class 29, Class 30, Class 31, Class 32, Class 33, Class 34, Class 35, Class 36, Class 37, Class 38, Class 39, Class 40, Class 41, Class 42, Class 43, Class 44, Class 45, Class 46, Class 47, Class 48, Class 49, Class 50, Class 51, Class 52, Class 53, Class 54, Class 55, Class 56, Class 57, Class 58, Class 59, Class 60, Class 61, Class 62, Class 63, Class 64, Class 65, Class 66, Class 67, Class 68, Class 69, Class 70, Class 71, Class 72, Class 73, Class 74, Class 75, Class 76, Class 77, Class 78, Class 79, Class 80, Class 81, Class 82, Class 83, Class 84, Class 85, Class 86, Class 87, Class 88, Class 89, Class 90, Class 91, Class 92, Class 93, Class 94, Class 95, Class 96, Class 97, Class 98, Class 99, Class 100, Class 101, Class 102, Class 103, Class 104, Class 105, Class 106, Class 107, Class 108, Class 109, Class 110, Class 111, Class 112, Class 113, Class 114, Class 115, Class 116, Class 117, Class 118, Class 119, Class 120, Class 121, Class 122, Class 123, Class 124, Class 125, Class 126, Class 127, Class 128, Class 129, Class 130, Class 131, Class 132, Class 133, Class 134, Class 135, Class 136, Class 137, Class 138, Class 139, Class 140, Class 141, Class 142, Class 143, Class 144, Class 145, Class 146, Class 147, Class 148, Class 149, Class 150, Class 151, Class 152, Class 153, Class 154, Class 155, Class 156, Class 157, Class 158, Class 159, Class 160, Class 161, Class 162, Class 163, Class 164, Class 165, Class 166, Class 167, Class 168, Class 169, Class 170, Class 171, Class 172, Class 173, Class 174, Class 175, Class 176, Class 177, Class 178, Class 179, Class 180, Class 181, Class 182, Class 183, Class 184, Class 185, Class 186, Class 187, Class 188, Class 189, Class 190, Class 191, Class 192, Class 193, Class 194, Class 195, Class 196, Class 197, Class 198, Class 199, Class 200, Class 201, Class 202, Class 203, Class 204, Class 205, Class 206, Class 207, Class 208, Class 209, Class 210, Class 211, Class 212, Class 213, Class 214, Class 215, Class 216, Class 217, Class 218, Class 219, Class 220, Class 221, Class 222, Class 223, Class 224, Class 225, Class 226, Class 227, Class 228, Class 229, Class 230, Class 231, Class 232, Class 233, Class 234, Class 235, Class 236, Class 237, Class 238, Class 239, Class 240, Class 241, Class 242, Class 243, Class 244, Class 245, Class 246, Class 247, Class 248, Class 249, Class 250, Class 251, Class 252, Class 253, Class 254, Class 255, Class 256, Class 257, Class 258, Class 259, Class 260, Class 261, Class 262, Class 263, Class 264, Class 265, Class 266, Class 267, Class 268, Class 269, Class 270, Class 271, Class 272, Class 273, Class 274, Class 275, Class 276, Class 277, Class 278, Class 279, Class 280, Class 281, Class 282, Class 283, Class 284, Class 285, Class 286, Class 287, Class 288, Class 289, Class 290, Class 291, Class 292, Class 293, Class 294, Class 295, Class 296, Class 297, Class 298, Class 299, Class 300, Class 301, Class 302, Class 303, Class 304, Class 305, Class 306, Class 307, Class 308, Class 309, Class 310, Class 311, Class 312, Class 313, Class 314, Class 315, Class 316, Class 317, Class 318, Class 319, Class 320, Class 321, Class 322, Class 323, Class 324, Class 325, Class 326, Class 327, Class 328, Class 329, Class 330, Class 331, Class 332, Class 333, Class 334, Class 335, Class 336, Class 337, Class 338, Class 339, Class 340, Class 341, Class 342, Class 343, Class 344, Class 345, Class 346, Class 347, Class 348, Class 349, Class 350, Class 351, Class 352, Class 353, Class 354, Class 355, Class 356, Class 357, Class 358, Class 359, Class 360, Class 361, Class 362, Class 363, Class 364, Class 365, Class 366, Class 367, Class 368, Class 369, Class 370, Class 371, Class 372, Class 373, Class 374, Class 375, Class 376, Class 377, Class 378, Class 379, Class 380, Class 381, Class 382, Class 383, Class 384, Class 385, Class 386, Class 387, Class 388, Class 389, Class 390, Class 391, Class 392, Class 393, Class 394, Class 395, Class 396, Class 397, Class 398, Class 399, Class 400, Class 401, Class 402, Class 403, Class 404, Class 405, Class 406, Class 407, Class 408, Class 409, Class 410, Class 411, Class 412, Class 413, Class 414, Class 415, Class 416, Class 417, Class 418, Class 419, Class 420, Class 421, Class 422, Class 423, Class 424, Class 425, Class 426, Class 427, Class 428, Class 429, Class 430, Class 431, Class 432, Class 433, Class 434, Class 435, Class 436, Class 437, Class 438, Class 439, Class 440, Class 441, Class 442, Class 443, Class 444, Class 445, Class 446, Class 447, Class 448, Class 449, Class 450, Class 451, Class 452, Class 453, Class 454, Class 455, Class 456, Class 457, Class 458, Class 459, Class 460, Class 461, Class 462, Class 463, Class 464, Class 465, Class 466, Class 467, Class 468, Class 469, Class 470, Class 471, Class 472, Class 473, Class 474, Class 475, Class 476, Class 477, Class 478, Class 479, Class 480, Class 481, Class 482, Class 483, Class 484, Class 485, Class 486, Class 487, Class 488, Class 489, Class 490, Class 491, Class 492, Class 493, Class 494, Class 495, Class 496, Class 497, Class 498, Class 499, Class 500, Class 501, Class 502, Class 503, Class 504, Class 505, Class 506, Class 507, Class 508, Class 509, Class 510, Class 511, Class 512, Class 513, Class 514, Class 515, Class 516, Class 517, Class 518, Class 519, Class 520, Class 521, Class 522, Class 523, Class 524, Class 525, Class 526, Class 527, Class 528, Class 529, Class 530, Class 531, Class 532, Class 533, Class 534, Class 535, Class 536, Class 537, Class 538, Class 539, Class 540, Class 541, Class 542, Class 543, Class 544, Class 545, Class 546, Class 547, Class 548, Class 549, Class 550, Class 551, Class 552, Class 553, Class 554, Class 555, Class 556, Class 557, Class 558, Class 559, Class 560, Class 561, Class 562, Class 563, Class 564, Class 565, Class 566, Class 567, Class 568, Class 569, Class 570, Class 571, Class 572, Class 573, Class 574, Class 575, Class 576, Class 577, Class 578, Class 579, Class 580, Class 581, Class 582, Class 583, Class 584, Class 585, Class 586, Class 587, Class 588, Class 589, Class 590, Class 591, Class 592, Class 593, Class 594, Class 595, Class 596, Class 597, Class 598, Class 599, Class 600, Class 601, Class 602, Class 603, Class 604, Class 605, Class 606, Class 607, Class 608, Class 609, Class 610, Class 611, Class 612, Class 613, Class 614, Class 615, Class 616, Class 617, Class 618, Class 619, Class 620, Class 621, Class 622, Class 623, Class 624, Class 625, Class 626, Class 627, Class 628, Class 629, Class 630, Class 631, Class 632, Class 633, Class 634, Class 635, Class 636, Class 637, Class 638, Class 639, Class 640, Class 641, Class 642, Class 643, Class 644, Class 645, Class 646, Class 647, Class 648, Class 649, Class 650, Class 651, Class 652, Class 653, Class 654, Class 655, Class 656, Class 657, Class 658, Class 659, Class 660, Class 661, Class 662, Class 663, Class 664, Class 665, Class 666, Class 667, Class 668, Class 669, Class 670, Class 671, Class 672, Class 673, Class 674, Class 675, Class 676, Class 677, Class 678, Class 679, Class 680, Class 681, Class 682, Class 683, Class 684, Class 685, Class 686, Class 687, Class 688, Class 689, Class 690, Class 691, Class 692, Class 693, Class 694, Class 695, Class 696, Class 697, Class 698, Class 699, Class 700, Class 701, Class 702, Class 703, Class 704, Class 705, Class 706, Class 707, Class 708, Class 709, Class 710, Class 711, Class 712, Class 713, Class 714, Class 715, Class 716, Class 717, Class 718, Class 719, Class 720, Class 721, Class 722, Class 723, Class 724, Class 725, Class 726, Class 727, Class 728, Class 729, Class 730, Class 731, Class 732, Class 733, Class 734, Class 735, Class 736, Class 737, Class 738, Class 739, Class 740, Class 741, Class 742, Class 743, Class 744, Class 745, Class 746, Class 747, Class 748, Class 749, Class 750, Class 751, Class 752, Class 753, Class 754, Class 755, Class 756, Class 757, Class 758, Class 759, Class 760, Class 761, Class 762, Class 763, Class 764, Class 765, Class 766, Class 767, Class 768, Class 769, Class 770, Class 771, Class 772, Class 773, Class 774, Class 775, Class 776, Class 777, Class 778, Class 779, Class 780, Class 781, Class 782, Class 783, Class 784, Class 785, Class 786, Class 787, Class 788, Class 789, Class 790, Class 791, Class 792, Class 793, Class 794, Class 795, Class 796, Class 797, Class 798, Class 799, Class 800, Class 801, Class 802, Class 803, Class 804, Class 805, Class 806, Class 807, Class 808, Class 809, Class 810, Class 811, Class 812, Class 813, Class 814, Class 815, Class 816, Class 817, Class 818, Class 819, Class 820, Class 821, Class 822, Class 823, Class 824, Class 825, Class 826, Class 827, Class 828, Class 829, Class 830, Class 831, Class 832, Class 833, Class 834, Class 835, Class 836, Class 837, Class 838, Class 839, Class 840, Class 841, Class 842, Class 843, Class 844, Class 845, Class 846, Class 847, Class 848, Class 849, Class 850, Class 851, Class 852, Class 853, Class 854, Class 855, Class 856, Class 857, Class 858, Class 859, Class 860, Class 861, Class 862, Class 863, Class 864, Class 865, Class 866, Class 867, Class 868, Class 869, Class 870, Class 871, Class 872, Class 873, Class 874, Class 875, Class 876, Class 877, Class 878, Class 879, Class 880, Class 881, Class 882, Class 883, Class 884, Class 885, Class 886, Class 887, Class 888, Class 889, Class 890, Class 891, Class 892, Class 893, Class 894, Class 895, Class 896, Class 897, Class 898, Class 899, Class 900, Class 901, Class 902, Class 903, Class 904, Class 905, Class 906, Class 907, Class 908, Class 909, Class 910, Class 911, Class 912, Class 913, Class 914, Class 915, Class 916, Class 917, Class 918, Class 919, Class 920, Class 921, Class 922, Class 923, Class 924, Class 925, Class 926, Class 927, Class 928, Class 929, Class 930, Class 931, Class 932, Class 933, Class 934, Class 935, Class 936, Class 937, Class 938, Class 939, Class 940, Class 941, Class 942, Class 943, Class 944, Class 945, Class 946, Class 947, Class 948, Class 949, Class 950, Class 951, Class 952, Class 953, Class 954, Class 955, Class 956, Class 957, Class 958, Class 959, Class 960, Class 961, Class 962, Class 963, Class 964, Class 965, Class 966, Class 967, Class 968, Class 969, Class 970, Class 971, Class 972, Class 973, Class 974, Class 975, Class 976, Class 977, Class 978, Class 979, Class 980, Class 981, Class 982, Class 983, Class 984, Class 985, Class 986, Class 987, Class 988, Class 989, Class 990, Class 991, Class 992, Class 993, Class 994, Class 995, Class 996, Class 997, Class 998, Class 999, Class 1000 |  |  |

# Strategic Income Fund

![img-0.jpeg](img-0.jpeg)

![img-1.jpeg](img-1.jpeg)

December 2022 / 6

# Schedule of Portfolio Investments
December 31, 2022 (Unaudited)

| Industry | Principal | Industry | Principal |
| --- | --- | --- | --- |
| General Electric & Electric Power | 25,000 | 19,633 | General Electric & Electric Power |
| General Electric & Electric Power | 32,000 | 25,000 | General Electric & Electric Power |
| General Electric & Electric Power | 240,000 | 250,161 | General Electric & Electric Power |
| General Electric & Electric Power | 30,000 | 26,863 | General Electric & Electric Power |
| General Electric & Electric Power | 120,000 | 116,000 | General Electric & Electric Power |
| General Electric & Electric Power | 30,000 | 26,863 | General Electric & Electric Power |
| General Electric & Electric Power | 120,000 | 116,000 | General Electric & Electric Power |
| General Electric & Electric Power | 30,000 | 26,863 | General Electric & Electric Power |
| General Electric & Electric Power | 120,000 | 116,000 | General Electric & Electric Power |

Strategic-Income Fund

7 / December 2022

# Schedule of Portfolio Investments
December 31, 2022 (Unaudited)[{"box_2d": [26, 69, 704, 151], "label": "table", "caption": "

| Industry | Principal | Industry | Principal |
| --- | --- | --- | --- |
| General Foods, Inc. | 120,000 | 120,000 | General Foods, Inc. |
| General Foods, Inc. | 40,000 | 40,000 | General Foods, Inc. |
| General Foods, Inc. | 340,000 | 327,196 | General Foods, Inc. |
| General Foods, Inc. | 90,000 | 45,998 | General Foods, Inc. |
| General Foods, Inc. | 100,000 | 100,000 | General Foods, Inc. |
| General Foods, Inc. | 40,000 | 22,000 | General Foods, Inc. |
| General Foods, Inc. | 270,000 | 250,000 | General Foods, Inc. |

| Industry | Principal |  |
| --- | --- | --- |
| General Foods, Inc. | 60,000 | 60,000 |
| General Foods, Inc. | 70,000 | 70,000 |
| General Foods, Inc. | 80,000 | 80,000 |
| General Foods, Inc. | 100,000 | 100,000 |
| General Foods, Inc. | 40,000 | 40,000 |
| General Foods, Inc. | 60,000 | 60,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Foods, Inc. | 60,000 | 60,000 |
| General Foods, Inc. | 70,000 | 70,000 |
| General Foods, Inc. | 80,000 | 80,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Foods, Inc. | 60,000 | 60,000 |
| General Foods, Inc. | 70,000 | 70,000 |
| General Foods, Inc. | 80,000 | 80,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Foods, Inc. | 60,000 | 60,000 |
| General Foods, Inc. | 70,000 | 70,000 |
| General Foods, Inc. | 80,000 | 80,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Foods, Inc. | 60,000 | 60,000 |
| General Foods, Inc. | 70,000 | 70,000 |
| General Foods, Inc. | 80,000 | 80,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Foods, Inc. | 60,000 | 60,000 |
| General Foods, Inc. | 70,000 | 70,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Foods, Inc. | 60,000 | 60,000 |
| General Foods, Inc. | 70,000 | 70,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Foods, Inc. | 60,000 | 60,000 |
| General Foods, Inc. | 70,000 | 70,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Foods, Inc. | 60,000 | 60,000 |
| General Foods, Inc. | 70,000 | 70,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Foods, Inc. | 60,000 | 60,000 |
| General Foods, Inc. | 70,000 | 70,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Foods, Inc. | 60,000 | 60,000 |
| General Foods, Inc. | 70,000 | 70,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Foods, Inc. | 60,000 | 60,000 |
| General Foods, Inc. | 70,000 | 70,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Foods, Inc. | 60,000 | 60,000 |
| General Foods, Inc. | 70,000 | 70,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Foods, Inc. | 60,000 | 60,000 |
| General Foods, Inc. | 70,000 | 70,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Foods, Inc. | 60,000 | 60,000 |
| General Foods, Inc. | 70,000 | 70,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Foods, Inc. | 60,000 | 60,000 |
| General Foods, Inc. | 70,000 | 70,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Foods, Inc. | 60,000 | 60,000 |
| General Foods, Inc. | 70,000 | 70,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Foods, Inc. | 60,000 | 60,000 |
| General Foods, Inc. | 70,000 | 70,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Foods, Inc. | 60,000 | 60,000 |
| General Foods, Inc. | 70,000 | 70,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Foods, Inc. | 60,000 | 60,000 |
| General Foods, Inc. | 70,000 | 70,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Foods, Inc. | 60,000 | 60,000 |
| General Foods, Inc. | 70,000 | 70,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Foods, Inc. | 60,000 | 60,000 |
| General Foods, Inc. | 70,000 | 70,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Foods, Inc. | 60,000 | 60,000 |
| General Foods, Inc. | 70,000 | 70,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Foods, Inc. | 60,000 | 60,000 |
| General Foods, Inc. | 70,000 | 70,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Foods, Inc. | 60,000 | 60,000 |
| General Foods, Inc. | 70,000 | 70,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Foods, Inc. | 60,000 | 60,000 |
| General Foods, Inc. | 70,000 | 70,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Foods, Inc. | 60,000 | 60,000 |
| General Foods, Inc. | 70,000 | 70,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Foods, Inc. | 60,000 | 60,000 |
| General Foods, Inc. | 70,000 | 70,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Foods, Inc. | 60,000 | 60,000 |
| General Foods, Inc. | 70,000 | 70,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Foods, Inc. | 60,000 | 60,000 |
| General Foods, Inc. | 70,000 | 70,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Foods, Inc. | 60,000 | 60,000 |
| General Foods, Inc. | 70,000 | 70,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Foods, Inc. | 60,000 | 60,000 |
| General Foods, Inc. | 70,000 | 70,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Foods, Inc. | 60,000 | 60,000 |
| General Foods, Inc. | 70,000 | 70,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Foods, Inc. | 60,000 | 60,000 |
| General Foods, Inc. | 70,000 | 70,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Foods, Inc. | 60,000 | 60,000 |
| General Foods, Inc. | 70,000 | 70,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Foods, Inc. | 60,000 | 60,000 |
| General Foods, Inc. | 70,000 | 70,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Foods, Inc. | 60,000 | 60,000 |
| General Foods, Inc. | 70,000 | 70,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Foods, Inc. | 60,000 | 60,000 |
| General Foods, Inc. | 70,000 | 70,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Foods, Inc. | 60,000 | 60,000 |
| General Foods, Inc. | 70,000 | 70,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Foods, Inc. | 60,000 | 60,000 |
| General Foods, Inc. | 70,000 | 70,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Foods, Inc. | 60,000 | 60,000 |
| General Foods, Inc. | 70,000 | 70,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Foods, Inc. | 60,000 | 60,000 |
| General Foods, Inc. | 70,000 | 70,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Foods, Inc. | 60,000 | 60,000 |
| General Foods, Inc. | 70,000 | 70,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Foods, Inc. | 60,000 | 60,000 |
| General Foods, Inc. | 70,000 | 70,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Foods, Inc. | 60,000 | 60,000 |
| General Foods, Inc. | 70,000 | 70,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Foods, Inc. | 60,000 | 60,000 |
| General Foods, Inc. | 70,000 | 70,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Foods, Inc. | 60,000 | 60,000 |
| General Foods, Inc. | 70,000 | 70,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Foods, Inc. | 60,000 | 60,000 |
| General Foods, Inc. | 70,000 | 70,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Foods, Inc. | 60,000 | 60,000 |
| General Foods, Inc. | 70,000 | 70,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Foods, Inc. | 60,000 | 60,000 |
| General Foods, Inc. | 70,000 | 70,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Foods, Inc. | 60,000 | 60,000 |
| General Foods, Inc. | 70,000 | 70,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Foods, Inc. | 60,000 | 60,000 |
| General Foods, Inc. | 70,000 | 70,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Foods, Inc. | 60,000 | 60,000 |
| General Foods, Inc. | 70,000 | 70,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Foods, Inc. | 60,000 | 60,000 |
| General Foods, Inc. | 70,000 | 70,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Foods, Inc. | 60,000 | 60,000 |
| General Foods, Inc. | 70,000 | 70,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Foods, Inc. | 60,000 | 60,000 |
| General Foods, Inc. | 70,000 | 70,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Foods, Inc. | 60,000 | 60,000 |
| General Foods, Inc. | 70,000 | 70,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Foods, Inc. | 60,000 | 60,000 |
| General Foods, Inc. | 70,000 | 70,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Foods, Inc. | 60,000 | 60,000 |
| General Foods, Inc. | 70,000 | 70,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Foods, Inc. | 60,000 | 60,000 |
| General Foods, Inc. | 70,000 | 70,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Foods, Inc. | 60,000 | 60,000 |
| General Foods, Inc. | 70,000 | 70,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Foods, Inc. | 60,000 | 60,000 |
| General Foods, Inc. | 70,000 | 70,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Foods, Inc. | 60,000 | 60,000 |
| General Foods, Inc. | 70,000 | 70,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Foods, Inc. | 60,000 | 60,000 |
| General Foods, Inc. | 70,000 | 70,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Foods, Inc. | 60,000 | 60,000 |
| General Foods, Inc. | 70,000 | 70,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Foods, Inc. | 60,000 | 60,000 |
| General Foods, Inc. | 70,000 | 70,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Foods, Inc. | 60,000 | 60,000 |
| General Foods, Inc. | 70,000 | 70,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Foods, Inc. | 60,000 | 60,000 |
| General Foods, Inc. | 70,000 | 70,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Foods, Inc. | 60,000 | 60,000 |
| General Foods, Inc. | 70,000 | 70,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Foods, Inc. | 60,000 | 60,000 |
| General Foods, Inc. | 70,000 | 70,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Foods, Inc. | 60,000 | 60,000 |
| General Foods, Inc. | 70,000 | 70,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Foods, Inc. | 60,000 | 60,000 |
| General Foods, Inc. | 70,000 | 70,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Foods, Inc. | 60,000 | 60,000 |
| General Foods, Inc. | 70,000 | 70,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Foods, Inc. | 60,000 | 60,000 |
| General Foods, Inc. | 70,000 | 70,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Foods, Inc. | 60,000 | 60,000 |
| General Foods, Inc. | 70,000 | 70,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Foods, Inc. | 60,000 | 60,000 |
| General Foods, Inc. | 70,000 | 70,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Foods, Inc. | 60,000 | 60,000 |
| General Foods, Inc. | 70,000 | 70,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Foods, Inc. | 60,000 | 60,000 |
| General Foods, Inc. | 70,000 | 70,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Foods, Inc. | 60,000 | 60,000 |
| General Foods, Inc. | 70,000 | 70,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Foods, Inc. | 60,000 | 60,000 |
| General Foods, Inc. | 70,000 | 70,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Foods, Inc. | 60,000 | 60,000 |
| General Foods, Inc. | 70,000 | 70,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Foods, Inc. | 60,000 | 60,000 |
| General Foods, Inc. | 70,000 | 70,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Foods, Inc. | 60,000 | 60,000 |
| General Foods, Inc. | 70,000 | 70,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Foods, Inc. | 60,000 | 60,000 |
| General Foods, Inc. | 70,000 | 70,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Foods, Inc. | 60,000 | 60,000 |
| General Foods, Inc. | 70,000 | 70,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Foods, Inc. | 60,000 | 60,000 |
| General Foods, Inc. | 70,000 | 70,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Foods, Inc. | 60,000 | 60,000 |
| General Foods, Inc. | 70,000 | 70,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Foods, Inc. | 60,000 | 60,000 |
| General Foods, Inc. | 70,000 | 70,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Foods, Inc. | 60,000 | 60,000 |
| General Foods, Inc. | 70,000 | 70,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Foods, Inc. | 60,000 | 60,000 |
| General Foods, Inc. | 70,000 | 70,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Foods, Inc. | 60,000 | 60,000 |
| General Foods, Inc. | 70,000 | 70,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Foods, Inc. | 60,000 | 60,000 |
| General Foods, Inc. | 70,000 | 70,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Foods, Inc. | 60,000 | 60,000 |
| General Foods, Inc. | 70,000 | 70,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Foods, Inc. | 60,000 | 60,000 |
| General Foods, Inc. | 70,000 | 70,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Foods, Inc. | 60,000 | 60,000 |
| General Foods, Inc. | 70,000 | 70,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Foods, Inc. | 60,000 | 60,000 |
| General Foods, Inc. | 70,000 | 70,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Foods, Inc. | 60,000 | 60,000 |
| General Foods, Inc. | 70,000 | 70,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Foods, Inc. | 60,000 | 60,000 |
| General Foods, Inc. | 70,000 | 70,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Foods, Inc. | 60,000 | 60,000 |
| General Foods, Inc. | 70,000 | 70,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Foods, Inc. | 60,000 | 60,000 |
| General Foods, Inc. | 70,000 | 70,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Foods, Inc. | 60,000 | 60,000 |
| General Foods, Inc. | 70,000 | 70,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Foods, Inc. | 60,000 | 60,000 |
| General Foods, Inc. | 70,000 | 70,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Foods, Inc. | 60,000 | 60,000 |
| General Foods, Inc. | 70,000 | 70,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Foods, Inc. | 60,000 | 60,000 |
| General Foods, Inc. | 70,000 | 70,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Foods, Inc. | 60,000 | 60,000 |
| General Foods, Inc. | 70,000 | 70,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Foods, Inc. | 60,000 | 60,000 |
| General Foods, Inc. | 70,000 | 70,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Foods, Inc. | 60,000 | 60,000 |
| General Foods, Inc. | 70,000 | 70,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Foods, Inc. | 60,000 | 60,000 |
| General Foods, Inc. | 70,000 | 70,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Foods, Inc. | 60,000 | 60,000 |
| General Foods, Inc. | 70,000 | 70,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Foods, Inc. | 60,000 | 60,000 |
| General Foods, Inc. | 70,000 | 70,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Foods, Inc. | 60,000 | 60,000 |
| General Foods, Inc. | 70,000 | 70,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Foods, Inc. | 60,000 | 60,000 |
| General Foods, Inc. | 70,000 | 70,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Foods, Inc. | 60,000 | 60,000 |
| General Foods, Inc. | 70,000 | 70,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Foods, Inc. | 60,000 | 60,000 |
| General Foods, Inc. | 70,000 | 70,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Foods, Inc. | 60,000 | 60,000 |
| General Foods, Inc. | 70,000 | 70,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Foods, Inc. | 60,000 | 60,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Foods, Inc. | 60,000 | 60,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Foods, Inc. | 60,000 | 60,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Foods, Inc. | 60,000 | 60,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Foods, Inc. | 60,000 | 60,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Foods, Inc. | 60,000 | 60,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Foods, Inc. | 60,000 | 60,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Foods, Inc. | 60,000 | 60,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Foods, Inc. | 60,000 | 60,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Foods, Inc. | 60,000 | 60,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Foods, Inc. | 60,000 | 60,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Foods, Inc. | 60,000 | 60,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Foods, Inc. | 60,000 | 60,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Foods, Inc. | 60,000 | 60,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Foods, Inc. | 60,000 | 60,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Foods, Inc. | 60,000 | 60,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Foods, Inc. | 60,000 | 60,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Foods, Inc. | 60,000 | 60,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Foods, Inc. | 60,000 | 60,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Foods, Inc. | 60,000 | 60,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Foods, Inc. | 60,000 | 60,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Foods, Inc. | 60,000 | 60,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Foods, Inc. | 60,000 | 60,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Foods, Inc. | 60,000 | 60,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Foods, Inc. | 60,000 | 60,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Foods, Inc. | 60,000 | 60,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Foods, Inc. | 60,000 | 60,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Foods, Inc. | 60,000 | 60,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Foods, Inc. | 60,000 | 60,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Foods, Inc. | 60,000 | 60,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Foods, Inc. | 60,000 | 60,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Foods, Inc. | 60,000 | 60,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Foods, Inc. | 60,000 | 60,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Foods, Inc. | 60,000 | 60,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Foods, Inc. | 60,000 | 60,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Foods, Inc. | 60,000 | 60,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Foods, Inc. | 60,000 | 60,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Foods, Inc. | 60,000 | 60,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Foods, Inc. | 60,000 | 60,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Foods, Inc. | 60,000 | 60,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Foods, Inc. | 60,000 | 60,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Foods, Inc. | 60,000 | 60,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Foods, Inc. | 60,000 | 60,000 |

| Industry | Principal |
| --- | --- |

<tr><td>General Foods, Inc.</td><td>60,000</td><td>60,000</td></tr></table>

| Industry | Principal |
| --- | --- |

<tr><td>General Foods, Inc.</td><td>60,000</td><td>60,000</td></tr></table>

| Industry | Principal |
| --- | --- |

<tr><td>General Foods, Inc.</td><td>60,000</td><td>60,000</td></tr></table>

| Industry | Principal |
| --- | --- |

<tr><td>General Foods, Inc.</td><td>60,000</td><td>60,000</td></tr></table>

| Industry | Principal |
| --- | --- |

<tr><td>General Foods, Inc.</td><td>60,000</td><td>60,000</td></tr></table>

| Industry | Principal |
| --- | --- |

<tr><td>General Foods, Inc.</td><td>60,000</td><td>60,000</td></tr></table>

| Industry | Principal |
| --- | --- |

<tr><td>General Foods, Inc.</td><td>60,000</td><td>60,000</td></tr></table>

| Industry | Principal |
| --- | --- |

<tr><td>General Foods, Inc.</td><td>60,000</td><td>60,000</td></tr></table>

| Industry | Principal |
| --- | --- |

<tr><td>General Foods, Inc.</td><td>60,000</td><td>60,000</td></tr></table>

| Industry | Principal |
| --- | --- |

<tr><td>General Foods, Inc.</td><td>60,000</td><td>60,000</td></tr></table>

| Industry | Principal |
| --- | --- |

<tr><td>General Foods, Inc.</td><td>60,000</td><td>60,000</td></tr></table>

| Industry | Principal |
| --- | --- |

<tr><td>General Foods, Inc.</td><td>60,000</td><td>60,000</td></tr></table>

| Industry | Principal |
| --- | --- |

<tr><td>General Foods, Inc.</td><td>60,000</td><td>60,000</td></tr></table>

| Industry | Principal |
| --- | --- |

<tr><td>General Foods, Inc.</td><td>60,000</td><td>60,000</td></tr></table>

| Industry | Principal |
| --- | --- |

<tr><td>General Foods, Inc.</td><td>60,000</td><td>60,000</td></tr></table>

| Industry | Principal |
| --- | --- |

<tr><td>General Foods, Inc.</td><td>60,000</td><td>60,000</td></tr></table>

| Industry | Principal |
| --- | --- |

<tr><td>General Foods, Inc.</td><td>60,000</td><td>60,000</td></tr></table>

| Industry | Principal |
| --- | --- |

<tr><td>General Foods, Inc.</td><td>60,000</td><td>60,000</td></tr></table>

| Industry | Principal |
| --- | --- |

<tr><td>General Foods, Inc.</td><td>60,000</td><td>60,000</td></tr></table>

| Industry | Principal |
| --- | --- |

<tr><td>General Foods, Inc.</td><td>60,000</td><td>60,000

# Schedule of Portfolio Investments
December 31, 2022 (Unaudited)

| Industry | Principal | Industry | Principal |
| --- | --- | --- | --- |
| General Electric, Inc. (2022) | $4,000,000 | General Electric, Inc. (2022) | $4,000,000 |
| General Electric, Inc. (2021) | $4,000,000 | General Electric, Inc. (2021) | $4,000,000 |
| General Electric, Inc. (2020) | $4,000,000 | General Electric, Inc. (2020) | $4,000,000 |
| General Electric, Inc. (2019) | $4,000,000 | General Electric, Inc. (2019) | $4,000,000 |
| General Electric, Inc. (2018) | $4,000,000 | General Electric, Inc. (2018) | $4,000,000 |
| General Electric, Inc. (2017) | $4,000,000 | General Electric, Inc. (2017) | $4,000,000 |
| General Electric, Inc. (2016) | $4,000,000 | General Electric, Inc. (2016) | $4,000,000 |
| General Electric, Inc. (2015) | $4,000,000 | General Electric, Inc. (2015) | $4,000,000 |
| General Electric, Inc. (2014) | $4,000,000 | General Electric, Inc. (2014) | $4,000,000 |
| General Electric, Inc. (2013) | $4,000,000 | General Electric, Inc. (2013) | $4,000,000 |
| General Electric, Inc. (2012) | $4,000,000 | General Electric, Inc. (2012) | $4,000,000 |
| General Electric, Inc. (2011) | $4,000,000 | General Electric, Inc. (2011) | $4,000,000 |
| General Electric, Inc. (2010) | $4,000,000 | General Electric, Inc. (2010) | $4,000,000 |

