# EDGAR Filing Document

**Accession Number:** 0000105563
**File Stem:** 0000105563-25-000099
**Filing Date:** 2025-10
**Character Count:** 955957
**Document Hash:** d875c0d8d0b99248f0e81babaec196d4
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000105563-25-000099.hdr.sgml**: 20251028

**ACCESSION NUMBER**: 0000105563-25-000099

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20250831

**FILED AS OF DATE**: 20251028

**DATE AS OF CHANGE**: 20251028

**PERIOD START**: 20251130

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** VANGUARD WELLINGTON FUND
- **CENTRAL INDEX KEY:** 0000105563

**ORGANIZATION NAME:**
- **EIN:** 510071687
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1130

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-00121
- **FILM NUMBER:** 251423058

**BUSINESS ADDRESS:**
- **STREET 1:** PO BOX 2600
- **STREET 2:** V26
- **CITY:** VALLEY FORGE
- **STATE:** PA
- **ZIP:** 19482
- **BUSINESS PHONE:** 6106691000

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

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** VANGUARD/WELLINGTON FUND INC
- **DATE OF NAME CHANGE:** 19940608

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** WELLINGTON FUND INC
- **DATE OF NAME CHANGE:** 19920703

## Series and Classes Contracts Data

### VANGUARD WELLINGTON FUND (Series ID: S000004406)

| Class ID   | Class Name      | Ticker Symbol   |
|:---|:---|:---|
| C000012163 | Investor Shares | VWELX           |
| C000012164 | Admiral Shares  | VWENX           |

## Nport-Ex

Vanguard<sup>®</sup> Wellington™ Fund

Schedule of Investments (unaudited)

As of August 31, 2025

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

---

| | | | |
|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Shares | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| **Common Stocks (65.8%)** | **Common Stocks (65.8%)** | **Common Stocks (65.8%)** | **Common Stocks (65.8%)** |
| **Communication Services (6.3%)** | **Communication Services (6.3%)** | **Communication Services (6.3%)** | **Communication Services (6.3%)** |
|  | Alphabet Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;17166960 | &nbsp;&nbsp;&nbsp;&nbsp;3655017 |
|  | Meta Platforms Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3117878 | &nbsp;&nbsp;&nbsp;&nbsp;2303177 |
|  | T-Mobile US Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;756153 |
| <sup>\*</sup> | Netflix Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;516537 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;624106 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**7338453** |
| **Consumer Discretionary (7.4%)** | **Consumer Discretionary (7.4%)** | **Consumer Discretionary (7.4%)** | **Consumer Discretionary (7.4%)** |
| <sup>\*</sup> | Amazon.com Inc. | &nbsp;&nbsp;&nbsp;&nbsp;16368065 | &nbsp;&nbsp;&nbsp;&nbsp;3748287 |
| <sup>\*</sup> | O'Reilly Automotive Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8217690 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;852010 |
|  | Marriott International Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3155241 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;845163 |
|  | TJX Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5703903 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;779210 |
| <sup>\*</sup> | Tesla Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2150450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;717971 |
|  | Tractor Supply Co. | &nbsp;&nbsp;&nbsp;&nbsp;10777561 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;665622 |
|  | McDonald's Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1597564 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500900 |
|  | Home Depot Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1052495 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;428124 |
| <sup>\*</sup> | MercadoLibre Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64655 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;159886 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**8697173** |
| **Consumer Staples (4.0%)** | **Consumer Staples (4.0%)** | **Consumer Staples (4.0%)** | **Consumer Staples (4.0%)** |
|  | British American Tobacco plc | &nbsp;&nbsp;&nbsp;&nbsp;16776163 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;952679 |
|  | Kroger Co. | &nbsp;&nbsp;&nbsp;&nbsp;13312846 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;903143 |
|  | Philip Morris International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5114758 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;854830 |
|  | Coca-Cola Co. | &nbsp;&nbsp;&nbsp;&nbsp;11567146 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;798017 |
|  | Unilever plc | &nbsp;&nbsp;&nbsp;&nbsp;12095669 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;763057 |
| <sup>\*</sup> | US Foods Holding Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3027166 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;234908 |
| <sup>\*</sup> | Performance Food Group Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2089341 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;211859 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**4718493** |
| **Energy (2.5%)** | **Energy (2.5%)** | **Energy (2.5%)** | **Energy (2.5%)** |
|  | Exxon Mobil Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7297791 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;834065 |
|  | Williams Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;14025831 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;811815 |
|  | Targa Resources Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4298393 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;721098 |
|  | Marathon Petroleum Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2523867 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;453564 |
|  | EQT Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2159725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;111960 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**2932502** |
| **Financials (10.1%)** | **Financials (10.1%)** | **Financials (10.1%)** | **Financials (10.1%)** |
|  | Wells Fargo & Co. | &nbsp;&nbsp;&nbsp;&nbsp;29347822 | &nbsp;&nbsp;&nbsp;&nbsp;2411804 |
|  | Nasdaq Inc. | &nbsp;&nbsp;&nbsp;&nbsp;16470569 | &nbsp;&nbsp;&nbsp;&nbsp;1560422 |
|  | Mastercard Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2052826 | &nbsp;&nbsp;&nbsp;&nbsp;1222027 |
|  | S&P Global Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1890831 | &nbsp;&nbsp;&nbsp;&nbsp;1037007 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3142724 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;947280 |
|  | American Express Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2774614 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;919174 |
|  | Charles Schwab Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9399284 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;900827 |
|  | UBS Group AG (Registered) | &nbsp;&nbsp;&nbsp;&nbsp;15943459 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;645860 |
|  | KKR & Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4185382 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;583819 |
|  | Arthur J Gallagher & Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1880352 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;569277 |
|  | Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9191951 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;466400 |
|  | Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3024782 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;455169 |
|  | Intercontinental Exchange Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;656207 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;115886 |
|  |  |  | &nbsp;&nbsp;**11834952** |
| **Health Care (5.5%)** | **Health Care (5.5%)** | **Health Care (5.5%)** | **Health Care (5.5%)** |
|  | Eli Lilly & Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1692127 | &nbsp;&nbsp;&nbsp;&nbsp;1239618 |
|  | Haleon plc | &nbsp;&nbsp;180861456 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;890063 |
|  | AstraZeneca plc ADR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9426709 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;753194 |
|  | Gilead Sciences Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5770490 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;651892 |
|  | Merck & Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6797407 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;571798 |
|  | HCA Healthcare Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1401534 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;566164 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1627749 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;504391 |
|  | Thermo Fisher Scientific Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;963786 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;474877 |
|  | Abbott Laboratories | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2912318 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;386348 |
| <sup>\*</sup> | Vertex Pharmaceuticals Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;499164 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;195183 |
| <sup>\*</sup> | Argenx SE ADR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;269558 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;191979 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**6425507** |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Market<br> Value<br> ($000)** |
| **Industrials (3.5%)** | **Industrials (3.5%)** | **Industrials (3.5%)** | **Industrials (3.5%)** | **Industrials (3.5%)** |
| <sup>\*</sup> | Boeing Co. | Boeing Co. | &nbsp;&nbsp;&nbsp;&nbsp;3611262 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;847491 |
|  | Republic Services Inc. | Republic Services Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3027772 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;708408 |
| <sup>\*</sup> | Uber Technologies Inc. | Uber Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp;7078286 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;663589 |
|  | Deere & Co. | Deere & Co. | &nbsp;&nbsp;&nbsp;&nbsp;1297154 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;620870 |
|  | Parker-Hannifin Corp. | Parker-Hannifin Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;687718 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;522219 |
|  | Johnson Controls International plc | Johnson Controls International plc | &nbsp;&nbsp;&nbsp;&nbsp;3987050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;426176 |
|  | PACCAR Inc. | PACCAR Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3453187 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;345249 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**4134002** |
| **Information Technology (21.7%)** | **Information Technology (21.7%)** | **Information Technology (21.7%)** | **Information Technology (21.7%)** | **Information Technology (21.7%)** |
|  | NVIDIA Corp. | NVIDIA Corp. | &nbsp;&nbsp;37472635 | &nbsp;&nbsp;&nbsp;&nbsp;6526984 |
|  | Microsoft Corp. | Microsoft Corp. | &nbsp;&nbsp;12106980 | &nbsp;&nbsp;&nbsp;&nbsp;6134486 |
|  | Apple Inc. | Apple Inc. | &nbsp;&nbsp;21213237 | &nbsp;&nbsp;&nbsp;&nbsp;4924441 |
|  | Broadcom Inc. | Broadcom Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6557021 | &nbsp;&nbsp;&nbsp;&nbsp;1949992 |
|  | Texas Instruments Inc. | Texas Instruments Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4728606 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;957448 |
|  | Intuit Inc. | Intuit Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1300690 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;867560 |
|  | Corning Inc. | Corning Inc. | &nbsp;&nbsp;12451449 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;834621 |
|  | Oracle Corp. | Oracle Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3046700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;688950 |
|  | Amphenol Corp. Class A | Amphenol Corp. Class A | &nbsp;&nbsp;&nbsp;&nbsp;5697433 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;620222 |
|  | Micron Technology Inc. | Micron Technology Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4547002 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;541139 |
|  | Jabil Inc. | Jabil Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2314972 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;474176 |
| <sup>\*</sup> | ServiceNow Inc. | ServiceNow Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;511617 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;469388 |
| <sup>\*</sup> | Snowflake Inc. Class A | Snowflake Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;1435502 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;342597 |
|  | Roper Technologies Inc. | Roper Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;143950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75762 |
| <sup>\*,1</sup> | Figma Inc. Class A | Figma Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14091 |
|  | Salesforce Inc. | Salesforce Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54778 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14037 |
|  |  |  |  | &nbsp;&nbsp;**25435894** |
| **Materials (1.6%)** | **Materials (1.6%)** | **Materials (1.6%)** | **Materials (1.6%)** | **Materials (1.6%)** |
|  | Linde plc | Linde plc | &nbsp;&nbsp;&nbsp;&nbsp;1450271 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;693650 |
|  | Freeport-McMoRan Inc. | Freeport-McMoRan Inc. | &nbsp;&nbsp;14615384 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;648923 |
|  | Anglo American plc | Anglo American plc | &nbsp;&nbsp;14845991 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;457182 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**1799755** |
| **Real Estate (1.4%)** | **Real Estate (1.4%)** | **Real Estate (1.4%)** | **Real Estate (1.4%)** | **Real Estate (1.4%)** |
|  | Welltower Inc. | Welltower Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5433985 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;914431 |
|  | Crown Castle Inc. | Crown Castle Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3898369 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;386484 |
|  | Simon Property Group Inc. | Simon Property Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1600958 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;289229 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**1590144** |
| **Utilities (1.8%)** | **Utilities (1.8%)** | **Utilities (1.8%)** | **Utilities (1.8%)** | **Utilities (1.8%)** |
|  | Sempra | Sempra | &nbsp;&nbsp;11891334 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;981749 |
|  | Duke Energy Corp. | Duke Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5811143 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;711807 |
|  | NextEra Energy Inc. | NextEra Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6313784 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;454908 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**2148464** |
| **Total Common Stocks (Cost $44,857,830)** | **Total Common Stocks (Cost $44,857,830)** | **Total Common Stocks (Cost $44,857,830)** | **Total Common Stocks (Cost $44,857,830)** | **77055339** |
|  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) |  |
| **U.S. Government and Agency Obligations (7.5%)** | **U.S. Government and Agency Obligations (7.5%)** | **U.S. Government and Agency Obligations (7.5%)** | **U.S. Government and Agency Obligations (7.5%)** | **U.S. Government and Agency Obligations (7.5%)** |
| **U.S. Government Securities (7.1%)** | **U.S. Government Securities (7.1%)** | **U.S. Government Securities (7.1%)** | **U.S. Government Securities (7.1%)** | **U.S. Government Securities (7.1%)** |
|  | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;10/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75644 |
|  | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;11/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83933 |
|  | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;1/31/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48116 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48355 |
|  | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;2/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;180870 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;181817 |
|  | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;2/28/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;318005 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;319819 |
|  | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;3/31/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;122367 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;120120 |
|  | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;3/31/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;303423 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;304229 |
|  | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;4/30/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;175241 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;172612 |
|  | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;4/30/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;316290 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;316636 |
|  | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;5/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150680 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;152681 |
|  | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;5/31/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;299000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300016 |
|  | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;6/30/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;221694 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;222075 |
|  | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;7/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;121767 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;123337 |
|  | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;7/31/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;114106 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;112216 |
|  | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;8/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;128580 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;128836 |
|  | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;9/30/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35350 |
|  | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;10/31/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63043 |