# Strategic Income Fund

9 / December 2022

# Schedule of Portfolio Investments
December 31, 2022 (Unaudited)[{"box_2d": [26, 69, 704, 153], "label": "table", "caption": "

| Industry | Principal | Industry | Principal |
| --- | --- | --- | --- |
| Merchandising Global Market | 16,000 | Merchandising Global Market | 16,000 |
| Merchandising Global Market | 100,000 | Merchandising Global Market | 100,000 |
| Merchandising Global Market | 100,000 | Merchandising Global Market | 100,000 |
| Merchandising Global Market | 100,000 | Merchandising Global Market | 100,000 |
| Merchandising Global Market | 100,000 | Merchandising Global Market | 100,000 |

| Industry | Principal |
| --- | --- |
| Merchandising Global Market | 16,000 |
| Merchandising Global Market | 100,000 |
| Merchandising Global Market | 100,000 |
| Merchandising Global Market | 100,000 |

| Industry | Principal |
| --- | --- |
| Merchandising Global Market | 16,000 |
| Merchandising Global Market | 100,000 |
| Merchandising Global Market | 100,000 |

| Industry | Principal |
| --- | --- |
| Merchandising Global Market | 16,000 |
| Merchandising Global Market | 100,000 |
| Merchandising Global Market | 100,000 |

| Industry | Principal |
| --- | --- |
| Merchandising Global Market | 16,000 |
| Merchandising Global Market | 100,000 |
| Merchandising Global Market | 100,000 |

| Industry | Principal |
| --- | --- |
| Merchandising Global Market | 16,000 |
| Merchandising Global Market | 100,000 |
| Merchandising Global Market | 100,000 |

| Industry | Principal |
| --- | --- |
| Merchandising Global Market | 16,000 |
| Merchandising Global Market | 100,000 |
| Merchandising Global Market | 100,000 |

| Industry | Principal |
| --- | --- |
| Merchandising Global Market | 16,000 |
| Merchandising Global Market | 100,000 |
| Merchandising Global Market | 100,000 |

| Industry | Principal |
| --- | --- |
| Merchandising Global Market | 16,000 |
| Merchandising Global Market | 100,000 |
| Merchandising Global Market | 100,000 |

| Industry | Principal |
| --- | --- |
| Merchandising Global Market | 16,000 |
| Merchandising Global Market | 100,000 |
| Merchandising Global Market | 100,000 |

| Industry | Principal |
| --- | --- |
| Merchandising Global Market | 16,000 |
| Merchandising Global Market | 100,000 |
| Merchandising Global Market | 100,000 |

| Industry | Principal |
| --- | --- |
| Merchandising Global Market | 16,000 |
| Merchandising Global Market | 100,000 |
| Merchandising Global Market | 100,000 |

| Industry | Principal |
| --- | --- |
| Merchandising Global Market | 16,000 |
| Merchandising Global Market | 100,000 |
| Merchandising Global Market | 100,000 |

| Industry | Principal |
| --- | --- |
| Merchandising Global Market | 16,000 |
| Merchandising Global Market | 100,000 |
| Merchandising Global Market | 100,000 |

| Industry | Principal |
| --- | --- |
| Merchandising Global Market | 16,000 |
| Merchandising Global Market | 100,000 |
| Merchandising Global Market | 100,000 |

| Industry | Principal |
| --- | --- |
| Merchandising Global Market | 16,000 |
| Merchandising Global Market | 100,000 |
| Merchandising Global Market | 100,000 |

| Industry | Principal |
| --- | --- |
| Merchandising Global Market | 16,000 |
| Merchandising Global Market | 100,000 |
| Merchandising Global Market | 100,000 |

| Industry | Principal |
| --- | --- |
| Merchandising Global Market | 16,000 |
| Merchandising Global Market | 100,000 |
| Merchandising Global Market | 100,000 |

| Industry | Principal |
| --- | --- |
| Merchandising Global Market | 16,000 |
| Merchandising Global Market | 100,000 |
| Merchandising Global Market | 100,000 |

| Industry | Principal |
| --- | --- |
| Merchandising Global Market | 16,000 |
| Merchandising Global Market | 100,000 |
| Merchandising Global Market | 100,000 |

| Industry | Principal |
| --- | --- |
| Merchandising Global Market | 16,000 |
| Merchandising Global Market | 100,000 |
| Merchandising Global Market | 100,000 |

| Industry | Principal |
| --- | --- |
| Merchandising Global Market | 16,000 |
| Merchandising Global Market | 100,000 |
| Merchandising Global Market | 100,000 |

| Industry | Principal |
| --- | --- |
| Merchandising Global Market | 16,000 |
| Merchandising Global Market | 100,000 |
| Merchandising Global Market | 100,000 |

| Industry | Principal |
| --- | --- |
| Merchandising Global Market | 16,000 |
| Merchandising Global Market | 100,000 |
| Merchandising Global Market | 100,000 |

| Industry | Principal |
| --- | --- |
| Merchandising Global Market | 16,000 |
| Merchandising Global Market | 100,000 |
| Merchandising Global Market | 100,000 |

| Industry | Principal |
| --- | --- |
| Merchandising Global Market | 16,000 |
| Merchandising Global Market | 100,000 |
| Merchandising Global Market | 100,000 |

| Industry | Principal |
| --- | --- |
| Merchandising Global Market | 16,000 |
| Merchandising Global Market | 100,000 |

| Industry | Principal |
| --- | --- |
| Merchandising Global Market | 16,000 |
| Merchandising Global Market | 100,000 |

| Industry | Principal |
| --- | --- |
| Merchandising Global Market | 16,000 |
| Merchandising Global Market | 100,000 |

| Industry | Principal |
| --- | --- |
| Merchandising Global Market | 16,000 |
| Merchandising Global Market | 100,000 |

| Industry | Principal |
| --- | --- |
| Merchandising Global Market | 16,000 |
| Merchandising Global Market | 100,000 |

| Industry | Principal |
| --- | --- |
| Merchandising Global Market | 16,000 |
| Merchandising Global Market | 100,000 |

| Industry | Principal |
| --- | --- |
| Merchandising Global Market | 16,000 |
| Merchandising Global Market | 100,000 |

| Industry | Principal |
| --- | --- |
| Merchandising Global Market | 16,000 |
| Merchandising Global Market | 100,000 |

| Industry | Principal |
| --- | --- |
| Merchandising Global Market | 16,000 |
| Merchandising Global Market | 100,000 |

| Industry | Principal |
| --- | --- |
| Merchandising Global Market | 16,000 |

| Industry | Principal |
| --- | --- |
| Merchandising Global Market | 16,000 |
| Merchandising Global Market | 100,000 |

| Industry | Principal |
| --- | --- |
| Merchandising Global Market | 16,000 |

| Industry | Principal |
| --- | --- |
| Merchandising Global Market | 16,000 |

| Industry | Principal |
| --- | --- |
| Merchandising Global Market | 16,000 |

| Industry | Principal |
| --- | --- |
| Merchandising Global Market | 16,000 |

| Industry | Principal |
| --- | --- |
| Merchandising Global Market | 16,000 |

| Industry | Principal |
| --- | --- |
| Merchandising Global Market | 16,000 |

| Industry | Principal |
| --- | --- |
| Merchandising Global Market | 16,000 |

| Industry | Principal |
| --- | --- |
| Merchandising Global Market | 16,000 |

| Industry | Principal |
| --- | --- |
| Merchandising Global Market | 16,000 |

| Industry | Principal |
| --- | --- |
| Merchandising Global Market | 16,000 |

| Industry | Principal |
| --- | --- |
| Merchandising Global Market | 16,000 |

| Industry | Principal |
| --- | --- |
| Merchandising Global Market | 16,000 |

| Industry | Principal |
| --- | --- |
| Merchandising Global Market | 16,000 |

| Industry | Principal |
| --- | --- |
| Merchandising Global Market | 16,000 |

| Industry | Principal |
| --- | --- |
| Merchandising Global Market | 16,000 |

| Industry | Principal |
| --- | --- |
| Merchandising Global Market | 16,000 |

| Industry | Principal |
| --- | --- |
| Merchandising Global Market | 16,000 |

| Industry | Principal |
| --- | --- |
| Merchandising Global Market | 16,000 |

| Industry | Principal |
| --- | --- |
| Merchandising Global Market | 16,000 |

| Industry | Principal |
| --- | --- |
| Merchandising Global Market | 16,000 |

| Industry | Principal |
| --- | --- |
| Merchandising Global Market | 16,000 |

| Industry | Principal |
| --- | --- |
| Merchandising Global Market | 16,000 |

| Industry | Principal |
| --- | --- |
| Merchandising Global Market | 16,000 |

| Industry | Principal |
| --- | --- |
| Merchandising Global Market | 16,000 |

| Industry | Principal |
| --- | --- |
| Merchandising Global Market | 16,000 |

| Industry | Principal |
| --- | --- |
| Merchandising Global Market | 16,000 |

| Industry | Principal |
| --- | --- |
| Merchandising Global Market | 16,000 |

| Industry | Principal |
| --- | --- |
| Merchandising Global Market | 16,000 |

| Industry | Principal |
| --- | --- |
| Merchandising Global Market | 16,000 |

| Industry | Principal |
| --- | --- |
| Merchandising Global Market | 16,000 |

| Industry | Principal |
| --- | --- |
| Merchandising Global Market | 16,000 |

| Industry | Principal |
| --- | --- |
| Merchandising Global Market | 16,000 |

| Industry | Principal |
| --- | --- |
| Merchandising Global Market | 16,000 |

| Industry | Principal |
| --- | --- |
| Merchandising Global Market | 16,000 |

| Industry | Principal |
| --- | --- |
| Merchandising Global Market | 16,000 |

| Industry | Principal |
| --- | --- |
| Merchandising Global Market | 16,000 |

| Industry | Principal |
| --- | --- |
| Merchandising Global Market | 16,000 |

| Industry | Principal |
| --- | --- |
| Merchandising Global Market | 16,000 |

| Industry | Principal |
| --- | --- |
| Merchandising Global Market | 16,000 |

| Industry | Principal |
| --- | --- |
| Merchandising Global Market | 16,000 |

| Industry | Principal |
| --- | --- |
| Merchandising Global Market | 16,000 |

| Industry | Principal |
| --- | --- |
| Merchandising Global Market | 16,000 |

| Industry | Principal |
| --- | --- |
| Merchandising Global Market | 16,000 |

| Industry | Principal |
| --- | --- |
| Merchandising Global Market | 16,000 |

| Industry | Principal |
| --- | --- |
| Merchandising Global Market | 16,000 |

| Industry | Principal |
| --- | --- |
| Merchandising Global Market | 16,000 |

| Industry | Principal |
| --- | --- |
| Merchandising Global Market | 16,000 |

| Industry | Principal |
| --- | --- |
| Merchandising Global Market | 16,000 |

| Industry | Principal |
| --- | --- |
| Merchandising Global Market | 16,000 |

| Industry | Principal |
| --- | --- |
| Merchandising Global Market | 16,000 |

| Industry | Principal |
| --- | --- |
| Merchandising Global Market | 16,000 |

| Industry | Principal |
| --- | --- |
| Merchandising Global Market | 16,000 |

| Industry | Principal |
| --- | --- |
| Merchandising Global Market | 16,000 |

| Industry | Principal |
| --- | --- |
| Merchandising Global Market | 16,000 |

| Industry | Principal |
| --- | --- |
| Merchandising Global Market | 16,000 |

| Industry | Principal |
| --- | --- |
| Merchandising Global Market | 16,000 |

| Industry | Principal |
| --- | --- |
| Merchandising Global Market | 16,000 |

| Industry | Principal |
| --- | --- |
| Merchandising Global Market | 16,000 |

| Industry | Principal |
| --- | --- |
| Merchandising Global Market | 16,000 |

| Industry | Principal |
| --- | --- |
| Merchandising Global Market | 16,000 |

| Industry | Principal |
| --- | --- |
| Merchandising Global Market | 16,000 |

| Industry | Principal |
| --- | --- |
| Merchandising Global Market | 16,000 |

| Industry | Principal |
| --- | --- |
| Merchandising Global Market | 16,000 |

| Industry | Principal |
| --- | --- |
| Merchandising Global Market | 16,000 |

| Industry | Principal |
| --- | --- |
| Merchandising Global Market | 16,000 |

| Industry | Principal |
| --- | --- |
| Merchandising Global Market | 16,000 |

| Industry | Principal |
| --- | --- |
| Merchandising Global Market | 16,000 |

| Industry | Principal |
| --- | --- |
| Merchandising Global Market | 16,000 |

| Industry | Principal |
| --- | --- |
| Merchandising Global Market | 16,000 |

| Industry | Principal |
| --- | --- |
| Merchandising Global Market | 16,000 |

| Industry | Principal |
| --- | --- |
| Merchandising Global Market | 16,000 |

| Industry | Principal |
| --- | --- |
| Merchandising Global Market | 16,000 |

| Industry | Principal |
| --- | --- |
| Merchandising Global Market | 16,000 |

| Industry | Principal |
| --- | --- |
| Merchandising Global Market | 16,000 |

| Industry | Principal |
| --- | --- |
| Merchandising Global Market | 16,000 |

| Industry | Principal |
| --- | --- |
| Merchandising Global Market | 16,000 |

| Industry | Principal |
| --- | --- |
| Merchandising Global Market | 16,000 |

| Industry | Principal |
| --- | --- |
| Merchandising Global Market | 16,000 |

| Industry | Principal |
| --- | --- |
| Merchandising Global Market | 16,000 |

| Industry | Principal |
| --- | --- |
| Merchandising Global Market | 16,000 |

| Industry | Principal |
| --- | --- |
| Merchandising Global Market | 16,000 |

| Industry | Principal |
| --- | --- |
| Merchandising Global Market | 16,000 |

| Industry | Principal |
| --- | --- |
| Merchandising Global Market | 16,000 |

| Industry | Principal |
| --- | --- |
| Merchandising Global Market | 16,000 |

| Industry | Principal |
| --- | --- |
| Merchandising Global Market | 16,000 |

| Industry | Principal |
| --- | --- |
| Merchandising Global Market | 16,000 |

| Industry | Principal |
| --- | --- |
| Merchandising Global Market | 16,000 |

| Industry | Principal |
| --- | --- |
| Merchandising Global Market | 16,000 |

| Industry | Principal |
| --- | --- |
| Merchandising Global Market | 16,000 |

| Industry | Principal |
| --- | --- |
| Merchandising Global Market | 16,000 |

| Industry | Principal |
| --- | --- |
| Merchandising Global Market | 16,000 |

| Industry | Principal |
| --- | --- |
| Merchandising Global Market | 16,000 |

| Industry | Principal |
| --- | --- |
| Merchandising Global Market | 16,000 |

| Industry | Principal |
| --- | --- |
| Merchandising Global Market | 16,000 |

| Industry | Principal |
| --- | --- |
| Merchandising Global Market | 16,000 |

| Industry | Principal |
| --- | --- |
| Merchandising Global Market | 16,000 |

| Industry | Principal |
| --- | --- |
| Merchandising Global Market | 16,000 |

| Industry | Principal |
| --- | --- |
| Merchandising Global Market | 16,000 |

| Industry | Principal |
| --- | --- |
| Merchandising Global Market | 16,000 |

| Industry | Principal |
| --- | --- |
| Merchandising Global Market | 16,000 |

| Industry | Principal |
| --- | --- |
| Merchandising Global Market | 16,000 |

| Industry | Principal |
| --- | --- |
| Merchandising Global Market | 16,000 |

| Industry | Principal |
| --- | --- |
| Merchandising Global Market | 16,000 |

| Industry | Principal |
| --- | --- |
| Merchandising Global Market | 16,000 |

| Industry | Principal |
| --- | --- |
| Merchandising Global Market | 16,000 |

| Industry | Principal |
| --- | --- |
| Merchandising Global Market | 16,000 |

| Industry | Principal |
| --- | --- |
| Merchandising Global Market | 16,000 |

| Industry | Principal |
| --- | --- |
| Merchandising Global Market | 16,000 |

| Industry | Principal |
| --- | --- |
| Merchandising Global Market | 16,000 |

| Industry | Principal |
| --- | --- |
| Merchandising Global Market | 16,000 |

| Industry | Principal |
| --- | --- |
| Merchandising Global Market | 16,000 |

| Industry | Principal |
| --- | --- |
| Merchandising Global Market | 16,000 |

| Industry | Principal |
| --- | --- |
| Merchandising Global Market | 16,000 |

| Industry | Principal |
| --- | --- |
| Merchandising Global Market | 16,000 |

| Industry | Principal |
| --- | --- |
| Merchandising Global Market | 16,000 |

| Industry | Principal |
| --- | --- |
| Merchandising Global Market | 16,000 |

| Industry | Principal |
| --- | --- |
| Merchandising Global Market | 16,000 |

| Industry | Principal |
| --- | --- |
| Merchandising Global Market | 16,000 |

| Industry | Principal |
| --- | --- |
| Merchandising Global Market | 16,000 |

| Industry | Principal |
| --- | --- |
| Merchandising Global Market | 16,000 |

| Industry | Principal |
| --- | --- |
| Merchandising Global Market | 16,000 |

| Industry | Principal |
| --- | --- |
| Merchandising Global Market | 16,000 |

| Industry | Principal |
| --- | --- |
| Merchandising Global Market | 16,000 |

| Industry | Principal |
| --- | --- |
| Merchandising Global Market | 16,000 |

| Industry | Principal |
| --- | --- |
| Merchandising Global Market | 16,000 |

| Industry | Principal |
| --- | --- |
| Merchandising Global Market | 16,000 |

| Industry | Principal |
| --- | --- |
| Merchandising Global Market | 16,000 |

| Industry | Principal |
| --- | --- |
| Merchandising Global Market | 16,000 |

| Industry | Principal |
| --- | --- |
| Merchandising Global Market | 16,000 |

| Industry | Principal |
| --- | --- |
| Merchandising Global Market | 16,000 |

| Industry | Principal |
| --- | --- |
| Merchandising Global Market | 16,000 |

| Industry | Principal |
| --- | --- |
| Merchandising Global Market | 16,000 |

| Industry | Principal |
| --- | --- |
| Merchandising Global Market | 16,000 |

| Industry | Principal |
| --- | --- |
| Merchandising Global Market | 16,000 |

| Industry | Principal |
| --- | --- |
| Merchandising Global Market | 16,000 |

| Industry | Principal |
| --- | --- |
| Merchandising Global Market | 16,000 |

| Industry | Principal |
| --- | --- |
| Merchandising Global Market | 16,000 |

| Industry | Principal |
| --- | --- |
| Merchandising Global Market | 16,000 |

| Industry | Principal |
| --- | --- |
| Merchandising Global Market | 16,000 |

| Industry | Principal |
| --- | --- |
| Merchandising Global Market | 16,000 |

| Industry | Principal |
| --- | --- |
| Merchandising Global Market | 16,000 |

| Industry | Principal |
| --- | --- |
| Merchandising Global Market | 16,000 |

| Industry | Principal |
| --- | --- |
| Merchandising Global Market | 16,000 |

| Industry | Principal |
| --- | --- |
| Merchandising Global Market | 16,000 |

| Industry | Principal |
| --- | --- |
| Merchandising Global Market | 16,000 |

| Industry | Principal |
| --- | --- |
| Merchandising Global Market | 16,000 |

| Industry | Principal |
| --- | --- |
| Merchandising Global Market | 16,000 |

| Industry | Principal |
| --- | --- |
| Merchandising Global Market | 16,000 |

| Industry | Principal |
| --- | --- |
| Merchandising Global Market | 16,000 |

| Industry | Principal |
| --- | --- |
| Merchandising Global Market | 16,000 |

| Industry | Principal |
| --- | --- |
| Merchandising Global Market | 16,000 |

| Industry | Principal |
| --- | --- |
| Merchandising Global Market | 16,000 |

| Industry | Principal |
| --- | --- |
| Merchandising Global Market | 16,000 |

| Industry | Principal |
| --- | --- |
| Merchandising Global Market | 16,000 |

| Industry | Principal |
| --- | --- |
| Merchandising Global Market | 16,000 |

| Industry | Principal |
| --- | --- |
| Merchandising Global Market | 16,000 |

| Industry | Principal |
| --- | --- |
| Merchandising Global Market | 16,000 |

| Industry | Principal |
| --- | --- |
| Merchandising Global Market | 16,000 |

| Industry | Principal |
| --- | --- |
| Merchandising Global Market | 16,000 |

| Industry | Principal |
| --- | --- |
| Merchandising Global Market | 16,000 |

| Industry | Principal |
| --- | --- |
| Merchandising Global Market | 16,000 |

| Industry | Principal |
| --- | --- |
| Merchandising Global Market | 16,000 |

| Industry | Principal |
| --- | --- |
| Merchandising Global Market | 16,000 |

| Industry | Principal |
| --- | --- |
| Merchandising Global Market | 16,000 |

| Industry | Principal |
| --- | --- |
| Merchandising Global Market | 16,000 |

| Industry | Principal |
| --- | --- |
| Merchandising Global Market | 16,000 |

| Industry | Principal |
| --- | --- |
| Merchandising Global Market | 16,000 |

| Industry | Principal |
| --- | --- |
| Merchandising Global Market | 16,000 |

| Industry | Principal |
| --- | --- |
| Merchandising Global Market | 16,000 |

| Industry | Principal |
| --- | --- |
| Merchandising Global Market | 16,000 |

| Industry | Principal |
| --- | --- |
| Merchandising Global Market | 16,000 |

| Industry | Principal |
| --- | --- |
| Merchandising Global Market | 16,000 |

| Industry | Principal |
| --- | --- |
| Merchandising Global Market | 16,000 |

| Industry | Principal |
| --- | --- |
| Merchandising Global Market | 16,000 |

| Industry | Principal |
| --- | --- |
| Merchandising Global Market | 16,000 |

| Industry | Principal |
| --- | --- |
| Merchandising Global Market | 16,000 |

| Industry | Principal |
| --- | --- |
| Merchandising Global Market | 16,000 |

| Industry | Principal |
| --- | --- |
| Merchandising Global Market | 16,000 |

| Industry | Principal |
| --- | --- |
| Merchandising Global Market | 16,000 |

| Industry | Principal |
| --- | --- |
| Merchandising Global Market | 16,000 |

| Industry | Principal |
| --- | --- |
| Merchandising Global Market | 16,000 |

| Industry | Principal |
| --- | --- |
| Merchandising Global Market | 16,000 |

| Industry | Principal |
| --- | --- |
| Merchandising Global Market | 16,000 |

| Industry | Principal |
| --- | --- |
| Merchandising Global Market | 16,000 |

| Industry | Principal |
| --- | --- |
| Merchandising Global Market | 16,000 |

| Industry | Principal |
| --- | --- |
| Merchandising Global Market | 16,000 |

| Industry | Principal |
| --- | --- |
| Merchandising Global Market | 16,000 |

| Industry | Principal |
| --- | --- |
| Merchandising Global Market | 16,000 |

| Industry | Principal |
| --- | --- |
| Merchandising Global Market | 16,000 |

| Industry | Principal |
| --- | --- |
| Merchandising Global Market | 16,000 |

| Industry | Principal |
| --- | --- |

| Merchandising Global Market | 16,000 |
| --- | --- |

| Merchandising Global Market | 16,000 |
| --- | --- |

| Merchandising Global Market | 16,000 |
| --- | --- |

| Merchandising Global Market | 16,000 |
| --- | --- |

| Merchandising Global Market | 16,000 |
| --- | --- |

| Merchandising Global Market | 16,000 |
| --- | --- |

| Merchandising Global Market | 16,000 |
| --- | --- |

| Merchandising Global Market | 16,000 |
| --- | --- |

| Merchandising Global Market | 16,000 |
| --- | --- |

| Merchandising Global Market | 16,000 |
| --- | --- |

| Merchandising Global Market | 16,000 |
| --- | --- |

| Merchandising Global Market | 16,000 |
| --- | --- |

| Merchandising Global Market | 16,000 |
| --- | --- |

| Merchandising Global Market | 16,000 |
| --- | --- |

| Merchandising Global Market | 16,000 |
| --- | --- |

| Merchandising Global Market | 16,000 |
| --- | --- |

| Merchandising Global Market | 16,000 |
| --- | --- |

| Merchandising Global Market | 16,000 |
| --- | --- |

| Merchandising Global Market | 16,000 |
| --- | --- |

</table>

| Merchandising Global Market | 16,000 |
| --- | --- |

</table>

| Merchandising Global Market | 16,000 |
| --- | --- |

</table>

| Merchandising Global Market | 16,000 |
| --- | --- |

</table>

| Merchandising Global Market | 16,000 |
| --- | --- |

</table></table>

| Merchandising Global Market | 16,000 |
| --- | --- |

</table></table></table>"