---

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;11/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;24532 | &nbsp;&nbsp;&nbsp;&nbsp;23827 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;11/30/2027 | &nbsp;&nbsp;&nbsp;&nbsp;67100 | &nbsp;&nbsp;&nbsp;&nbsp;67470 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;12/15/2027 | &nbsp;&nbsp;138136 | &nbsp;&nbsp;139345 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;1/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;56098 | &nbsp;&nbsp;&nbsp;&nbsp;56909 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;2/29/2028 | &nbsp;&nbsp;&nbsp;&nbsp;55525 | &nbsp;&nbsp;&nbsp;&nbsp;56052 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;3/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;73310 | &nbsp;&nbsp;&nbsp;&nbsp;73834 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;3/31/2028 | &nbsp;&nbsp;&nbsp;&nbsp;19195 | &nbsp;&nbsp;&nbsp;&nbsp;19213 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;4/15/2028 | &nbsp;&nbsp;118721 | &nbsp;&nbsp;119175 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;5/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;77399 | &nbsp;&nbsp;&nbsp;&nbsp;77719 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;5/31/2028 | &nbsp;&nbsp;&nbsp;&nbsp;12367 | &nbsp;&nbsp;&nbsp;&nbsp;12376 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;6/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;67069 | &nbsp;&nbsp;&nbsp;&nbsp;67593 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;8/31/2028 | &nbsp;&nbsp;&nbsp;&nbsp;20121 | &nbsp;&nbsp;&nbsp;&nbsp;20566 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;9/30/2028 | &nbsp;&nbsp;&nbsp;&nbsp;58375 | &nbsp;&nbsp;&nbsp;&nbsp;60113 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;11/30/2028 | &nbsp;&nbsp;101214 | &nbsp;&nbsp;103586 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;12/31/2028 | &nbsp;&nbsp;&nbsp;&nbsp;95693 | &nbsp;&nbsp;&nbsp;&nbsp;96120 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;2/28/2029 | &nbsp;&nbsp;230395 | &nbsp;&nbsp;235219 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;3/31/2029 | &nbsp;&nbsp;207356 | &nbsp;&nbsp;210871 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;4/30/2029 | &nbsp;&nbsp;178095 | &nbsp;&nbsp;184175 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;5/31/2029 | &nbsp;&nbsp;117992 | &nbsp;&nbsp;121559 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;6/30/2029 | &nbsp;&nbsp;133150 | &nbsp;&nbsp;136063 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;7/31/2029 | &nbsp;&nbsp;166942 | &nbsp;&nbsp;169146 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;8/31/2029 | &nbsp;&nbsp;&nbsp;&nbsp;25059 | &nbsp;&nbsp;&nbsp;&nbsp;25051 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;9/30/2029 | &nbsp;&nbsp;190047 | &nbsp;&nbsp;189037 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;9/30/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4297 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4335 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;10/31/2029 | &nbsp;&nbsp;&nbsp;&nbsp;15799 | &nbsp;&nbsp;&nbsp;&nbsp;16012 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;10/31/2029 | &nbsp;&nbsp;196304 | &nbsp;&nbsp;199862 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;11/30/2029 | &nbsp;&nbsp;132097 | &nbsp;&nbsp;134532 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;12/31/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2311 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2377 |
| <sup>2</sup> | United States Treasury Note/Bond | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;2/28/2030 | &nbsp;&nbsp;154401 | &nbsp;&nbsp;156572 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;3/31/2030 | &nbsp;&nbsp;169068 | &nbsp;&nbsp;171393 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;4/30/2030 | &nbsp;&nbsp;&nbsp;&nbsp;63526 | &nbsp;&nbsp;&nbsp;&nbsp;63030 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;4/30/2030 | &nbsp;&nbsp;164359 | &nbsp;&nbsp;165759 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;5/31/2030 | &nbsp;&nbsp;&nbsp;&nbsp;11316 | &nbsp;&nbsp;&nbsp;&nbsp;11345 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;5/31/2030 | &nbsp;&nbsp;161138 | &nbsp;&nbsp;163391 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;6/30/2030 | &nbsp;&nbsp;129315 | &nbsp;&nbsp;130396 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;7/31/2030 | &nbsp;&nbsp;&nbsp;&nbsp;85000 | &nbsp;&nbsp;&nbsp;&nbsp;85691 |
| <sup>3</sup> | United States Treasury Note/Bond | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;8/31/2030 | &nbsp;&nbsp;215000 | &nbsp;&nbsp;214362 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;10/31/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4088 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4306 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;12/31/2030 | &nbsp;&nbsp;&nbsp;&nbsp;19022 | &nbsp;&nbsp;&nbsp;&nbsp;19028 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;7/31/2031 | &nbsp;&nbsp;&nbsp;&nbsp;13138 | &nbsp;&nbsp;&nbsp;&nbsp;13355 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;9/30/2031 | &nbsp;&nbsp;&nbsp;&nbsp;10517 | &nbsp;&nbsp;&nbsp;&nbsp;10398 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;10/31/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6565 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6666 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;1/31/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9570 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9839 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;4/30/2032 | &nbsp;&nbsp;&nbsp;&nbsp;22240 | &nbsp;&nbsp;&nbsp;&nbsp;22372 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;6/30/2032 | &nbsp;&nbsp;&nbsp;&nbsp;46678 | &nbsp;&nbsp;&nbsp;&nbsp;46922 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;11/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;63295 | &nbsp;&nbsp;&nbsp;&nbsp;63713 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;2/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;95983 | &nbsp;&nbsp;&nbsp;&nbsp;99279 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;5/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;84273 | &nbsp;&nbsp;&nbsp;&nbsp;84563 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;8/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;47463 | &nbsp;&nbsp;&nbsp;&nbsp;47565 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;8/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp;12610 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8342 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;11/15/2041 | &nbsp;&nbsp;227873 | &nbsp;&nbsp;156137 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.375% | &nbsp;&nbsp;2/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8898 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6434 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;5/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp;20950 | &nbsp;&nbsp;&nbsp;&nbsp;17218 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;8/15/2042 | &nbsp;&nbsp;120104 | &nbsp;&nbsp;100132 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;11/15/2042 | &nbsp;&nbsp;110357 | &nbsp;&nbsp;&nbsp;&nbsp;99912 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;2/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp;85497 | &nbsp;&nbsp;&nbsp;&nbsp;75932 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;8/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp;23886 | &nbsp;&nbsp;&nbsp;&nbsp;22579 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;11/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp;43742 | &nbsp;&nbsp;&nbsp;&nbsp;43334 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;8/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp;15310 | &nbsp;&nbsp;&nbsp;&nbsp;13906 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;11/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3260 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3163 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;2/15/2045 | &nbsp;&nbsp;206217 | &nbsp;&nbsp;203148 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;5/15/2045 | &nbsp;&nbsp;230070 | &nbsp;&nbsp;233899 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.375% | &nbsp;&nbsp;5/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;14667 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9110 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;8/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;109 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;11/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;437 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;375 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;2/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;28411 | &nbsp;&nbsp;&nbsp;&nbsp;22738 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;8/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;13415 | &nbsp;&nbsp;&nbsp;&nbsp;11749 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;5/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;56707 | &nbsp;&nbsp;&nbsp;&nbsp;54020 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;11/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6472 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6042 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;2/15/2055 | &nbsp;&nbsp;112182 | &nbsp;&nbsp;106959 |