# Schedule of Portfolio Investments
December 31, 2022 (Unaudited)

# Schedule of Portfolio Investments
December 31, 2022 (Unaudited)[{"box_2d": [26, 69, 706, 154], "label": "table", "caption": "

| Industry | Principal | Industry | Principal |
| --- | --- | --- | --- |
| General Electric | 1,000,000 | 1,000,000 | 1,000,000 |
| Electric Power | 1,000,000 | 1,000,000 | 1,000,000 |
| Electric Power | 100,000 | 100,000 | 100,000 |
| Electric Power | 100,000 | 100,000 | 100,000 |
| Electric Power | 100,000 | 100,000 | 100,000 |
| Electric Power | 100,000 | 100,000 | 100,000 |

| Industry | Principal |
| --- | --- |
| General Electric | 1,000,000 |
| Electric Power | 100,000 |
| Electric Power | 100,000 |

| Industry | Principal |
| --- | --- |
| General Electric | 1,000,000 |
| Electric Power | 100,000 |
| Electric Power | 100,000 |

| Industry | Principal |
| --- | --- |
| General Electric | 1,000,000 |
| Electric Power | 100,000 |
| Electric Power | 100,000 |

| Industry | Principal |
| --- | --- |
| General Electric | 1,000,000 |
| Electric Power | 100,000 |
| Electric Power | 100,000 |

| Industry | Principal |
| --- | --- |
| General Electric | 1,000,000 |
| Electric Power | 100,000 |
| Electric Power | 100,000 |

| Industry | Principal |
| --- | --- |
| General Electric | 1,000,000 |
| Electric Power | 100,000 |
| Electric Power | 100,000 |

| Industry | Principal |
| --- | --- |
| General Electric | 1,000,000 |
| Electric Power | 100,000 |
| Electric Power | 100,000 |

| Industry | Principal |
| --- | --- |
| General Electric | 1,000,000 |
| Electric Power | 100,000 |
| Electric Power | 100,000 |

| Industry | Principal |
| --- | --- |
| General Electric | 1,000,000 |
| Electric Power | 100,000 |
| Electric Power | 100,000 |

| Industry | Principal |
| --- | --- |
| General Electric | 1,000,000 |
| Electric Power | 100,000 |
| Electric Power | 100,000 |

| Industry | Principal |
| --- | --- |
| General Electric | 1,000,000 |
| Electric Power | 100,000 |
| Electric Power | 100,000 |

| Industry | Principal |
| --- | --- |
| General Electric | 1,000,000 |
| Electric Power | 100,000 |
| Electric Power | 100,000 |

| Industry | Principal |
| --- | --- |
| General Electric | 1,000,000 |
| Electric Power | 100,000 |
| Electric Power | 100,000 |

| Industry | Principal |
| --- | --- |
| General Electric | 1,000,000 |
| Electric Power | 100,000 |
| Electric Power | 100,000 |

| Industry | Principal |
| --- | --- |
| General Electric | 1,000,000 |
| Electric Power | 100,000 |
| Electric Power | 100,000 |

| Industry | Principal |
| --- | --- |
| General Electric | 1,000,000 |
| Electric Power | 100,000 |
| Electric Power | 100,000 |

| Industry | Principal |
| --- | --- |
| General Electric | 1,000,000 |
| Electric Power | 100,000 |
| Electric Power | 100,000 |

| Industry | Principal |
| --- | --- |
| General Electric | 1,000,000 |
| Electric Power | 100,000 |
| Electric Power | 100,000 |

| Industry | Principal |
| --- | --- |
| General Electric | 1,000,000 |
| Electric Power | 100,000 |
| Electric Power | 100,000 |

| Industry | Principal |
| --- | --- |
| General Electric | 1,000,000 |
| Electric Power | 100,000 |
| Electric Power | 100,000 |

| Industry | Principal |
| --- | --- |
| General Electric | 1,000,000 |
| Electric Power | 100,000 |
| Electric Power | 100,000 |

| Industry | Principal |
| --- | --- |
| General Electric | 1,000,000 |
| Electric Power | 100,000 |
| Electric Power | 100,000 |

| Industry | Principal |
| --- | --- |
| General Electric | 1,000,000 |
| Electric Power | 100,000 |
| Electric Power | 100,000 |

| Industry | Principal |
| --- | --- |
| General Electric | 1,000,000 |
| Electric Power | 100,000 |
| Electric Power | 100,000 |

| Industry | Principal |
| --- | --- |
| General Electric | 1,000,000 |
| Electric Power | 100,000 |
| Electric Power | 100,000 |

| Industry | Principal |
| --- | --- |
| General Electric | 1,000,000 |
| Electric Power | 100,000 |
| Electric Power | 100,000 |

| Industry | Principal |
| --- | --- |
| General Electric | 1,000,000 |
| Electric Power | 100,000 |
| Electric Power | 100,000 |

| Industry | Principal |
| --- | --- |
| General Electric | 1,000,000 |
| Electric Power | 100,000 |
| Electric Power | 100,000 |

| Industry | Principal |
| --- | --- |
| General Electric | 1,000,000 |
| Electric Power | 100,000 |
| Electric Power | 100,000 |

| Industry | Principal |
| --- | --- |
| General Electric | 1,000,000 |
| Electric Power | 100,000 |

| Industry | Principal |
| --- | --- |
| General Electric | 1,000,000 |
| Electric Power | 100,000 |

| Industry | Principal |
| --- | --- |
| General Electric | 1,000,000 |
| Electric Power | 100,000 |

| Industry | Principal |
| --- | --- |
| General Electric | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric | 1,000,000 |
| Electric Power | 100,000 |

| Industry | Principal |
| --- | --- |
| General Electric | 1,000,000 |
| Electric Power | 100,000 |

| Industry | Principal |
| --- | --- |
| General Electric | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric | 1,000,000 |

| Industry | Principal |
| --- | --- |

| Industry | Principal |
| --- | --- |

| Industry | Principal |
| --- | --- |

| Industry | Principal |
| --- | --- |

| Industry | Principal |
| --- | --- |

| Industry | Principal |
| --- | --- |

| Industry | Principal |
| --- | --- |

| Industry | Principal |
| --- | --- |

| Industry | Principal |
| --- | --- |

| Industry | Principal |
| --- | --- |

| Industry | Principal |
| --- | --- |

| Industry | Principal |
| --- | --- |

| Industry | Principal |
| --- | --- |

| Industry | Principal |
| --- | --- |

| Industry | Principal |
| --- | --- |

| Industry | Principal |
| --- | --- |

| Industry | Principal |
| --- | --- |

| Industry | Principal |
| --- | --- |

| Industry | Principal |
| --- | --- |

| Industry | Principal |
| --- | --- |

| Industry | Principal |
| --- | --- |

| Industry | Principal |
| --- | --- |

| Industry | Principal |
| --- | --- |

| Industry | Principal |
| --- | --- |

| Industry | Principal |
| --- | --- |

| Industry | Principal |
| --- | --- |

| Industry | Principal |
| --- | --- |

| Industry | Principal |
| --- | --- |

| Industry | Principal |
| --- | --- |

| Industry | Principal |
| --- | --- |

| Industry | Principal |
| --- | --- |

| Industry | Principal |
| --- | --- |

| Industry | Principal |
| --- | --- |

| Industry | Principal |
| --- | --- |

| Industry | Principal |
| --- | --- |

| Industry | Principal |
| --- | --- |

| Industry | Principal |
| --- | --- |

| Industry | Principal |
| --- | --- |

| Industry | Principal |
| --- | --- |

| Industry | Principal |
| --- | --- |

| Industry | Principal |
| --- | --- |

| Industry | Principal |
| --- | --- |

| Industry | Principal |
| --- | --- |

| Industry | Principal |
| --- | --- |

| Industry | Principal |
| --- | --- |

<tr><td>General Electric</td><td>1,000,000</td></tr></table>

| Industry | Principal |
| --- | --- |

<tr><td>General Electric</td><td>1,000,000</td></tr></table>

| Industry | Principal |
| --- | --- |

<tr><td>General Electric</td><td>1,000,000</td></tr></table>

| Industry | Principal |
| --- | --- |

<tr><td>General Electric</td><td>1,000,000</td></tr></table>

| Industry | Principal |
| --- | --- |

<tr><td>General Electric</td><td>1,000,000</td></tr></table>

| Industry | Principal |
| --- | --- |

<tr><td>General Electric</td><td>1,000,000</td></tr></table>

| Industry | Principal |
| --- | --- |

<tr><td>General Electric</td><td>1,000,000</td></tr></table>

| Industry | Principal |
| --- | --- |

<tr><td>General Electric</td><td>1,000,000</td></tr></table>

| Industry | Principal |
| --- | --- |

<tr><td>General Electric</td><td>1,000,000</td></tr></table>

| Industry | Principal |
| --- | --- |

<tr><td>General Electric</td><td>1,000,000</td></tr></table>

| Industry | Principal |
| --- | --- |

<tr><td>General Electric</td><td>1,000,000</td></tr></table>

| Industry | Principal |
| --- | --- |

<tr><td>General Electric</td><td>1,000,000</td></tr></table>

| Industry | Principal |
| --- | --- |

<tr><td>General Electric</td><td>1,000,000</td></tr></table>

| Industry | Principal |
| --- | --- |

<tr><td>General Electric</td><td>1,000,000</td></tr></table>

| Industry | Principal |
| --- | --- |

<tr><td>General Electric</td><td>1,000,000</td></tr></table>

| Industry | Principal |
| --- | --- |

<tr><td>General Electric</td><td>1,000,000</td></tr></table>

| Industry | Principal |
| --- | --- |

<tr><td>General Electric</td><td>1,000,000</td></tr></table>

| Industry | Principal |
| --- | --- |

<tr><td>General Electric</td><td>1,000,000</td></tr></table>

| Industry | Principal |
| --- | --- |

<tr><td>General Electric</td><td>1,000,000</td></tr></table>

| Industry | Principal |
| --- | --- |

<tr><td>General Electric</td><td>1,000,000</td></tr></table>

| Industry | Principal |
| --- | --- |

<tr><td>General Electric</td><td>1,000,000</td></tr></table>

| Industry | Principal |
| --- | --- |

<tr><td>General Electric</td><td>1,000,000</td></tr></table>

| Industry | Principal |
| --- | --- |

<tr><td>General Electric</td><td>1,000,000</td></tr></table>

| Industry | Principal |
| --- | --- |

<tr><td>General Electric</td><td>1,000,000</td></tr></table>

| Industry | Principal |
| --- | --- |

<tr><td>General Electric</td><td>1,000,000</td></tr></table>

| Industry | Principal |
| --- | --- |

<tr><td>General Electric</td><td>1,000,000</td></tr></table>

| Industry | Principal |
| --- | --- |

<tr><td>General Electric</td><td>1,000,000</td></tr></table>

| Industry | Principal |
| --- | --- |

<tr><td>General Electric</td><td>1,000,000</td></tr></table>

| Industry | Principal |
| --- | --- |

<tr><td>General Electric</td><td>1,000,000</td></tr></table>

| Industry | Principal |
| --- | --- |

<tr><td>General Electric</td><td>1,000,000</td></tr></table>

| Industry | Principal |
| --- | --- |

<tr><td>General Electric</td><td>1,000,000</td></tr></table>

| Industry | Principal |
| --- | --- |

<tr><td>General Electric</td><td>1,000,000</td></tr></table>

| Industry | Principal |
| --- | --- |

<tr><td>General Electric</td><td>1,000,000</td></tr></table>

| Industry | Principal |
| --- | --- |

<tr><td>General Electric</td><td>1,000,000</td></tr></table>

| Industry | Principal |
| --- | --- |

<tr><td>General Electric</td><td>1,000,000</td></tr></table>

| Industry | Principal |
| --- | --- |

<tr><td>General Electric</td><td>1,000,000</td></tr></table>

| Industry | Principal |
| --- | --- |

<tr><td>General Electric</td><td>1,000,000</td></tr></table>

| Industry | Principal |
| --- | --- |

<tr><td>General Electric</td><td>1,000,000</td></tr></table>

| Industry | Principal |
| --- | --- |

<tr><td>General Electric</td><td>1,000,000</td></tr></table>

| Industry | Principal |
| --- | --- |

<tr><td>General Electric</td><td>1,000,000</td></tr></table>

| Industry | Principal |
| --- | --- |

<tr><td>General Electric</td><td>1,000,000</td></tr></table>

| Industry | Principal |
| --- | --- |

<tr><td>General Electric</td><td>1,000,000</td></tr></table>

| Industry | Principal |
| --- | --- |

<tr><td>General Electric</td><td>1,000,000</td></tr></table>

| Industry | Principal |
| --- | --- |

<tr><td>General Electric</td><td>1,000,000</td></tr></table>

| Industry | Principal |
| --- | --- |

<tr><td>General Electric</td><td>1,000,000</td></tr></table>

| Industry | Principal |
| --- | --- |

<tr><td>General Electric</td><td>1,000,000</td></tr></table>

| Industry | Principal |
| --- | --- |

<tr><td>General Electric</td><td>1,000,000</td></tr></table>

| Industry | Principal |
| --- | --- |

<tr><td>General Electric</td><td>1,000,000</td></tr></table>

| Industry | Principal |
| --- | --- |

<tr><td>General Electric</td><td>1,000,000</td></tr></table>

| Industry | Principal |
| --- | --- |

<tr><td>General Electric</td><td>1,000,000</td></tr></table>

| Industry | Principal |
| --- | --- |

<tr><td>General Electric</td><td>1,000,000</td></tr></table>

| Industry | Principal |
| --- | --- |

<tr><td>General Electric</td><td>1,000,000</td></tr></table>

| Industry | Principal |
| --- | --- |

<tr><td>General Electric</td><td>1,000,000</td></tr></table>

| Industry | Principal |
| --- | --- |

<tr><td>General Electric</td><td>1,000,000</td></tr></table>

| Industry | Principal |
| --- | --- |

<tr><td>General Electric</td><td>1,000,000</td></tr></table>

| Industry | Principal |
| --- | --- |

<tr><td>General Electric</td><td>1,000,000</td></tr></table>

| Industry | Principal |
| --- | --- |

<tr><td>General Electric</td><td>1,000,000</td></tr></table>

| Industry | Principal |
| --- | --- |

<tr><td>General Electric</td><td>1,000,000</td></tr></table>

| Industry | Principal |
| --- | --- |

<tr><td>General Electric</td><td>1,000,000</td></tr></table>

| Industry | Principal |
| --- | --- |

<tr><td>General Electric</td><td>1,000,000</td></tr></table>

| Industry | Principal |
| --- | --- |

<tr><td>General Electric</td><td>1,000,000</td></tr></table>

| Industry | Principal |
| --- | --- |

<tr><td>General Electric</td><td>1,000,000</td></tr></table>

| Industry | Principal |
| --- | --- |

<tr><td>General Electric</td><td>1,000,000</td></tr></table>

| Industry | Principal |
| --- | --- |

<tr><td>General Electric</td><td>1,000,000</td></tr></table>

| Industry | Principal |
| --- | --- |

<tr><td>General Electric</td><td>1,000,000</td></tr></table>

| Industry | Principal |
| --- | --- |

<tr><td>General Electric</td><td>1,000,000</td></tr></table>

| Industry | Principal |
| --- | --- |

<tr><td>General Electric</td><td>1,000,000</td></tr></table>

| Industry | Principal |
| --- | --- |

<tr><td>General Electric</td><td>1,000,000</td></tr></table>

| Industry | Principal |
| --- | --- |

<tr><td>General Electric</td><td>1,000,000</td></tr></table>

| Industry | Principal |
| --- | --- |

<tr><td>General Electric</td><td>1,000,000</td></tr></table>

| Industry | Principal |
| --- | --- |

<tr><td>General Electric</td><td>1,000,000</td></tr></table>

| Industry | Principal |
| --- | --- |

<tr><td>General Electric</td><td>1,000,000</td></tr></table>

| Industry | Principal |
| --- | --- |

<tr><td>General Electric</td><td>1,000,000</td></tr></table><table><thead><tr><th>Industry

# Schedule of Portfolio Investments
December 31, 2022 (Unaudited)

| Industry | Principal | Industry | Principal |
| --- | --- | --- | --- |
| General (1) - (1) (Commercial) (Cash) - 1.99% | 40,000 | 26,967 | General (2) - (2) (Commercial) (Cash) - 1.99% |
| General (3) - (3) (Commercial) (Cash) - 1.18% |  |  | General (4) - (4) (Commercial) (Cash) - 1.18% |
| General (5) - (5) (Commercial) (Cash) - 1.18% |  |  | General (6) - (6) (Commercial) (Cash) - 1.18% |
| General (7) - (7) (Commercial) (Cash) - 1.18% |  |  | General (8) - (8) (Commercial) (Cash) - 1.18% |
| General (9) - (9) (Commercial) (Cash) - 1.18% |  |  | General (10) - (10) (Commercial) (Cash) - 1.18% |
| General (11) - (11) (Commercial) (Cash) - 1.18% |  |  | General (12) - (12) (Commercial) (Cash) - 1.18% |
| General (13) - (13) (Commercial) (Cash) - 1.18% |  |  | General (14) - (14) (Commercial) (Cash) - 1.18% |
| General (15) - (15) (Commercial) (Cash) - 1.18% |  |  | General (16) - (16) (Commercial) (Cash) - 1.18% |
| General (17) - (17) (Commercial) (Cash) - 1.18% |  |  | General (18) - (18) (Commercial) (Cash) - 1.18% |
| General (19) - (19) (Commercial) (Cash) - 1.18% |  |  | General (20) - (20) (Commercial) (Cash) - 1.18% |
| General (21) - (21) (Commercial) (Cash) - 1.18% |  |  | General (22) - (22) (Commercial) (Cash) - 1.18% |
| General (23) - (23) (Commercial) (Cash) - 1.18% |  |  | General (24) - (24) (Commercial) (Cash) - 1.18% |
| General (25) - (25) (Commercial) (Cash) - 1.18% |  |  | General (26) - (26) (Commercial) (Cash) - 1.18% |
| General (27) - (27) (Commercial) (Cash) - 1.18% |  |  | General (28) - (28) (Commercial) (Cash) - 1.18% |
| General (29) - (29) (Commercial) (Cash) - 1.18% |  |  | General (30) - (30) (Commercial) (Cash) - 1.18% |
| General (31) - (31) (Commercial) (Cash) - 1.18% |  |  | General (32) - (32) (Commercial) (Cash) - 1.18% |
| General (33) - (33) (Commercial) (Cash) - 1.18% |  |  | General (34) - (34) (Commercial) (Cash) - 1.18% |
| General (35) - (35) (Commercial) (Cash) - 1.18% |  |  | General (36) - (36) (Commercial) (Cash) - 1.18% |
| General (37) - (37) (Commercial) (Cash) - 1.18% |  |  | General (38) - (38) (Commercial) (Cash) - 1.18% |
| General (39) - (39) (Commercial) (Cash) - 1.18% |  |  | General (40) - (40) (Commercial) (Cash) - 1.18% |
| General (41) - (41) (Commercial) (Cash) - 1.18% |  |  | General (42) - (42) (Commercial) (Cash) - 1.18% |
| General (43) - (43) (Commercial) (Cash) - 1.18% |  |  | General (44) - (44) (Commercial) (Cash) - 1.18% |
| General (45) - (45) (Commercial) (Cash) - 1.18% |  |  | General (46) - (46) (Commercial) (Cash) - 1.18% |
| General (47) - (47) (Commercial) (Cash) - 1.18% |  |  | General (48) - (48) (Commercial) (Cash) - 1.18% |
| General (49) - (49) (Commercial) (Cash) - 1.18% |  |  | General (50) - (50) (Commercial) (Cash) - 1.18% |

# Strategic Income Fund

![img-0.jpeg](img-0.jpeg)

13 / December 2022

# Schedule of Portfolio Investments
December 31, 2022 (Unaudited)

| Quarter | Amount | 1. Current (Unamortized) Assets Issued by foreign domestic assets | 1. Current (Unamortized) Assets Issued by foreign domestic assets |
| --- | --- | --- | --- |
| 1. 2022 | 1,000,000 | 1,000,000 | 1,000,000 |
| 2. 2022 | 1,000,000 | 1,000,000 | 1,000,000 |
| 3. 2022 | 1,000,000 | 1,000,000 | 1,000,000 |
| 4. 2022 | 1,000,000 | 1,000,000 | 1,000,000 |
| 5. 2022 | 1,000,000 | 1,000,000 | 1,000,000 |
| 6. 2022 | 1,000,000 | 1,000,000 | 1,000,000 |
| 7. 2022 | 1,000,000 | 1,000,000 | 1,000,000 |
| 8. 2022 | 1,000,000 | 1,000,000 | 1,000,000 |
| 9. 2022 | 1,000,000 | 1,000,000 | 1,000,000 |
| 10. 2022 | 1,000,000 | 1,000,000 | 1,000,000 |

---

Strategic Income Fund

---

December 2022 / 14

# Schedule of Portfolio Investments
December 31, 2022 (Unaudited)[{"box_2d": [26, 69, 714, 154], "label": "table", "caption": "

|  | Number of | Unrealized Appreciation |
| --- | --- | --- |
| Stockholders' Equity, 2022 | 1,000,000 | 1,000,000 |
| Stockholders' Equity, 2022 | 1,000,000 | 1,000,000 |
| Stockholders' Equity, 2022 | 1,000,000 | 1,000,000 |
| Stockholders' Equity, 2022 | 1,000,000 | 1,000,000 |
| Stockholders' Equity, 2022 | 1,000,000 | 1,000,000 |

|  | Number of | Unrealized Appreciation |
| --- | --- | --- |
| Stockholders' Equity, 2022 | 1,000,000 | 1,000,000 |
| Stockholders' Equity, 2022 | 1,000,000 | 1,000,000 |
| Stockholders' Equity, 2022 | 1,000,000 | 1,000,000 |

|  | Number of | Unrealized Appreciation |
| --- | --- | --- |
| Stockholders' Equity, 2022 | 1,000,000 | 1,000,000 |
| Stockholders' Equity, 2022 | 1,000,000 | 1,000,000 |
| Stockholders' Equity, 2022 | 1,000,000 | 1,000,000 |

|  | Number of | Unrealized Appreciation |
| --- | --- | --- |
| Stockholders' Equity, 2022 | 1,000,000 | 1,000,000 |
| Stockholders' Equity, 2022 | 1,000,000 | 1,000,000 |
| Stockholders' Equity, 2022 | 1,000,000 | 1,000,000 |

|  | Number of | Unrealized Appreciation |
| --- | --- | --- |
| Stockholders' Equity, 2022 | 1,000,000 | 1,000,000 |
| Stockholders' Equity, 2022 | 1,000,000 | 1,000,000 |
| Stockholders' Equity, 2022 | 1,000,000 | 1,000,000 |

|  | Number of | Unrealized Appreciation |
| --- | --- | --- |
| Stockholders' Equity, 2022 | 1,000,000 | 1,000,000 |
| Stockholders' Equity, 2022 | 1,000,000 | 1,000,000 |
| Stockholders' Equity, 2022 | 1,000,000 | 1,000,000 |

|  | Number of | Unrealized Appreciation |
| --- | --- | --- |
| Stockholders' Equity, 2022 | 1,000,000 | 1,000,000 |
| Stockholders' Equity, 2022 | 1,000,000 | 1,000,000 |
| Stockholders' Equity, 2022 | 1,000,000 | 1,000,000 |

|  | Number of | Unrealized Appreciation |
| --- | --- | --- |
| Stockholders' Equity, 2022 | 1,000,000 | 1,000,000 |
| Stockholders' Equity, 2022 | 1,000,000 | 1,000,000 |
| Stockholders' Equity, 2022 | 1,000,000 | 1,000,000 |

|  | Number of | Unrealized Appreciation |
| --- | --- | --- |
| Stockholders' Equity, 2022 | 1,000,000 | 1,000,000 |
| Stockholders' Equity, 2022 | 1,000,000 | 1,000,000 |
| Stockholders' Equity, 2022 | 1,000,000 | 1,000,000 |

|  | Number of | Unrealized Appreciation |
| --- | --- | --- |
| Stockholders' Equity, 2022 | 1,000,000 | 1,000,000 |
| Stockholders' Equity, 2022 | 1,000,000 | 1,000,000 |

|  | Number of | Unrealized Appreciation |
| --- | --- | --- |
| Stockholders' Equity, 2022 | 1,000,000 | 1,000,000 |
| Stockholders' Equity, 2022 | 1,000,000 | 1,000,000 |

|  | Number of | Unrealized Appreciation |
| --- | --- | --- |
| Stockholders' Equity, 2022 | 1,000,000 | 1,000,000 |
| Stockholders' Equity, 2022 | 1,000,000 | 1,000,000 |

|  | Number of | Unrealized Appreciation |
| --- | --- | --- |
| Stockholders' Equity, 2022 | 1,000,000 | 1,000,000 |
| Stockholders' Equity, 2022 | 1,000,000 | 1,000,000 |

|  | Number of | Unrealized Appreciation |
| --- | --- | --- |
| Stockholders' Equity, 2022 | 1,000,000 | 1,000,000 |
| Stockholders' Equity, 2022 | 1,000,000 | 1,000,000 |

|  | Number of | Unrealized Appreciation |
| --- | --- | --- |
| Stockholders' Equity, 2022 | 1,000,000 | 1,000,000 |
| Stockholders' Equity, 2022 | 1,000,000 | 1,000,000 |

|  | Number of | Unrealized Appreciation |
| --- | --- | --- |
| Stockholders' Equity, 2022 | 1,000,000 | 1,000,000 |
| Stockholders' Equity, 2022 | 1,000,000 | 1,000,000 |

|  | Number of | Unrealized Appreciation |
| --- | --- | --- |
| Stockholders' Equity, 2022 | 1,000,000 | 1,000,000 |
| Stockholders' Equity, 2022 | 1,000,000 | 1,000,000 |

|  | Number of | Unrealized Appreciation |
| --- | --- | --- |
| Stockholders' Equity, 2022 | 1,000,000 | 1,000,000 |
| Stockholders' Equity, 2022 | 1,000,000 | 1,000,000 |

|  | Number of | Unrealized Appreciation |
| --- | --- | --- |
| Stockholders' Equity, 2022 | 1,000,000 | 1,000,000 |
| Stockholders' Equity, 2022 | 1,000,000 | 1,000,000 |

|  | Number of | Unrealized Appreciation |
| --- | --- | --- |
| Stockholders' Equity, 2022 | 1,000,000 | 1,000,000 |
| Stockholders' Equity, 2022 | 1,000,000 | 1,000,000 |

|  | Number of | Unrealized Appreciation |
| --- | --- | --- |
| Stockholders' Equity, 2022 | 1,000,000 | 1,000,000 |
| Stockholders' Equity, 2022 | 1,000,000 | 1,000,000 |

|  | Number of | Unrealized Appreciation |
| --- | --- | --- |
| Stockholders' Equity, 2022 | 1,000,000 | 1,000,000 |
| Stockholders' Equity, 2022 | 1,000,000 | 1,000,000 |

|  | Number of | Unrealized Appreciation |
| --- | --- | --- |
| Stockholders' Equity, 2022 | 1,000,000 | 1,000,000 |
| Stockholders' Equity, 2022 | 1,000,000 | 1,000,000 |

|  | Number of | Unrealized Appreciation |
| --- | --- | --- |
| Stockholders' Equity, 2022 | 1,000,000 | 1,000,000 |
| Stockholders' Equity, 2022 | 1,000,000 | 1,000,000 |

|  | Number of | Unrealized Appreciation |
| --- | --- | --- |
| Stockholders' Equity, 2022 | 1,000,000 | 1,000,000 |
| Stockholders' Equity, 2022 | 1,000,000 | 1,000,000 |

|  | Number of | Unrealized Appreciation |
| --- | --- | --- |
| Stockholders' Equity, 2022 | 1,000,000 | 1,000,000 |
| Stockholders' Equity, 2022 | 1,000,000 | 1,000,000 |

|  | Number of | Unrealized Appreciation |
| --- | --- | --- |
| Stockholders' Equity, 2022 | 1,000,000 | 1,000,000 |
| Stockholders' Equity, 2022 | 1,000,000 | 1,000,000 |

|  | Number of | Unrealized Appreciation |
| --- | --- | --- |
| Stockholders' Equity, 2022 | 1,000,000 | 1,000,000 |
| Stockholders' Equity, 2022 | 1,000,000 | 1,000,000 |

|  | Number of | Unrealized Appreciation |
| --- | --- | --- |
| Stockholders' Equity, 2022 | 1,000,000 | 1,000,000 |
| Stockholders' Equity, 2022 | 1,000,000 | 1,000,000 |

|  | Number of | Unrealized Appreciation |
| --- | --- | --- |
| Stockholders' Equity, 2022 | 1,000,000 | 1,000,000 |
| Stockholders' Equity, 2022 | 1,000,000 | 1,000,000 |

|  | Number of | Unrealized Appreciation |
| --- | --- | --- |
| Stockholders' Equity, 2022 | 1,000,000 | 1,000,000 |
| Stockholders' Equity, 2022 | 1,000,000 | 1,000,000 |

|  | Number of | Unrealized Appreciation |
| --- | --- | --- |
| Stockholders' Equity, 2022 | 1,000,000 | 1,000,000 |
| Stockholders' Equity, 2022 | 1,000,000 | 1,000,000 |

|  | Number of | Unrealized Appreciation |
| --- | --- | --- |
| Stockholders' Equity, 2022 | 1,000,000 | 1,000,000 |
| Stockholders' Equity, 2022 | 1,000,000 | 1,000,000 |

|  | Number of | Unrealized Appreciation |
| --- | --- | --- |
| Stockholders' Equity, 2022 | 1,000,000 | 1,000,000 |
| Stockholders' Equity, 2022 | 1,000,000 | 1,000,000 |

|  | Number of | Unrealized Appreciation |
| --- | --- | --- |
| Stockholders' Equity, 2022 | 1,000,000 | 1,000,000 |
| Stockholders' Equity, 2022 | 1,000,000 | 1,000,000 |

|  | Number of | Unrealized Appreciation |
| --- | --- | --- |
| Stockholders' Equity, 2022 | 1,000,000 | 1,000,000 |
| Stockholders' Equity, 2022 | 1,000,000 | 1,000,000 |

|  | Number of | Unrealized Appreciation |
| --- | --- | --- |
| Stockholders' Equity, 2022 | 1,000,000 | 1,000,000 |
| Stockholders' Equity, 2022 | 1,000,000 | 1,000,000 |

|  | Number of | Unrealized Appreciation |
| --- | --- | --- |
| Stockholders' Equity, 2022 | 1,000,000 | 1,000,000 |
| Stockholders' Equity, 2022 | 1,000,000 | 1,000,000 |

|  | Number of | Unrealized Appreciation |
| --- | --- | --- |
| Stockholders' Equity, 2022 | 1,000,000 | 1,000,000 |
| Stockholders' Equity, 2022 | 1,000,000 | 1,000,000 |

|  | Number of | Unrealized Appreciation |
| --- | --- | --- |
| Stockholders' Equity, 2022 | 1,000,000 | 1,000,000 |
| Stockholders' Equity, 2022 | 1,000,000 | 1,000,000 |

|  | Number of | Unrealized Appreciation |
| --- | --- | --- |
| Stockholders' Equity, 2022 | 1,000,000 | 1,000,000 |
| Stockholders' Equity, 2022 | 1,000,000 | 1,000,000 |

|  | Number of | Unrealized Appreciation |
| --- | --- | --- |
| Stockholders' Equity, 2022 | 1,000,000 | 1,000,000 |
| Stockholders' Equity, 2022 | 1,000,000 | 1,000,000 |

|  | Number of | Unrealized Appreciation |
| --- | --- | --- |
| Stockholders' Equity, 2022 | 1,000,000 | 1,000,000 |
| Stockholders' Equity, 2022 | 1,000,000 | 1,000,000 |

|  | Number of | Unrealized Appreciation |
| --- | --- | --- |
| Stockholders' Equity, 2022 | 1,000,000 | 1,000,000 |
| Stockholders' Equity, 2022 | 1,000,000 | 1,000,000 |

|  | Number of | Unrealized Appreciation |
| --- | --- | --- |
| Stockholders' Equity, 2022 | 1,000,000 | 1,000,000 |
| Stockholders' Equity, 2022 | 1,000,000 | 1,000,000 |

|  | Number of | Unrealized Appreciation |
| --- | --- | --- |
| Stockholders' Equity, 2022 | 1,000,000 | 1,000,000 |
| Stockholders' Equity, 2022 | 1,000,000 | 1,000,000 |

|  | Number of | Unrealized Appreciation |
| --- | --- | --- |
| Stockholders' Equity, 2022 | 1,000,000 | 1,000,000 |
| Stockholders' Equity, 2022 | 1,000,000 | 1,000,000 |

|  | Number of | Unrealized Appreciation |
| --- | --- | --- |
| Stockholders' Equity, 2022 | 1,000,000 | 1,000,000 |
| Stockholders' Equity, 2022 | 1,000,000 | 1,000,000 |

|  | Number of | Unrealized Appreciation |
| --- | --- | --- |
| Stockholders' Equity, 2022 | 1,000,000 | 1,000,000 |
| Stockholders' Equity, 2022 | 1,000,000 | 1,000,000 |

|  | Number of | Unrealized Appreciation |
| --- | --- | --- |
| Stockholders' Equity, 2022 | 1,000,000 | 1,000,000 |
| Stockholders' Equity, 2022 | 1,000,000 | 1,000,000 |

|  | Number of | Unrealized Appreciation |
| --- | --- | --- |
| Stockholders' Equity, 2022 | 1,000,000 | 1,000,000 |
| Stockholders' Equity, 2022 | 1,000,000 | 1,000,000 |

|  | Number of | Unrealized Appreciation |
| --- | --- | --- |
| Stockholders' Equity, 2022 | 1,000,000 | 1,000,000 |
| Stockholders' Equity, 2022 | 1,000,000 | 1,000,000 |

|  | Number of | Unrealized Appreciation |
| --- | --- | --- |
| Stockholders' Equity, 2022 | 1,000,000 | 1,000,000 |
| Stockholders' Equity, 2022 | 1,000,000 | 1,000,000 |