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---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;5/15/2055 | &nbsp;&nbsp;180131 | &nbsp;&nbsp;&nbsp;&nbsp;175255 |
|  |  |  |  |  | &nbsp;&nbsp;**8343262** |
| **Conventional Mortgage-Backed Securities (0.3%)** | **Conventional Mortgage-Backed Securities (0.3%)** | **Conventional Mortgage-Backed Securities (0.3%)** | **Conventional Mortgage-Backed Securities (0.3%)** | **Conventional Mortgage-Backed Securities (0.3%)** |  |
| <sup>4,5</sup> | Fannie Mae Pool | &nbsp;&nbsp;1.770% | &nbsp;&nbsp;1/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp;18867 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15079 |
| <sup>4,5</sup> | Fannie Mae Pool | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;6/1/2043 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5131 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4646 |
| <sup>4,5</sup> | Fannie Mae Pool | &nbsp;&nbsp;4.190% | &nbsp;&nbsp;8/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;18123 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18203 |
| <sup>4,5</sup> | Fannie Mae Pool | &nbsp;&nbsp;4.220% | &nbsp;&nbsp;8/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;26620 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26772 |
| <sup>4,5</sup> | Fannie Mae Pool | &nbsp;&nbsp;4.340% | &nbsp;&nbsp;4/1/2030–8/1/2030 | &nbsp;&nbsp;129269 | &nbsp;&nbsp;&nbsp;&nbsp;130774 |
| <sup>4,5</sup> | Fannie Mae Pool | &nbsp;&nbsp;4.360% | &nbsp;&nbsp;7/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;15100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15300 |
| <sup>4,5</sup> | Fannie Mae Pool | &nbsp;&nbsp;4.380% | &nbsp;&nbsp;8/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;12790 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12955 |
| <sup>4,5</sup> | Fannie Mae Pool | &nbsp;&nbsp;4.420% | &nbsp;&nbsp;8/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;59670 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60547 |
| <sup>4,5</sup> | Fannie Mae Pool | &nbsp;&nbsp;4.670% | &nbsp;&nbsp;8/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8323 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8538 |
| <sup>4</sup> | Ginnie Mae I Pool | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;11/15/2031–11/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;436 |
| <sup>4,5</sup> | UMBS Pool | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;9/1/2027–4/1/2038 | &nbsp;&nbsp;&nbsp;&nbsp;18512 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17131 |
| <sup>4,5</sup> | UMBS Pool | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;3/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;15687 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15365 |
| <sup>4,5</sup> | UMBS Pool | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;11/1/2045–6/1/2046 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**325788** |
| **Nonconventional Mortgage-Backed Securities (0.1%)** | **Nonconventional Mortgage-Backed Securities (0.1%)** | **Nonconventional Mortgage-Backed Securities (0.1%)** | **Nonconventional Mortgage-Backed Securities (0.1%)** | **Nonconventional Mortgage-Backed Securities (0.1%)** |  |
| <sup>4,5</sup> | Fannie Mae REMICS | &nbsp;&nbsp;1.500% | &nbsp;&nbsp;8/25/2041 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1185 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1142 |
| <sup>4,5</sup> | Fannie Mae REMICS | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;8/25/2046 | &nbsp;&nbsp;&nbsp;&nbsp;11553 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9730 |
| <sup>4,5</sup> | Fannie Mae REMICS | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;2/25/2049 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;559 |
| <sup>4,5</sup> | Fannie Mae REMICS | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;4/25/2031–11/25/2057 | &nbsp;&nbsp;&nbsp;&nbsp;43592 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42275 |
| <sup>4,5</sup> | Fannie Mae REMICS | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;7/25/2053 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1119 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1113 |
| <sup>4,5</sup> | Freddie Mac REMICS | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;3/15/2031–12/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp;11462 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10735 |
| <sup>4,5</sup> | Freddie Mac REMICS | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;12/15/2030–2/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2390 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2378 |
| <sup>4</sup> | Ginnie Mae REMICS | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;10/20/2049 | &nbsp;&nbsp;&nbsp;&nbsp;58934 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52638 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**120570** |
| **Total U.S. Government and Agency Obligations (Cost $8,829,031)** | **Total U.S. Government and Agency Obligations (Cost $8,829,031)** | **Total U.S. Government and Agency Obligations (Cost $8,829,031)** | **Total U.S. Government and Agency Obligations (Cost $8,829,031)** | **Total U.S. Government and Agency Obligations (Cost $8,829,031)** | **8789620** |
| **Asset-Backed/Commercial Mortgage-Backed Securities (1.0%)** | **Asset-Backed/Commercial Mortgage-Backed Securities (1.0%)** | **Asset-Backed/Commercial Mortgage-Backed Securities (1.0%)** | **Asset-Backed/Commercial Mortgage-Backed Securities (1.0%)** | **Asset-Backed/Commercial Mortgage-Backed Securities (1.0%)** | **Asset-Backed/Commercial Mortgage-Backed Securities (1.0%)** |
| <sup>4,6</sup> | Aligned Data Centers Issuer LLC Series 2021-1A | &nbsp;&nbsp;1.937% | &nbsp;&nbsp;8/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp;46825 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45532 |
| <sup>4</sup> | American Express Credit Account Master Trust Series 2023-4 | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;9/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;43970 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45605 |
| <sup>4,6</sup> | American Tower Trust #1 | &nbsp;&nbsp;5.490% | &nbsp;&nbsp;3/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;66310 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67516 |
| <sup>4,6</sup> | Angel Oak Mortgage Trust Series 2019-5 | &nbsp;&nbsp;2.593% | &nbsp;&nbsp;10/25/2049 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;559 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;552 |
| <sup>4,6</sup> | Angel Oak Mortgage Trust Series 2019-6 | &nbsp;&nbsp;2.620% | &nbsp;&nbsp;11/25/2059 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1432 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1410 |
| <sup>4,6</sup> | Angel Oak Mortgage Trust Series 2021-6 | &nbsp;&nbsp;1.458% | &nbsp;&nbsp;9/25/2066 | &nbsp;&nbsp;&nbsp;&nbsp;18333 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15614 |
| <sup>4,6,7</sup> | BX Trust Series 2021-ARIA, TSFR1M + 1.014% | &nbsp;&nbsp;5.377% | &nbsp;&nbsp;10/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;14785 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14785 |
| <sup>4,6</sup> | Castlelake Aircraft Structured Trust Series 2019-1A | &nbsp;&nbsp;3.967% | &nbsp;&nbsp;4/15/2039 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9671 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9310 |
| <sup>4,6</sup> | CENT Trust Series 2025-CITY | &nbsp;&nbsp;5.091% | &nbsp;&nbsp;7/10/2040 | &nbsp;&nbsp;&nbsp;&nbsp;31860 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32279 |
| <sup>4,6</sup> | CF Hippolyta Issuer LLC Series 2021-1A | &nbsp;&nbsp;1.530% | &nbsp;&nbsp;3/15/2061 | &nbsp;&nbsp;&nbsp;&nbsp;12397 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10361 |
| <sup>4,6</sup> | CF Hippolyta Issuer LLC Series 2022-1A | &nbsp;&nbsp;5.970% | &nbsp;&nbsp;8/15/2062 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3594 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3478 |
| <sup>4,6</sup> | Chesapeake Funding II LLC Series 2024-1A | &nbsp;&nbsp;5.520% | &nbsp;&nbsp;5/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;14188 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14364 |
| <sup>4,6</sup> | DB Master Finance LLC Series 2019-1A | &nbsp;&nbsp;4.021% | &nbsp;&nbsp;5/20/2049 | &nbsp;&nbsp;&nbsp;&nbsp;13390 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13319 |
| <sup>4,6</sup> | Domino's Pizza Master Issuer LLC Series 2021-1A | &nbsp;&nbsp;2.662% | &nbsp;&nbsp;4/25/2051 | &nbsp;&nbsp;&nbsp;&nbsp;13377 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12639 |
| <sup>4,6</sup> | Domino's Pizza Master Issuer LLC Series 2021-1A | &nbsp;&nbsp;3.151% | &nbsp;&nbsp;4/25/2051 | &nbsp;&nbsp;&nbsp;&nbsp;23496 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21490 |
| <sup>4,6</sup> | Durst Commercial Mortgage Trust Series 2025-151 | &nbsp;&nbsp;5.317% | &nbsp;&nbsp;8/10/2042 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7965 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8111 |
| <sup>4,6</sup> | Enterprise Fleet Financing LLC Series 2023-3 | &nbsp;&nbsp;6.400% | &nbsp;&nbsp;3/20/2030 | &nbsp;&nbsp;&nbsp;&nbsp;26747 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27147 |
| <sup>4,6</sup> | Enterprise Fleet Financing LLC Series 2024-1 | &nbsp;&nbsp;5.230% | &nbsp;&nbsp;3/20/2030 | &nbsp;&nbsp;&nbsp;&nbsp;14027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14138 |
| <sup>4,5,7</sup> | Fannie Mae Connecticut Avenue Securities Series 2016-C03, SOFR30A + 6.014% | &nbsp;&nbsp;10.363% | &nbsp;&nbsp;10/25/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;801 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;817 |
| <sup>4,6</sup> | FirstKey Homes Trust Series 2021-SFR1 | &nbsp;&nbsp;1.538% | &nbsp;&nbsp;8/17/2038 | &nbsp;&nbsp;&nbsp;&nbsp;59235 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57593 |
| <sup>4,5</sup> | Freddie Mac Multifamily Structured Pass-Through Certificates Series K156 | &nbsp;&nbsp;4.430% | &nbsp;&nbsp;2/25/2033 | &nbsp;&nbsp;&nbsp;&nbsp;28605 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28752 |
| <sup>4,5</sup> | Freddie Mac Multifamily Structured Pass-Through Certificates Series K511 | &nbsp;&nbsp;4.860% | &nbsp;&nbsp;10/25/2028 | &nbsp;&nbsp;&nbsp;&nbsp;40745 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41698 |
| <sup>4,5</sup> | Freddie Mac Multifamily Structured Pass-Through Certificates Series K516 | &nbsp;&nbsp;5.477% | &nbsp;&nbsp;1/25/2029 | &nbsp;&nbsp;&nbsp;&nbsp;47852 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49847 |
| <sup>4,5</sup> | Freddie Mac Multifamily Structured Pass-Through Certificates Series K-1512 | &nbsp;&nbsp;3.059% | &nbsp;&nbsp;4/25/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5377 |
| <sup>4,5</sup> | Freddie Mac Multifamily Structured Pass-Through Certificates Series K-1513 | &nbsp;&nbsp;2.797% | &nbsp;&nbsp;8/25/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6539 |
| <sup>4,5</sup> | Freddie Mac Multifamily Structured Pass-Through Certificates Series K-1521 | &nbsp;&nbsp;2.184% | &nbsp;&nbsp;8/25/2036 | &nbsp;&nbsp;&nbsp;&nbsp;17705 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13935 |
| <sup>4,5</sup> | Freddie Mac Seasoned Credit Risk Transfer Trust Series 2019-3 | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;10/25/2058 | &nbsp;&nbsp;&nbsp;&nbsp;16972 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16472 |
| <sup>4</sup> | GM Financial Automobile Leasing Trust Series 2024-2 | &nbsp;&nbsp;5.390% | &nbsp;&nbsp;7/20/2027 | &nbsp;&nbsp;&nbsp;&nbsp;26005 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26200 |
| <sup>4</sup> | GM Financial Consumer Automobile Receivables Trust Series 2023-2 | &nbsp;&nbsp;4.470% | &nbsp;&nbsp;2/16/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5602 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5609 |
| <sup>4</sup> | GM Financial Consumer Automobile Receivables Trust Series 2024-2 | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;3/16/2029 | &nbsp;&nbsp;&nbsp;&nbsp;27035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27287 |
| <sup>4,6</sup> | GM Financial Revolving Receivables Trust Series 2023-2 | &nbsp;&nbsp;5.770% | &nbsp;&nbsp;8/11/2036 | &nbsp;&nbsp;&nbsp;&nbsp;53067 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55764 |
| <sup>4,6</sup> | Home Partners of America Trust Series 2021-2 | &nbsp;&nbsp;1.901% | &nbsp;&nbsp;12/17/2026 | &nbsp;&nbsp;&nbsp;&nbsp;28978 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28035 |
| <sup>4</sup> | Honda Auto Receivables Owner Trust Series 2024-2 | &nbsp;&nbsp;5.270% | &nbsp;&nbsp;11/20/2028 | &nbsp;&nbsp;&nbsp;&nbsp;34745 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35144 |
| <sup>4,6</sup> | Horizon Aircraft Finance II Ltd. Series 2019-1 | &nbsp;&nbsp;3.721% | &nbsp;&nbsp;7/15/2039 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3309 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3218 |
| <sup>4,6</sup> | Horizon Aircraft Finance III Ltd. Series 2019-2 | &nbsp;&nbsp;3.425% | &nbsp;&nbsp;11/15/2039 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6249 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5954 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| <sup>4,6</sup> | MACH 1 Cayman Ltd. Series 2019-1 | &nbsp;&nbsp;3.474% | &nbsp;&nbsp;10/15/2039 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2293 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2266 |
| <sup>4,6</sup> | OneMain Direct Auto Receivables Trust Series 2021-1A | &nbsp;&nbsp;0.870% | &nbsp;&nbsp;7/14/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1895 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1888 |
| <sup>4,6</sup> | Retained Vantage Data Centers Issuer LLC Series 2023-1A | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;9/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp;44711 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44851 |
| <sup>4,6</sup> | RFR Trust Series 2025-SGRM | &nbsp;&nbsp;5.562% | &nbsp;&nbsp;3/11/2041 | &nbsp;&nbsp;&nbsp;&nbsp;41043 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42037 |
| <sup>4,6</sup> | SoFi Professional Loan Program Trust Series 2021-B | &nbsp;&nbsp;1.140% | &nbsp;&nbsp;2/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9823 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8609 |
| <sup>4,6</sup> | Start II Ltd. Series 2019-1 | &nbsp;&nbsp;4.089% | &nbsp;&nbsp;3/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7279 |
| <sup>4,6</sup> | Taco Bell Funding LLC Series 2021-1A | &nbsp;&nbsp;1.946% | &nbsp;&nbsp;8/25/2051 | &nbsp;&nbsp;&nbsp;&nbsp;19129 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18368 |
| <sup>4,6</sup> | Taco Bell Funding LLC Series 2021-1A | &nbsp;&nbsp;2.294% | &nbsp;&nbsp;8/25/2051 | &nbsp;&nbsp;&nbsp;&nbsp;35385 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32663 |