|  | Number of | Unrealized Appreciation |
| --- | --- | --- |
| Stockholders' Equity, 2022 | 1,000,000 | 1,000,000 |
| Stockholders' Equity, 2022 | 1,000,000 | 1,000,000 |

|  | Number of | Unrealized Appreciation |
| --- | --- | --- |
| Stockholders' Equity, 2022 | 1,000,000 | 1,000,000 |
| Stockholders' Equity, 2022 | 1,000,000 | 1,000,000 |

|  | Number of | Unrealized Appreciation |
| --- | --- | --- |
| Stockholders' Equity, 2022 | 1,000,000 | 1,000,000 |
| Stockholders' Equity, 2022 | 1,000,000 | 1,000,000 |

|  | Number of | Unrealized Appreciation |
| --- | --- | --- |
| Stockholders' Equity, 2022 | 1,000,000 | 1,000,000 |
| Stockholders' Equity, 2022 | 1,000,000 | 1,000,000 |

|  | Number of | Unrealized Appreciation |
| --- | --- | --- |
| Stockholders' Equity, 2022 | 1,000,000 | 1,000,000 |
| Stockholders' Equity, 2022 | 1,000,000 | 1,000,000 |

|  | Number of | Unrealized Appreciation |
| --- | --- | --- |
| Stockholders' Equity, 2022 | 1,000,000 | 1,000,000 |
| Stockholders' Equity, 2022 | 1,000,000 | 1,000,000 |

|  | Number of | Unrealized Appreciation |
| --- | --- | --- |
| Stockholders' Equity, 2022 | 1,000,000 | 1,000,000 |
| Stockholders' Equity, 2022 | 1,000,000 | 1,000,000 |

|  | Number of | Unrealized Appreciation |
| --- | --- | --- |
| Stockholders' Equity, 2022 | 1,000,000 | 1,000,000 |
| Stockholders' Equity, 2022 | 1,000,000 | 1,000,000 |

|  | Number of | Unrealized Appreciation |
| --- | --- | --- |
| Stockholders' Equity, 2022 | 1,000,000 | 1,000,000 |
| Stockholders' Equity, 2022 | 1,000,000 | 1,000,000 |

|  | Number of | Unrealized Appreciation |
| --- | --- | --- |
| Stockholders' Equity, 2022 | 1,000,000 | 1,000,000 |
| Stockholders' Equity, 2022 | 1,000,000 | 1,000,000 |

|  | Number of | Unrealized Appreciation |
| --- | --- | --- |
| Stockholders' Equity, 2022 | 1,000,000 | 1,000,000 |
| Stockholders' Equity, 2022 | 1,000,000 | 1,000,000 |

|  | Number of | Unrealized Appreciation |
| --- | --- | --- |
| Stockholders' Equity, 2022 | 1,000,000 | 1,000,000 |
| Stockholders' Equity, 2022 | 1,000,000 | 1,000,000 |

|  | Number of | Unrealized Appreciation |
| --- | --- | --- |
| Stockholders' Equity, 2022 | 1,000,000 | 1,000,000 |
| Stockholders' Equity, 2022 | 1,000,000 | 1,000,000 |

|  | Number of | Unrealized Appreciation |
| --- | --- | --- |
| Stockholders' Equity, 2022 | 1,000,000 | 1,000,000 |
| Stockholders' Equity, 2022 | 1,000,000 | 1,000,000 |

|  | Number of | Unrealized Appreciation |
| --- | --- | --- |
| Stockholders' Equity, 2022 | 1,000,000 | 1,000,000 |
| Stockholders' Equity, 2022 | 1,000,000 | 1,000,000 |

|  | Number of | Unrealized Appreciation |
| --- | --- | --- |
| Stockholders' Equity, 2022 | 1,000,000 | 1,000,000 |

|  | Number of | Unrealized Appreciation |
| --- | --- | --- |
| Stockholders' Equity, 2022 | 1,000,000 | 1,000,000 |

|  | Number of | Unrealized Appreciation |
| --- | --- | --- |
| Stockholders' Equity, 2022 | 1,000,000 | 1,000,000 |

|  | Number of | Unrealized Appreciation |
| --- | --- | --- |
| Stockholders' Equity, 2022 | 1,000,000 | 1,000,000 |

|  | Number of | Unrealized Appreciation |
| --- | --- | --- |
| Stockholders' Equity, 2022 | 1,000,000 | 1,000,000 |

|  | Number of | Unrealized Appreciation |
| --- | --- | --- |
| Stockholders' Equity, 2022 | 1,000,000 | 1,000,000 |

|  | Number of | Unrealized Appreciation |
| --- | --- | --- |
| Stockholders' Equity, 2022 | 1,000,000 | 1,000,000 |

|  | Number of | Unrealized Appreciation |
| --- | --- | --- |
| Stockholders' Equity, 2022 | 1,000,000 | 1,000,000 |

|  | Number of | Unrealized Appreciation |
| --- | --- | --- |
| Stockholders' Equity, 2022 | 1,000,000 | 1,000,000 |

|  | Number of | Unrealized Appreciation |
| --- | --- | --- |
| Stockholders' Equity, 2022 | 1,000,000 | 1,000,000 |

|  | Number of | Unrealized Appreciation |
| --- | --- | --- |
| Stockholders' Equity, 2022 | 1,000,000 | 1,000,000 |

|  | Number of | Unrealized Appreciation |
| --- | --- | --- |
| Stockholders' Equity, 2022 | 1,000,000 | 1,000,000 |

|  | Number of | Unrealized Appreciation |
| --- | --- | --- |
| Stockholders' Equity, 2022 | 1,000,000 | 1,000,000 |

|  | Number of | Unrealized Appreciation |
| --- | --- | --- |
| Stockholders' Equity, 2022 | 1,000,000 | 1,000,000 |

|  | Number of | Unrealized Appreciation |
| --- | --- | --- |
| Stockholders' Equity, 2022 | 1,000,000 | 1,000,000 |

|  | Number of | Unrealized Appreciation |
| --- | --- | --- |
| Stockholders' Equity, 2022 | 1,000,000 | 1,000,000 |

|  | Number of | Unrealized Appreciation |
| --- | --- | --- |
| Stockholders' Equity, 2022 | 1,000,000 | 1,000,000 |

|  | Number of | Unrealized Appreciation |
| --- | --- | --- |
| Stockholders' Equity, 2022 | 1,000,000 | 1,000,000 |

|  | Number of | Unrealized Appreciation |
| --- | --- | --- |
| Stockholders' Equity, 2022 | 1,000,000 | 1,000,000 |

|  | Number of | Unrealized Appreciation |
| --- | --- | --- |
| Stockholders' Equity, 2022 | 1,000,000 | 1,000,000 |

|  | Number of | Unrealized Appreciation |
| --- | --- | --- |
| Stockholders' Equity, 2022 | 1,000,000 | 1,000,000 |

|  | Number of | Unrealized Appreciation |
| --- | --- | --- |
| Stockholders' Equity, 2022 | 1,000,000 | 1,000,000 |

|  | Number of | Unrealized Appreciation |
| --- | --- | --- |
| Stockholders' Equity, 2022 | 1,000,000 | 1,000,000 |

|  | Number of | Unrealized Appreciation |
| --- | --- | --- |
| Stockholders' Equity, 2022 | 1,000,000 | 1,000,000 |

|  | Number of | Unrealized Appreciation |
| --- | --- | --- |
| Stockholders' Equity, 2022 | 1,000,000 | 1,000,000 |

|  | Number of | Unrealized Appreciation |
| --- | --- | --- |
| Stockholders' Equity, 2022 | 1,000,000 | 1,000,000 |

|  | Number of | Unrealized Appreciation |
| --- | --- | --- |
| Stockholders' Equity, 2022 | 1,000,000 | 1,000,000 |

|  | Number of | Unrealized Appreciation |
| --- | --- | --- |
| Stockholders' Equity, 2022 | 1,000,000 | 1,000,000 |

|  | Number of | Unrealized Appreciation |
| --- | --- | --- |
| Stockholders' Equity, 2022 | 1,000,000 | 1,000,000 |

|  | Number of | Unrealized Appreciation |
| --- | --- | --- |
| Stockholders' Equity, 2022 | 1,000,000 | 1,000,000 |

|  | Number of | Unrealized Appreciation |
| --- | --- | --- |
| Stockholders' Equity, 2022 | 1,000,000 | 1,000,000 |

|  | Number of | Unrealized Appreciation |
| --- | --- | --- |
| Stockholders' Equity, 2022 | 1,000,000 | 1,000,000 |

|  | Number of | Unrealized Appreciation |
| --- | --- | --- |
| Stockholders' Equity, 2022 | 1,000,000 | 1,000,000 |

|  | Number of | Unrealized Appreciation |
| --- | --- | --- |
| Stockholders' Equity, 2022 | 1,000,000 | 1,000,000 |

|  | Number of | Unrealized Appreciation |
| --- | --- | --- |
| Stockholders' Equity, 2022 | 1,000,000 | 1,000,000 |

|  | Number of | Unrealized Appreciation |
| --- | --- | --- |
| Stockholders' Equity, 2022 | 1,000,000 | 1,000,000 |

|  | Number of | Unrealized Appreciation |
| --- | --- | --- |
| Stockholders' Equity, 2022 | 1,000,000 | 1,000,000 |

|  | Number of | Unrealized Appreciation |
| --- | --- | --- |
| Stockholders' Equity, 2022 | 1,000,000 | 1,000,000 |

|  | Number of | Unrealized Appreciation |
| --- | --- | --- |
| Stockholders' Equity, 2022 | 1,000,000 | 1,000,000 |

|  | Number of | Unrealized Appreciation |
| --- | --- | --- |
| Stockholders' Equity, 2022 | 1,000,000 | 1,000,000 |

|  | Number of | Unrealized Appreciation |
| --- | --- | --- |
| Stockholders' Equity, 2022 | 1,000,000 | 1,000,000 |

|  | Number of | Unrealized Appreciation |
| --- | --- | --- |
| Stockholders' Equity, 2022 | 1,000,000 | 1,000,000 |

|  | Number of | Unrealized Appreciation |
| --- | --- | --- |
| Stockholders' Equity, 2022 | 1,000,000 | 1,000,000 |

|  | Number of | Unrealized Appreciation |
| --- | --- | --- |
| Stockholders' Equity, 2022 | 1,000,000 | 1,000,000 |

|  | Number of | Unrealized Appreciation |
| --- | --- | --- |
| Stockholders' Equity, 2022 | 1,000,000 | 1,000,000 |

|  | Number of | Unrealized Appreciation |
| --- | --- | --- |
| Stockholders' Equity, 2022 | 1,000,000 | 1,000,000 |

|  | Number of | Unrealized Appreciation |
| --- | --- | --- |
| Stockholders' Equity, 2022 | 1,000,000 | 1,000,000 |

|  | Number of | Unrealized Appreciation |
| --- | --- | --- |
| Stockholders' Equity, 2022 | 1,000,000 | 1,000,000 |

|  | Number of | Unrealized Appreciation |
| --- | --- | --- |
| Stockholders' Equity, 2022 | 1,000,000 | 1,000,000 |

|  | Number of | Unrealized Appreciation |
| --- | --- | --- |
| Stockholders' Equity, 2022 | 1,000,000 | 1,000,000 |

|  | Number of | Unrealized Appreciation |
| --- | --- | --- |
| Stockholders' Equity, 2022 | 1,000,000 | 1,000,000 |

|  | Number of | Unrealized Appreciation |
| --- | --- | --- |
| Stockholders' Equity, 2022 | 1,000,000 | 1,000,000 |

|  | Number of | Unrealized Appreciation |
| --- | --- | --- |
| Stockholders' Equity, 2022 | 1,000,000 | 1,000,000 |

|  | Number of | Unrealized Appreciation |
| --- | --- | --- |
| Stockholders' Equity, 2022 | 1,000,000 | 1,000,000 |

|  | Number of | Unrealized Appreciation |
| --- | --- | --- |
| Stockholders' Equity, 2022 | 1,000,000 | 1,000,000 |

|  | Number of | Unrealized Appreciation |
| --- | --- | --- |
| Stockholders' Equity, 2022 | 1,000,000 | 1,000,000 |

|  | Number of | Unrealized Appreciation |
| --- | --- | --- |
| Stockholders' Equity, 2022 | 1,000,000 | 1,000,000 |

|  | Number of | Unrealized Appreciation |
| --- | --- | --- |
| Stockholders' Equity, 2022 | 1,000,000 | 1,000,000 |

|  | Number of | Unrealized Appreciation |
| --- | --- | --- |
| Stockholders' Equity, 2022 | 1,000,000 | 1,000,000 |

|  | Number of | Unrealized Appreciation |
| --- | --- | --- |
| Stockholders' Equity, 2022 | 1,000,000 | 1,000,000 |

|  | Number of | Unrealized Appreciation |
| --- | --- | --- |
| Stockholders' Equity, 2022 | 1,000,000 | 1,000,000 |

|  | Number of | Unrealized Appreciation |
| --- | --- | --- |
| Stockholders' Equity, 2022 | 1,000,000 | 1,000,000 |

|  | Number of | Unrealized Appreciation |
| --- | --- | --- |
| Stockholders' Equity, 2022 | 1,000,000 | 1,000,000 |

|  | Number of | Unrealized Appreciation |
| --- | --- | --- |
| Stockholders' Equity, 2022 | 1,000,000 | 1,000,000 |

|  | Number of | Unrealized Appreciation |
| --- | --- | --- |
| Stockholders' Equity, 2022 | 1,000,000 | 1,000,000 |

|  | Number of | Unrealized Appreciation |
| --- | --- | --- |
| Stockholders' Equity, 2022 | 1,000,000 | 1,000,000 |

|  | Number of | Unrealized Appreciation |
| --- | --- | --- |
| Stockholders' Equity, 2022 | 1,000,000 | 1,000,000 |

|  | Number of | Unrealized Appreciation |
| --- | --- | --- |
| Stockholders' Equity, 2022 | 1,000,000 | 1,000,000 |

|  | Number of | Unrealized Appreciation |
| --- | --- | --- |
| Stockholders' Equity, 2022 | 1,000,000 | 1,000,000 |

|  | Number of | Unrealized Appreciation |
| --- | --- | --- |
| Stockholders' Equity, 2022 | 1,000,000 | 1,000,000 |

|  | Number of | Unrealized Appreciation |
| --- | --- | --- |
| Stockholders' Equity, 2022 | 1,000,000 | 1,000,000 |

|  | Number of | Unrealized Appreciation |
| --- | --- | --- |
| Stockholders' Equity, 2022 | 1,000,000 | 1,000,000 |

|  | Number of | Unrealized Appreciation |
| --- | --- | --- |
| Stockholders' Equity, 2022 | 1,000,000 | 1,000,000 |

<table>< "<table>< "<table><thead><tr><th></th><th>Number of</th><th>Unrealized<br/>Appreciation</th></tr></thead><tr><td>Stockholders' Equity, 2022</td><td>1,000,000

# Schedule of Portfolio Investments
December 31, 2022 (Unaudited)

| Total Stockholders' Equity | 26 | 102,000 | 2022 | 2021 |
| --- | --- | --- | --- | --- |
| Total Stockholders' Equity | 10 | 0.0 | 2022 | 2021 |
| Cash and cash equivalents at end of period | 493,203 | 193,656 | 2022 | 2021 |
| Cash and cash equivalents at end of period | 1,000,000 | 1,000,000 | 2022 | 2021 |
| Cash and cash equivalents at end of period | 1,100,000 | 36,028 | 2022 | 2021 |
| Cash and cash equivalents at end of period | 1,100,000 | 36,028 | 2022 | 2021 |
| Cash and cash equivalents at end of period | 1,100,000 | 36,028 | 2022 | 2021 |

# Strategic Income Fund

# SIGNIFICANT ACCOUNTING POLICIES

December 2022 / 16

# Schedule of Portfolio Investments
December 31, 2022 (Unaudited)

| 0.00% 12 | 05/11/23 | 5,000,000 | 4,920,045 | may not apply for purposes of this report, which may combine industry sub-classifications. | 08,170 | 92,856 |
| --- | --- | --- | --- | --- | --- | --- |
| 0.00% | 05/11/23 | 1,675,000 | 14,725,000 | 0.00% | 08,170 | 92,856 |
| 0.00% | 05/11/23 | 14,725,000 | 14,725,000 | 0.00% | 08,170 | 92,856 |
| 0.00% | 05/11/23 | 14,725,000 | 14,725,000 | 0.00% | 08,170 | 92,856 |
| 0.00% | 05/11/23 | 14,725,000 | 14,725,000 |  |  | 44,092,566 |
| 0.00% | 05/11/23 | 14,725,000 | 14,725,000 |  | 536,451 | 8,992 |
| 0.00% | 05/11/23 | 14,725,000 | 14,725,000 |  | 256,643 | 128,582 |
| 0.00% | 05/11/23 | 14,725,000 | 14,725,000 |  | 62,007 | 53,453 |
| 0.00% | 05/11/23 | 14,725,000 | 14,725,000 |  | 18,316 | 18,316 |
| 0.00% | 05/11/23 | 14,725,000 | 14,725,000 |  | $ | $ |
| 0.00% | 05/11/23 | 14,725,000 | 14,725,000 |  |  |  |
| 0.00% | 05/11/23 | 14,725,000 | 14,725,000 |  |  |  |
| 0.00% | 05/11/23 | 14,725,000 | 14,725,000 |  |  |  |
| 0.00% | 05/11/23 | 14,725,000 | 14,725,000 |  |  |  |

Strategic Income Fund

17 / December 2022

# Schedule of Portfolio Investments
December 31, 2022 (Unaudited)

| Liabilities in Excess of Other Assets (in 100% of total) | 2,399,317 | (6,074,582) | 1,000,000 | 1,000,000 | 1,000,000 | 25,192 |
| --- | --- | --- | --- | --- | --- | --- |
| Liabilities in Excess of Other Assets (in 100% of total) | 2,399,317 | (6,074,582) | 1,000,000 | 1,000,000 | 1,000,000 | 25,192 |
| Liabilities in Excess of Other Assets (in 100% of total) | 2,399,317 | (6,074,582) | 1,000,000 | 1,000,000 | 1,000,000 | 25,192 |

| Liabilities in Excess of Other Assets (in 100% of total) | 2,399,317 | (6,074,582) | 1,000,000 | 1,000,000 | 1,000,000 | 25,192 |
| --- | --- | --- | --- | --- | --- | --- |

| Liabilities in Excess of Other Assets (in 100% of total) | 2,399,317 | (6,074,582) | 1,000,000 | 1,000,000 | 1,000,000 | 25,192 |
| --- | --- | --- | --- | --- | --- | --- |

| Liabilities in Excess of Other Assets (in 100% of total) | 2,399,317 | (6,074,582) | 1,000,000 | 1,000,000 | 1,000,000 | 25,192 |
| --- | --- | --- | --- | --- | --- | --- |

| Liabilities in Excess of Other Assets (in 100% of total) | 2,399,317 | (6,074,582) | 1,000,000 | 1,000,000 | 1,000,000 | 25,192 |
| --- | --- | --- | --- | --- | --- | --- |

| Liabilities in Excess of Other Assets (in 100% of total) | 2,399,317 | (6,074,582) | 1,000,000 | 1,000,000 | 1,000,000 | 25,192 |
| --- | --- | --- | --- | --- | --- | --- |

| Liabilities in Excess of Other Assets (in 100% of total) | 2,399,317 | (6,074,582) | 1,000,000 | 1,000,000 | 1,000,000 | 25,192 |
| --- | --- | --- | --- | --- | --- | --- |

| Liabilities in Excess of Other Assets (in 100% of total) | 2,399,317 | (6,074,582) | 1,000,000 | 1,000,000 | 1,000,000 | 25,192 |
| --- | --- | --- | --- | --- | --- | --- |

| Liabilities in Excess of Other Assets (in 100% of total) | 2,399,317 | (6,074,582) | 1,000,000 | 1,000,000 | 1,000,000 | 25,192 |
| --- | --- | --- | --- | --- | --- | --- |

| Liabilities in Excess of Other Assets (in 100% of total) | 2,399,317 | (6,074,582) | 1,000,000 | 1,000,000 | 1,000,000 | 25,192 |
| --- | --- | --- | --- | --- | --- | --- |

| Liabilities in Excess of Other Assets (in 100% of total) | 2,399,317 | (6,074,582) | 1,000,000 | 1,000,000 | 1,000,000 | 25,192 |
| --- | --- | --- | --- | --- | --- | --- |

| Liabilities in Excess of Other Assets (in 100% of total) | 2,399,317 | (6,074,582) | 1,000,000 | 1,000,000 | 1,000,000 | 25,192 |
| --- | --- | --- | --- | --- | --- | --- |

| Liabilities in Excess of Other Assets (in 100% of total) | 2,399,317 | (6,074,582) | 1,000,000 | 1,000,000 | 1,000,000 | 25,192 |
| --- | --- | --- | --- | --- | --- | --- |

| Liabilities in Excess of Other Assets (in 100% of total) | 2,399,317 | (6,074,582) | 1,000,000 | 1,000,000 | 1,000,000 | 25,192 |
| --- | --- | --- | --- | --- | --- | --- |

| Liabilities in Excess of Other Assets (in 100% of total) | 2,399,317 | (6,074,582) | 1,000,000 | 1,000,000 | 1,000,000 | 25,192 |
| --- | --- | --- | --- | --- | --- | --- |

| Liabilities in Excess of Other Assets (in 100% of total) | 2,399,317 | (6,074,582) | 1,000,000 | 1,000,000 | 1,000,000 | 25,192 |
| --- | --- | --- | --- | --- | --- | --- |

| Liabilities in Excess of Other Assets (in 100% of total) | 2,399,317 | (6,074,582) | 1,000,000 | 1,000,000 | 1,000,000 | 25,192 |
| --- | --- | --- | --- | --- | --- | --- |

| Liabilities in Excess of Other Assets (in 100% of total) | 2,399,317 | (6,074,582) | 1,000,000 | 1,000,000 | 1,000,000 | 25,192 |
| --- | --- | --- | --- | --- | --- | --- |

| Liabilities in Excess of Other Assets (in 100% of total) | 2,399,317 | (6,074,582) | 1,000,000 | 1,000,000 | 1,000,000 | 25,192 |
| --- | --- | --- | --- | --- | --- | --- |