| <sup>4,6</sup> | Toyota Auto Loan Extended Note Trust Series 2021-1A | &nbsp;&nbsp;1.070% | &nbsp;&nbsp;2/27/2034 | &nbsp;&nbsp;&nbsp;&nbsp;51826 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51027 |
| <sup>4</sup> | Toyota Auto Receivables Owner Trust Series 2024-D | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;6/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;29410 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29568 |
| <sup>4,6</sup> | Vantage Data Centers Issuer LLC Series 2021-1A | &nbsp;&nbsp;2.165% | &nbsp;&nbsp;10/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp;38038 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36834 |
| <sup>4</sup> | Volkswagen Auto Lease Trust Series 2024-A | &nbsp;&nbsp;5.210% | &nbsp;&nbsp;6/21/2027 | &nbsp;&nbsp;&nbsp;&nbsp;25860 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26088 |
| <sup>4,6</sup> | Wheels Fleet Lease Funding LLC Series 2023-1A | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;4/18/2038 | &nbsp;&nbsp;&nbsp;&nbsp;15063 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15170 |
| <sup>4,6</sup> | Wheels Fleet Lease Funding LLC Series 2023-2A | &nbsp;&nbsp;6.460% | &nbsp;&nbsp;8/18/2038 | &nbsp;&nbsp;&nbsp;&nbsp;50126 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50788 |
| <sup>4,6</sup> | Wheels Fleet Lease Funding LLC Series 2024-2A | &nbsp;&nbsp;4.870% | &nbsp;&nbsp;6/21/2039 | &nbsp;&nbsp;&nbsp;&nbsp;20513 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20675 |
| **Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $1,161,251)** | **Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $1,161,251)** | **Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $1,161,251)** | **Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $1,161,251)** | **Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $1,161,251)** | **1154002** |
| **Corporate Bonds (22.2%)** | **Corporate Bonds (22.2%)** | **Corporate Bonds (22.2%)** | **Corporate Bonds (22.2%)** | **Corporate Bonds (22.2%)** | **Corporate Bonds (22.2%)** |
| **Communications (0.9%)** | **Communications (0.9%)** | **Communications (0.9%)** | **Communications (0.9%)** | **Communications (0.9%)** | **Communications (0.9%)** |
|  | Alphabet Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;5/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3230 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3132 |
|  | Alphabet Inc. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;5/15/2065 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2940 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2830 |
|  | America Movil SAB de CV | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;4/22/2029 | &nbsp;&nbsp;&nbsp;&nbsp;26990 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26332 |
|  | AT&T Inc. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;6/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp;79450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62130 |
|  | AT&T Inc. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;12/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp;53231 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44966 |
|  | AT&T Inc. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;6/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp;13770 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11377 |
|  | AT&T Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;5/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp;20379 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17701 |
|  | AT&T Inc. | &nbsp;&nbsp;6.050% | &nbsp;&nbsp;8/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9758 |
|  | Charter Communications Operating LLC | &nbsp;&nbsp;6.100% | &nbsp;&nbsp;6/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4912 |
|  | Charter Communications Operating LLC | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;4/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;13950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13121 |
| <sup>3</sup> | Charter Communications Operating LLC | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;12/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2810 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2816 |
|  | Charter Communications Operating LLC | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;3/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp;82000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58219 |
|  | Charter Communications Operating LLC | &nbsp;&nbsp;6.484% | &nbsp;&nbsp;10/23/2045 | &nbsp;&nbsp;&nbsp;&nbsp;20243 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19679 |
|  | Charter Communications Operating LLC | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;5/1/2047 | &nbsp;&nbsp;&nbsp;&nbsp;19603 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16670 |
|  | Charter Communications Operating LLC | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;3/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;19400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14996 |
|  | Charter Communications Operating LLC | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;4/1/2051 | &nbsp;&nbsp;&nbsp;&nbsp;21550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13868 |
|  | Charter Communications Operating LLC | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;6/1/2052 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8597 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5685 |
|  | Comcast Corp. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;6/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4950 |
|  | Comcast Corp. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;11/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;945 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1051 |
|  | Comcast Corp. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;11/1/2039 | &nbsp;&nbsp;&nbsp;&nbsp;15755 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12372 |
|  | Comcast Corp. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;4/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6759 |
|  | Comcast Corp. | &nbsp;&nbsp;3.969% | &nbsp;&nbsp;11/1/2047 | &nbsp;&nbsp;&nbsp;&nbsp;33549 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25619 |
|  | Comcast Corp. | &nbsp;&nbsp;3.999% | &nbsp;&nbsp;11/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp;24157 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18141 |
|  | Comcast Corp. | &nbsp;&nbsp;2.887% | &nbsp;&nbsp;11/1/2051 | &nbsp;&nbsp;&nbsp;&nbsp;43840 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26214 |
|  | Comcast Corp. | &nbsp;&nbsp;2.450% | &nbsp;&nbsp;8/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;13355 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7136 |
|  | Comcast Corp. | &nbsp;&nbsp;2.937% | &nbsp;&nbsp;11/1/2056 | &nbsp;&nbsp;164258 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94413 |
|  | Comcast Corp. | &nbsp;&nbsp;2.987% | &nbsp;&nbsp;11/1/2063 | &nbsp;&nbsp;&nbsp;&nbsp;84251 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46683 |
| <sup>6</sup> | Cox Communications Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;2/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp;30000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28132 |
|  | Meta Platforms Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;5/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;30472 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31282 |
|  | Meta Platforms Inc. | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;5/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;13422 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13257 |
|  | Meta Platforms Inc. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;8/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;53145 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50920 |
|  | Meta Platforms Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;5/15/2063 | &nbsp;&nbsp;&nbsp;&nbsp;15440 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15379 |
|  | Meta Platforms Inc. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;8/15/2064 | &nbsp;&nbsp;&nbsp;&nbsp;17300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16693 |
| <sup>6</sup> | NTT Finance Corp. | &nbsp;&nbsp;4.620% | &nbsp;&nbsp;7/16/2028 | &nbsp;&nbsp;&nbsp;&nbsp;19455 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19657 |
| <sup>6</sup> | NTT Finance Corp. | &nbsp;&nbsp;4.876% | &nbsp;&nbsp;7/16/2030 | &nbsp;&nbsp;&nbsp;&nbsp;23315 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23677 |
| <sup>6</sup> | NTT Finance Corp. | &nbsp;&nbsp;2.065% | &nbsp;&nbsp;4/3/2031 | &nbsp;&nbsp;&nbsp;&nbsp;10370 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9104 |
| <sup>6</sup> | NTT Finance Corp. | &nbsp;&nbsp;5.171% | &nbsp;&nbsp;7/16/2032 | &nbsp;&nbsp;&nbsp;&nbsp;22290 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22704 |
| <sup>6</sup> | NTT Finance Corp. | &nbsp;&nbsp;5.502% | &nbsp;&nbsp;7/16/2035 | &nbsp;&nbsp;&nbsp;&nbsp;16630 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17037 |
| <sup>6</sup> | Ooredoo International Finance Ltd. | &nbsp;&nbsp;2.625% | &nbsp;&nbsp;4/8/2031 | &nbsp;&nbsp;&nbsp;&nbsp;23430 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21387 |
|  | Orange SA | &nbsp;&nbsp;9.000% | &nbsp;&nbsp;3/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;20280 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24701 |
|  | Telefonica Emisiones SA | &nbsp;&nbsp;5.213% | &nbsp;&nbsp;3/8/2047 | &nbsp;&nbsp;&nbsp;&nbsp;12100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10648 |
|  | Telefonica Emisiones SA | &nbsp;&nbsp;5.520% | &nbsp;&nbsp;3/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5577 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5061 |
|  | Time Warner Cable LLC | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;11/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5964 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5700 |
|  | Time Warner Cable LLC | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;9/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp;26512 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23925 |
|  | T-Mobile USA Inc. | &nbsp;&nbsp;2.050% | &nbsp;&nbsp;2/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;37110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35314 |
|  | T-Mobile USA Inc. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;10/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;50702 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50675 |
|  | T-Mobile USA Inc. | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;4/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9560 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9362 |
|  | T-Mobile USA Inc. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;4/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8605 |
|  | T-Mobile USA Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;4/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6200 |
|  | TWDC Enterprises 18 Corp. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;8/16/2041 | &nbsp;&nbsp;&nbsp;&nbsp;26724 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23521 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Walt Disney Co. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;5/13/2040 | &nbsp;&nbsp;21963 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18144 |
|  | Walt Disney Co. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;9/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp;2358 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2136 |
|  |  |  |  |  | &nbsp;&nbsp;**1064751** |
| **Consumer Discretionary (0.4%)** | **Consumer Discretionary (0.4%)** | **Consumer Discretionary (0.4%)** | **Consumer Discretionary (0.4%)** | **Consumer Discretionary (0.4%)** | **Consumer Discretionary (0.4%)** |
|  | Amazon.com Inc. | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;4/13/2032 | &nbsp;&nbsp;84875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81625 |
|  | Amazon.com Inc. | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;5/12/2041 | &nbsp;&nbsp;&nbsp;&nbsp;2600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1947 |
|  | Amazon.com Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;12/5/2044 | &nbsp;&nbsp;15605 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15073 |
|  | Amazon.com Inc. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;4/13/2052 | &nbsp;&nbsp;&nbsp;&nbsp;5395 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4226 |
|  | Amazon.com Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;8/22/2057 | &nbsp;&nbsp;41967 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34061 |
|  | Amazon.com Inc. | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;4/13/2062 | &nbsp;&nbsp;&nbsp;&nbsp;8245 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6397 |
| <sup>4</sup> | Brown University | &nbsp;&nbsp;2.924% | &nbsp;&nbsp;9/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;5150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3352 |
| <sup>4</sup> | Duke University | &nbsp;&nbsp;2.832% | &nbsp;&nbsp;10/1/2055 | &nbsp;&nbsp;25700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15812 |
| <sup>4</sup> | Georgetown University | &nbsp;&nbsp;4.315% | &nbsp;&nbsp;4/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp;7787 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6345 |
| <sup>4</sup> | Georgetown University | &nbsp;&nbsp;2.943% | &nbsp;&nbsp;4/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;5670 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3600 |
|  | Home Depot Inc. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;12/6/2028 | &nbsp;&nbsp;10250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10269 |
|  | Home Depot Inc. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;6/25/2031 | &nbsp;&nbsp;11510 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11873 |
|  | Home Depot Inc. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;4/15/2032 | &nbsp;&nbsp;22816 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21241 |
|  | Home Depot Inc. | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;4/15/2040 | &nbsp;&nbsp;12800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10273 |
|  | Home Depot Inc. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;4/1/2043 | &nbsp;&nbsp;&nbsp;&nbsp;8075 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6879 |
|  | Home Depot Inc. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;2/15/2044 | &nbsp;&nbsp;15605 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14404 |
|  | Home Depot Inc. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;3/15/2045 | &nbsp;&nbsp;34095 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29340 |
|  | Home Depot Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;4/1/2046 | &nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20977 |