| Liabilities in Excess of Other Assets (in 100% of total) | 2,399,317 | (6,074,582) |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Liabilities in Excess of Other Assets (in 100% of total) | 2,399,317 | (6,074,582) |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Liabilities in Excess of Other Assets (in 100% of total) | 2,399,317 | (6,074,582) |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Liabilities in Excess of Other Assets (in 100% of total) | 2,399,317 | (6,074,582) |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Liabilities in Excess of Other Assets (in 100% of total) | 2,399,317 | (6,074,582) |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Liabilities in Excess of Other Assets (in 100% of total) | 2,399,317 | (6,074,582) |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Liabilities in Excess of Other Assets (in 100% of total) | 2,399,317 | (6,074,582) |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Liabilities in Excess of Other Assets (in 100% of total) | 2,399,317 | (6,074,582) |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Liabilities in Excess of Other Assets (in 100% of total) | 2,399,317 | (6,074,582) |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Liabilities in Excess of Other Assets (in 100% of total) | 2,399,317 | (6,074,582) |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Liabilities in Excess of Other Assets (in 100% of total) | 2,399,317 | (6,074,582) |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Liabilities in Excess of Other Assets (in 100% of total) | 2,399,317 | (6,074,582) |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Liabilities in Excess of Other Assets (in 100% of total) | 2,399,317 | (6,074,582) |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Liabilities in Excess of Other Assets (in 100% of total) | 2,399,317 | (6,074,582) |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Liabilities in Excess of Other Assets (in 100% of total) | 2,399,317 | (6,074,582) |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Liabilities in Excess of Other Assets (in 100% of total) | 2,399,317 | (6,074,582) |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Liabilities in Excess of Other Assets (in 100% of total) | 2,399,317 | (6,074,582) |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Liabilities in Excess of Other Assets (in 100% of total) | 2,399,317 | (6,074,582) |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Liabilities in Excess of Other Assets (in 100% of total) | 2,399,317 | (6,074,582) |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Liabilities in Excess of Other Assets (in 100% of total) | 2,399,317 | (6,074,582) |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Liabilities in Excess of Other Assets (in 100% of total) | 2,399,317 | (6,074,582) |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Liabilities in Excess of Other Assets (in 100% of total) | 2,399,317 | (6,074,582) |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Liabilities in Excess of Other Assets (in 100% of total) | 2,399,317 | (6,074,582) |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Liabilities in Excess of Other Assets (in 100% of total) | 2,399,317 | (6,074,582) |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Liabilities in Excess of Other Assets (in 100% of total) | 2,399,317 | (6,074,582) |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Liabilities in Excess of Other Assets (in 100% of total) | 2,399,317 | (6,074,582) |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Liabilities in Excess of Other Assets (in 100% of total) | 2,399,317 | (6,074,582) |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Liabilities in Excess of Other Assets (in 100% of total) | 2,399,317 | (6,074,582) |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Liabilities in Excess of Other Assets (in 100% of total) | 2,399,317 | (6,074,582) |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Liabilities in Excess of Other Assets (in 100% of total) | 2,399,317 | (6,074,582) |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Liabilities in Excess of Other Assets (in 100% of total) | 2,399,317 | (6,074,582) |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Liabilities in Excess of Other Assets (in 100% of total) | 2,399,317 | (6,074,582) |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Liabilities in Excess of Other Assets (in 100% of total) | 2,399,317 | (6,074,582) |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Liabilities in Excess of Other Assets (in 100% of total) | 2,399,317 | (6,074,582) |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Liabilities in Excess of Other Assets (in 100% of total) | 2,399,317 | (6,074,582) |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Liabilities in Excess of Other Assets (in 100% of total) | 2,399,317 | (6,074,582) |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Liabilities in Excess of Other Assets (in 100% of total) | 2,399,317 | (6,074,582) |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Liabilities in Excess of Other Assets (in 100% of total) | 2,399,317 | (6,074,582) |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Liabilities in Excess of Other Assets (in 100% of total) | 2,399,317 | (6,074,582) |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Liabilities in Excess of Other Assets (in 100% of total) | 2,399,317 | (6,074,582) |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Liabilities in Excess of Other Assets (in 100% of total) | 2,399,317 | (6,074,582) |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Liabilities in Excess of Other Assets (in 100% of total) | 2,399,317 | (6,074,582) |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Liabilities in Excess of Other Assets (in 100% of total) | 2,399,317 | (6,074,582) |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Liabilities in Excess of Other Assets (in 100% of total) | 2,399,317 | (6,074,582) |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Liabilities in Excess of Other Assets (in 100% of total) | 2,399,317 | (6,074,582) |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Liabilities in Excess of Other Assets (in 100% of total) | 2,399,317 | (6,074,582) |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Liabilities in Excess of Other Assets (in 100% of total) | 2,399,317 | (6,074,582) |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Liabilities in Excess of Other Assets (in 100% of total) | 2,399,317 | (6,074,582) |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Liabilities in Excess of Other Assets (in 100% of total) | 2,399,317 | (6,074,582) |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Liabilities in Excess of Other Assets (in 100% of total) | 2,399,317 | (6,074,582) |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Liabilities in Excess of Other Assets (in 100% of total) | 2,399,317 | (6,074,582) |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Liabilities in Excess of Other Assets (in 100% of total) | 2,399,317 | (6,074,582) |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Liabilities in Excess of Other Assets (in 100% of total) | 2,399,317 | (6,074,582) |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Liabilities in Excess of Other Assets (in 100% of total) | 2,399,317 | (6,074,582) |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Liabilities in Excess of Other Assets (in 100% of total) | 2,399,317 | (6,074,582) |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Liabilities in Excess of Other Assets (in 100% of total) | 2,399,317 | (6,074,582) |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Liabilities in Excess of Other Assets (in 100% of total) | 2,399,317 | (6,074,582) |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Liabilities in Excess of Other Assets (in 100% of total) | 2,399,317 | (6,074,582) |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Liabilities in Excess of Other Assets (in 100% of total) | 2,399,317 | (6,074,582) |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Liabilities in Excess of Other Assets (in 100% of total) | 2,399,317 | (6,074,582) |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Liabilities in Excess of Other Assets (in 100% of total) | 2,399,317 | (6,074,582) |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Liabilities in Excess of Other Assets (in 100% of total) | 2,399,317 | (6,074,582) |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Liabilities in Excess of Other Assets (in 100% of total) | 2,399,317 | (6,074,582) |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Liabilities in Excess of Other Assets (in 100% of total) | 2,399,317 | (6,074,582) |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Liabilities in Excess of Other Assets (in 100% of total) | 2,399,317 | (6,074,582) |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Liabilities in Excess of Other Assets (in 100% of total) | 2,399,317 | (6,074,582) |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Liabilities in Excess of Other Assets (in 100% of total) | 2,399,317 | (6,074,582) |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Liabilities in Excess of Other Assets (in 100% of total) | 2,399,317 | (6,074,582) |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Liabilities in Excess of Other Assets (in 100% of total) | 2,399,317 | (6,074,582) |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Liabilities in Excess of Other Assets (in 100% of total) | 2,399,317 | (6,074,582) |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Liabilities in Excess of Other Assets (in 100% of total) | 2,399,317 | (6,074,582) |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Liabilities in Excess of Other Assets (in 100% of total) | 2,399,317 | (6,074,582) |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Liabilities in Excess of Other Assets (in 100% of total) | 2,399,317 | (6,074,582) |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Liabilities in Excess of Other Assets (in 100% of total) | 2,399,317 | (6,074,582) |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Liabilities in Excess of Other Assets (in 100% of total) | 2,399,317 | (6,074,582) |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Liabilities in Excess of Other Assets (in 100% of total) | 2,399,317 | (6,074,582) |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Liabilities in Excess of Other Assets (in 100% of total) | 2,399,317 | (6,074,582) |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Liabilities in Excess of Other Assets (in 100% of total) | 2,399,317 | (6,074,582) |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Liabilities in Excess of Other Assets (in 100% of total) | 2,399,317 | (6,074,582) |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Liabilities in Excess of Other Assets (in 100% of total) | 2,399,317 | (6,074,582) |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Liabilities in Excess of Other Assets (in 100% of total) | 2,399,317 | (6,074,582) |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Liabilities in Excess of Other Assets (in 100% of total) | 2,399,317 | (6,074,582) |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Liabilities in Excess of Other Assets (in 100% of total) | 2,399,317 | (6,074,582) |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Liabilities in Excess of Other Assets (in 100% of total) | 2,399,317 | (6,074,582) |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Liabilities in Excess of Other Assets (in 100% of total) | 2,399,317 | (6,074,582) |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Liabilities in Excess of Other Assets (in 100% of total) | 2,399,317 | (6,074,582) |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Liabilities in Excess of Other Assets (in 100% of total) | 2,399,317 | (6,074,582) |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Liabilities in Excess of Other Assets (in 100% of total) | 2,399,317 | (6,074,582) |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Liabilities in Excess of Other Assets (in 100% of total) | 2,399,317 | (6,074,582) |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Liabilities in Excess of Other Assets (in 100% of total) | 2,399,317 | (6,074,582) |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Liabilities in Excess of Other Assets (in 100% of total) | 2,399,317 | (6,074,582) |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Liabilities in Excess of Other Assets (in 100% of total) | 2,399,317 | (6,074,582) |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Liabilities in Excess of Other Assets (in 100% of total) | 2,399,317 | (6,074,582) |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Liabilities in Excess of Other Assets (in 100% of total) | 2,399,317 | (6,074,582) |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Liabilities in Excess of Other Assets (in 100% of total) | 2,399,317 | (6,074,582) |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Liabilities in Excess of Other Assets (in 100% of total) | 2,399,317 | (6,074,582) |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Liabilities in Excess of Other Assets (in 100% of total) | 2,399,317 | (6,074,582) |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Liabilities in Excess of Other Assets (in 100% of total) | 2,399,317 | (6,074,582) |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Liabilities in Excess of Other Assets (in 100% of total) | 2,399,317 | (6,074,582) |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Liabilities in Excess of Other Assets (in 100% of total) | 2,399,317 | (6,074,582) |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Liabilities in Excess of Other Assets (in 100% of total) | 2,399,317 | (6,074,582) |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Liabilities in Excess of Other Assets (in 100% of total) | 2,399,317 | (6,074,582) |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Liabilities in Excess of Other Assets (in 100% of total) | 2,399,317 | (6,074,582) |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Liabilities in Excess of Other Assets (in 100% of total) | 2,399,317 | (6,074,582) |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Liabilities in Excess of Other Assets (in 100% of total) | 2,399,317 | (6,074,582) |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Liabilities in Excess of Other Assets (in 100% of total) | 2,399,317 | (6,074,582) |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Liabilities in Excess of Other Assets (in 100% of total) | 2,399,317 | (6,074,582) |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Liabilities in Excess of Other Assets (in 100% of total) | 2,399,317 | (6,074,582) |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Liabilities in Excess of Other Assets (in 100% of total) | 2,399,317 | (6,074,582) |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Liabilities in Excess of Other Assets (in 100% of total) | 2,399,317 | (6,074,582) |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Liabilities in Excess of Other Assets (in 100% of total) | 2,399,317 | (6,074,582) |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Liabilities in Excess of Other Assets (in 100% of total) | 2,399,317 | (6,074,582) |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Liabilities in Excess of Other Assets (in 100% of total) | 2,399,317 | (6,074,582) |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Liabilities in Excess of Other Assets (in 100% of total) | 2,399,317 | (6,074,582) |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Liabilities in Excess of Other Assets (in 100% of total) | 2,399,317 | (6,074,582) |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Liabilities in Excess of Other Assets (in 100% of total) | 2,399,317 | (6,074,582) |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Liabilities in Excess of Other Assets (in 100% of total) | 2,399,317 | (6,074,582) |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Liabilities in Excess of Other Assets (in 100% of total) | 2,399,317 | (6,074,582) |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Liabilities in Excess of Other Assets (in 100% of total) | 2,399,317 | (6,074,582) |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Liabilities in Excess of Other Assets (in 100% of total) | 2,399,317 | (6,074,582) |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Liabilities in Excess of Other Assets (in 100% of total) | 2,399,317 | (6,074,582) |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Liabilities in Excess of Other Assets (in 100% of total) | 2,399,317 | (6,074,582) |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Liabilities in Excess of Other Assets (in 100% of total) | 2,399,317 | (6,074,582) |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Liabilities in Excess of Other Assets (in 100% of total) | 2,399,317 | (6,074,582) |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Liabilities in Excess of Other Assets (in 100% of total) | 2,399,317 | (6,074,582) |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Liabilities in Excess of Other Assets (in 100% of total) | 2,399,317 | (6,074,582) |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Liabilities in Excess of Other Assets (in 100% of total) | 2,399,317 | (6,074,582) |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Liabilities in Excess of Other Assets (in 100% of total) | 2,399,317 | (6,074,582) |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Liabilities in Excess of Other Assets (in 100% of total) | 2,399,317 | (6,074,582) |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Liabilities in Excess of Other Assets (in 100% of total) | 2,399,317 | (6,074,582) |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Liabilities in Excess of Other Assets (in 100% of total) | 2,399,317 | (6,074,582) |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Liabilities in Excess of Other Assets (in 100% of total) | 2,399,317 | (6,074,582) |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Liabilities in Excess of Other Assets (in 100% of total) | 2,399,317 | (6,074,582) |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Liabilities in Excess of Other Assets (in 100% of total) | 2,399,317 | (6,074,582) |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Liabilities in Excess of Other Assets (in 100% of total) | 2,399,317 | (6,074,582) |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Liabilities in Excess of Other Assets (in 100% of total) | 2,399,317 | (6,074,582) |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Liabilities in Excess of Other Assets (in 100% of total) | 2,399,317 | (6,074,582) |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Liabilities in Excess of Other Assets (in 100% of total) | 2,399,317 | (6,074,582) |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Liabilities in Excess of Other Assets (in 100% of total) | 2,399,317 | (6,074,582) |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Liabilities in Excess of Other Assets (in 100% of total) | 2,399,317 | (6,074,582) |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Liabilities in Excess of Other Assets (in 100% of total) | 2,399,317 | (6,074,582) |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Liabilities in Excess of Other Assets (in 100% of total) | 2,399,317 | (6,074,582) |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Liabilities in Excess of Other Assets (in 100% of total) | 2,399,317 | (6,074,582) |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Liabilities in Excess of Other Assets (in 100% of total) | 2,399,317 | (6,074,582) |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Liabilities in Excess of Other Assets (in 100% of total) | 2,399,317 | (6,074,582) |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Liabilities in Excess of Other Assets (in 100% of total) | 2,399,317 | (6,074,582) |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Liabilities in Excess of Other Assets (in 100% of total) | 2,399,317 | (6,074,582) |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Liabilities in Excess of Other Assets (in 100% of total) | 2,399,317 | (6,074,582) |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Liabilities in Excess of Other Assets (in 100% of total) | 2,399,317 | (6,074,582) |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Liabilities in Excess of Other Assets (in 100% of total) | 2,399,317 | (6,074,582) |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Liabilities in Excess of Other Assets (in 100% of total) | 2,399,317 | (6,074,582) |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Liabilities in Excess of Other Assets (in 100% of total) | 2,399,317 | (6,074,582) |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Liabilities in Excess of Other Assets (in 100% of total) | 2,399,317 | (6,074,582) |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Liabilities in Excess of Other Assets (in 100% of total) | 2,399,317 | (6,074,582) |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Liabilities in Excess of Other Assets (in 100% of total) | 2,399,317 | (6,074,582) |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Liabilities in Excess of Other Assets (in 100% of total) | 2,399,317 | (6,074,582) |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Liabilities in Excess of Other Assets (in 100% of total) | 2,399,317 | (6,074,582) |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Liabilities in Excess of Other Assets (in 100% of total) | 2,399,317 | (6,074,582) |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Liabilities in Excess of Other Assets (in 100% of total) | 2,399,317 | (6,074,582) |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Liabilities in Excess of Other Assets (in 100% of total) | 2,399,317 | (6,074,582) |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Liabilities in Excess of Other Assets (in 100% of total) | 2,399,317 | (6,074,582) |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Liabilities in Excess of Other Assets (in 100% of total) | 2,399,317 | (6,074,582) |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Liabilities in Excess of Other Assets (in 100% of total) | 2,399,317 | (6,074,582) |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Liabilities in Excess of Other Assets (in 100% of total) | 2,399,317 | (6,074,582) |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Liabilities in Excess of Other Assets (in 100% of total) | 2,399,317 | (6,074,582) |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Liabilities in Excess of Other Assets (in 100% of total) | 2,399,317 | (6,074,582) |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Liabilities in Excess of Other Assets (in 100% of total) | 2,399,317 | (6,074,582) |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Liabilities in Excess of Other Assets (in 100% of total) | 2,399,317 | (6,074,582) |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Liabilities in Excess of Other Assets (in 100% of total) | 2,399,317 | (6,074,582) |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Liabilities in Excess of Other Assets (in 100% of total) | 2,399,317 | (6,074,582) |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Liabilities in Excess of Other Assets (in 100% of total) | 2,399,317 | (6,074,582) |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Liabilities in Excess of Other Assets (in 100% of total) | 2,399,317 | (6,074,582) |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Liabilities in Excess of Other Assets (in 100% of total) | 2,399,317 | (6,074,582) |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Liabilities in Excess of Other Assets (in 100% of total) | 2,399,317 | (6,074,582) |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Liabilities in Excess of Other Assets (in 100% of total) | 2,399,317 | (6,074,582) |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Liabilities in Excess of Other Assets (in 100% of total) | 2,399,317 | (6,074,582) |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Liabilities in Excess of Other Assets (in 100% of total) | 2,399,317 | (6,074,582) |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |

# Strategic Income Fund

December 2022 / 18

| 3.00% | 04/04/24 | 1.54% | 3-month USD | Communications at 0.00% | (19,793) | 235 | - | (19,793) |
| --- | --- | --- | --- | --- | --- | --- | --- | --- |
| First National Capital | 07/24/24 | 1.07% | 1.56% | 8/31/24 | (19,793) | 235 | - | (19,793) |
| Second National Capital | 07/24/24 | 1.07% | 1.56% | 8/31/24 | (19,793) | 235 | - | (19,793) |
| Second National Capital | 07/24/24 | 1.07% | 1.56% | 8/31/24 | (19,793) | 235 | - | (19,793) |
| Second National Capital | 07/24/24 | 1.07% | 1.56% | 8/31/24 | (19,793) |  |  |  |
| Second National Capital | 07/24/24 | 1.07% | 1.56% | 8/31/24 | (19,793) |  |  |  |
| Second National Capital | 07/24/24 | 1.07% | 1.56% | 8/31/24 | (19,793) |  |  |  |
| Second National Capital | 07/24/24 |  |  |  |  |  |  |  |
| Second National Capital | 07/24/24 |  |  |  |  |  |  |  |
| Second National Capital | 07/24/24 |  |  |  |  |  |  |  |
| Second National Capital | 07/24/24 |  |  |  |  |  |  |  |
| Second National Capital | 07/24/24 |  |  |  |  |  |  |  |
| Second National Capital |  |  |  |  |  |  |  |  |
| Second National Capital |  |  |  |  |  |  |  |  |
| Second National Capital |  |  |  |  |  |  |  |  |
| Second National Capital |  |  |  |  |  |  |  |  |
| Second National Capital |  |  |  |  |  |  |  |  |
| Second National Capital |  |  |  |  |  |  |  |  |
| Second National Capital |  |  |  |  |  |  |  |  |

| Net Unrealized Depreciation (depreciation)* | $ | 8,061,000 | (5,336) | (5,038) | 5,526 | (22,521) |
| --- | --- | --- | --- | --- | --- | --- |
| U.S. Agency Discount Notes |  |  |  |  |  | 8,061,000 |
| U.S. Treasury Bills |  | (Cost $) | (3,189) | 1,569,147 | - | 1,569,147 |
| Transfers into Level 3** |  | 14,734,310 | - | - | - | 14,734,310 |
| Long-Term Investments |  |  |  |  |  |  |
| Transfers out of Level 3** |  |  |  |  |  |  |
| Loan-backed Securities |  | - | 6,552,978 | - | 105,941 | 6,658,919 |
| Balance as of |  |  |  |  |  |  |
| Discount Book |  | 46,575 | 105,941 | 25,192 | 25,192 | 72,392 |
| December 31, 2022 |  | $ | - | - | 37,655 | - |
| Corporates |  | - | 14,441,707 | - | 37,655 | 14,479,362 |

| Maximum Realized Securities | - | 22,723,646 | 24,870 | 72,788,481 |
| --- | --- | --- | --- | --- |
| *The change in unrealized appreciation (depreciation) on securities still held at December 31, 2022 was $(104,851,000) included in the related net realized gains (losses) and net change of appreciation (depreciation) in the Statements of Operations. |  |  |  |  |
| Maximum Realized Securities | - | 123,804 | - | 123,804 |
| Right | - | - | - | - |
| **There were no transfers between level 2 and 3 for the period ended December 31, 2022. |  |  |  |  |

# Other Financial Instruments

# Assets:

| Foreign currency exchange contracts | - | 586 | - | 586 |
| --- | --- | --- | --- | --- |
| Interest rate contracts | 15,344 | 57,615 | - | 72,959 |

Liabilities:

| Foreign currency exchange contracts | - | (11,994) | - | (11,994) |
| --- | --- | --- | --- | --- |
| Interest rate contracts | (12,165) | (192,158) | - | (204,323) |

| Fair Value Measurements |  |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |
| Asset-Backed Securities | $59,686 | Broker Quote | Offered Quote | $88.64 | 243,621 | Increase |
| Asset-Backed Securities | $46,255 | Third-Party Vendor | Vendor Prices | $11.02 | $11.02 | Increase |
| Common Stock | $25,192 | Third-Party Vendor | Vendor Prices | $24.20 | $24.20 | Increase |

| Corporate Securities | $- | Broker Quote | Offered Quote | $- | $- | Increase |
| --- | --- | --- | --- | --- | --- | --- |
| Corporate Securities | $37,655 | Third-Party Vendor | Vendor Prices | $109.00 | $109.00 | Increase |
| Mortgage-Backed |  |  |  |  |  |  |
| Securities-Non-Agency | $74,833 | Third-Party Vendor | Vendor Prices | $4.41 | $4.41 | Increase |
| Rights | $- | Broker Quote | Offered Quote | $- | $- | Increase |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** METROPOLITAN WEST FUNDS

- **b. Investment Company Act file number:** 811-07989

- **c. CIK number of Registrant:** 0001028621

- **d. LEI of Registrant:** 549300KGDNJW6FXNDC82

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

  - **Street Address 1:** 865 South Figueroa Street

  - **City:** Los Angeles

  - **State:** CA

  - **Foreign country:** US

  - **Zip / Postal Code:** 90017

  - **Telephone number:** 800-241-4671

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

- **a. Name of Series:** Metropolitan West Strategic Income Fund

- **b. EDGAR series identifier (if any):** S000001152

- **c. LEI of Series:** 549300W0V7N38CJDT435

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $76071256.91

**Total Liabilities:** $13799099.93

**Net Assets:** $62272156.98

**Stand-by Commitments:** $8766038.58

**Cash Not Reported:** $9622786.02

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 48.74613000 | **1-Year:** 839.05221000 | **5-Year:** 8391.59960000 | **10-Year:** 8559.68827000 | **30-Year:** 786.14450000

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

- **3-Month:** 4.60082000 | **1-Year:** 807.37941000 | **5-Year:** 4603.62690000 | **10-Year:** 1040.31433000 | **30-Year:** 16.36254000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000003074 | -0.56%               | 2.40%                | 0.33%                |
| Class ID C000003075 | -0.58%               | 2.22%                | 0.31%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-201080.13              | $-210137.20                                |
| Month 2  | $-134582.38              | $924186.32                                 |
| Month 3  | $142861.02               | $-196607.06                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| H-FOOD HOLDNG/HEARTHSIDE                    | H-Food Holdings LLC / Hearthside Finance Co Inc                                 | CUSIP: 577088AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $17447.40     | 0.03%             | 2026-06-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| KGS-Alpha SBA COOF Trust                    | KGS-Alpha SBA COOF Trust 2015-1                                                 | CUSIP: 49374FAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1076226 | PA      | $32905.16     | 0.05%             | 2035-10-25      | Variable      | 1.52%                 | No            |                  2 | On Loan: No      |
| MASTR Adjustable Rate Mortgage              | MASTR Adjustable Rate Mortgages Trust 2007-1                                    | CUSIP: 576431AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    447388 | PA      | $189439.32    | 0.30%             | 2047-01-25      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                       | Athene Global Funding                                                           | CUSIP: 04685A3C3<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    100000 | PA      | $80978.28     | 0.13%             | 2028-08-19      | Fixed         | 1.99%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                    | Santander UK Group Holdings PLC                                                 | CUSIP: 80281LAJ4<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |     65000 | PA      | $63929.52     | 0.10%             | 2024-11-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu              | JPMBB Commercial Mortgage Securities Trust 2013-C15                             | CUSIP: 46640NAG3<br>LEI: 549300UOGMFS1M8XVM16 | Long             | ABS-MBS          | CORP              | US        |   7024389 | PA      | $29849.09     | 0.05%             | 2045-11-15      | Variable      | 0.99%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor              | JP Morgan Chase Commercial Mortgage Securities Trust 2013-C13                   | CUSIP: 46640JAT4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4619010 | PA      | $749.80       | 0.00%             | 2046-01-15      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                    | JP Morgan Mortgage Trust 2006-S2                                                | CUSIP: 46628YBB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2894 | PA      | $2918.49      | 0.00%             | 2021-06-25      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                      | SLM Student Loan Trust 2008-5                                                   | CUSIP: 78444YAE5<br>LEI: 549300SRMXHPGI3BJ386 | Long             | ABS-O            | CORP              | US        |    235000 | PA      | $222705.88    | 0.36%             | 2073-07-25      | Floating      | 6.21%                 | No            |                  2 | On Loan: No      |
| CoreVest American Finance Ltd               | Corevest American Finance 2019-1 Trust                                          | CUSIP: 21872FAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     67200 | PA      | $2513.15      | 0.00%             | 2052-03-15      | Variable      | 2.28%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                   | CIM Trust 2021-R5                                                               | CUSIP: 12592SAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    115000 | PA      | $73188.90     | 0.12%             | 2061-08-25      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| ROCKIES EXPRESS PIPELINE                    | Rockies Express Pipeline LLC                                                    | CUSIP: 77340RAT4<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |    100000 | PA      | $88625.00     | 0.14%             | 2030-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| TENCENT HOLDINGS LTD                        | Tencent Holdings Ltd                                                            | CUSIP: 88032WAN6<br>LEI: 254900N4SLUMW4XUYY11 | Long             | DBT              | CORP              | KY        |     25000 | PA      | $23034.69     | 0.04%             | 2029-04-11      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                      | SLM Student Loan Trust 2007-7                                                   | CUSIP: 78444EAE9<br>LEI: 549300IZGFDRVV7YTH38 | Long             | ABS-O            | CORP              | US        |    215000 | PA      | $171118.59    | 0.27%             | 2070-10-27      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                    | Santander UK Group Holdings PLC                                                 | CUSIP: 80281LAQ8<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |     50000 | PA      | $42461.98     | 0.07%             | 2027-06-14      | Fixed         | 1.67%                 | No            |                  2 | On Loan: No      |
| HUDSON PACIFIC PROPERTIE                    | Hudson Pacific Properties LP                                                    | CUSIP: 44409MAC0<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              | CORP              | US        |     45000 | PA      | $34448.57     | 0.06%             | 2030-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PILGRIM'S PRIDE CORP                        | Pilgrim's Pride Corp                                                            | CUSIP: 72147KAF5<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |     25000 | PA      | $21292.23     | 0.03%             | 2031-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT CORP                              | Open Text Corp                                                                  | CUSIP: 683715AF3<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |     18000 | PA      | $18180.00     | 0.03%             | 2027-12-01      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgag              | PRPM 2021-8 LLC                                                                 | CUSIP: 69360MAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     83352 | PA      | $75096.45     | 0.12%             | 2026-09-25      | Variable      | 1.74%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                       | Tenet Healthcare Corp                                                           | CUSIP: 88033GCY4<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     32000 | PA      | $30529.71     | 0.05%             | 2026-01-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgag              | PRPM 2022-1 LLC                                                                 | CUSIP: 693582AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    197720 | PA      | $185786.64    | 0.30%             | 2027-02-25      | Variable      | 3.72%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.            | IRS USD                                                                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |         1 | NC      | $-29741.73    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| TRANSOCEAN PROTEUS LTD                      | Transocean Proteus Ltd                                                          | CUSIP: 893829AA9<br>LEI: 5493000CTMQ2LH21VM89 | Long             | DBT              | CORP              | KY        |      7600 | PA      | $7498.34      | 0.01%             | 2024-12-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| DIAMOND SPORTS GR/DIAMON                    | Diamond Sports Group LLC / Diamond Sports Finance Co                            | CUSIP: 25277LAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     85000 | PA      | $10093.75     | 0.02%             | 2026-08-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                | CSMC 2014-USA OA LLC                                                            | CUSIP: 12649AAE9<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |   9783817 | PA      | $111551.17    | 0.18%             | 2037-09-15      | Variable      | 0.54%                 | No            |                  2 | On Loan: No      |
| Oakwood Mortgage Investors Inc              | Oakwood Mortgage Investors Inc                                                  | CUSIP: 67087TAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     14012 | PA      | $13974.35     | 0.02%             | 2026-12-15      | Fixed         | 6.99%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                    | Warnermedia Holdings Inc                                                        | CUSIP: 55903VAL7<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     40000 | PA      | $33001.55     | 0.05%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| TEACHERS INSUR & ANNUITY                    | Teachers Insurance & Annuity Association of America                             | CUSIP: 878091BF3<br>LEI: O06XD7BJ4EPXNABVFN69 | Long             | DBT              | CORP              | US        |     65000 | PA      | $53768.73     | 0.09%             | 2047-05-15      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                     | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GYG3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    165000 | PA      | $142614.66    | 0.23%             | 2027-09-10      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| HEALTHCARE RLTY HLDGS LP                    | Healthcare Realty Holdings LP                                                   | CUSIP: 42225UAG9<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |     30000 | PA      | $25246.97     | 0.04%             | 2030-02-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| First Franklin Mtg Loan Asset               | First Franklin Mortgage Loan Trust Series 2007-FF2                              | CUSIP: 32029GAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    550800 | PA      | $278636.80    | 0.45%             | 2037-03-25      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                  | US Bancorp                                                                      | CUSIP: 902973BC9<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     15000 | PA      | $12353.76     | 0.02%             | N/A             | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| JBS USA/FOOD/FINANCE                        | JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc                          | CUSIP: 46590XAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |     52000 | PA      | $42465.91     | 0.07%             | 2031-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Banc of America Merrill Lynch               | BAMLL Commercial Mortgage Securities Trust 2019-BPR                             | CUSIP: 05492PAQ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $89984.61     | 0.14%             | 2032-11-05      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgag              | PRPM 2022-4 LLC                                                                 | CUSIP: 693588AB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    170000 | PA      | $152384.60    | 0.24%             | 2027-08-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC                            | Berry Global Inc                                                                | CUSIP: 08576PAF8<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4283.14      | 0.01%             | 2027-01-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                       | Tenet Healthcare Corp                                                           | CUSIP: 88033GDJ6<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     40000 | PA      | $35967.60     | 0.06%             | 2028-10-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                   | Fannie Mae or Freddie Mac                                                       | CUSIP: 01F040610<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    775000 | PA      | $726696.17    | 1.17%             | 2053-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                | GS Mortgage Securities Corp Trust 2020-UPTN                                     | CUSIP: 36258PAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    940000 | PA      | $6088.57      | 0.01%             | 2037-02-10      | Variable      | 0.35%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                              | Morgan Stanley                                                                  | CUSIP: 61747YEF8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    110000 | PA      | $80306.49     | 0.13%             | 2036-09-16      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| JETBLUE AIRWAYS CORP                        | JetBlue 2020-1 Class A Pass Through Trust                                       | CUSIP: 477164AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     86913 | PA      | $77228.09     | 0.12%             | 2032-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                               | Citigroup Inc                                                                   | CUSIP: 172967NG2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13550.46     | 0.02%             | 2028-02-24      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae REMICS                                                               | CUSIP: 31393USG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2474 | PA      | $2478.88      | 0.00%             | 2034-01-25      | Floating      | 9.80%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC                     | Bayer US Finance II LLC                                                         | CUSIP: 07274NAQ6<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |    125000 | PA      | $108395.79    | 0.17%             | 2048-06-25      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                   | Fannie Mae or Freddie Mac                                                       | CUSIP: 01F042616<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2225000 | PA      | $2142508.97   | 3.44%             | 2053-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Indymac Manufactured Housing C              | Indymac Manufactured Housing Contract Pass-Through Certificates Series 1997-1   | CUSIP: 22540ABD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     16684 | PA      | $16480.05     | 0.03%             | 2028-02-25      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OP                         | Invitation Homes Operating Partnership LP                                       | CUSIP: 46188BAA0<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |     65000 | PA      | $48032.93     | 0.08%             | 2031-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                   | Fannie Mae or Freddie Mac                                                       | CUSIP: 01F020612<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1650000 | PA      | $1343026.74   | 2.16%             | 2053-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                   | Fannie Mae or Freddie Mac                                                       | CUSIP: 01F022618<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1400000 | PA      | $1184640.90   | 1.90%             | 2053-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan US Government Money Market Fund    | JPMorgan US Government Money Market Fund                                        | CUSIP: 4812C2684<br>LEI: 549300NQ5E5B7ZV4T516 | Long             | STIV             | RF                | US        |   2507000 | NS      | $2507000.00   | 4.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Credit-Based Asset Servicing a              | C-BASS Mortgage Loan Trust 2007-CB3                                             | CUSIP: 17311YAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    840907 | PA      | $322081.17    | 0.52%             | 2037-03-25      | Variable      | 3.24%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac REMICS                                                              | CUSIP: 3133T1E99<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1054 | PA      | $1054.55      | 0.00%             | 2023-10-15      | Floating      | 10.09%                | No            |                  2 | On Loan: No      |
| CoreVest American Finance Ltd               | Corevest American Finance 2020-1 Trust                                          | CUSIP: 21872UAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    140000 | PA      | $121502.86    | 0.20%             | 2050-03-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| DNB BANK ASA                                | DNB Bank ASA                                                                    | CUSIP: 23329PAF7<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |     45000 | PA      | $39774.62     | 0.06%             | 2026-09-16      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| Conseco Financial Corp                      | Conseco Finance Corp                                                            | CUSIP: 3935053P5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     73583 | PA      | $31796.17     | 0.05%             | 2030-03-01      | Variable      | 7.86%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                            | BAT Capital Corp                                                                | CUSIP: 05526DBF1<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    175000 | PA      | $124308.88    | 0.20%             | 2047-08-15      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                      | SLM Student Loan Trust 2008-2                                                   | CUSIP: 784442AD7<br>LEI: 549300MHMWVKFEDI8G73 | Long             | ABS-O            | CORP              | US        |    340000 | PA      | $260120.79    | 0.42%             | 2083-01-25      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                           | HSBC Holdings PLC                                                               | CUSIP: 404280CT4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     50000 | PA      | $38686.19     | 0.06%             | 2032-05-24      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                      | VICI Properties LP / VICI Note Co Inc                                           | CUSIP: 92564RAG0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $4797.38      | 0.01%             | 2025-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partne              | PRET 2022-RN2 LLC                                                               | CUSIP: 69377NAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    197000 | PA      | $178795.23    | 0.29%             | 2052-06-25      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Indymac Manufactured Housing C              | Indymac Manufactured Housing Con Pass Thr Cert Series 1998-1                    | CUSIP: 22540AFH6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     81459 | PA      | $79985.73     | 0.13%             | 2028-09-25      | Variable      | 6.96%                 | No            |                  2 | On Loan: No      |
| Oakwood Mortgage Investors Inc              | Oakwood Mortgage Investors Inc                                                  | CUSIP: 67087TDE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     38463 | PA      | $38469.96     | 0.06%             | 2024-05-15      | Variable      | 6.03%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                  | Progress Residential 2021-SFR1                                                  | CUSIP: 74331FAL5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    170000 | PA      | $143377.46    | 0.23%             | 2038-04-17      | Fixed         | 2.76%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                         | Charles Schwab Corp/The                                                         | CUSIP: 808513CB9<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13732.48     | 0.02%             | N/A             | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC                     | Bayer US Finance II LLC                                                         | CUSIP: 07274NAX1<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18671.35     | 0.03%             | 2025-04-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                          | Vodafone Group PLC                                                              | CUSIP: 92857WBS8<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |     48000 | PA      | $40337.43     | 0.06%             | 2049-06-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ARDAGH PKG FIN/HLDGS USA                    | Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc                          | CUSIP: 03969AAP5<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |     45000 | PA      | $33719.50     | 0.05%             | 2027-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                        | Bank of America Corp                                                            | CUSIP: 06051GJQ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     60000 | PA      | $53013.02     | 0.09%             | 2027-03-11      | Fixed         | 1.66%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association              | EUR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $586.24       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HEALTHCARE RLTY HLDGS LP                    | Healthcare Realty Holdings LP                                                   | CUSIP: 42225UAH7<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |     40000 | PA      | $30373.50     | 0.05%             | 2031-03-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Highbridge Loan Management Ltd              | HPS Loan Management 10-2016 Ltd                                                 | CUSIP: 40436TAS5<br>LEI: 2549009NI8GVCM3ROT27 | Long             | ABS-CBDO         | CORP              | KY        |     85000 | PA      | $82271.50     | 0.13%             | 2034-04-20      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| MODIVCARE ESCROW ISSUER                     | ModivCare Escrow Issuer Inc                                                     | CUSIP: 60783XAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35000 | PA      | $29516.16     | 0.05%             | 2029-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GRAY ESCROW II INC                          | Gray Escrow II Inc                                                              | CUSIP: 389286AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $10877.41     | 0.02%             | 2031-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Long Beach Mortgage Loan Trust              | Long Beach Mortgage Loan Trust 2006-9                                           | CUSIP: 54251WAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    401720 | PA      | $125170.97    | 0.20%             | 2036-10-25      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| CATALENT PHARMA SOLUTION                    | Catalent Pharma Solutions Inc                                                   | CUSIP: 14879EAH1<br>LEI: 549300HALRZ339MSTH85 | Long             | DBT              | CORP              | US        |     75000 | PA      | $59812.50     | 0.10%             | 2029-02-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| TREASURY BILL                               | United States Treasury Bill                                                     | CUSIP: 912796ZG7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $9814265.00   | 15.76%            | 2023-06-01      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| HSBC HOLDINGS PLC                           | HSBC Holdings PLC                                                               | CUSIP: 404280CM9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     25000 | PA      | $21584.17     | 0.03%             | 2027-05-24      | Fixed         | 1.59%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                           | Brown & Brown Inc                                                               | CUSIP: 115236AF8<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |     45000 | PA      | $36818.63     | 0.06%             | 2052-03-17      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Secu              | JPMDB Commercial Mortgage Securities Trust 2018-C8                              | CUSIP: 46591AAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1157000 | PA      | $88069.68     | 0.14%             | 2051-06-15      | Variable      | 1.81%                 | No            |                  2 | On Loan: No      |
| ARTERA SERVICES LLC                         | Artera Services LLC                                                             | CUSIP: 73939VAA2<br>LEI: 549300J2G34D0WX8Z443 | Long             | DBT              | CORP              | US        |     30000 | PA      | $25174.40     | 0.04%             | 2025-12-04      | Fixed         | 9.03%                 | No            |                  2 | On Loan: No      |
| CANO HEALTH LLC                             | Cano Health LLC                                                                 | CUSIP: 13782CAA8<br>LEI: 254900OGI2T8V1NXN639 | Long             | DBT              | CORP              | US        |     42000 | PA      | $25620.00     | 0.04%             | 2028-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC                    | Willis North America Inc                                                        | CUSIP: 970648AJ0<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |     25000 | PA      | $21067.55     | 0.03%             | 2029-09-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                       | Molina Healthcare Inc                                                           | CUSIP: 60855RAL4<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |     32000 | PA      | $26642.26     | 0.04%             | 2032-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TIF Funding II LLC                          | TIF Funding II LLC                                                              | CUSIP: 872480AE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    225636 | PA      | $184243.06    | 0.30%             | 2046-02-20      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                    | 1011778 BC ULC / New Red Finance Inc                                            | CUSIP: 68245XAM1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     32000 | PA      | $26094.40     | 0.04%             | 2030-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JBS USA/FOOD/FINANCE                        | JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc                          | CUSIP: 46590XAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |     40000 | PA      | $38253.01     | 0.06%             | 2033-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Indymac Manufactured Housing C              | Indymac Manufactured Housing Contract Pass-Through Certificates Series 1997-1   | CUSIP: 22540ABC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     39632 | PA      | $39131.20     | 0.06%             | 2028-02-25      | Fixed         | 6.61%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.            | IRS USD                                                                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |         1 | NC      | $-60279.74    | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC                               | Citigroup Inc                                                                   | CUSIP: 17327CAN3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23188.24     | 0.04%             | 2026-01-25      | Fixed         | 2.01%                 | No            |                  2 | On Loan: No      |
| MASTR Asset Backed Securities               | Mastr Asset Backed Securities Trust 2007-HE1                                    | CUSIP: 576457AD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    300000 | PA      | $230261.76    | 0.37%             | 2037-05-25      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                       | Molina Healthcare Inc                                                           | CUSIP: 60855RAK6<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |     35000 | PA      | $29925.00     | 0.05%             | 2030-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                       | Wells Fargo & Co                                                                | CUSIP: 95000U2S1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     75000 | PA      | $66307.27     | 0.11%             | 2028-06-02      | Fixed         | 2.39%                 | No            |                  2 | On Loan: No      |
| GSR Mortgage Loan Trust                     | GSR Mortgage Loan Trust 2007-AR2                                                | CUSIP: 3622N6AJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    176406 | PA      | $152413.97    | 0.24%             | 2037-05-25      | Variable      | 4.22%                 | No            |                  2 | On Loan: No      |
| ARDAGH PKG FIN/HLDGS USA                    | Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc                          | CUSIP: 03969AAR1<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |      4000 | PA      | $3021.36      | 0.00%             | 2027-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| WASTE PRO USA INC                           | Waste Pro USA Inc                                                               | CUSIP: 94107JAA1<br>LEI: 549300BY1QXU5BI3UF28 | Long             | DBT              | CORP              | US        |     61000 | PA      | $54006.96     | 0.09%             | 2026-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PRIME HEALTHCARE SERVICE                    | Prime Healthcare Services Inc                                                   | CUSIP: 74165HAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     64000 | PA      | $54000.00     | 0.09%             | 2025-11-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                      | VICI Properties LP / VICI Note Co Inc                                           | CUSIP: 92564RAJ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $9769.25      | 0.02%             | 2027-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ORGANON & CO/ORG                            | Organon & Co / Organon Foreign Debt Co-Issuer BV                                | CUSIP: 68622TAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $78240.60     | 0.13%             | 2031-04-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| PRESTIGE BRANDS INC                         | Prestige Brands Inc                                                             | CUSIP: 74112BAM7<br>LEI: 549300JBVP4J6D42I235 | Long             | DBT              | CORP              | US        |     71000 | PA      | $58642.10     | 0.09%             | 2031-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae REMICS                                                               | CUSIP: 31359ADZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        29 | PA      | $28.96        | 0.00%             | 2023-05-25      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                         | Global Payments Inc                                                             | CUSIP: 37940XAR3<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7287.78      | 0.01%             | 2052-08-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                            | Connecticut Avenue Securities Trust 2019-R06                                    | CUSIP: 20754JAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     75000 | PA      | $72546.86     | 0.12%             | 2039-09-25      | Floating      | 8.14%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                         | JPMorgan Chase & Co                                                             | CUSIP: 46647PCB0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     55000 | PA      | $48450.75     | 0.08%             | 2027-04-22      | Fixed         | 1.58%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                              | Fannie Mae-Aces                                                                 | CUSIP: 3136AT5H3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    283390 | PA      | $6207.11      | 0.01%             | 2039-07-25      | Variable      | 3.03%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                    | Avolon Holdings Funding Ltd                                                     | CUSIP: 05401AAR2<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    185000 | PA      | $148142.12    | 0.24%             | 2027-11-18      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                    | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CK8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    165000 | PA      | $128052.60    | 0.21%             | 2053-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                               | Citigroup Inc                                                                   | CUSIP: 172967ML2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    200000 | PA      | $164281.22    | 0.26%             | 2031-01-29      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                     | GLP Capital LP / GLP Financing II Inc                                           | CUSIP: 361841AL3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $71601.00     | 0.11%             | 2029-01-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                | GS Mortgage Securities Trust 2015-GC32                                          | CUSIP: 36250PAF2<br>LEI: 54930066YOFVQE068N73 | Long             | ABS-MBS          | CORP              | US        |   4669867 | PA      | $68380.40     | 0.11%             | 2048-07-10      | Variable      | 0.71%                 | No            |                  2 | On Loan: No      |
| FED HOME LN DISCOUNT NT                     | Federal Home Loan Bank Discount Notes                                           | CUSIP: 313384CL1<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   1580000 | PA      | $1569146.82   | 2.52%             | 2023-02-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST UNIV REVENUE                  | California State University                                                     | CUSIP: 13077DQP0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $10702.02     | 0.02%             | 2035-11-01      | Fixed         | 2.37%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                         | Freddie Mac STACR REMIC Trust 2022-DNA1                                         | CUSIP: 35564KQC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    150000 | PA      | $135886.13    | 0.22%             | 2042-01-25      | Floating      | 6.43%                 | No            |                  2 | On Loan: No      |
| COGENT COMMUNICATIONS GR                    | Cogent Communications Group Inc                                                 | CUSIP: 19240CAE3<br>LEI: 549300KFWFYF8Q1U0Y26 | Long             | DBT              | CORP              | US        |     14000 | PA      | $13635.69     | 0.02%             | 2027-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                             | CVS Health Corp                                                                 | CUSIP: 126650CZ1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     95000 | PA      | $85843.80     | 0.14%             | 2048-03-25      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                      | Extra Space Storage LP                                                          | CUSIP: 30225VAF4<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |     15000 | PA      | $11750.21     | 0.02%             | 2031-06-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                       | Wells Fargo & Co                                                                | CUSIP: 95000U2V4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46394.00     | 0.07%             | 2028-03-24      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                         | American Express Co                                                             | CUSIP: 025816CH0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     15000 | PA      | $12309.32     | 0.02%             | N/A             | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| HCA INC                                     | HCA Inc                                                                         | CUSIP: 404119CF4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    195000 | PA      | $165124.16    | 0.27%             | 2032-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                        | Bank of America Corp                                                            | CUSIP: 06051GJL4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    355000 | PA      | $271211.58    | 0.44%             | 2031-10-24      | Fixed         | 1.92%                 | No            |                  2 | On Loan: No      |
| HarborView Mortgage Loan Trust              | HarborView Mortgage Loan Trust 2006-5                                           | CUSIP: 41161MAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    318271 | PA      | $125936.57    | 0.20%             | 2047-07-19      | Floating      | 2.96%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                | GS Mortgage Securities Trust 2013-GC16                                          | CUSIP: 36248GAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  45024000 | PA      | $65203.76     | 0.10%             | 2046-11-10      | Variable      | 0.15%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                      | Extra Space Storage LP                                                          | CUSIP: 30225VAG2<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |     10000 | PA      | $7592.15      | 0.01%             | 2032-03-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                         | Petroleos Mexicanos                                                             | CUSIP: 71654QDD1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     10000 | PA      | $6941.84      | 0.01%             | 2050-01-23      | Fixed         | 7.69%                 | No            |                  2 | On Loan: No      |
| WF-RBS COMMERCIAL MORTGAGE TRU              | WFRBS Commercial Mortgage Trust 2013-C14                                        | CUSIP: 92890PAL8<br>LEI: 549300GADFYEKC4OLM57 | Long             | ABS-MBS          | CORP              | US        |   2341104 | PA      | $1299.55      | 0.00%             | 2046-06-15      | Variable      | 0.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae REMICS                                                               | CUSIP: 31398RAW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    531286 | PA      | $57688.34     | 0.09%             | 2040-05-25      | Floating      | 2.03%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                      | SLM Student Loan Trust 2008-4                                                   | CUSIP: 78445AAE6<br>LEI: 549300EQOYJZL2D96G46 | Long             | ABS-O            | CORP              | US        |    340000 | PA      | $327196.35    | 0.53%             | 2073-04-25      | Floating      | 6.21%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac REMICS                                                              | CUSIP: 31397EBL8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7225426 | PA      | $22944.27     | 0.04%             | 2036-08-15      | Floating      | 0.15%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                     | Imperial Brands Finance PLC                                                     | CUSIP: 45262BAA1<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |     25000 | PA      | $23983.81     | 0.04%             | 2024-07-26      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                           | Post Holdings Inc                                                               | CUSIP: 737446AM6<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     14000 | PA      | $13580.00     | 0.02%             | 2027-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                   | Boeing Co/The                                                                   | CUSIP: 097023DE2<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     60000 | PA      | $57438.35     | 0.09%             | 2024-02-04      | Fixed         | 1.43%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                      | SLM Student Loan Trust 2008-3                                                   | CUSIP: 78444GAD6<br>LEI: 549300OORAXMFXOHG132 | Long             | ABS-O            | CORP              | US        |    340000 | PA      | $313409.93    | 0.50%             | 2083-04-26      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| Structured Receivables Finance              | Structured Receivables Finance 2010-A LLC                                       | CUSIP: 86365FAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    252842 | PA      | $253964.74    | 0.41%             | 2046-01-16      | Fixed         | 7.61%                 | No            |                  2 | On Loan: No      |
| LIFE STORAGE LP                             | Life Storage LP                                                                 | CUSIP: 53227JAD6<br>LEI: X0MIGH67XZCB7HL1A534 | Long             | DBT              | CORP              | US        |     35000 | PA      | $26912.77     | 0.04%             | 2031-10-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| SG Mortgage Securities Trust                | SG Mortgage Securities Trust 2006-OPT2                                          | CUSIP: 78420MAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $179203.69    | 0.29%             | 2036-10-25      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| ENTERGY TEXAS INC                           | Entergy Texas Inc                                                               | CUSIP: 29365TAF1<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |    150000 | PA      | $138402.08    | 0.22%             | 2027-12-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                       | Time Warner Cable LLC                                                           | CUSIP: 88732JBB3<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    100000 | PA      | $83362.65     | 0.13%             | 2041-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                              | Morgan Stanley                                                                  | CUSIP: 6174468X0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    305000 | PA      | $229736.40    | 0.37%             | 2032-04-28      | Fixed         | 1.93%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                 | OCP CLO 2021-21 Ltd                                                             | CUSIP: 671000AE7<br>LEI: 2549000M7NBNQ7XU2038 | Long             | ABS-CBDO         | CORP              | KY        |     50000 | PA      | $47932.45     | 0.08%             | 2034-07-20      | Floating      | 5.94%                 | No            |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd                      | Rockford Tower CLO 2021-1 Ltd                                                   | CUSIP: 77341KAE1<br>LEI: 5493000QG193Z8ZVLY16 | Long             | ABS-CBDO         | CORP              | KY        |     75000 | PA      | $71489.25     | 0.11%             | 2034-07-20      | Floating      | 5.89%                 | No            |                  2 | On Loan: No      |
| OT MERGER CORP                              | OT Merger Corp                                                                  | CUSIP: 688777AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $33629.06     | 0.05%             | 2029-10-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| WF-RBS COMMERCIAL MORTGAGE TRU              | WFRBS Commercial Mortgage Trust 2014-C21                                        | CUSIP: 92939FBA6<br>LEI: 5493000F7E2NMQ4HIO61 | Long             | ABS-MBS          | CORP              | US        |   3212266 | PA      | $37818.16     | 0.06%             | 2047-08-15      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| SES GLOBAL AMERICAS HLDG                    | SES GLOBAL Americas Holdings Inc                                                | CUSIP: 78413KAB8<br>LEI: 5299000YGN3VJ3R60481 | Long             | DBT              | CORP              | US        |    200000 | PA      | $153885.94    | 0.25%             | 2044-03-25      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P              | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137B3NZ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5999569 | PA      | $25908.54     | 0.04%             | 2041-07-25      | Variable      | 1.66%                 | No            |                  2 | On Loan: No      |
| First Franklin Mtg Loan Asset               | First Franklin Mortgage Loan Trust Series 2007-FF1                              | CUSIP: 32028TAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    758071 | PA      | $405772.06    | 0.65%             | 2038-01-25      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| SPECTRUM BRANDS INC                         | Spectrum Brands Inc                                                             | CUSIP: 84762LAW5<br>LEI: 549300VU3EH2E73C1Q04 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8875.00      | 0.01%             | 2030-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                         | COMM 2012-CCRE5 Mortgage Trust                                                  | CUSIP: 12623SAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     72924 | PA      | $2.45         | 0.00%             | 2045-12-10      | Variable      | 1.09%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae REMICS                                                               | CUSIP: 31396PDC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    450065 | PA      | $49467.81     | 0.08%             | 2037-01-25      | Floating      | 2.81%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage               | Citigroup Commercial Mortgage Trust 2016-P4                                     | CUSIP: 29429EAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1971249 | PA      | $95956.95     | 0.15%             | 2049-07-10      | Variable      | 1.89%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                                        | CUSIP: 38378XLU3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    522444 | PA      | $11987.38     | 0.02%             | 2054-11-16      | Variable      | 0.91%                 | No            |                  2 | On Loan: No      |
| ADVANCED DRAINAGE SYSTEM                    | Advanced Drainage Systems Inc                                                   | CUSIP: 00790RAB0<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | DBT              | CORP              | US        |     14000 | PA      | $13622.14     | 0.02%             | 2030-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                            | T-Mobile USA Inc                                                                | CUSIP: 87264ABR5<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     66000 | PA      | $60149.03     | 0.10%             | 2026-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                | Centene Corp                                                                    | CUSIP: 15135BAY7<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     46000 | PA      | $38846.54     | 0.06%             | 2028-07-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trus              | CSAIL 2015-C1 Commercial Mortgage Trust                                         | CUSIP: 126281BB9<br>LEI: 549300UFJ8EKD81Y8R30 | Long             | ABS-MBS          | CORP              | US        |   1667158 | PA      | $20600.41     | 0.03%             | 2050-04-15      | Variable      | 0.82%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.            | IRS USD                                                                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |         1 | NC      | $8965.67      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                         | JPMorgan Chase & Co                                                             | CUSIP: 46647PCC8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    350000 | PA      | $280632.92    | 0.45%             | 2032-04-22      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partne              | Pretium Mortgage Credit Partners LLC                                            | CUSIP: 69381PAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    180000 | PA      | $162967.23    | 0.26%             | 2052-08-25      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                         | Global Payments Inc                                                             | CUSIP: 37940XAQ5<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38182.42     | 0.06%             | 2032-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                       | Wells Fargo & Co                                                                | CUSIP: 95000U3B7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     90000 | PA      | $85331.19     | 0.14%             | 2033-07-25      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                     | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GYL2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28749.30     | 0.05%             | 2024-10-21      | Fixed         | 0.93%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                     | Nationwide Building Society                                                     | CUSIP: 63861VAA5<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |     50000 | PA      | $49729.48     | 0.08%             | 2024-03-08      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | US 10YR ULTRA                                                                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       -26 | NC      | $8724.91      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VICI PROPERTIES / NOTE                      | VICI Properties LP / VICI Note Co Inc                                           | CUSIP: 92564RAH8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $4773.63      | 0.01%             | 2026-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                         | Petroleos Mexicanos                                                             | CUSIP: 71654QCL4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      5000 | PA      | $3076.29      | 0.00%             | 2048-02-12      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                    | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                  | CUSIP: 01883LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     39000 | PA      | $35223.24     | 0.06%             | 2027-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                       | Level 3 Financing Inc                                                           | CUSIP: 527298BP7<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3394.05      | 0.01%             | 2027-03-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Crystal River                               | Crystal River Cdo 2005-1 Ltd                                                    | CUSIP: 229395AA6<br>LEI: 5493002U1CTJPBWAAZ92 | Long             | ABS-CBDO         | CORP              | KY        |    419900 | PA      | $46254.52     | 0.07%             | 2046-03-02      | Floating      | 2.68%                 | No            |                  3 | On Loan: No      |
| Allegro CLO Ltd                             | Allegro CLO XII Ltd                                                             | CUSIP: 01750TAG1<br>LEI: 254900E0ZQX4DLP7HF87 | Long             | ABS-CBDO         | CORP              | KY        |     45000 | PA      | $43402.50     | 0.07%             | 2032-01-21      | Floating      | 5.98%                 | No            |                  2 | On Loan: No      |
| CABLE ONE INC                               | Cable One Inc                                                                   | CUSIP: 12685JAC9<br>LEI: 549300648QS85T0XSH18 | Long             | DBT              | CORP              | US        |     37000 | PA      | $29368.75     | 0.05%             | 2030-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                        | Bank of America Corp                                                            | CUSIP: 06051GJZ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     55000 | PA      | $46295.06     | 0.07%             | 2029-06-14      | Fixed         | 2.09%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, In              | RALI Series 2005-QA3 Trust                                                      | CUSIP: 76110H2H1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    116687 | PA      | $60348.92     | 0.10%             | 2035-03-25      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                      | Credit Suisse Group AG                                                          | CUSIP: 000000000<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    100000 | PA      | $59371.82     | 0.10%             | 2033-01-18      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                       | Athene Global Funding                                                           | CUSIP: 04685A2X8<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29473.57     | 0.05%             | 2024-05-24      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                            | BAT Capital Corp                                                                | CUSIP: 05526DBV6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    125000 | PA      | $104362.14    | 0.17%             | 2052-03-16      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                                        | CUSIP: 38378KSP5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1231250 | PA      | $15815.90     | 0.03%             | 2053-12-16      | Variable      | 0.51%                 | No            |                  2 | On Loan: No      |
| JERSEY CENTRAL PWR & LT                     | Jersey Central Power & Light Co                                                 | CUSIP: 476556DB8<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |     55000 | PA      | $54256.79     | 0.09%             | 2024-04-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| WF-RBS COMMERCIAL MORTGAGE TRU              | WFRBS Commercial Mortgage Trust 2013-C17                                        | CUSIP: 92938GAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5289111 | PA      | $28828.03     | 0.05%             | 2046-12-15      | Variable      | 1.04%                 | No            |                  2 | On Loan: No      |