|  | Home Depot Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;12/6/2048 | &nbsp;&nbsp;20799 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17758 |
|  | Home Depot Inc. | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;12/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;2490 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1673 |
|  | Home Depot Inc. | &nbsp;&nbsp;3.350% | &nbsp;&nbsp;4/15/2050 | &nbsp;&nbsp;17300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12029 |
|  | Home Depot Inc. | &nbsp;&nbsp;2.375% | &nbsp;&nbsp;3/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;2495 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1401 |
|  | Home Depot Inc. | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;9/15/2051 | &nbsp;&nbsp;11710 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7110 |
|  | Home Depot Inc. | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;4/15/2052 | &nbsp;&nbsp;25570 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18522 |
|  | Home Depot Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;9/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;7565 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6828 |
|  | Home Depot Inc. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;6/25/2054 | &nbsp;&nbsp;23770 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22604 |
| <sup>6</sup> | Hyundai Capital America | &nbsp;&nbsp;1.650% | &nbsp;&nbsp;9/17/2026 | &nbsp;&nbsp;36480 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35467 |
| <sup>4</sup> | Johns Hopkins University | &nbsp;&nbsp;4.083% | &nbsp;&nbsp;7/1/2053 | &nbsp;&nbsp;&nbsp;&nbsp;7625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6044 |
|  | Lowe's Cos. Inc. | &nbsp;&nbsp;2.800% | &nbsp;&nbsp;9/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp;4250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2983 |
|  | Lowe's Cos. Inc. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;9/15/2062 | &nbsp;&nbsp;16328 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15711 |
| <sup>4</sup> | McDonald's Corp. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;7/15/2040 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9484 |
| <sup>4</sup> | Northeastern University | &nbsp;&nbsp;2.894% | &nbsp;&nbsp;10/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;6995 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4624 |
| <sup>4</sup> | Northwestern University | &nbsp;&nbsp;2.640% | &nbsp;&nbsp;12/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;805 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;497 |
| <sup>4</sup> | Trustees of Princeton University | &nbsp;&nbsp;2.516% | &nbsp;&nbsp;7/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;1997 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1207 |
|  | Trustees of Princeton University | &nbsp;&nbsp;4.201% | &nbsp;&nbsp;3/1/2052 | &nbsp;&nbsp;&nbsp;&nbsp;2157 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1782 |
| <sup>4</sup> | Trustees of the University of Pennsylvania | &nbsp;&nbsp;2.396% | &nbsp;&nbsp;10/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;6177 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3576 |
| <sup>4</sup> | University of Chicago | &nbsp;&nbsp;2.761% | &nbsp;&nbsp;4/1/2045 | &nbsp;&nbsp;&nbsp;&nbsp;5825 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4550 |
|  | University of Southern California | &nbsp;&nbsp;4.976% | &nbsp;&nbsp;10/1/2053 | &nbsp;&nbsp;15930 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14538 |
| <sup>4</sup> | Yale University | &nbsp;&nbsp;2.402% | &nbsp;&nbsp;4/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;1366 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;803 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**486885** |
| **Consumer Staples (1.2%)** | **Consumer Staples (1.2%)** | **Consumer Staples (1.2%)** | **Consumer Staples (1.2%)** | **Consumer Staples (1.2%)** | **Consumer Staples (1.2%)** |
|  | Anheuser-Busch Cos. LLC | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;1/1/2028 | &nbsp;&nbsp;19550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20635 |
| <sup>4</sup> | Anheuser-Busch Cos. LLC | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;2/1/2036 | &nbsp;&nbsp;66850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65242 |
| <sup>4</sup> | Anheuser-Busch Cos. LLC | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;2/1/2046 | &nbsp;&nbsp;63769 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58210 |
|  | Anheuser-Busch InBev Worldwide Inc. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;4/15/2038 | &nbsp;&nbsp;&nbsp;&nbsp;6460 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6074 |
|  | Anheuser-Busch InBev Worldwide Inc. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;1/23/2039 | &nbsp;&nbsp;14877 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15198 |
|  | Anheuser-Busch InBev Worldwide Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;1/15/2042 | &nbsp;&nbsp;51856 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48744 |
|  | Anheuser-Busch InBev Worldwide Inc. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;1/23/2049 | &nbsp;&nbsp;12267 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12054 |
|  | Anheuser-Busch InBev Worldwide Inc. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;1/23/2059 | &nbsp;&nbsp;10479 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10548 |
|  | BAT Capital Corp. | &nbsp;&nbsp;6.343% | &nbsp;&nbsp;8/2/2030 | &nbsp;&nbsp;10115 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10916 |
|  | BAT Capital Corp. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;2/20/2034 | &nbsp;&nbsp;&nbsp;&nbsp;1655 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1757 |
|  | BAT Capital Corp. | &nbsp;&nbsp;4.390% | &nbsp;&nbsp;8/15/2037 | &nbsp;&nbsp;28490 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25681 |
|  | BAT Capital Corp. | &nbsp;&nbsp;7.079% | &nbsp;&nbsp;8/2/2043 | &nbsp;&nbsp;19537 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21601 |
|  | BAT Capital Corp. | &nbsp;&nbsp;4.540% | &nbsp;&nbsp;8/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp;6400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5180 |
|  | BAT Capital Corp. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;8/15/2055 | &nbsp;&nbsp;15845 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16027 |
| <sup>6</sup> | Cargill Inc. | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;5/1/2028 | &nbsp;&nbsp;19355 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20375 |
| <sup>6</sup> | CK Hutchison International 20 Ltd. | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;5/8/2050 | &nbsp;&nbsp;22015 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15538 |
|  | Coca-Cola Consolidated Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;6/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;9037 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9329 |
| <sup>6</sup> | Danone SA | &nbsp;&nbsp;2.947% | &nbsp;&nbsp;11/2/2026 | &nbsp;&nbsp;30550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30111 |
|  | Diageo Capital plc | &nbsp;&nbsp;2.375% | &nbsp;&nbsp;10/24/2029 | &nbsp;&nbsp;20000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18717 |
|  | Diageo Capital plc | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;4/29/2030 | &nbsp;&nbsp;&nbsp;&nbsp;5830 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5298 |
|  | Diageo Capital plc | &nbsp;&nbsp;2.125% | &nbsp;&nbsp;4/29/2032 | &nbsp;&nbsp;&nbsp;&nbsp;1845 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1586 |
| <sup>6</sup> | Imperial Brands Finance plc | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;6/30/2028 | &nbsp;&nbsp;20830 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20943 |
|  | JBS USA Holding Lux Sarl | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;5/15/2032 | &nbsp;&nbsp;15975 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14134 |
|  | JBS USA Holding Lux Sarl | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;4/1/2033 | &nbsp;&nbsp;11790 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12200 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | JBS USA Holding Lux Sarl | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;3/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9670 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10608 |
| <sup>6</sup> | JBS USA Holding Lux Sarl | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;1/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;25510 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25648 |
| <sup>6</sup> | JBS USA Holding Lux Sarl | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;3/1/2056 | &nbsp;&nbsp;&nbsp;&nbsp;69750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68967 |
| <sup>6</sup> | JBS USA Holding Lux Sarl | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;4/15/2066 | &nbsp;&nbsp;&nbsp;&nbsp;22795 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22508 |
| <sup>6</sup> | JBS USA LUX Sarl | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;4/20/2035 | &nbsp;&nbsp;&nbsp;&nbsp;13520 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14060 |
| <sup>6</sup> | JBS USA LUX Sarl | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;2/25/2055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8202 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8242 |
|  | Kenvue Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;3/22/2030 | &nbsp;&nbsp;&nbsp;&nbsp;27715 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28645 |
|  | Kenvue Inc. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;5/22/2032 | &nbsp;&nbsp;&nbsp;&nbsp;37460 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38128 |
|  | Kenvue Inc. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;3/22/2043 | &nbsp;&nbsp;&nbsp;&nbsp;15025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14412 |
|  | Kenvue Inc. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;3/22/2053 | &nbsp;&nbsp;&nbsp;&nbsp;10935 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9971 |
| <sup>6</sup> | L'Oreal SA | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;5/20/2035 | &nbsp;&nbsp;&nbsp;&nbsp;26400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26892 |
| <sup>6</sup> | Mars Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;3/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;32065 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32680 |
| <sup>6</sup> | Mars Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;3/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;33400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34069 |
| <sup>6</sup> | Mars Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;3/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp;65795 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66389 |
| <sup>6</sup> | Mars Inc. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;5/1/2045 | &nbsp;&nbsp;&nbsp;&nbsp;18355 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18093 |
| <sup>6</sup> | Mars Inc. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;5/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;26955 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26325 |
|  | Philip Morris International Inc. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;11/17/2027 | &nbsp;&nbsp;&nbsp;&nbsp;39385 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40210 |
|  | Philip Morris International Inc. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;11/17/2029 | &nbsp;&nbsp;&nbsp;&nbsp;39305 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41351 |
|  | Philip Morris International Inc. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;2/15/2030 | &nbsp;&nbsp;107792 | &nbsp;&nbsp;&nbsp;&nbsp;111483 |
|  | Philip Morris International Inc. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;2/13/2031 | &nbsp;&nbsp;&nbsp;&nbsp;28130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29041 |
|  | Philip Morris International Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;11/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;21770 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22073 |
|  | Philip Morris International Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;11/17/2032 | &nbsp;&nbsp;&nbsp;&nbsp;50815 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53770 |
|  | Philip Morris International Inc. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;2/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;92936 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96208 |
|  | Philip Morris International Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;2/13/2034 | &nbsp;&nbsp;&nbsp;&nbsp;72635 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74207 |
|  | Philip Morris International Inc. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;11/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3744 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3263 |
|  | Philip Morris International Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;3/20/2042 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3294 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2909 |
|  | Philip Morris International Inc. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;3/4/2043 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3565 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2985 |
|  | Philip Morris International Inc. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;11/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp;11614 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10600 |
|  | Philip Morris International Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;11/10/2044 | &nbsp;&nbsp;&nbsp;&nbsp;29010 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24409 |
|  | Reynolds American Inc. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;8/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8245 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8483 |
|  | Reynolds American Inc. | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;8/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8075 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7794 |
|  |  |  |  |  | &nbsp;&nbsp;**1440521** |
| **Energy (1.3%)** | **Energy (1.3%)** | **Energy (1.3%)** | **Energy (1.3%)** | **Energy (1.3%)** | **Energy (1.3%)** |
|  | BP Capital Markets America Inc. | &nbsp;&nbsp;1.749% | &nbsp;&nbsp;8/10/2030 | &nbsp;&nbsp;&nbsp;&nbsp;12780 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11360 |
|  | BP Capital Markets America Inc. | &nbsp;&nbsp;2.721% | &nbsp;&nbsp;1/12/2032 | &nbsp;&nbsp;&nbsp;&nbsp;38165 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34383 |
|  | BP Capital Markets America Inc. | &nbsp;&nbsp;4.812% | &nbsp;&nbsp;2/13/2033 | &nbsp;&nbsp;&nbsp;&nbsp;44675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44849 |
|  | BP Capital Markets America Inc. | &nbsp;&nbsp;4.893% | &nbsp;&nbsp;9/11/2033 | &nbsp;&nbsp;&nbsp;&nbsp;39975 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40232 |
|  | BP Capital Markets America Inc. | &nbsp;&nbsp;5.227% | &nbsp;&nbsp;11/17/2034 | &nbsp;&nbsp;&nbsp;&nbsp;37060 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37824 |
|  | BP Capital Markets America Inc. | &nbsp;&nbsp;3.060% | &nbsp;&nbsp;6/17/2041 | &nbsp;&nbsp;&nbsp;&nbsp;20000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14813 |
|  | BP Capital Markets America Inc. | &nbsp;&nbsp;2.772% | &nbsp;&nbsp;11/10/2050 | &nbsp;&nbsp;&nbsp;&nbsp;11870 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7174 |
|  | BP Capital Markets America Inc. | &nbsp;&nbsp;2.939% | &nbsp;&nbsp;6/4/2051 | &nbsp;&nbsp;&nbsp;&nbsp;30385 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18855 |
|  | BP Capital Markets America Inc. | &nbsp;&nbsp;3.001% | &nbsp;&nbsp;3/17/2052 | &nbsp;&nbsp;&nbsp;&nbsp;54366 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33987 |
|  | BP Capital Markets America Inc. | &nbsp;&nbsp;3.379% | &nbsp;&nbsp;2/8/2061 | &nbsp;&nbsp;&nbsp;&nbsp;12750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8167 |
|  | Cheniere Energy Partners LP | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;6/30/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9045 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9473 |
| <sup>6</sup> | Columbia Pipelines Holding Co. LLC | &nbsp;&nbsp;5.097% | &nbsp;&nbsp;10/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8490 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8619 |
| <sup>6</sup> | Columbia Pipelines Holding Co. LLC | &nbsp;&nbsp;5.681% | &nbsp;&nbsp;1/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4654 |
| <sup>6</sup> | Columbia Pipelines Operating Co. LLC | &nbsp;&nbsp;5.927% | &nbsp;&nbsp;8/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;11830 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12580 |
| <sup>6</sup> | Columbia Pipelines Operating Co. LLC | &nbsp;&nbsp;6.036% | &nbsp;&nbsp;11/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;25380 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26862 |
| <sup>6</sup> | Columbia Pipelines Operating Co. LLC | &nbsp;&nbsp;6.497% | &nbsp;&nbsp;8/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp;39861 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41422 |
| <sup>6</sup> | Columbia Pipelines Operating Co. LLC | &nbsp;&nbsp;6.714% | &nbsp;&nbsp;8/15/2063 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8253 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8702 |
|  | Eastern Gas Transmission & Storage Inc. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;11/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;19580 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18625 |
| <sup>4</sup> | Eastern Gas Transmission & Storage Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;11/1/2043 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4185 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3661 |
| <sup>4</sup> | Eastern Gas Transmission & Storage Inc. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;12/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp;24863 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21075 |
| <sup>6</sup> | EIG Pearl Holdings Sarl | &nbsp;&nbsp;3.545% | &nbsp;&nbsp;8/31/2036 | &nbsp;&nbsp;&nbsp;&nbsp;20869 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18957 |
| <sup>6</sup> | EIG Pearl Holdings Sarl | &nbsp;&nbsp;4.387% | &nbsp;&nbsp;11/30/2046 | &nbsp;&nbsp;&nbsp;&nbsp;16115 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13013 |
|  | Enbridge Inc. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;6/20/2030 | &nbsp;&nbsp;&nbsp;&nbsp;10795 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11018 |
|  | Enbridge Inc. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;6/20/2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8520 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8679 |
|  | Enbridge Inc. | &nbsp;&nbsp;6.700% | &nbsp;&nbsp;11/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;12000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12922 |
|  | Enbridge Inc. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;4/5/2054 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9572 |
|  | Energy Transfer LP | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;4/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;50115 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51517 |
|  | Energy Transfer LP | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;4/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;11955 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12294 |
|  | Energy Transfer LP | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;5/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9042 |
|  | Energy Transfer LP | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;2/1/2043 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4845 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4300 |
|  | Energy Transfer LP | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;5/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4301 |
|  | Energy Transfer LP | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;12/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4918 |
|  | Energy Transfer LP | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;4/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5745 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5065 |
|  | Energy Transfer LP | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;10/1/2047 | &nbsp;&nbsp;&nbsp;&nbsp;26823 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23882 |
|  | Energy Transfer LP | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;6/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp;14542 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13963 |
|  | Energy Transfer LP | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;5/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4246 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Energy Transfer LP | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;5/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;22860 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21450 |
| <sup>6</sup> | Eni SpA | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;5/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;22380 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21667 |
|  | Enterprise Products Operating LLC | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;1/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;13410 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13517 |
|  | Enterprise Products Operating LLC | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;2/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3107 |
|  | Enterprise Products Operating LLC | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;2/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp;30740 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28421 |
|  | Enterprise Products Operating LLC | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;5/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6381 |
|  | Enterprise Products Operating LLC | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;2/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp;19387 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16771 |
|  | Enterprise Products Operating LLC | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;2/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6291 |
|  | Enterprise Products Operating LLC | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;2/16/2055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7256 |
|  | Exxon Mobil Corp. | &nbsp;&nbsp;2.610% | &nbsp;&nbsp;10/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;16800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15664 |
| <sup>6</sup> | Galaxy Pipeline Assets Bidco Ltd. | &nbsp;&nbsp;2.160% | &nbsp;&nbsp;3/31/2034 | &nbsp;&nbsp;&nbsp;&nbsp;37922 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34163 |
| <sup>6</sup> | Galaxy Pipeline Assets Bidco Ltd. | &nbsp;&nbsp;2.940% | &nbsp;&nbsp;9/30/2040 | &nbsp;&nbsp;&nbsp;&nbsp;39286 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32877 |
| <sup>6</sup> | Greensaif Pipelines Bidco Sarl | &nbsp;&nbsp;5.853% | &nbsp;&nbsp;2/23/2036 | &nbsp;&nbsp;&nbsp;&nbsp;15660 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16244 |
| <sup>6</sup> | Greensaif Pipelines Bidco Sarl | &nbsp;&nbsp;6.129% | &nbsp;&nbsp;2/23/2038 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8839 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9336 |
| <sup>4</sup> | Greensaif Pipelines Bidco Sarl | &nbsp;&nbsp;6.129% | &nbsp;&nbsp;2/23/2038 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8075 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8536 |
| <sup>6</sup> | Greensaif Pipelines Bidco Sarl | &nbsp;&nbsp;6.510% | &nbsp;&nbsp;2/23/2042 | &nbsp;&nbsp;&nbsp;&nbsp;26755 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28474 |
| <sup>6</sup> | Greensaif Pipelines Bidco Sarl | &nbsp;&nbsp;6.103% | &nbsp;&nbsp;8/23/2042 | &nbsp;&nbsp;&nbsp;&nbsp;26490 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27448 |
|  | MPLX LP | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;9/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7230 |
|  | MPLX LP | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;6/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;10810 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10895 |
|  | ONEOK Inc. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;11/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;10995 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11421 |
|  | ONEOK Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;10/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;17015 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17015 |
|  | ONEOK Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;10/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;19625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19505 |
|  | ONEOK Inc. | &nbsp;&nbsp;6.050% | &nbsp;&nbsp;9/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;359 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;378 |
|  | ONEOK Inc. | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;9/1/2053 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9900 |
| <sup>6</sup> | Schlumberger Holdings Corp. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;5/17/2028 | &nbsp;&nbsp;&nbsp;&nbsp;31025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30908 |
| <sup>6</sup> | Schlumberger Holdings Corp. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;11/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;14400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14847 |
| <sup>4</sup> | Shell Finance US Inc. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;5/11/2035 | &nbsp;&nbsp;&nbsp;&nbsp;43465 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41270 |
| <sup>4</sup> | Shell Finance US Inc. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;8/12/2043 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2338 |
| <sup>4</sup> | Shell Finance US Inc. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;5/11/2045 | &nbsp;&nbsp;112149 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95544 |
| <sup>4</sup> | Shell Finance US Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;5/10/2046 | &nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7965 |
| <sup>4</sup> | Shell Finance US Inc. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;9/12/2046 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6460 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4980 |
|  | Shell International Finance BV | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;3/25/2040 | &nbsp;&nbsp;&nbsp;&nbsp;21235 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21664 |
|  | Shell International Finance BV | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;11/26/2041 | &nbsp;&nbsp;&nbsp;&nbsp;15000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10781 |
|  | Shell International Finance BV | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;11/26/2051 | &nbsp;&nbsp;&nbsp;&nbsp;39345 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25255 |
|  | Suncor Energy Inc. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;12/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;15090 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15698 |
|  | Targa Resources Corp. | &nbsp;&nbsp;6.150% | &nbsp;&nbsp;3/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;29070 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30690 |
|  | Targa Resources Corp. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;8/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;43355 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43626 |
|  | Targa Resources Corp. | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;5/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;34495 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33496 |
|  | TotalEnergies Capital SA | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;4/5/2034 | &nbsp;&nbsp;&nbsp;&nbsp;29905 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30819 |
|  | TotalEnergies Capital SA | &nbsp;&nbsp;5.488% | &nbsp;&nbsp;4/5/2054 | &nbsp;&nbsp;&nbsp;&nbsp;25305 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24101 |
|  | TotalEnergies Capital SA | &nbsp;&nbsp;5.275% | &nbsp;&nbsp;9/10/2054 | &nbsp;&nbsp;&nbsp;&nbsp;24174 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22332 |
|  | TotalEnergies Capital SA | &nbsp;&nbsp;5.638% | &nbsp;&nbsp;4/5/2064 | &nbsp;&nbsp;&nbsp;&nbsp;22020 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21076 |
|  | TotalEnergies Capital SA | &nbsp;&nbsp;5.425% | &nbsp;&nbsp;9/10/2064 | &nbsp;&nbsp;&nbsp;&nbsp;38337 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35568 |
|  | TransCanada PipeLines Ltd. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;1/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp;26481 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26481 |
| <sup>6</sup> | Whistler Pipeline LLC | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;9/30/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7946 |
| <sup>6</sup> | Whistler Pipeline LLC | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;9/30/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5790 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6024 |
|  |  |  |  |  | &nbsp;&nbsp;**1542362** |
| **Financials (9.6%)** | **Financials (9.6%)** | **Financials (9.6%)** | **Financials (9.6%)** | **Financials (9.6%)** | **Financials (9.6%)** |