| SLC Student Loan Trust                      | SLC Student Loan Trust 2004-1                                                   | CUSIP: 784423AH8<br>LEI: 25490083RPF52FIUZ551 | Long             | ABS-O            | CORP              | US        |    104638 | PA      | $95709.18     | 0.15%             | 2031-08-15      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| Flatiron CLO Ltd                            | Flatiron RR CLO 22 LLC                                                          | CUSIP: 33883QAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    350000 | PA      | $334250.00    | 0.54%             | 2034-10-15      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag              | Wells Fargo Commercial Mortgage Trust 2015-NXS2                                 | CUSIP: 94989MAH2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3132451 | PA      | $36642.04     | 0.06%             | 2058-07-15      | Variable      | 0.61%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                         | Freddie Mac STACR REMIC Trust 2021-HQA2                                         | CUSIP: 35564KFV6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    120000 | PA      | $105347.97    | 0.17%             | 2033-12-25      | Floating      | 5.98%                 | No            |                  2 | On Loan: No      |
| ARCHROCK PARTNERS LP/FIN                    | Archrock Partners LP / Archrock Partners Finance Corp                           | CUSIP: 03959KAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $36800.00     | 0.06%             | 2028-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                     | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GYN8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    105000 | PA      | $83166.58     | 0.13%             | 2032-10-21      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| ENERGIZER HOLDINGS INC                      | Energizer Holdings Inc                                                          | CUSIP: 29272WAD1<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |     46000 | PA      | $38755.00     | 0.06%             | 2029-03-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| TRITON WATER HOLDINGS IN                    | Triton Water Holdings Inc                                                       | CUSIP: 89680EAA7<br>LEI: 5493005IYCEL7QJFZZ63 | Long             | DBT              | CORP              | US        |     56000 | PA      | $45710.00     | 0.07%             | 2029-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                      | SLM Student Loan Trust 2008-6                                                   | CUSIP: 78445CAE2<br>LEI: 549300JQFJDGC1WO7674 | Long             | ABS-O            | CORP              | US        |    340000 | PA      | $309911.67    | 0.50%             | 2083-07-26      | Floating      | 6.21%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, In              | RALI Series 2007-QS1 Trust                                                      | CUSIP: 74922KAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    333011 | PA      | $232805.04    | 0.37%             | 2037-01-25      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| MASTR Adjustable Rate Mortgage              | MASTR Adjustable Rate Mortgages Trust 2007-2                                    | CUSIP: 576429AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    243140 | PA      | $214492.35    | 0.34%             | 2047-03-25      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                   | CIM Trust 2021-NR2                                                              | CUSIP: 12565CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    135217 | PA      | $127347.39    | 0.20%             | 2059-07-25      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                    | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAX3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    155000 | PA      | $121191.93    | 0.19%             | 2032-01-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgag              | PRPM 2020-4 LLC                                                                 | CUSIP: 69359XAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     76748 | PA      | $74290.06     | 0.12%             | 2025-10-25      | Variable      | 2.95%                 | No            |                  2 | On Loan: No      |
| JBS USA/FOOD/FINANCE                        | JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc                          | CUSIP: 46590XAJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |     10000 | PA      | $9544.64      | 0.02%             | 2052-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BX Trust                                    | BX Commercial Mortgage Trust 2021-VOLT                                          | CUSIP: 05609VAQ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $92416.63     | 0.15%             | 2036-09-15      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| IndyMac INDX Mortgage Loan Tru              | IndyMac INDX Mortgage Loan Trust 2005-AR25                                      | CUSIP: 45660LR35<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    226138 | PA      | $200719.94    | 0.32%             | 2035-12-25      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                     | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GYA6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8763.57      | 0.01%             | 2027-03-09      | Fixed         | 1.43%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                     | Southern Co Gas Capital Corp                                                    | CUSIP: 001192AL7<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |     70000 | PA      | $67599.48     | 0.11%             | 2025-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                    | AT&T Inc                                                                        | CUSIP: 00206RMN9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    121000 | PA      | $84390.16     | 0.14%             | 2057-12-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Luminent Mortgage Trust                     | Luminent Mortgage Trust 2006-5                                                  | CUSIP: 55027XAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    265643 | PA      | $178580.24    | 0.29%             | 2036-07-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association              | USD/EUR FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-11994.02    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Stratus CLO                                 | Stratus CLO 2021-3 Ltd                                                          | CUSIP: 86315XAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $187643.75    | 0.30%             | 2029-12-29      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| HCA INC                                     | HCA Inc                                                                         | CUSIP: 404119CA5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     69000 | PA      | $59672.98     | 0.10%             | 2030-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                    | AT&T Inc                                                                        | CUSIP: 00206RCQ3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     15000 | PA      | $12750.97     | 0.02%             | 2046-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                        | Bank of America Corp                                                            | CUSIP: 060505GB4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     15000 | PA      | $12789.01     | 0.02%             | N/A             | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                         | Freddie Mac STACR REMIC Trust 2022-DNA1                                         | CUSIP: 35564KPV5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    150000 | PA      | $142628.91    | 0.23%             | 2042-01-25      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| MAUSER PACKAGING SOLUT                      | Mauser Packaging Solutions Holding Co                                           | CUSIP: 12429TAD6<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4872.04      | 0.01%             | 2024-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                    | Venture Global Calcasieu Pass LLC                                               | CUSIP: 92328MAA1<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |     45000 | PA      | $39453.64     | 0.06%             | 2029-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Tricon American Homes                       | Tricon American Homes 2017-SFR2 Trust                                           | CUSIP: 89613FAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    150000 | PA      | $145401.81    | 0.23%             | 2036-01-17      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| APS RESECURITIZATION TRUST                  | APS Resecuritization Trust 2016-3                                               | CUSIP: 00214WAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    385173 | PA      | $200507.12    | 0.32%             | 2046-09-27      | Variable      | 1.51%                 | No            |                  2 | On Loan: No      |
| HCA INC                                     | HCA Inc                                                                         | CUSIP: 404121AJ4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     14000 | PA      | $13970.04     | 0.02%             | 2028-09-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgag              | PRPM 2021-9 LLC                                                                 | CUSIP: 69360XAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    141015 | PA      | $128081.64    | 0.21%             | 2026-10-25      | Variable      | 2.36%                 | No            |                  2 | On Loan: No      |
| Indymac Manufactured Housing C              | Indymac Manufactured Housing Con Pass Thr Cert Series 1998-1                    | CUSIP: 22540AFG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     33796 | PA      | $34739.89     | 0.06%             | 2028-09-25      | Fixed         | 6.49%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                         | Charles Schwab Corp/The                                                         | CUSIP: 808513BT1<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     25000 | PA      | $19633.01     | 0.03%             | 2031-12-01      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.            | IRS USD                                                                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |         1 | NC      | $-40157.77    | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P              | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137B2HQ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2142000 | PA      | $8496.89      | 0.01%             | 2041-06-25      | Variable      | 1.64%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                                        | CUSIP: 38378NER0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3619946 | PA      | $21548.09     | 0.03%             | 2055-06-16      | Variable      | 0.25%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                   | Amgen Inc                                                                       | CUSIP: 031162DK3<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17860.05     | 0.03%             | 2053-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Mid-State Trust                             | Mid-State Capital Corp 2005-1 Trust                                             | CUSIP: 595481AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     73873 | PA      | $72576.09     | 0.12%             | 2040-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                   | Fannie Mae or Freddie Mac                                                       | CUSIP: 01F030611<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    425000 | PA      | $372812.16    | 0.60%             | 2053-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BALL CORP                                   | Ball Corp                                                                       | CUSIP: 058498AS5<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |     38000 | PA      | $37382.50     | 0.06%             | 2023-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                          | Energy Transfer LP                                                              | CUSIP: 86765BAV1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    174000 | PA      | $148286.98    | 0.24%             | 2047-10-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINAN                            | Vmed O2 UK Financing I PLC                                                      | CUSIP: 92858RAA8<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |     30000 | PA      | $24353.10     | 0.04%             | 2031-01-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY TRANSMISSION                    | FirstEnergy Transmission LLC                                                    | CUSIP: 33767BAD1<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |     39000 | PA      | $34101.88     | 0.05%             | 2028-09-15      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| INTELSAT JACKSON HLDG                       | Intelsat Jackson Holdings SA                                                    | CUSIP: 45824TBC8<br>LEI: 8XJ8KF85PBKK1TLMFN29 | Long             | DBT              | CORP              | LU        |     48000 | PA      | $43136.40     | 0.07%             | 2030-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HCA INC                                     | HCA Inc                                                                         | CUSIP: 404119BZ1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    110000 | PA      | $94205.41     | 0.15%             | 2049-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                     | GLP Capital LP / GLP Financing II Inc                                           | CUSIP: 361841AK5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $24624.99     | 0.04%             | 2028-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GEN DIGITAL INC                             | Gen Digital Inc                                                                 | CUSIP: 668771AK4<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39319.10     | 0.06%             | 2027-09-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                    | Warnermedia Holdings Inc                                                        | CUSIP: 55903VAN3<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     70000 | PA      | $53902.59     | 0.09%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                        | Bank of America Corp                                                            | CUSIP: 06051GJF7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     25000 | PA      | $19251.47     | 0.03%             | 2031-07-23      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| CIT Mortgage Loan Trust                     | CIT Mortgage Loan Trust 2007-1                                                  | CUSIP: 12559QAH5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    240000 | PA      | $205246.61    | 0.33%             | 2037-10-25      | Floating      | 6.14%                 | No            |                  2 | On Loan: No      |
| QWEST CORP                                  | Qwest Corp                                                                      | CUSIP: 912920AK1<br>LEI: 549300R2L4N683OO1509 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70350.00     | 0.11%             | 2025-09-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                      | Credit Suisse Group AG                                                          | CUSIP: 225401AT5<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |     30000 | PA      | $23923.73     | 0.04%             | 2027-02-02      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| NCR CORP                                    | NCR Corp                                                                        | CUSIP: 62886EAZ1<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |     26000 | PA      | $21492.51     | 0.03%             | 2030-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                            | Connecticut Avenue Securities Trust 2021-R03                                    | CUSIP: 20754AAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    150000 | PA      | $138048.23    | 0.22%             | 2041-12-25      | Floating      | 6.68%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                | Broadcom Inc                                                                    | CUSIP: 11135FBF7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    101000 | PA      | $75853.92     | 0.12%             | 2033-02-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| AON CORP/AON GLOBAL HOLD                    | Aon Corp / Aon Global Holdings PLC                                              | CUSIP: 03740LAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $42687.51     | 0.07%             | 2052-02-28      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                        | Kraft Heinz Foods Co                                                            | CUSIP: 50077LAM8<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23188.67     | 0.04%             | 2045-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                         | JPMorgan Chase & Co                                                             | CUSIP: 46647PCW4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18128.18     | 0.03%             | 2028-02-24      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| GSAA Home Equity Trust                      | GSAA Home Equity Trust 2006-6                                                   | CUSIP: 362334ME1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    547464 | PA      | $165346.67    | 0.27%             | 2036-03-25      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                               | Citigroup Inc                                                                   | CUSIP: 17327CAQ6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    180000 | PA      | $145620.87    | 0.23%             | 2033-01-25      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| Option One Mortgage Loan Trust              | Option One Mortgage Loan Trust 2006-3                                           | CUSIP: 68389BAN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    190797 | PA      | $128369.06    | 0.21%             | 2037-02-25      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                              | Air Lease Corp                                                                  | CUSIP: 00914AAF9<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     75000 | PA      | $69886.16     | 0.11%             | 2025-02-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Intelsat Jackson Holdings SA                | Intelsat Jackson Holdings SA                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       108 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | 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        |     50000 | PA      | $36859.00     | 0.06%             | 2050-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| MSILF Government Portfolio                  | MSILF Government Portfolio                                                      | CUSIP: 61747C707<br>LEI: 549300BI6Y5SI6BYPB26 | Long             | STIV             | RF                | US        |   2846000 | NS      | $2846000.00   | 4.57%             |  |  |  | No            |                  1 | On Loan: No      |
| US BANCORP                                  | US Bancorp                                                                      | CUSIP: 91159HJJ0<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     35000 | PA      | $36437.52     | 0.06%             | 2033-10-21      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| MODIVCARE INC                               | ModivCare Inc                                                                   | CUSIP: 743815AE2<br>LEI: 549300EFZIFW7F7I0Q28 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14109.25     | 0.02%             | 2025-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                      | Credit Suisse Group AG                                                          | CUSIP: 225401AZ1<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    200000 | PA      | $176015.85    | 0.28%             | 2033-08-12      | Fixed         | 6.54%                 | No            |                  2 | On Loan: No      |
| PARK AEROSPACE HOLDINGS                     | Park Aerospace Holdings Ltd                                                     | CUSIP: 70014LAC4<br>LEI: 635400CPI3EOIFF6OC33 | Long             | DBT              | CORP              | KY        |     35000 | PA      | $34916.22     | 0.06%             | 2023-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multiclass Certifi              | Freddie Mac Multifamily PC REMIC Trust 2019-P002                                | CUSIP: 3137FQKX0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    535000 | PA      | $44595.49     | 0.07%             | 2033-07-25      | Variable      | 1.01%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                         | JPMorgan Chase & Co                                                             | CUSIP: 46647PBA3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9543.78      | 0.02%             | 2027-01-29      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                               | Citigroup Inc                                                                   | CUSIP: 172967MS7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     45000 | PA      | $36494.84     | 0.06%             | 2031-06-03      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| SCRIPPS ESCROW INC                          | Scripps Escrow Inc                                                              | CUSIP: 81104PAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $40500.00     | 0.07%             | 2027-07-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor              | JP Morgan Chase Commercial Mortgage Securities Trust 2013-C16                   | CUSIP: 46641BAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4854087 | PA      | $18204.77     | 0.03%             | 2046-12-15      | Variable      | 0.83%                 | No            |                  2 | On Loan: No      |
| HERTZ CORP/THE                              | Hertz Corp/The                                                                  | CUSIP: 428040DB2<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |     42000 | PA      | $31968.30     | 0.05%             | 2029-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HSI Asset Securitization Corpo              | HSI Asset Securitization Corp Trust 2007-OPT1                                   | CUSIP: 40431JAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    213593 | PA      | $179632.62    | 0.29%             | 2036-12-25      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                       | Level 3 Financing Inc                                                           | CUSIP: 527298BQ5<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     69000 | PA      | $54574.54     | 0.09%             | 2029-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.            | IRS USD                                                                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |         1 | NC      | $-19792.67    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Mortgage Loan T              | Morgan Stanley Mortgage Loan Trust 2004-7AR                                     | CUSIP: 61748HCH2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    116228 | PA      | $108757.24    | 0.17%             | 2034-09-25      | Variable      | 3.31%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgag              | PRPM 2021-5 LLC                                                                 | CUSIP: 69358DAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     98443 | PA      | $89415.29     | 0.14%             | 2026-06-25      | Variable      | 1.79%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OP                         | Invitation Homes Operating Partnership LP                                       | CUSIP: 46188BAC6<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |     20000 | PA      | $14631.81     | 0.02%             | 2034-01-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch Alternative Note              | Merrill Lynch Alternative Note Asset Trust Series 2007-A3                       | CUSIP: 59024HAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1696107 | PA      | $74832.74     | 0.12%             | 2037-04-25      | Floating      | 5.05%                 | No            |                  3 | On Loan: No      |
| AMSR Trust                                  | AMSR 2020-SFR1 Trust                                                            | CUSIP: 00180AAJ8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $95305.35     | 0.15%             | 2037-04-17      | Fixed         | 8.19%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                        | FREMF 2017-K66 Mortgage Trust                                                   | CUSIP: 35708QAQ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  26502999 | PA      | $87932.97     | 0.14%             | 2027-06-25      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                        | Kraft Heinz Foods Co                                                            | CUSIP: 50076QAE6<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     74000 | PA      | $67269.06     | 0.11%             | 2042-06-04      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                            | CSC Holdings LLC                                                                | CUSIP: 126307AZ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     27000 | PA      | $22129.61     | 0.04%             | 2029-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Dreyfus Government Cash Management          | Dreyfus Government Cash Management                                              | CUSIP: 262006208<br>LEI: 5493000Q69I5Q3QZIA91 | Long             | STIV             | RF                | US        |   2648000 | NS      | $2648000.00   | 4.25%             |  |  |  | No            |                  1 | On Loan: No      |
| VODAFONE GROUP PLC                          | Vodafone Group PLC                                                              | CUSIP: 92857WBM1<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |     40000 | PA      | $35423.59     | 0.06%             | 2048-05-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Intelsat SA/Luxembourg                      | Intelsat SA/Luxembourg                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1041 | NS      | $25192.20     | 0.04%             |  |  |  | No            |                  3 | On Loan: No      |
| LUMEN TECHNOLOGIES INC                      | Lumen Technologies Inc                                                          | CUSIP: 156700BC9<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |     24000 | PA      | $20493.17     | 0.03%             | 2027-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE INC                               | CommScope Inc                                                                   | CUSIP: 203372AX5<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |     24000 | PA      | $19558.80     | 0.03%             | 2029-09-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BALL CORP                                   | Ball Corp                                                                       | CUSIP: 058498AY2<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |     36000 | PA      | $37002.24     | 0.06%             | 2028-03-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                                        | CUSIP: 38378XDR9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    871183 | PA      | $6823.02      | 0.01%             | 2055-05-16      | Variable      | 0.19%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                    | OBX 2022-NQM1 Trust                                                             | CUSIP: 67114VAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    173771 | PA      | $149453.95    | 0.24%             | 2061-11-25      | Variable      | 2.31%                 | No            |                  2 | On Loan: No      |
| PAPA JOHN'S INTERNATIONA                    | Papa John's International Inc                                                   | CUSIP: 698813AA0<br>LEI: HZYLD3DK5XOX0WBVNB56 | Long             | DBT              | CORP              | US        |     33000 | PA      | $27634.41     | 0.04%             | 2029-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                                        | CUSIP: 38378BQ77<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2111326 | PA      | $32909.77     | 0.05%             | 2051-12-16      | Variable      | 0.63%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac REMICS                                                              | CUSIP: 3133T4DA1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5906 | PA      | $6063.70      | 0.01%             | 2024-02-15      | Floating      | 11.22%                | No            |                  2 | On Loan: No      |
| WAMU Asset-Backed Certificates              | WaMu Asset-Backed Certificates WaMu Series 2007-HE1 Trust                       | CUSIP: 933631AE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    550027 | PA      | $241492.39    | 0.39%             | 2037-01-25      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| Octagon Credit Partners 46, LT              | Octagon Investment Partners 46 Ltd                                              | CUSIP: 67577VAN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    125000 | PA      | $119955.13    | 0.19%             | 2036-07-15      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| GRIFOLS ESCROW ISSUER                       | Grifols Escrow Issuer SA                                                        | CUSIP: 39843UAA0<br>LEI: 959800HLB3PGTGSLVV62 | Long             | DBT              | CORP              | ES        |     47000 | PA      | $40693.70     | 0.07%             | 2028-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                         | COMM 2013-CCRE12 Mortgage Trust                                                 | CUSIP: 12591KAF2<br>LEI: 549300MGZ5FI5VFL1177 | Long             | ABS-MBS          | CORP              | US        |   1646179 | PA      | $8787.14      | 0.01%             | 2046-10-10      | Variable      | 1.06%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                                        | CUSIP: 38379KJU3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    536451 | PA      | $8991.88      | 0.01%             | 2056-10-16      | Variable      | 0.37%                 | No            |                  2 | On Loan: No      |
| Banc of California Multifamily              | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FMUM2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | CORP              | US        |   1348171 | PA      | $5024.50      | 0.01%             | 2024-08-25      | Fixed         | 0.36%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                       | Caesars Entertainment Inc                                                       | CUSIP: 12769GAA8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |     55000 | PA      | $44840.47     | 0.07%             | 2029-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Credit-Based Asset Servicing a              | C-BASS Mortgage Loan Trust 2007-CB2                                             | CUSIP: 1248MBAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    241922 | PA      | $152592.02    | 0.25%             | 2037-02-25      | Variable      | 3.55%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                                        | CUSIP: 38374FGE8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3135 | PA      | $3132.32      | 0.01%             | 2023-11-26      | Floating      | 6.24%                 | No            |                  2 | On Loan: No      |
| Impact Funding LLC                          | Impact Funding Affordable Multifamily Housing Mortgage Loan Trust 2010-1        | CUSIP: 45257HAA5<br>LEI: 5493007PF8OVQKUTNC92 | Long             | ABS-MBS          | CORP              | US        |     60528 | PA      | $58987.46     | 0.09%             | 2051-01-25      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| HarborView Mortgage Loan Trust              | HarborView Mortgage Loan Trust 2006-4                                           | CUSIP: 41161PL27<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    345126 | PA      | $184011.97    | 0.30%             | 2046-05-19      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac REMICS                                                              | CUSIP: 31397FPJ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    494247 | PA      | $38106.89     | 0.06%             | 2037-03-15      | Floating      | 1.80%                 | No            |                  2 | On Loan: No      |
| Residential Asset Securities C              | RASC Series 2005-KS11 Trust                                                     | CUSIP: 76110W7F7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    164736 | PA      | $155221.74    | 0.25%             | 2035-12-25      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P              | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137B1UJ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1906656 | PA      | $74.47        | 0.00%             | 2041-01-25      | Variable      | 1.73%                 | No            |                  2 | On Loan: No      |
| COBALT CMBS Commercial Mortgag              | COBALT CMBS Commercial Mortgage Trust 2007-C2                                   | CUSIP: 19075CBE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    225264 | PA      | $908.65       | 0.00%             | 2047-04-15      | Variable      | 0.44%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                                        | CUSIP: 38378BQJ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3268760 | PA      | $11493.94     | 0.02%             | 2053-04-16      | Variable      | 0.28%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                        | Bank of America Corp                                                            | CUSIP: 06051GKD0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     55000 | PA      | $43194.47     | 0.07%             | 2032-10-20      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Alternative Loan T              | JP Morgan Alternative Loan Trust 2006-S1                                        | CUSIP: 46627MER4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    213161 | PA      | $120607.90    | 0.19%             | 2036-03-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HUDSON PACIFIC PROPERTIE                    | Hudson Pacific Properties LP                                                    | CUSIP: 44409MAD8<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4673.13      | 0.01%             | 2028-02-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                    | Capital One Financial Corp                                                      | CUSIP: 14040HCN3<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     40000 | PA      | $34369.24     | 0.06%             | 2030-03-01      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                 | Oracle Corp                                                                     | CUSIP: 68389XCK9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     95000 | PA      | $102893.54    | 0.17%             | 2052-11-09      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                              | Morgan Stanley                                                                  | CUSIP: 61747YEB7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     40000 | PA      | $37858.08     | 0.06%             | 2025-01-22      | Fixed         | 0.79%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                    | Santander UK Group Holdings PLC                                                 | CUSIP: 80281LAM7<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |     35000 | PA      | $30863.21     | 0.05%             | 2026-08-21      | Fixed         | 1.53%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                         | CommonSpirit Health                                                             | CUSIP: 20268JAF0<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |     40000 | PA      | $32934.12     | 0.05%             | 2030-10-01      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| BCRR Trust                                  | BCRR 2016-FRR3 Trust                                                            | CUSIP: 81753WAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     88636 | PA      | $78324.83     | 0.13%             | 2026-05-26      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| MET TRANSPRTN AUTH NY REVENUE               | Metropolitan Transportation Authority                                           | CUSIP: 59261AG76<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |      5000 | PA      | $4463.01      | 0.01%             | 2049-11-15      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| MASTR Asset Backed Securities               | Mastr Asset Backed Securities Trust 2007-HE1                                    | CUSIP: 576457AC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    160170 | PA      | $150890.11    | 0.24%             | 2037-05-25      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P              | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137BEVK7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1100000 | PA      | $36027.70     | 0.06%             | 2042-11-25      | Variable      | 2.04%                 | No            |                  2 | On Loan: No      |
| Cedar Funding Ltd                           | Cedar Funding II CLO Ltd                                                        | CUSIP: 15032TBG0<br>LEI: 254900Q56WTD2BRLBE32 | Long             | ABS-CBDO         | CORP              | KY        |     75000 | PA      | $70513.95     | 0.11%             | 2034-04-20      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| MACQUARIE GROUP LTD                         | Macquarie Group Ltd                                                             | CUSIP: 55608JAZ1<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |     95000 | PA      | $73113.99     | 0.12%             | 2033-01-14      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| HCA INC                                     | HCA Inc                                                                         | CUSIP: 404119BQ1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11940.66     | 0.02%             | 2025-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                   | Morgan Stanley Bank of America Merrill Lynch Trust 2014 C19                     | CUSIP: 61764PBV3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2693329 | PA      | $35858.44     | 0.06%             | 2047-12-15      | Variable      | 0.95%                 | No            |                  2 | On Loan: No      |
| BLOOMIN' BRANDS INC/OSI                     | Bloomin' Brands Inc / OSI Restaurant Partners LLC                               | CUSIP: 094234AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     43000 | PA      | $36550.00     | 0.06%             | 2029-04-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Impac CMB Trust                             | Impac CMB Trust Series 2004-4                                                   | CUSIP: 45254NHT7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     52251 | PA      | $51787.42     | 0.08%             | 2034-09-25      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                 | Oracle Corp                                                                     | CUSIP: 68389XCA1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    104000 | PA      | $75026.60     | 0.12%             | 2051-03-25      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                   | Morgan Stanley Bank of America Merrill Lynch Trust 2013-C9                      | CUSIP: 61762DAE1<br>LEI: 549300PFVBG5704L7K74 | Long             | ABS-MBS          | CORP              | US        |  12532749 | PA      | $21024.94     | 0.03%             | 2046-05-15      | Variable      | 0.30%                 | No            |                  2 | On Loan: No      |
| MED Trust                                   | Med Trust 2021-MDLN                                                             | CUSIP: 58403YBA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $90835.63     | 0.15%             | 2038-11-15      | Floating      | 9.57%                 | No            |                  2 | On Loan: No      |
| WASH MULTIFAM ACQ INC                       | WASH Multifamily Acquisition Inc                                                | CUSIP: 93710WAA3<br>LEI: 549300AS7PRY5PHG6L12 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28311.09     | 0.05%             | 2026-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| VZ SECURED FINANCING BV                     | VZ Secured Financing BV                                                         | CUSIP: 91845AAA3<br>LEI: 549300MG611MYCOWY949 | Long             | DBT              | CORP              | NL        |     50000 | PA      | $40921.02     | 0.07%             | 2032-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ladder Capital Commercial Mort              | Ladder Capital Commercial Mortgage 2013-GCP Mortgage Trust                      | CUSIP: 50184BAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1425882 | PA      | $65748.26     | 0.11%             | 2036-02-15      | Variable      | 1.16%                 | No            |                  2 | On Loan: No      |
| Fidelity Government Portfolio               | Fidelity Government Portfolio                                                   | CUSIP: 316175108<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   1983829 | NS      | $1983829.40   | 3.19%             |  |  |  | No            |                  1 | On Loan: No      |
| LXP INDUSTRIAL TRUST                        | LXP Industrial Trust                                                            | CUSIP: 529043AE1<br>LEI: 549300S4MH2ICXDBFV43 | Long             | DBT              | CORP              | US        |     35000 | PA      | $27965.38     | 0.04%             | 2030-09-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| GLOBAL PART/GLP FINANCE                     | Global Partners LP / GLP Finance Corp                                           | CUSIP: 37954FAJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     41000 | PA      | $37612.17     | 0.06%             | 2029-01-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| HSI Asset Loan Obligation                   | HSI Asset Loan Obligation Trust 2007-2                                          | CUSIP: 40432BAR0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    239163 | PA      | $184333.89    | 0.30%             | 2037-09-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                       | Athene Global Funding                                                           | CUSIP: 04685A3L3<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22318.87     | 0.04%             | 2027-03-08      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC                      | Acrisure LLC / Acrisure Finance Inc                                             | CUSIP: 00489LAH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     46000 | PA      | $36972.50     | 0.06%             | 2029-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FirstKey Homes 2020-SFR1 Trust              | FirstKey Homes 2020-SFR1 Trust                                                  | CUSIP: 33767MAQ8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    265000 | PA      | $238169.62    | 0.38%             | 2037-08-17      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Acquisition              | JP Morgan Mortgage Acquisition Trust 2007-HE1                                   | CUSIP: 46630KAF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    632176 | PA      | $436746.13    | 0.70%             | 2047-03-25      | Variable      | 4.18%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.            | IRS USD                                                                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |         1 | NC      | $19729.18     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                       | Wells Fargo & Co                                                                | CUSIP: 95000U2U6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    440000 | PA      | $370990.07    | 0.60%             | 2033-03-02      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| CLEARWATER PAPER CORP                       | Clearwater Paper Corp                                                           | CUSIP: 18538RAJ2<br>LEI: 549300HCVV19GXN4P292 | Long             | DBT              | CORP              | US        |     43000 | PA      | $38330.73     | 0.06%             | 2028-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Lehman Brothers Small Balance               | Lehman Brothers Small Balance Commercial Mortgage Trust 2007-1                  | CUSIP: 52521GAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     34224 | PA      | $34142.90     | 0.05%             | 2037-03-25      | Floating      | 4.64%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                     | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GXM1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     60000 | PA      | $53024.44     | 0.09%             | 2026-12-09      | Fixed         | 1.09%                 | No            |                  2 | On Loan: No      |
| GSAA Home Equity Trust                      | GSAA Home Equity Trust 2006-10                                                  | CUSIP: 362375AC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    590807 | PA      | $158668.09    | 0.25%             | 2036-06-25      | Variable      | 5.98%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                    | Lloyds Banking Group PLC                                                        | CUSIP: 53944YAU7<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $230303.15    | 0.37%             | 2033-08-11      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                           | NatWest Group PLC                                                               | CUSIP: 780097BK6<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |     55000 | PA      | $53751.08     | 0.09%             | 2025-03-22      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                          | VICI Properties LP                                                              | CUSIP: 925650AD5<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    155000 | PA      | $143895.03    | 0.23%             | 2032-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO Ltd              | Golub Capital Partners CLO 54M L.P                                              | CUSIP: 381743AA1<br>LEI: 2549007JA1TZWEDGPD41 | Long             | ABS-CBDO         | CORP              | KY        |     90000 | PA      | $86691.60     | 0.14%             | 2033-08-05      | Floating      | 6.06%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | US 5 YEAR TREASURY NOTE                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        95 | NC      | $-9357.09     | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| SMRT                                        | SMRT 2022-MINI                                                                  | CUSIP: 78457JAN2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $91626.17     | 0.15%             | 2039-01-15      | Floating      | 7.04%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor              | J.P. Morgan Chase Commercial Mortgage Securities Trust 2019-ICON                | CUSIP: 46650RAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     72000 | PA      | $68497.76     | 0.11%             | 2034-01-05      | Fixed         | 4.54%                 | 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              | CORP              | US        |     80000 | PA      | $78615.77     | 0.13%             | 2026-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                | Centene Corp                                                                    | CUSIP: 15135BAW1<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    134000 | PA      | $110148.57    | 0.18%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                     | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GYM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8736.24      | 0.01%             | 2027-10-21      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                         | COMM 2012-CCRE3 Mortgage Trust                                                  | CUSIP: 12624PAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4310961 | PA      | $10989.50     | 0.02%             | 2045-10-15      | Variable      | 1.53%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae REMICS                                                               | CUSIP: 31397LXH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    560117 | PA      | $42202.08     | 0.07%             | 2036-11-25      | Floating      | 1.66%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                              | Morgan Stanley                                                                  | CUSIP: 61747YED3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     15000 | PA      | $11502.28     | 0.02%             | 2032-07-21      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| Oak Hill Credit Partners                    | OHA Credit Funding 7 Ltd                                                        | CUSIP: 67098WAN1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    150000 | PA      | $145536.00    | 0.23%             | 2037-02-24      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| AXALTA COATING SYSTEMS                      | Axalta Coating Systems LLC                                                      | CUSIP: 05453GAC9<br>LEI: 549300G80QONCHILSF69 | Long             | DBT              | CORP              | US        |     45000 | PA      | $37419.08     | 0.06%             | 2029-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                     | Dryden 85 CLO Ltd                                                               | CUSIP: 26246BAL8<br>LEI: 549300XS2BVK8BZTXN05 | Long             | ABS-CBDO         | CORP              | KY        |    150000 | PA      | $145997.25    | 0.23%             | 2035-10-15      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| FRESENIUS MED CARE III                      | Fresenius Medical Care US Finance III Inc                                       | CUSIP: 35805BAC2<br>LEI: 5299006ZHLMXOOUVTU44 | Long             | DBT              | CORP              | US        |     30000 | PA      | $25435.66     | 0.04%             | 2026-12-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Intelsat Jackson Holdings SA                | Intelsat Jackson Holdings SA                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       108 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Park Avenue Institutional Advi              | Park Avenue Institutional Advisers CLO Ltd 2021-1                               | CUSIP: 70015QAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     40000 | PA      | $38473.20     | 0.06%             | 2034-01-20      | Floating      | 5.99%                 | No            |                  2 | On Loan: No      |
| Terwin Mortgage Trust                       | Terwin Mortgage Trust 2004-7HE                                                  | CUSIP: 881561FV1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     62007 | PA      | $53452.60     | 0.09%             | 2034-07-25      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                  | AbbVie Inc                                                                      | CUSIP: 00287YAQ2<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48502.46     | 0.08%             | 2025-05-14      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.            | IRS USD                                                                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |         1 | NC      | $10604.13     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| GMAC Mortgage Corporation Loan              | GMACM Mortgage Loan Trust 2006-AR1                                              | CUSIP: 36185MDN9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    183765 | PA      | $138672.13    | 0.22%             | 2036-04-19      | Variable      | 2.98%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                       | Caesars Entertainment Inc                                                       | CUSIP: 28470RAK8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14769.15     | 0.02%             | 2027-07-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu              | JPMBB Commercial Mortgage Securities Trust 2014-C22                             | CUSIP: 46642NBF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7441432 | PA      | $69811.80     | 0.11%             | 2047-09-15      | Variable      | 0.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                   | Fannie Mae or Freddie Mac                                                       | CUSIP: 01F050619<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2500000 | PA      | $2463379.58   | 3.96%             | 2053-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DENTSPLY SIRONA INC                         | DENTSPLY SIRONA Inc                                                             | CUSIP: 24906PAA7<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | DBT              | CORP              | US        |     45000 | PA      | $37456.60     | 0.06%             | 2030-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                          | Energy Transfer LP                                                              | CUSIP: 29278NAN3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2983.51      | 0.00%             | 2027-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UNIFRAX ESCROW ISS CORP                     | ASP Unifrax Holdings Inc                                                        | CUSIP: 90473LAA0<br>LEI: 549300RRU6BWJLD0YT71 | Long             | DBT              | CORP              | US        |     30000 | PA      | $24182.79     | 0.04%             | 2028-09-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PART                      | Brixmor Operating Partnership LP                                                | CUSIP: 11120VAJ2<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |     30000 | PA      | $26454.96     | 0.04%             | 2030-07-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| FERTITTA ENTERTAINMENT                      | Fertitta Entertainment LLC / Fertitta Entertainment Finance Co Inc              | CUSIP: 31556TAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $36465.75     | 0.06%             | 2030-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                | CSMC 2018-SITE                                                                  | CUSIP: 12690CAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $93980.77     | 0.15%             | 2036-04-15      | Fixed         | 4.53%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                 | Oracle Corp                                                                     | CUSIP: 68389XCE3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     15000 | PA      | $12454.18     | 0.02%             | 2031-03-25      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P              | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137B5JN4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5969418 | PA      | $1999.46      | 0.00%             | 2023-07-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu              | JPMBB Commercial Mortgage Securities Trust 2014-C25                             | CUSIP: 46643PBG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4553026 | PA      | $53858.65     | 0.09%             | 2047-11-15      | Variable      | 0.81%                 | No            |                  2 | On Loan: No      |