| <sup>6</sup> | Abu Dhabi Developmental Holding Co. PJSC | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;5/8/2029 | &nbsp;&nbsp;&nbsp;&nbsp;37660 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39079 |
| <sup>6</sup> | Abu Dhabi Developmental Holding Co. PJSC | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;10/2/2031 | &nbsp;&nbsp;&nbsp;&nbsp;38985 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38815 |
| <sup>6</sup> | Abu Dhabi Developmental Holding Co. PJSC | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;5/8/2034 | &nbsp;&nbsp;&nbsp;&nbsp;59425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62628 |
|  | ACE Capital Trust II | &nbsp;&nbsp;9.700% | &nbsp;&nbsp;4/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;20000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24088 |
|  | AerCap Ireland Capital DAC | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;10/29/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6985 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6719 |
|  | AerCap Ireland Capital DAC | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;1/30/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3249 |
| <sup>6</sup> | AIB Group plc | &nbsp;&nbsp;5.871% | &nbsp;&nbsp;3/28/2035 | &nbsp;&nbsp;&nbsp;&nbsp;16510 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17164 |
|  | Allstate Corp. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;3/30/2033 | &nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10291 |
|  | Allstate Corp. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;5/9/2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6611 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6879 |
|  | Allstate Corp. | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;8/10/2049 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4741 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3556 |
|  | American Express Co. | &nbsp;&nbsp;4.731% | &nbsp;&nbsp;4/25/2029 | &nbsp;&nbsp;&nbsp;&nbsp;29025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29471 |
|  | American Express Co. | &nbsp;&nbsp;5.282% | &nbsp;&nbsp;7/27/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10003 |
|  | American Express Co. | &nbsp;&nbsp;6.489% | &nbsp;&nbsp;10/30/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3295 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3604 |
|  | American Express Co. | &nbsp;&nbsp;4.918% | &nbsp;&nbsp;7/20/2033 | &nbsp;&nbsp;&nbsp;&nbsp;17780 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17998 |
|  | American Express Co. | &nbsp;&nbsp;4.420% | &nbsp;&nbsp;8/3/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8245 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8103 |
|  | American Express Co. | &nbsp;&nbsp;5.043% | &nbsp;&nbsp;5/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;55590 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56421 |
|  | American Express Co. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;7/28/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6903 |
|  | American Express Co. | &nbsp;&nbsp;5.915% | &nbsp;&nbsp;4/25/2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9381 |
|  | American Express Co. | &nbsp;&nbsp;5.284% | &nbsp;&nbsp;7/26/2035 | &nbsp;&nbsp;&nbsp;&nbsp;34400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35053 |
|  | American Express Co. | &nbsp;&nbsp;5.442% | &nbsp;&nbsp;1/30/2036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7810 |
|  | American Express Co. | &nbsp;&nbsp;5.667% | &nbsp;&nbsp;4/25/2036 | &nbsp;&nbsp;&nbsp;&nbsp;29880 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31199 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | American International Group Inc. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;5/7/2030 | &nbsp;&nbsp;&nbsp;&nbsp;8615 | &nbsp;&nbsp;&nbsp;&nbsp;8814 |
|  | American International Group Inc. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;3/27/2033 | &nbsp;&nbsp;20145 | &nbsp;&nbsp;20562 |
|  | American International Group Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;4/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp;4675 | &nbsp;&nbsp;&nbsp;&nbsp;4113 |
|  | Ameriprise Financial Inc. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;12/15/2028 | &nbsp;&nbsp;16748 | &nbsp;&nbsp;17545 |
|  | Ameriprise Financial Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;5/13/2032 | &nbsp;&nbsp;11845 | &nbsp;&nbsp;11818 |
|  | Ameriprise Financial Inc. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;5/15/2033 | &nbsp;&nbsp;16715 | &nbsp;&nbsp;17180 |
|  | Aon Corp. | &nbsp;&nbsp;2.850% | &nbsp;&nbsp;5/28/2027 | &nbsp;&nbsp;18870 | &nbsp;&nbsp;18486 |
|  | Arthur J Gallagher & Co. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;12/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;4450 | &nbsp;&nbsp;&nbsp;&nbsp;4535 |
| <sup>6</sup> | Athene Global Funding | &nbsp;&nbsp;5.349% | &nbsp;&nbsp;7/9/2027 | &nbsp;&nbsp;35830 | &nbsp;&nbsp;36448 |
| <sup>6</sup> | Athene Global Funding | &nbsp;&nbsp;1.985% | &nbsp;&nbsp;8/19/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;290 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;272 |
| <sup>6</sup> | Athene Global Funding | &nbsp;&nbsp;2.717% | &nbsp;&nbsp;1/7/2029 | &nbsp;&nbsp;33350 | &nbsp;&nbsp;31494 |
| <sup>6</sup> | Athene Global Funding | &nbsp;&nbsp;5.583% | &nbsp;&nbsp;1/9/2029 | &nbsp;&nbsp;28585 | &nbsp;&nbsp;29562 |
| <sup>6</sup> | Athene Global Funding | &nbsp;&nbsp;4.721% | &nbsp;&nbsp;10/8/2029 | &nbsp;&nbsp;39962 | &nbsp;&nbsp;40161 |
| <sup>6</sup> | Athene Global Funding | &nbsp;&nbsp;5.380% | &nbsp;&nbsp;1/7/2030 | &nbsp;&nbsp;43770 | &nbsp;&nbsp;45034 |
| <sup>6</sup> | Athene Global Funding | &nbsp;&nbsp;5.033% | &nbsp;&nbsp;7/17/2030 | &nbsp;&nbsp;&nbsp;&nbsp;8202 | &nbsp;&nbsp;&nbsp;&nbsp;8339 |
|  | Athene Holding Ltd. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;4/1/2054 | &nbsp;&nbsp;33540 | &nbsp;&nbsp;33038 |
|  | Athene Holding Ltd. | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;5/19/2055 | &nbsp;&nbsp;45360 | &nbsp;&nbsp;46717 |
| <sup>6</sup> | Australia & New Zealand Banking Group Ltd. | &nbsp;&nbsp;2.570% | &nbsp;&nbsp;11/25/2035 | &nbsp;&nbsp;22135 | &nbsp;&nbsp;19741 |
| <sup>6</sup> | Aviation Capital Group LLC | &nbsp;&nbsp;1.950% | &nbsp;&nbsp;9/20/2026 | &nbsp;&nbsp;14298 | &nbsp;&nbsp;13917 |
| <sup>4</sup> | Banco Santander SA | &nbsp;&nbsp;5.365% | &nbsp;&nbsp;7/15/2028 | &nbsp;&nbsp;25400 | &nbsp;&nbsp;25913 |
|  | Banco Santander SA | &nbsp;&nbsp;2.749% | &nbsp;&nbsp;12/3/2030 | &nbsp;&nbsp;&nbsp;&nbsp;8400 | &nbsp;&nbsp;&nbsp;&nbsp;7573 |
| <sup>4</sup> | Bank of America Corp. | &nbsp;&nbsp;3.559% | &nbsp;&nbsp;4/23/2027 | &nbsp;&nbsp;86705 | &nbsp;&nbsp;86250 |
| <sup>4</sup> | Bank of America Corp. | &nbsp;&nbsp;3.593% | &nbsp;&nbsp;7/21/2028 | &nbsp;&nbsp;47950 | &nbsp;&nbsp;47423 |
| <sup>4</sup> | Bank of America Corp. | &nbsp;&nbsp;4.948% | &nbsp;&nbsp;7/22/2028 | &nbsp;&nbsp;&nbsp;&nbsp;8415 | &nbsp;&nbsp;&nbsp;&nbsp;8528 |
|  | Bank of America Corp. | &nbsp;&nbsp;6.204% | &nbsp;&nbsp;11/10/2028 | &nbsp;&nbsp;&nbsp;&nbsp;9700 | &nbsp;&nbsp;10105 |
| <sup>4</sup> | Bank of America Corp. | &nbsp;&nbsp;3.419% | &nbsp;&nbsp;12/20/2028 | &nbsp;&nbsp;&nbsp;&nbsp;8681 | &nbsp;&nbsp;&nbsp;&nbsp;8527 |
|  | Bank of America Corp. | &nbsp;&nbsp;5.202% | &nbsp;&nbsp;4/25/2029 | &nbsp;&nbsp;18685 | &nbsp;&nbsp;19155 |
| <sup>4</sup> | Bank of America Corp. | &nbsp;&nbsp;4.271% | &nbsp;&nbsp;7/23/2029 | &nbsp;&nbsp;65865 | &nbsp;&nbsp;66029 |
|  | Bank of America Corp. | &nbsp;&nbsp;5.819% | &nbsp;&nbsp;9/15/2029 | &nbsp;&nbsp;14175 | &nbsp;&nbsp;14816 |
| <sup>4</sup> | Bank of America Corp. | &nbsp;&nbsp;3.974% | &nbsp;&nbsp;2/7/2030 | &nbsp;&nbsp;80000 | &nbsp;&nbsp;79327 |
| <sup>4</sup> | Bank of America Corp. | &nbsp;&nbsp;3.194% | &nbsp;&nbsp;7/23/2030 | &nbsp;&nbsp;35285 | &nbsp;&nbsp;33873 |
|  | Bank of America Corp. | &nbsp;&nbsp;5.162% | &nbsp;&nbsp;1/24/2031 | &nbsp;&nbsp;44515 | &nbsp;&nbsp;45948 |
| <sup>4</sup> | Bank of America Corp. | &nbsp;&nbsp;2.496% | &nbsp;&nbsp;2/13/2031 | &nbsp;&nbsp;50870 | &nbsp;&nbsp;46961 |
| <sup>4</sup> | Bank of America Corp. | &nbsp;&nbsp;2.592% | &nbsp;&nbsp;4/29/2031 | &nbsp;&nbsp;&nbsp;&nbsp;7600 | &nbsp;&nbsp;&nbsp;&nbsp;7029 |
|  | Bank of America Corp. | &nbsp;&nbsp;2.572% | &nbsp;&nbsp;10/20/2032 | &nbsp;&nbsp;17275 | &nbsp;&nbsp;15415 |
|  | Bank of America Corp. | &nbsp;&nbsp;4.571% | &nbsp;&nbsp;4/27/2033 | &nbsp;&nbsp;29200 | &nbsp;&nbsp;28900 |
| <sup>4</sup> | Bank of America Corp. | &nbsp;&nbsp;5.015% | &nbsp;&nbsp;7/22/2033 | &nbsp;&nbsp;29430 | &nbsp;&nbsp;29884 |
|  | Bank of America Corp. | &nbsp;&nbsp;5.288% | &nbsp;&nbsp;4/25/2034 | &nbsp;&nbsp;&nbsp;&nbsp;9695 | &nbsp;&nbsp;&nbsp;&nbsp;9937 |
|  | Bank of America Corp. | &nbsp;&nbsp;5.872% | &nbsp;&nbsp;9/15/2034 | &nbsp;&nbsp;75105 | &nbsp;&nbsp;79653 |
|  | Bank of America Corp. | &nbsp;&nbsp;5.511% | &nbsp;&nbsp;1/24/2036 | &nbsp;&nbsp;35200 | &nbsp;&nbsp;36264 |
|  | Bank of America Corp. | &nbsp;&nbsp;5.464% | &nbsp;&nbsp;5/9/2036 | &nbsp;&nbsp;&nbsp;&nbsp;9695 | &nbsp;&nbsp;&nbsp;&nbsp;9959 |
|  | Bank of America Corp. | &nbsp;&nbsp;3.846% | &nbsp;&nbsp;3/8/2037 | &nbsp;&nbsp;40872 | &nbsp;&nbsp;37732 |
| <sup>4</sup> | Bank of America Corp. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;2/7/2042 | &nbsp;&nbsp;&nbsp;&nbsp;9965 | &nbsp;&nbsp;10407 |
|  | Bank of America Corp. | &nbsp;&nbsp;3.311% | &nbsp;&nbsp;4/22/2042 | &nbsp;&nbsp;55635 | &nbsp;&nbsp;42778 |
| <sup>4</sup> | Bank of America Corp. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;1/21/2044 | &nbsp;&nbsp;39433 | &nbsp;&nbsp;37326 |
| <sup>4</sup> | Bank of America Corp. | &nbsp;&nbsp;3.946% | &nbsp;&nbsp;1/23/2049 | &nbsp;&nbsp;&nbsp;&nbsp;5380 | &nbsp;&nbsp;&nbsp;&nbsp;4215 |
| <sup>4</sup> | Bank of America Corp. | &nbsp;&nbsp;4.330% | &nbsp;&nbsp;3/15/2050 | &nbsp;&nbsp;51211 | &nbsp;&nbsp;42059 |
|  | Bank of America Corp. | &nbsp;&nbsp;2.972% | &nbsp;&nbsp;7/21/2052 | &nbsp;&nbsp;65950 | &nbsp;&nbsp;42313 |
|  | Bank of New York Mellon Corp. | &nbsp;&nbsp;4.729% | &nbsp;&nbsp;4/20/2029 | &nbsp;&nbsp;10395 | &nbsp;&nbsp;10563 |
|  | Bank of New York Mellon Corp. | &nbsp;&nbsp;5.060% | &nbsp;&nbsp;7/22/2032 | &nbsp;&nbsp;&nbsp;&nbsp;6460 | &nbsp;&nbsp;&nbsp;&nbsp;6651 |
| <sup>4</sup> | Bank of New York Mellon Corp. | &nbsp;&nbsp;5.834% | &nbsp;&nbsp;10/25/2033 | &nbsp;&nbsp;37940 | &nbsp;&nbsp;40553 |
|  | Bank of New York Mellon Corp. | &nbsp;&nbsp;4.706% | &nbsp;&nbsp;2/1/2034 | &nbsp;&nbsp;14535 | &nbsp;&nbsp;14483 |
| <sup>4</sup> | Bank of New York Mellon Corp. | &nbsp;&nbsp;4.967% | &nbsp;&nbsp;4/26/2034 | &nbsp;&nbsp;34820 | &nbsp;&nbsp;35181 |
| <sup>4</sup> | Bank of New York Mellon Corp. | &nbsp;&nbsp;6.474% | &nbsp;&nbsp;10/25/2034 | &nbsp;&nbsp;&nbsp;&nbsp;8245 | &nbsp;&nbsp;&nbsp;&nbsp;9114 |
| <sup>4</sup> | Bank of New York Mellon Corp. | &nbsp;&nbsp;5.188% | &nbsp;&nbsp;3/14/2035 | &nbsp;&nbsp;&nbsp;&nbsp;1615 | &nbsp;&nbsp;&nbsp;&nbsp;1645 |
|  | Bank of Nova Scotia | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;12/7/2026 | &nbsp;&nbsp;58000 | &nbsp;&nbsp;58834 |
|  | Bank of Nova Scotia | &nbsp;&nbsp;1.950% | &nbsp;&nbsp;2/2/2027 | &nbsp;&nbsp;12470 | &nbsp;&nbsp;12133 |
| <sup>6</sup> | Banque Federative du Credit Mutuel SA | &nbsp;&nbsp;1.604% | &nbsp;&nbsp;10/4/2026 | &nbsp;&nbsp;34305 | &nbsp;&nbsp;33337 |
| <sup>6</sup> | Banque Federative du Credit Mutuel SA | &nbsp;&nbsp;4.591% | &nbsp;&nbsp;10/16/2028 | &nbsp;&nbsp;40490 | &nbsp;&nbsp;40851 |
| <sup>6</sup> | Banque Federative du Credit Mutuel SA | &nbsp;&nbsp;5.538% | &nbsp;&nbsp;1/22/2030 | &nbsp;&nbsp;41177 | &nbsp;&nbsp;42915 |
|  | Barclays plc | &nbsp;&nbsp;2.279% | &nbsp;&nbsp;11/24/2027 | &nbsp;&nbsp;14930 | &nbsp;&nbsp;14560 |
|  | Barclays plc | &nbsp;&nbsp;5.086% | &nbsp;&nbsp;2/25/2029 | &nbsp;&nbsp;24695 | &nbsp;&nbsp;25120 |
|  | Barclays plc | &nbsp;&nbsp;4.476% | &nbsp;&nbsp;11/11/2029 | &nbsp;&nbsp;18030 | &nbsp;&nbsp;18063 |
|  | Barclays plc | &nbsp;&nbsp;2.667% | &nbsp;&nbsp;3/10/2032 | &nbsp;&nbsp;40502 | &nbsp;&nbsp;36484 |
|  | Barclays plc | &nbsp;&nbsp;3.330% | &nbsp;&nbsp;11/24/2042 | &nbsp;&nbsp;27170 | &nbsp;&nbsp;20289 |
| <sup>6</sup> | Beacon Funding Trust | &nbsp;&nbsp;6.266% | &nbsp;&nbsp;8/15/2054 | &nbsp;&nbsp;43160 | &nbsp;&nbsp;42904 |
| <sup>6</sup> | Belrose Funding Trust II | &nbsp;&nbsp;6.792% | &nbsp;&nbsp;5/15/2055 | &nbsp;&nbsp;39130 | &nbsp;&nbsp;40563 |
|  | BlackRock Funding Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;3/14/2054 | &nbsp;&nbsp;21680 | &nbsp;&nbsp;20576 |
|  | BlackRock Funding Inc. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;1/8/2055 | &nbsp;&nbsp;11470 | &nbsp;&nbsp;11043 |
|  | Blackrock Inc. | &nbsp;&nbsp;2.100% | &nbsp;&nbsp;2/25/2032 | &nbsp;&nbsp;24849 | &nbsp;&nbsp;21664 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Blackrock Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;5/25/2033 | &nbsp;&nbsp;49120 | &nbsp;&nbsp;49849 |
| <sup>6</sup> | Blackstone Holdings Finance Co. LLC | &nbsp;&nbsp;2.550% | &nbsp;&nbsp;3/30/2032 | &nbsp;&nbsp;22680 | &nbsp;&nbsp;19839 |
|  | Blackstone Reg Finance Co. LLC | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;12/6/2034 | &nbsp;&nbsp;11900 | &nbsp;&nbsp;11887 |
| <sup>6</sup> | BNP Paribas SA | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;11/16/2027 | &nbsp;&nbsp;69325 | &nbsp;&nbsp;68145 |
| <sup>6</sup> | BNP Paribas SA | &nbsp;&nbsp;2.591% | &nbsp;&nbsp;1/20/2028 | &nbsp;&nbsp;25560 | &nbsp;&nbsp;24942 |
| <sup>6</sup> | BNP Paribas SA | &nbsp;&nbsp;5.335% | &nbsp;&nbsp;6/12/2029 | &nbsp;&nbsp;36955 | &nbsp;&nbsp;37933 |
| <sup>6</sup> | BNP Paribas SA | &nbsp;&nbsp;5.497% | &nbsp;&nbsp;5/20/2030 | &nbsp;&nbsp;&nbsp;&nbsp;8245 | &nbsp;&nbsp;&nbsp;&nbsp;8514 |
| <sup>6</sup> | BNP Paribas SA | &nbsp;&nbsp;5.085% | &nbsp;&nbsp;5/9/2031 | &nbsp;&nbsp;&nbsp;&nbsp;9500 | &nbsp;&nbsp;&nbsp;&nbsp;9654 |
| <sup>6</sup> | BNP Paribas SA | &nbsp;&nbsp;5.786% | &nbsp;&nbsp;1/13/2033 | &nbsp;&nbsp;16975 | &nbsp;&nbsp;17695 |
| <sup>6</sup> | BPCE SA | &nbsp;&nbsp;2.045% | &nbsp;&nbsp;10/19/2027 | &nbsp;&nbsp;25245 | &nbsp;&nbsp;24559 |
| <sup>6</sup> | BPCE SA | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;10/23/2027 | &nbsp;&nbsp;64230 | &nbsp;&nbsp;63087 |
| <sup>6</sup> | BPCE SA | &nbsp;&nbsp;5.281% | &nbsp;&nbsp;5/30/2029 | &nbsp;&nbsp;19230 | &nbsp;&nbsp;19795 |
| <sup>6</sup> | BPCE SA | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;10/1/2029 | &nbsp;&nbsp;50000 | &nbsp;&nbsp;46837 |
| <sup>6</sup> | BPCE SA | &nbsp;&nbsp;5.876% | &nbsp;&nbsp;1/14/2031 | &nbsp;&nbsp;51825 | &nbsp;&nbsp;54005 |
| <sup>6</sup> | BPCE SA | &nbsp;&nbsp;5.389% | &nbsp;&nbsp;5/28/2031 | &nbsp;&nbsp;18355 | &nbsp;&nbsp;18822 |
| <sup>6</sup> | BPCE SA | &nbsp;&nbsp;7.003% | &nbsp;&nbsp;10/19/2034 | &nbsp;&nbsp;&nbsp;&nbsp;6675 | &nbsp;&nbsp;&nbsp;&nbsp;7369 |
| <sup>6</sup> | BPCE SA | &nbsp;&nbsp;5.936% | &nbsp;&nbsp;5/30/2035 | &nbsp;&nbsp;10150 | &nbsp;&nbsp;10493 |