| Cedar Funding Ltd                           | Cedar Funding XII CLO Ltd                                                       | CUSIP: 15033TAN5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    180000 | PA      | $174600.00    | 0.28%             | 2034-10-25      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN                     | Jane Street Group / JSG Finance Inc                                             | CUSIP: 47077WAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $39353.88     | 0.06%             | 2029-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GSAMP Trust                                 | GSAMP Trust 2007-NC1                                                            | CUSIP: 3622MGAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    259774 | PA      | $127622.32    | 0.20%             | 2046-12-25      | Floating      | 4.54%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.            | IRS USD                                                                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |         1 | NC      | $-42185.58    | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| TRANSMONTAIGE PARTNERS                      | TransMontaigne Partners LP / TLP Finance Corp                                   | CUSIP: 89376VAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     44000 | PA      | $38060.00     | 0.06%             | 2026-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| AMERICAN ASSETS TRUST LP                    | American Assets Trust LP                                                        | CUSIP: 02401LAA2<br>LEI: 549300V1TI0SMG9Z6U69 | Long             | DBT              | CORP              | US        |     30000 | PA      | $23815.92     | 0.04%             | 2031-02-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Impac CMB Trust                             | Impac CMB Trust Series 2004-6                                                   | CUSIP: 45254NKD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     90597 | PA      | $87704.06     | 0.14%             | 2034-10-25      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                   | CIM Trust 2021-R3                                                               | CUSIP: 12566LAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     74712 | PA      | $66219.51     | 0.11%             | 2057-06-25      | Variable      | 1.95%                 | No            |                  2 | On Loan: No      |
| INTELSAT JACKSON HLDG                       | Intelsat Jackson Holdings SA                                                    | CUSIP: 000000000<br>LEI: 8XJ8KF85PBKK1TLMFN29 | Long             | DBT              | CORP              | LU        |     38000 | PA      | $0.00         | 0.00%             | 2024-10-15      | Fixed         | 8.50%                 | No            |                  3 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                    | Warnermedia Holdings Inc                                                        | CUSIP: 55903VAQ6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    300000 | PA      | $220695.82    | 0.35%             | 2052-03-15      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P              | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137BTU41<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  13247395 | PA      | $22491.43     | 0.04%             | 2023-11-25      | Variable      | 0.24%                 | No            |                  2 | On Loan: No      |
| ALLIANT ENERGY FINANCE                      | Alliant Energy Finance LLC                                                      | CUSIP: 01882YAD8<br>LEI: 54930033ER6EOI5DL570 | Long             | DBT              | CORP              | US        |     55000 | PA      | $47546.88     | 0.08%             | 2032-03-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Mortgage Loan T              | Morgan Stanley Mortgage Loan Trust 2007-11AR                                    | CUSIP: 61754VAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    133222 | PA      | $76341.97     | 0.12%             | 2037-06-25      | Variable      | 2.68%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae REMICS                                                               | CUSIP: 31394F3P8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    168603 | PA      | $1744.65      | 0.00%             | 2025-10-25      | Floating      | 1.71%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                            | Connecticut Avenue Securities Trust 2021-R03                                    | CUSIP: 20754AAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    115000 | PA      | $98991.57     | 0.16%             | 2041-12-25      | Floating      | 9.43%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae REMICS                                                               | CUSIP: 313920B41<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       235 | PA      | $231.31       | 0.00%             | 2031-09-25      | Floating      | 8.50%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                     | GLP Capital LP / GLP Financing II Inc                                           | CUSIP: 361841AP4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $4381.25      | 0.01%             | 2030-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd                      | Rockford Tower CLO 2017-3 Ltd                                                   | CUSIP: 77341DAA5<br>LEI: 549300V5ZF7112UGSH89 | Long             | ABS-CBDO         | CORP              | KY        |    120000 | PA      | $118531.32    | 0.19%             | 2030-10-20      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                     | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GZE7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     75000 | PA      | $72419.75     | 0.12%             | 2023-12-06      | Fixed         | 1.22%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                            | BAT Capital Corp                                                                | CUSIP: 05526DBS3<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     25000 | PA      | $19511.90     | 0.03%             | 2031-03-25      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                     | Nationwide Building Society                                                     | CUSIP: 63861VAC1<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |     20000 | PA      | $19742.99     | 0.03%             | 2024-08-01      | Fixed         | 4.36%                 | No            |                  2 | On Loan: No      |
| USA COM PART/USA COM FIN                    | USA Compression Partners LP / USA Compression Finance Corp                      | CUSIP: 91740PAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $38435.80     | 0.06%             | 2026-04-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                      | VICI Properties LP / VICI Note Co Inc                                           | CUSIP: 92564RAL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $8778.79      | 0.01%             | 2029-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P              | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FMCG5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2249872 | PA      | $63312.30     | 0.10%             | 2026-12-25      | Variable      | 1.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                                        | CUSIP: 38378KPD5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5324163 | PA      | $101748.69    | 0.16%             | 2051-09-16      | Variable      | 0.73%                 | No            |                  2 | On Loan: No      |
| Vericrest Opportunity Loan Tra              | VOLT XCIV LLC                                                                   | CUSIP: 92873AAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    104908 | PA      | $95356.28     | 0.15%             | 2051-02-27      | Variable      | 2.24%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | US ULTRA TREASURY BOND                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       -10 | NC      | $-2807.90     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE & CO                         | JPMorgan Chase & Co                                                             | CUSIP: 46647PCR5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    125000 | PA      | $98868.58     | 0.16%             | 2032-11-08      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| HARVEST COMMERCIAL CAPITAL LOA              | Harvest Commercial Capital Loan Trust 2019-1                                    | CUSIP: 41753CAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     31522 | PA      | $29856.01     | 0.05%             | 2046-09-25      | Variable      | 3.29%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T              | Alternative Loan Trust 2007-15CB                                                | CUSIP: 02151CAR7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    332041 | PA      | $211707.61    | 0.34%             | 2037-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NCR CORP                                    | NCR Corp                                                                        | CUSIP: 62886EBA5<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |     42000 | PA      | $35172.43     | 0.06%             | 2029-04-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Carrington Mortgage Loan Trust              | Carrington Mortgage Loan Trust Series 2006-NC4                                  | CUSIP: 14453MAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    175000 | PA      | $139177.27    | 0.22%             | 2036-10-25      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| MACQUARIE GROUP LTD                         | Macquarie Group Ltd                                                             | CUSIP: 55607PAG0<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |     30000 | PA      | $23126.02     | 0.04%             | 2032-06-23      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| SMITHFIELD FOODS INC                        | Smithfield Foods Inc                                                            | CUSIP: 832248BD9<br>LEI: CVTIPZRZJC0JQEZLL598 | Long             | DBT              | CORP              | US        |     45000 | PA      | $32346.61     | 0.05%             | 2031-09-13      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| SK INVICTUS INTERMEDIATE                    | SK Invictus Intermediate II Sarl                                                | CUSIP: 29977LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     45000 | PA      | $36958.50     | 0.06%             | 2029-10-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                                        | CUSIP: 38373M8V5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4413383 | PA      | $165.06       | 0.00%             | 2049-10-16      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                              | Morgan Stanley                                                                  | CUSIP: 61747YEH4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      5000 | PA      | $3911.03      | 0.01%             | 2032-10-20      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| Trestles CLO LTD                            | TRESTLES CLO V LTD                                                              | CUSIP: 89532UAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     90000 | PA      | $87240.60     | 0.14%             | 2034-10-20      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| ENCOMPASS HEALTH CORP                       | Encompass Health Corp                                                           | CUSIP: 29261AAA8<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18268.00     | 0.03%             | 2028-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch Mortgage Investo              | Merrill Lynch Mortgage Investors Trust Series 2004-HE2                          | CUSIP: 59020UKY0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    629458 | PA      | $611861.31    | 0.98%             | 2035-08-25      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| NIAGARA MOHAWK POWER                        | Niagara Mohawk Power Corp                                                       | CUSIP: 65364UAS5<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60268.46     | 0.10%             | 2052-09-16      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| PENN ENTERTAINMENT INC                      | Penn Entertainment Inc                                                          | CUSIP: 707569AV1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     33000 | PA      | $26461.88     | 0.04%             | 2029-07-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UNIVERSAL HEALTH SVCS                       | Universal Health Services Inc                                                   | CUSIP: 913903AX8<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |     15000 | PA      | $12940.29     | 0.02%             | 2026-09-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| HERTZ CORP/THE                              | Hertz Corp/The                                                                  | CUSIP: 428040DA4<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2520.00      | 0.00%             | 2026-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                      | Credit Suisse Group AG                                                          | CUSIP: 225401AU2<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |     10000 | PA      | $6951.86      | 0.01%             | 2032-05-14      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| PENN ENTERTAINMENT INC                      | Penn Entertainment Inc                                                          | CUSIP: 707569AS8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     36000 | PA      | $32699.52     | 0.05%             | 2027-01-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu              | JPMBB Commercial Mortgage Securities Trust 2014-C26                             | CUSIP: 46643TBC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2486235 | PA      | $33169.36     | 0.05%             | 2048-01-15      | Variable      | 0.93%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                               | Citigroup Inc                                                                   | CUSIP: 172967NA5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17379.07     | 0.03%             | 2027-06-09      | Fixed         | 1.46%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                         | JPMorgan Chase & Co                                                             | CUSIP: 46647PBH8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     85000 | PA      | $78746.33     | 0.13%             | 2026-03-13      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| First Franklin Mtg Loan Asset               | First Franklin Mortgage Loan Trust Series 2006-FF18                             | CUSIP: 32029AAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    294287 | PA      | $261045.47    | 0.42%             | 2037-12-25      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| American Home Mortgage Assets               | American Home Mortgage Assets Trust 2007-1                                      | CUSIP: 02660BAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    469203 | PA      | $193656.29    | 0.31%             | 2047-02-25      | Floating      | 2.75%                 | No            |                  2 | On Loan: No      |
| FARMERS INS EXCH                            | Farmers Insurance Exchange                                                      | CUSIP: 309601AE2<br>LEI: 549300UWG2TLX1GZVT44 | Long             | DBT              | CORP              | US        |     25000 | PA      | $20135.70     | 0.03%             | 2057-11-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GENERAL ELECTRIC CO                         | General Electric Co                                                             | CUSIP: 36962GX74<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |    325000 | PA      | $268694.35    | 0.43%             | 2036-08-15      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                           | HSBC Holdings PLC                                                               | CUSIP: 404280CK3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     90000 | PA      | $69041.21     | 0.11%             | 2031-08-18      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P              | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FPJQ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1931372 | PA      | $62594.91     | 0.10%             | 2027-06-25      | Variable      | 1.21%                 | 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        |     15000 | PA      | $14214.99     | 0.02%             | 2036-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| GreenPoint Mortgage Funding Tr              | GreenPoint MTA Trust 2005-AR1                                                   | CUSIP: 39538RAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    106382 | PA      | $97151.77     | 0.16%             | 2045-06-25      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| NEW YORK CITY NY TRANSITIONAL               | New York City Transitional Finance Authority Future Tax Secured Revenue         | CUSIP: 64971XQW1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     75000 | PA      | $55844.20     | 0.09%             | 2032-08-01      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                                        | CUSIP: 38378NEU3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1370438 | PA      | $19595.89     | 0.03%             | 2046-02-16      | Variable      | 1.02%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                            | T-Mobile USA Inc                                                                | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     35000 | PA      | $31785.62     | 0.05%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                      | PNC Financial Services Group Inc/The                                            | CUSIP: 693475BJ3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     35000 | PA      | $36620.98     | 0.06%             | 2033-10-28      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| Carrington Mortgage Loan Trust              | Carrington Mortgage Loan Trust Series 2007-RFC1                                 | CUSIP: 144526AC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    117607 | PA      | $111878.19    | 0.18%             | 2036-12-25      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| MET LIFE GLOB FUNDING I                     | Metropolitan Life Global Funding I                                              | CUSIP: 59217GFD6<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |    150000 | PA      | $142561.76    | 0.23%             | 2029-08-25      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                            | T-Mobile USA Inc                                                                | CUSIP: 87264ABU8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     38000 | PA      | $34835.78     | 0.06%             | 2026-04-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                         | Petroleos Mexicanos                                                             | CUSIP: 71654QCC4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     50000 | PA      | $32014.19     | 0.05%             | 2047-09-21      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                                        | CUSIP: 38378BN62<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   6954903 | PA      | $40631.59     | 0.07%             | 2053-02-16      | Variable      | 0.17%                 | No            |                  2 | On Loan: No      |
| INTL FLAVOR & FRAGRANCES                    | International Flavors & Fragrances Inc                                          | CUSIP: 459506AQ4<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |     26000 | PA      | $20687.34     | 0.03%             | 2030-11-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                      | VICI Properties LP / VICI Note Co Inc                                           | CUSIP: 92564RAK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $4615.86      | 0.01%             | 2028-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MIAMI-DADE CNTY FL AVIATION RE              | County of Miami-Dade FL Aviation Revenue                                        | CUSIP: 59333P6L7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $11584.21     | 0.02%             | 2035-10-01      | Fixed         | 2.86%                 | No            |                  2 | On Loan: No      |
| Structured Receivables Finance              | Structured Receivables Finance 2010-B LLC                                       | CUSIP: 86365LAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    284138 | PA      | $291251.86    | 0.47%             | 2036-08-15      | Fixed         | 7.97%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgag              | PRPM 2021-4 LLC                                                                 | CUSIP: 693583AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200964 | PA      | $180957.83    | 0.29%             | 2026-04-25      | Variable      | 1.87%                 | No            |                  2 | On Loan: No      |
| MICHAELS COS INC/THE                        | Michaels Cos Inc/The                                                            | CUSIP: 55916AAB0<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |     65000 | PA      | $43546.64     | 0.07%             | 2029-05-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                           | HSBC Holdings PLC                                                               | CUSIP: 404280CJ6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     10000 | PA      | $9034.37      | 0.01%             | 2026-04-18      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu              | JPMBB Commercial Mortgage Securities Trust 2014-C19                             | CUSIP: 46641WAU1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     27282 | PA      | $26788.16     | 0.04%             | 2047-04-15      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                        | Bank of America Corp                                                            | CUSIP: 06051GKA6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    150000 | PA      | $115590.53    | 0.19%             | 2032-07-21      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                                 | Netflix Inc                                                                     | CUSIP: 64110LAL0<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50668.53     | 0.08%             | 2025-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                         | COMM 2020-CBM Mortgage Trust                                                    | CUSIP: 20049AAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1667987 | PA      | $18056.80     | 0.03%             | 2037-02-10      | Variable      | 0.60%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                | CSMC Series 2015-12R                                                            | CUSIP: 12651DAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $90457.36     | 0.15%             | 2037-11-30      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust              | Carvana Auto Receivables Trust 2022-P3                                          | CUSIP: 14686MAK9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1750 | PA      | $334441.47    | 0.54%             | 2029-09-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE MUTUAL INSURA                    | Nationwide Mutual Insurance Co                                                  | CUSIP: 638671AJ6<br>LEI: Z7LVXXWM8HZPKF5T2355 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74823.76     | 0.12%             | 2024-12-15      | Floating      | 7.06%                 | No            |                  2 | On Loan: No      |
| WF-RBS COMMERCIAL MORTGAGE TRU              | WFRBS Commercial Mortgage Trust 2013-C12                                        | CUSIP: 92937FAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    635122 | PA      | $807.53       | 0.00%             | 2048-03-15      | Variable      | 0.91%                 | No            |                  2 | On Loan: No      |
| TREEHOUSE FOODS INC                         | TreeHouse Foods Inc                                                             | CUSIP: 89469AAD6<br>LEI: 5493007M7EVHE470Q576 | Long             | DBT              | CORP              | US        |     45000 | PA      | $38322.00     | 0.06%             | 2028-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FARMERS EXCHANGE CAP II                     | Farmers Exchange Capital II                                                     | CUSIP: 30958PAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $47702.03     | 0.08%             | 2053-11-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC                     | Bayer US Finance II LLC                                                         | CUSIP: 07274NAN3<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |     60000 | PA      | $52489.37     | 0.08%             | 2038-06-25      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                               | Citigroup Inc                                                                   | CUSIP: 172967NL1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4757.11      | 0.01%             | 2026-03-17      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| INTELSAT JACKSON HLDG                       | Intelsat Jackson Holdings SA                                                    | CUSIP: 000000000<br>LEI: 8XJ8KF85PBKK1TLMFN29 | Long             | DBT              | CORP              | LU        |     71000 | PA      | $0.00         | 0.00%             | 2025-07-15      | Fixed         | 9.75%                 | No            |                  3 | On Loan: No      |
| BANK OF AMERICA CORP                        | Bank of America Corp                                                            | CUSIP: 06051GHD4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     35000 | PA      | $31759.65     | 0.05%             | 2028-12-20      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                    | Avolon Holdings Funding Ltd                                                     | CUSIP: 05401AAJ0<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |     15000 | PA      | $12905.67     | 0.02%             | 2027-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                           | HSBC Holdings PLC                                                               | CUSIP: 404280CL1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    115000 | PA      | $96105.86     | 0.15%             | 2028-09-22      | Fixed         | 2.01%                 | No            |                  2 | On Loan: No      |
| Tricon American Homes                       | Tricon American Homes 2020-SFR1                                                 | CUSIP: 89613GAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    133000 | PA      | $115606.50    | 0.19%             | 2038-07-17      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Mid-State Trust                             | Mid-State Trust XI                                                              | CUSIP: 59549WAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4348 | PA      | $4301.26      | 0.01%             | 2038-07-15      | Fixed         | 8.22%                 | No            |                  2 | On Loan: No      |
| METROPOLITAN EDISON CO                      | Metropolitan Edison Co                                                          | CUSIP: 591894CB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $71775.42     | 0.12%             | 2025-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                            | BAT Capital Corp                                                                | CUSIP: 05526DBD6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     20000 | PA      | $15615.24     | 0.03%             | 2037-08-15      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                                        | CUSIP: 38376GXY1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1406494 | PA      | $13750.44     | 0.02%             | 2050-09-16      | Variable      | 0.29%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                     | Nationwide Building Society                                                     | CUSIP: 63861VAF4<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |     50000 | PA      | $44086.81     | 0.07%             | 2028-02-16      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                     | Kinder Morgan Energy Partners LP                                                | CUSIP: 494550BN5<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |     45000 | PA      | $38706.22     | 0.06%             | 2042-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Banc of America Commercial Mor              | Banc of America Commercial Mortgage Trust 2015-UBS7                             | CUSIP: 06054AAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $37870.05     | 0.06%             | 2048-09-15      | Variable      | 1.25%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage               | Citigroup Commercial Mortgage Trust 2014-GC25                                   | CUSIP: 17322YAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3979094 | PA      | $49197.56     | 0.08%             | 2047-10-10      | Variable      | 0.95%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                               | Citigroup Inc                                                                   | CUSIP: 17308CC53<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     20000 | PA      | $16822.60     | 0.03%             | 2030-11-05      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage               | Citigroup Commercial Mortgage Trust 2013-GC11                                   | CUSIP: 17320DAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2554780 | PA      | $2194.56      | 0.00%             | 2046-04-10      | Variable      | 1.26%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                      | VICI Properties LP / VICI Note Co Inc                                           | CUSIP: 92564RAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $4553.13      | 0.01%             | 2027-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Structured Adjustable Rate Mor              | Structured Adjustable Rate Mortgage Loan Trust                                  | CUSIP: 863579AN8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     96170 | PA      | $92855.72     | 0.15%             | 2034-09-25      | Variable      | 3.93%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN POSEIDON LTD                     | Transocean Poseidon Ltd                                                         | CUSIP: 89383JAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     17500 | PA      | $17057.25     | 0.03%             | 2027-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| TRIVIUM PACKAGING FIN                       | Trivium Packaging Finance BV                                                    | CUSIP: 89686QAA4<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |     30000 | PA      | $27572.57     | 0.04%             | 2026-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CINEMARK USA INC                            | Cinemark USA Inc                                                                | CUSIP: 172441BF3<br>LEI: 54930008H2137JSCPQ09 | Long             | DBT              | CORP              | US        |     32000 | PA      | $24000.00     | 0.04%             | 2028-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                         | JPMorgan Chase & Co                                                             | CUSIP: 46647PCV6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     90000 | PA      | $84709.31     | 0.14%             | 2026-02-24      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P              | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137BKRL6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1676868 | PA      | $53127.09     | 0.09%             | 2043-06-25      | Variable      | 1.49%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                     | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GYJ7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    265000 | PA      | $205682.00    | 0.33%             | 2032-07-21      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                            | CSC Holdings LLC                                                                | CUSIP: 126307BF3<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     44000 | PA      | $28765.89     | 0.05%             | 2031-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae REMICS                                                               | CUSIP: 31358SZW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     38619 | PA      | $1633.05      | 0.00%             | 2030-12-18      | Floating      | 3.61%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST HLTH FACS FING A              | California Health Facilities Financing Authority                                | CUSIP: 13032UB31<br>LEI: 5493007RI8BUDOGHZ546 | Long             | DBT              | MUN               | US        |     20000 | PA      | $15459.09     | 0.02%             | 2051-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| European Loan Conduit                       | European Loan Conduit No 36 DAC                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | IE        |     97791 | PA      | $96111.28     | 0.15%             | 2030-02-17      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                | Centene Corp                                                                    | CUSIP: 15135BAR2<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     49000 | PA      | $46063.34     | 0.07%             | 2027-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                   | Boeing Co/The                                                                   | CUSIP: 097023CT0<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9925.18      | 0.02%             | 2025-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PILGRIM'S PRIDE CORP                        | Pilgrim's Pride Corp                                                            | CUSIP: 72147KAG3<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |     30000 | PA      | $23480.58     | 0.04%             | 2032-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AGL CLO Ltd.                                | AGL CLO 12 Ltd                                                                  | CUSIP: 00120BAE0<br>LEI: 54930005OE1IFBESDA27 | Long             | ABS-CBDO         | CORP              | KY        |    125000 | PA      | $119682.75    | 0.19%             | 2034-07-20      | Floating      | 5.84%                 | No            |                  2 | On Loan: No      |
| SKYAF 2020-1 A                              | SKYAF 2020-1 A                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     67338 | PA      | $59686.01     | 0.10%             | 2038-05-10      | Floating      | 3.23%                 | No            |                  3 | On Loan: No      |
| CHURCHILL DOWNS INC                         | Churchill Downs Inc                                                             | CUSIP: 171484AE8<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |     45000 | PA      | $40338.90     | 0.06%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                          | Energy Transfer LP                                                              | CUSIP: 29278NAR4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    105000 | PA      | $84900.39     | 0.14%             | 2050-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP/FINANCE CORP                      | Sunoco LP / Sunoco Finance Corp                                                 | CUSIP: 86765LAZ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      9000 | PA      | $7824.60      | 0.01%             | 2030-04-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SAN FRANCISCO CA CITY & CNTY P              | City of San Francisco CA Public Utilities Commission Water Revenue              | CUSIP: 79771FAA5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     35000 | PA      | $25751.32     | 0.04%             | 2041-11-01      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC                            | Berry Global Inc                                                                | CUSIP: 085770AA3<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48252.53     | 0.08%             | 2026-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Textainer Marine Containers Li              | Textainer Marine Containers VII Ltd                                             | CUSIP: 88315LAQ1<br>LEI: 549300X48KLHDDGPK024 | Long             | ABS-O            | CORP              | BM        |    216667 | PA      | $184605.38    | 0.30%             | 2046-04-20      | Fixed         | 2.23%                 | No            |                  2 | On Loan: No      |
| ADTALEM GLOBAL EDUCATION                    | Adtalem Global Education Inc                                                    | CUSIP: 00737WAA7<br>LEI: 549300Z467EZLMODV621 | Long             | DBT              | CORP              | US        |     41000 | PA      | $37666.40     | 0.06%             | 2028-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                          | VICI Properties LP                                                              | CUSIP: 925650AE3<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |     12000 | PA      | $10625.85     | 0.02%             | 2052-05-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| DIRECTV FIN LLC/COINC                       | Directv Financing LLC / Directv Financing Co-Obligor Inc                        | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $26943.76     | 0.04%             | 2027-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC                     | Bayer US Finance II LLC                                                         | CUSIP: 07274NAL7<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |     70000 | PA      | $65851.11     | 0.11%             | 2028-12-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage T              | Ellington Financial Mortgage Trust 2021-3                                       | CUSIP: 31573JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     89979 | PA      | $70525.71     | 0.11%             | 2066-09-25      | Variable      | 1.24%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | 2 YEAR US TREASURY NOTE                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        28 | NC      | $6619.10      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| COMERICA INC                                | Comerica Inc                                                                    | CUSIP: 200340AU1<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | DBT              | CORP              | US        |     45000 | PA      | $43533.00     | 0.07%             | N/A             | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| GSAA Home Equity Trust                      | GSAA Home Equity Trust 2006-1                                                   | CUSIP: 362341Z44<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    256317 | PA      | $114453.96    | 0.18%             | 2036-01-25      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Mortgage Loan T              | Morgan Stanley Mortgage Loan Trust 2006-7                                       | CUSIP: 61749JAS5<br>LEI: 549300E4V6DCTUJSC749 | Long             | ABS-MBS          | CORP              | US        |    923713 | PA      | $282739.44    | 0.45%             | 2036-06-25      | Variable      | 5.96%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                           | Newell Brands Inc                                                               | CUSIP: 651229AY2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     50000 | PA      | $39942.45     | 0.06%             | 2046-04-01      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                 | Oracle Corp                                                                     | CUSIP: 68389XBP9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     10000 | PA      | $7875.65      | 0.01%             | 2037-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Diamond Infrastructure Funding              | Diamond Infrastructure Funding LLC                                              | CUSIP: 25265LAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    135000 | PA      | $105098.18    | 0.17%             | 2049-04-15      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                      | Credit Suisse Group AG                                                          | CUSIP: 225401BB3<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    365000 | PA      | $375973.51    | 0.60%             | 2033-11-15      | Fixed         | 9.02%                 | No            |                  2 | On Loan: No      |
| AGNC Investment Corp                        | AGNC Investment Corp                                                            | CUSIP: 00123Q104<br>LEI: 5TRACI5HRMELWV32OF39 | Long             | EC               | CORP              | US        |      4500 | NS      | $46575.00     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| FRTKL                                       | FRTKL 2021-SFR1                                                                 | CUSIP: 30322DAN9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $83458.28     | 0.13%             | 2038-09-17      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                            | CSC Holdings LLC                                                                | CUSIP: 126307AY3<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     20000 | PA      | $13644.00     | 0.02%             | 2028-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                | GS Mortgage Securities Trust 2014-GC24                                          | CUSIP: 36253GAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2673831 | PA      | $23465.54     | 0.04%             | 2047-09-10      | Variable      | 0.71%                 | No            |                  2 | On Loan: No      |
| WF-RBS COMMERCIAL MORTGAGE TRU              | WFRBS Commercial Mortgage Trust 2013-C13                                        | CUSIP: 92937UAU2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10000000 | PA      | $7410.00      | 0.01%             | 2045-05-15      | Variable      | 0.46%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                        | Bank of America Corp                                                            | CUSIP: 06051GGZ6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    110000 | PA      | $105204.95    | 0.17%             | 2026-01-23      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                       | Time Warner Cable LLC                                                           | CUSIP: 88732JAY4<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8715.90      | 0.01%             | 2040-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                       | HUB International Ltd                                                           | CUSIP: 44332PAD3<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14745.75     | 0.02%             | 2026-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| JBS USA/FOOD/FINANCE                        | JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc                          | CUSIP: 46590XAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |     25000 | PA      | $23846.63     | 0.04%             | 2030-01-15      | Fixed         | 5.50%                 | 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        |     75000 | PA      | $65669.17     | 0.11%             | 2026-10-29      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Global SC Finance SRL                       | Global SC Finance II SRL                                                        | CUSIP: 37952UAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | BB        |     47952 | PA      | $46211.57     | 0.07%             | 2029-07-17      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| EDGEWELL PERSONAL CARE                      | Edgewell Personal Care Co                                                       | CUSIP: 28035QAA0<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | DBT              | CORP              | US        |     32000 | PA      | $29993.60     | 0.05%             | 2028-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SPRINT SPECTRUM / SPEC I                    | Sprint Spectrum Co LLC / Sprint Spectrum Co II LLC / Sprint Spectrum Co III LLC | CUSIP: 85208NAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    106875 | PA      | $105665.92    | 0.17%             | 2025-03-20      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| FIRSTCASH INC                               | FirstCash Inc                                                                   | CUSIP: 31944TAA8<br>LEI: 549300V2X3UU7K0DG350 | Long             | DBT              | CORP              | US        |     30000 | PA      | $26865.63     | 0.04%             | 2030-01-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Eaton Vance CDO Ltd                         | Eaton Vance CLO 2020-1 Ltd                                                      | CUSIP: 278300AJ7<br>LEI: 5493004NKU3QU5G6QW39 | Long             | ABS-CBDO         | CORP              | KY        |     90000 | PA      | $87525.00     | 0.14%             | 2034-10-15      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                           | HSBC Holdings PLC                                                               | CUSIP: 404280BZ1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      5000 | PA      | $4862.95      | 0.01%             | 2025-03-11      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch Mortgage Investo              | Merrill Lynch Mortgage Investors Trust Series 2006-RM2                          | CUSIP: 590216AA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    448780 | PA      | $130404.54    | 0.21%             | 2037-05-25      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| RUBY PIPELINE LLC                           | Ruby Pipeline LLC                                                               | CUSIP: 781172AB7<br>LEI: 549300VXRTBPBK07QT94 | Long             | DBT              | CORP              | US        |     34545 | PA      | $37654.55     | 0.06%             | 2022-04-01      | Variable      | 8.00%                 | No            |                  3 | On Loan: No      |
| Progress Residential Trust                  | Progress Residential 2019-SFR4 Trust                                            | CUSIP: 74331AAL6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    161000 | PA      | $152555.52    | 0.24%             | 2036-10-17      | Fixed         | 3.68%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP/FINANCE CORP                      | Sunoco LP / Sunoco Finance Corp                                                 | CUSIP: 86765LAT4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     56000 | PA      | $49263.20     | 0.08%             | 2029-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HCA INC                                     | HCA Inc                                                                         | CUSIP: 404119BV0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13506.30     | 0.02%             | 2047-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                   | CIM Trust 2022-NR1                                                              | CUSIP: 12569PAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     96937 | PA      | $88113.11     | 0.14%             | 2062-07-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                    | Neuberger Berman Loan Advisers Clo 43 Ltd                                       | CUSIP: 64134AAA0<br>LEI: 549300LCOEVXWN75LP18 | Long             | ABS-CBDO         | CORP              | KY        |     85000 | PA      | $83185.93     | 0.13%             | 2035-07-17      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                     | Imperial Brands Finance PLC                                                     | CUSIP: 45262BAF0<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |     70000 | PA      | $69701.42     | 0.11%             | 2027-07-27      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| SIMMONS FOOD INC/SIMMONS                    | Simmons Foods Inc/Simmons Prepared Foods Inc/Simmons Pet Food Inc/Simmons Feed  | CUSIP: 82873MAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $32982.99     | 0.05%             | 2029-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                        | FREMF 2017-K726 Mortgage Trust                                                  | CUSIP: 35708TAQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  25000000 | PA      | $30557.50     | 0.05%             | 2049-07-25      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| HEALTHCARE RLTY HLDGS LP                    | Healthcare Realty Holdings LP                                                   | CUSIP: 42225UAM6<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |      5000 | PA      | $3666.12      | 0.01%             | 2031-03-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| RENT-A-CENTER INC                           | Rent-A-Center Inc/TX                                                            | CUSIP: 76009NAL4<br>LEI: 529900QUHE15UQNCCJ63 | Long             | DBT              | CORP              | US        |     44000 | PA      | $35916.91     | 0.06%             | 2029-02-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.            | IRS USD                                                                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |         1 | NC      | $18315.82     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag              | Wells Fargo Commercial Mortgage Trust 2016-NXS6                                 | CUSIP: 95000KBE4<br>LEI: 549300CFP9NBBMZH1008 | Long             | ABS-MBS          | CORP              | US        |   1183388 | PA      | $50204.17     | 0.08%             | 2049-11-15      | Variable      | 1.58%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                            | T-Mobile USA Inc                                                                | CUSIP: 87264ACB9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    110000 | PA      | $90127.83     | 0.14%             | 2031-02-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| EVERI HOLDINGS INC                          | Everi Holdings Inc                                                              | CUSIP: 30034TAA1<br>LEI: 5299006DK5S7BG10K532 | Long             | DBT              | CORP              | US        |     30000 | PA      | $25987.50     | 0.04%             | 2029-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| OPTION CARE HEALTH INC                      | Option Care Health Inc                                                          | CUSIP: 68404LAA0<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | DBT              | CORP              | US        |     30000 | PA      | $26436.01     | 0.04%             | 2029-10-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                       | Athene Global Funding                                                           | CUSIP: 04685A2Z3<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |     30000 | PA      | $25934.22     | 0.04%             | 2026-06-29      | Fixed         | 1.61%                 | No            |                  2 | On Loan: No      |
| EMBECTA CORP                                | Embecta Corp                                                                    | CUSIP: 29082KAB1<br>LEI: 549300RPG8GXVDHNXZ62 | Long             | DBT              | CORP              | US        |     39000 | PA      | $35596.36     | 0.06%             | 2030-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN PHOENIX 2 LTD                    | Transocean Phoenix 2 Ltd                                                        | CUSIP: 893828AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     21600 | PA      | $21487.46     | 0.03%             | 2024-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| HarborView Mortgage Loan Trust              | HarborView Mortgage Loan Trust 2005-3                                           | CUSIP: 41161PMF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    317651 | PA      | $182009.10    | 0.29%             | 2035-06-19      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                         | Petroleos Mexicanos                                                             | CUSIP: 71654QDF6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     35000 | PA      | $22255.63     | 0.04%             | 2060-01-28      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                        | Bank of America Corp                                                            | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8014.09      | 0.01%             | 2032-04-22      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| CHOBANI LLC/FINANCE CORP                    | Chobani LLC / Chobani Finance Corp Inc                                          | CUSIP: 17027NAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     27000 | PA      | $23549.81     | 0.04%             | 2028-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| EMBECTA CORP                                | Embecta Corp                                                                    | CUSIP: 29082KAA3<br>LEI: 549300RPG8GXVDHNXZ62 | Long             | DBT              | CORP              | US        |     28000 | PA      | $23564.78     | 0.04%             | 2030-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                              | Morgan Stanley                                                                  | CUSIP: 61747YEG6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    120000 | PA      | $110585.32    | 0.18%             | 2025-10-21      | Fixed         | 1.16%                 | No            |                  2 | On Loan: No      |
| Aimco                                       | AIMCO CLO Series 2015-A                                                         | CUSIP: 00900LAQ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     70000 | PA      | $67421.69     | 0.11%             | 2034-10-17      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| FirstKey Homes 2020-SFR1 Trust              | FirstKey Homes 2020-SFR1 Trust                                                  | CUSIP: 33767MAN5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    162000 | PA      | $145851.39    | 0.23%             | 2037-08-17      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |

### Signature

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

**Name of Applicant:** METROPOLITAN WEST FUNDS

**Signature:** Eric Chan

**Name of Signer:** Eric Chan

**Title:** Managing Director