| <sup>6</sup> | Brighthouse Financial Global Funding | &nbsp;&nbsp;1.550% | &nbsp;&nbsp;5/24/2026 | &nbsp;&nbsp;20210 | &nbsp;&nbsp;19771 |
| <sup>6</sup> | Brighthouse Financial Global Funding | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;6/28/2028 | &nbsp;&nbsp;16275 | &nbsp;&nbsp;15115 |
| <sup>6</sup> | Brighthouse Financial Global Funding | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;6/10/2029 | &nbsp;&nbsp;39595 | &nbsp;&nbsp;40664 |
| <sup>6</sup> | CaixaBank SA | &nbsp;&nbsp;4.634% | &nbsp;&nbsp;7/3/2029 | &nbsp;&nbsp;41295 | &nbsp;&nbsp;41612 |
| <sup>6</sup> | CaixaBank SA | &nbsp;&nbsp;4.885% | &nbsp;&nbsp;7/3/2031 | &nbsp;&nbsp;37050 | &nbsp;&nbsp;37504 |
|  | Canadian Imperial Bank of Commerce | &nbsp;&nbsp;5.237% | &nbsp;&nbsp;6/28/2027 | &nbsp;&nbsp;35885 | &nbsp;&nbsp;36581 |
|  | Canadian Imperial Bank of Commerce | &nbsp;&nbsp;4.508% | &nbsp;&nbsp;9/11/2027 | &nbsp;&nbsp;30005 | &nbsp;&nbsp;30076 |
|  | Canadian Imperial Bank of Commerce | &nbsp;&nbsp;4.631% | &nbsp;&nbsp;9/11/2030 | &nbsp;&nbsp;30565 | &nbsp;&nbsp;30884 |
|  | Capital One Financial Corp. | &nbsp;&nbsp;7.149% | &nbsp;&nbsp;10/29/2027 | &nbsp;&nbsp;15235 | &nbsp;&nbsp;15697 |
|  | Capital One Financial Corp. | &nbsp;&nbsp;6.312% | &nbsp;&nbsp;6/8/2029 | &nbsp;&nbsp;&nbsp;&nbsp;6175 | &nbsp;&nbsp;&nbsp;&nbsp;6482 |
|  | Capital One Financial Corp. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;2/1/2030 | &nbsp;&nbsp;11802 | &nbsp;&nbsp;12252 |
| <sup>4</sup> | Capital One Financial Corp. | &nbsp;&nbsp;7.624% | &nbsp;&nbsp;10/30/2031 | &nbsp;&nbsp;31761 | &nbsp;&nbsp;36025 |
|  | Capital One Financial Corp. | &nbsp;&nbsp;5.817% | &nbsp;&nbsp;2/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;8318 |
|  | Capital One Financial Corp. | &nbsp;&nbsp;6.377% | &nbsp;&nbsp;6/8/2034 | &nbsp;&nbsp;65765 | &nbsp;&nbsp;70605 |
|  | Capital One Financial Corp. | &nbsp;&nbsp;6.051% | &nbsp;&nbsp;2/1/2035 | &nbsp;&nbsp;14301 | &nbsp;&nbsp;15062 |
|  | Capital One Financial Corp. | &nbsp;&nbsp;6.183% | &nbsp;&nbsp;1/30/2036 | &nbsp;&nbsp;14965 | &nbsp;&nbsp;15443 |
|  | Charles Schwab Corp. | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;3/2/2027 | &nbsp;&nbsp;14750 | &nbsp;&nbsp;14562 |
|  | Charles Schwab Corp. | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;3/20/2028 | &nbsp;&nbsp;20309 | &nbsp;&nbsp;19362 |
|  | Chubb Corp. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;5/11/2037 | &nbsp;&nbsp;50000 | &nbsp;&nbsp;54074 |
|  | Citigroup Inc. | &nbsp;&nbsp;1.462% | &nbsp;&nbsp;6/9/2027 | &nbsp;&nbsp;62962 | &nbsp;&nbsp;61553 |
| <sup>4</sup> | Citigroup Inc. | &nbsp;&nbsp;3.070% | &nbsp;&nbsp;2/24/2028 | &nbsp;&nbsp;65000 | &nbsp;&nbsp;63842 |
|  | Citigroup Inc. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;7/25/2028 | &nbsp;&nbsp;&nbsp;&nbsp;9025 | &nbsp;&nbsp;&nbsp;&nbsp;9011 |
| <sup>4</sup> | Citigroup Inc. | &nbsp;&nbsp;3.878% | &nbsp;&nbsp;1/24/2039 | &nbsp;&nbsp;37030 | &nbsp;&nbsp;32047 |
|  | Citigroup Inc. | &nbsp;&nbsp;2.904% | &nbsp;&nbsp;11/3/2042 | &nbsp;&nbsp;19370 | &nbsp;&nbsp;13758 |
| <sup>6</sup> | CNO Global Funding | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;6/4/2027 | &nbsp;&nbsp;34533 | &nbsp;&nbsp;35451 |
| <sup>6</sup> | CNO Global Funding | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;12/10/2027 | &nbsp;&nbsp;&nbsp;&nbsp;6940 | &nbsp;&nbsp;&nbsp;&nbsp;7033 |
| <sup>6</sup> | CNO Global Funding | &nbsp;&nbsp;2.650% | &nbsp;&nbsp;1/6/2029 | &nbsp;&nbsp;12585 | &nbsp;&nbsp;11878 |
| <sup>6</sup> | Commonwealth Bank of Australia | &nbsp;&nbsp;5.071% | &nbsp;&nbsp;9/14/2028 | &nbsp;&nbsp;36585 | &nbsp;&nbsp;37843 |
| <sup>6</sup> | Commonwealth Bank of Australia | &nbsp;&nbsp;2.688% | &nbsp;&nbsp;3/11/2031 | &nbsp;&nbsp;74015 | &nbsp;&nbsp;66912 |
| <sup>6</sup> | Commonwealth Bank of Australia | &nbsp;&nbsp;3.784% | &nbsp;&nbsp;3/14/2032 | &nbsp;&nbsp;&nbsp;&nbsp;9885 | &nbsp;&nbsp;&nbsp;&nbsp;9264 |
| <sup>6</sup> | Cooperatieve Rabobank UA | &nbsp;&nbsp;4.655% | &nbsp;&nbsp;8/22/2028 | &nbsp;&nbsp;26667 | &nbsp;&nbsp;26865 |
|  | Corebridge Financial Inc. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;4/5/2032 | &nbsp;&nbsp;30000 | &nbsp;&nbsp;28393 |
|  | Corebridge Financial Inc. | &nbsp;&nbsp;6.050% | &nbsp;&nbsp;9/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;5070 | &nbsp;&nbsp;&nbsp;&nbsp;5372 |
|  | Corebridge Financial Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;1/15/2034 | &nbsp;&nbsp;23315 | &nbsp;&nbsp;24362 |
|  | Corebridge Financial Inc. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;4/5/2042 | &nbsp;&nbsp;&nbsp;&nbsp;2760 | &nbsp;&nbsp;&nbsp;&nbsp;2323 |
|  | Corebridge Financial Inc. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;4/5/2052 | &nbsp;&nbsp;34623 | &nbsp;&nbsp;27606 |
| <sup>6</sup> | Corebridge Global Funding | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;7/2/2026 | &nbsp;&nbsp;17660 | &nbsp;&nbsp;17875 |
| <sup>6</sup> | Corebridge Global Funding | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;9/19/2028 | &nbsp;&nbsp;&nbsp;&nbsp;8525 | &nbsp;&nbsp;&nbsp;&nbsp;8916 |
| <sup>6</sup> | Corebridge Global Funding | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;1/12/2029 | &nbsp;&nbsp;21335 | &nbsp;&nbsp;21930 |
| <sup>6</sup> | Corebridge Global Funding | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;6/24/2029 | &nbsp;&nbsp;14205 | &nbsp;&nbsp;14627 |
| <sup>6</sup> | Corebridge Global Funding | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;6/6/2030 | &nbsp;&nbsp;13702 | &nbsp;&nbsp;13936 |
| <sup>6</sup> | Credit Agricole SA | &nbsp;&nbsp;4.631% | &nbsp;&nbsp;9/11/2028 | &nbsp;&nbsp;32140 | &nbsp;&nbsp;32293 |
| <sup>6</sup> | Credit Agricole SA | &nbsp;&nbsp;6.316% | &nbsp;&nbsp;10/3/2029 | &nbsp;&nbsp;16442 | &nbsp;&nbsp;17335 |
| <sup>6</sup> | Credit Agricole SA | &nbsp;&nbsp;5.862% | &nbsp;&nbsp;1/9/2036 | &nbsp;&nbsp;&nbsp;&nbsp;7600 | &nbsp;&nbsp;&nbsp;&nbsp;7894 |
| <sup>6</sup> | Danske Bank A/S | &nbsp;&nbsp;6.259% | &nbsp;&nbsp;9/22/2026 | &nbsp;&nbsp;35035 | &nbsp;&nbsp;35060 |
| <sup>6</sup> | Danske Bank A/S | &nbsp;&nbsp;1.549% | &nbsp;&nbsp;9/10/2027 | &nbsp;&nbsp;55460 | &nbsp;&nbsp;53886 |
| <sup>6</sup> | Danske Bank A/S | &nbsp;&nbsp;5.705% | &nbsp;&nbsp;3/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;1915 | &nbsp;&nbsp;&nbsp;&nbsp;1999 |
|  | Deutsche Bank AG | &nbsp;&nbsp;6.720% | &nbsp;&nbsp;1/18/2029 | &nbsp;&nbsp;&nbsp;&nbsp;1660 | &nbsp;&nbsp;&nbsp;&nbsp;1746 |
|  | Deutsche Bank AG | &nbsp;&nbsp;6.819% | &nbsp;&nbsp;11/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp;1765 | &nbsp;&nbsp;&nbsp;&nbsp;1892 |
| <sup>6</sup> | DNB Bank ASA | &nbsp;&nbsp;1.535% | &nbsp;&nbsp;5/25/2027 | &nbsp;&nbsp;44030 | &nbsp;&nbsp;43141 |
| <sup>6</sup> | DNB Bank ASA | &nbsp;&nbsp;1.605% | &nbsp;&nbsp;3/30/2028 | &nbsp;&nbsp;45870 | &nbsp;&nbsp;44035 |
| <sup>6</sup> | Equitable Financial Life Global Funding | &nbsp;&nbsp;1.300% | &nbsp;&nbsp;7/12/2026 | &nbsp;&nbsp;26755 | &nbsp;&nbsp;26103 |
| <sup>6</sup> | Equitable Financial Life Global Funding | &nbsp;&nbsp;1.700% | &nbsp;&nbsp;11/12/2026 | &nbsp;&nbsp;12440 | &nbsp;&nbsp;12080 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| <sup>6</sup> | Equitable Financial Life Global Funding | &nbsp;&nbsp;1.400% | &nbsp;&nbsp;8/27/2027 | &nbsp;&nbsp;18220 | &nbsp;&nbsp;17251 |
| <sup>6</sup> | Equitable Financial Life Global Funding | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;11/19/2027 | &nbsp;&nbsp;&nbsp;&nbsp;8245 | &nbsp;&nbsp;&nbsp;&nbsp;8357 |
| <sup>6</sup> | Equitable Financial Life Global Funding | &nbsp;&nbsp;1.800% | &nbsp;&nbsp;3/8/2028 | &nbsp;&nbsp;28220 | &nbsp;&nbsp;26614 |
| <sup>6</sup> | Farmers Exchange Capital | &nbsp;&nbsp;7.050% | &nbsp;&nbsp;7/15/2028 | &nbsp;&nbsp;25000 | &nbsp;&nbsp;26383 |
| <sup>6</sup> | Federation des Caisses Desjardins du Quebec | &nbsp;&nbsp;5.147% | &nbsp;&nbsp;11/27/2028 | &nbsp;&nbsp;35825 | &nbsp;&nbsp;37210 |
| <sup>6</sup> | Federation des Caisses Desjardins du Quebec | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;4/26/2029 | &nbsp;&nbsp;62400 | &nbsp;&nbsp;64555 |
| <sup>6</sup> | Federation des Caisses Desjardins du Quebec | &nbsp;&nbsp;4.565% | &nbsp;&nbsp;8/26/2030 | &nbsp;&nbsp;29580 | &nbsp;&nbsp;29747 |
|  | Fifth Third Bancorp | &nbsp;&nbsp;4.055% | &nbsp;&nbsp;4/25/2028 | &nbsp;&nbsp;15040 | &nbsp;&nbsp;14991 |
|  | Fifth Third Bancorp | &nbsp;&nbsp;4.337% | &nbsp;&nbsp;4/25/2033 | &nbsp;&nbsp;32330 | &nbsp;&nbsp;31265 |
| <sup>6</sup> | Five Corners Funding Trust II | &nbsp;&nbsp;2.850% | &nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;34750 | &nbsp;&nbsp;32473 |
| <sup>6</sup> | Five Corners Funding Trust III | &nbsp;&nbsp;5.791% | &nbsp;&nbsp;2/15/2033 | &nbsp;&nbsp;26260 | &nbsp;&nbsp;27507 |
| <sup>6</sup> | Five Corners Funding Trust IV | &nbsp;&nbsp;5.997% | &nbsp;&nbsp;2/15/2053 | &nbsp;&nbsp;33972 | &nbsp;&nbsp;34285 |
| <sup>6</sup> | GA Global Funding Trust | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;9/23/2027 | &nbsp;&nbsp;49745 | &nbsp;&nbsp;49829 |
| <sup>6</sup> | GA Global Funding Trust | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;1/8/2029 | &nbsp;&nbsp;16439 | &nbsp;&nbsp;16966 |
| <sup>6</sup> | GA Global Funding Trust | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;12/9/2031 | &nbsp;&nbsp;25315 | &nbsp;&nbsp;25742 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;1/26/2027 | &nbsp;&nbsp;17980 | &nbsp;&nbsp;17899 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;1.542% | &nbsp;&nbsp;9/10/2027 | &nbsp;&nbsp;97685 | &nbsp;&nbsp;94937 |
| <sup>4</sup> | Goldman Sachs Group Inc. | &nbsp;&nbsp;3.691% | &nbsp;&nbsp;6/5/2028 | &nbsp;&nbsp;15125 | &nbsp;&nbsp;14981 |
| <sup>4</sup> | Goldman Sachs Group Inc. | &nbsp;&nbsp;3.814% | &nbsp;&nbsp;4/23/2029 | &nbsp;&nbsp;&nbsp;&nbsp;3935 | &nbsp;&nbsp;&nbsp;&nbsp;3894 |
| <sup>4</sup> | Goldman Sachs Group Inc. | &nbsp;&nbsp;4.223% | &nbsp;&nbsp;5/1/2029 | &nbsp;&nbsp;62140 | &nbsp;&nbsp;62149 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;3/15/2030 | &nbsp;&nbsp;16740 | &nbsp;&nbsp;16454 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;4.692% | &nbsp;&nbsp;10/23/2030 | &nbsp;&nbsp;&nbsp;&nbsp;9500 | &nbsp;&nbsp;&nbsp;&nbsp;9606 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;5.218% | &nbsp;&nbsp;4/23/2031 | &nbsp;&nbsp;20000 | &nbsp;&nbsp;20650 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;1.992% | &nbsp;&nbsp;1/27/2032 | &nbsp;&nbsp;30600 | &nbsp;&nbsp;26864 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;2.615% | &nbsp;&nbsp;4/22/2032 | &nbsp;&nbsp;88125 | &nbsp;&nbsp;79537 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;2.383% | &nbsp;&nbsp;7/21/2032 | &nbsp;&nbsp;79000 | &nbsp;&nbsp;69958 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;2.650% | &nbsp;&nbsp;10/21/2032 | &nbsp;&nbsp;14050 | &nbsp;&nbsp;12546 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;3.102% | &nbsp;&nbsp;2/24/2033 | &nbsp;&nbsp;15000 | &nbsp;&nbsp;13645 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;10/1/2037 | &nbsp;&nbsp;43995 | &nbsp;&nbsp;48831 |
| <sup>4</sup> | Goldman Sachs Group Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;7/8/2044 | &nbsp;&nbsp;25675 | &nbsp;&nbsp;23080 |
|  | HSBC Holdings plc | &nbsp;&nbsp;5.887% | &nbsp;&nbsp;8/14/2027 | &nbsp;&nbsp;45153 | &nbsp;&nbsp;45761 |
| <sup>4</sup> | HSBC Holdings plc | &nbsp;&nbsp;4.041% | &nbsp;&nbsp;3/13/2028 | &nbsp;&nbsp;21805 | &nbsp;&nbsp;21722 |
|  | HSBC Holdings plc | &nbsp;&nbsp;5.597% | &nbsp;&nbsp;5/17/2028 | &nbsp;&nbsp;69410 | &nbsp;&nbsp;70848 |
|  | HSBC Holdings plc | &nbsp;&nbsp;7.390% | &nbsp;&nbsp;11/3/2028 | &nbsp;&nbsp;43471 | &nbsp;&nbsp;46197 |
|  | HSBC Holdings plc | &nbsp;&nbsp;4.899% | &nbsp;&nbsp;3/3/2029 | &nbsp;&nbsp;40820 | &nbsp;&nbsp;41365 |
| <sup>4</sup> | HSBC Holdings plc | &nbsp;&nbsp;4.583% | &nbsp;&nbsp;6/19/2029 | &nbsp;&nbsp;43327 | &nbsp;&nbsp;43604 |
|  | HSBC Holdings plc | &nbsp;&nbsp;2.206% | &nbsp;&nbsp;8/17/2029 | &nbsp;&nbsp;44345 | &nbsp;&nbsp;41772 |
|  | HSBC Holdings plc | &nbsp;&nbsp;5.240% | &nbsp;&nbsp;5/13/2031 | &nbsp;&nbsp;33800 | &nbsp;&nbsp;34737 |
| <sup>4</sup> | HSBC Holdings plc | &nbsp;&nbsp;2.357% | &nbsp;&nbsp;8/18/2031 | &nbsp;&nbsp;48710 | &nbsp;&nbsp;43960 |
|  | HSBC Holdings plc | &nbsp;&nbsp;2.804% | &nbsp;&nbsp;5/24/2032 | &nbsp;&nbsp;36410 | &nbsp;&nbsp;32866 |
|  | HSBC Holdings plc | &nbsp;&nbsp;6.254% | &nbsp;&nbsp;3/9/2034 | &nbsp;&nbsp;&nbsp;&nbsp;9700 | &nbsp;&nbsp;10472 |
|  | HSBC Holdings plc | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;5/2/2036 | &nbsp;&nbsp;22500 | &nbsp;&nbsp;24429 |
|  | HSBC Holdings plc | &nbsp;&nbsp;6.100% | &nbsp;&nbsp;1/14/2042 | &nbsp;&nbsp;38220 | &nbsp;&nbsp;40722 |
|  | Huntington National Bank | &nbsp;&nbsp;4.552% | &nbsp;&nbsp;5/17/2028 | &nbsp;&nbsp;11240 | &nbsp;&nbsp;11300 |
|  | ING Groep NV | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;3/29/2027 | &nbsp;&nbsp;41940 | &nbsp;&nbsp;41768 |
|  | ING Groep NV | &nbsp;&nbsp;1.726% | &nbsp;&nbsp;4/1/2027 | &nbsp;&nbsp;16075 | &nbsp;&nbsp;15834 |
|  | Intercontinental Exchange Inc. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;6/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;8575 | &nbsp;&nbsp;&nbsp;&nbsp;8644 |
|  | Intercontinental Exchange Inc. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;3/15/2033 | &nbsp;&nbsp;38595 | &nbsp;&nbsp;38575 |
|  | Intercontinental Exchange Inc. | &nbsp;&nbsp;2.650% | &nbsp;&nbsp;9/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp;3310 | &nbsp;&nbsp;&nbsp;&nbsp;2420 |
|  | Intercontinental Exchange Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;9/21/2048 | &nbsp;&nbsp;13897 | &nbsp;&nbsp;11460 |
|  | Intercontinental Exchange Inc. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;6/15/2050 | &nbsp;&nbsp;55832 | &nbsp;&nbsp;36278 |
|  | Intercontinental Exchange Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;6/15/2052 | &nbsp;&nbsp;90501 | &nbsp;&nbsp;81252 |
| <sup>6</sup> | Jackson National Life Global Funding | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;7/2/2027 | &nbsp;&nbsp;19860 | &nbsp;&nbsp;20296 |
| <sup>6</sup> | Jackson National Life Global Funding | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;6/5/2028 | &nbsp;&nbsp;25575 | &nbsp;&nbsp;25799 |
| <sup>6</sup> | Jackson National Life Insurance Co. | &nbsp;&nbsp;8.150% | &nbsp;&nbsp;3/15/2027 | &nbsp;&nbsp;18890 | &nbsp;&nbsp;19641 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;4.851% | &nbsp;&nbsp;7/25/2028 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;5061 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;2.069% | &nbsp;&nbsp;6/1/2029 | &nbsp;&nbsp;42085 | &nbsp;&nbsp;39800 |
| <sup>4</sup> | JPMorgan Chase & Co. | &nbsp;&nbsp;4.452% | &nbsp;&nbsp;12/5/2029 | &nbsp;&nbsp;84735 | &nbsp;&nbsp;85370 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;5.012% | &nbsp;&nbsp;1/23/2030 | &nbsp;&nbsp;24600 | &nbsp;&nbsp;25182 |
| <sup>4</sup> | JPMorgan Chase & Co. | &nbsp;&nbsp;3.702% | &nbsp;&nbsp;5/6/2030 | &nbsp;&nbsp;16000 | &nbsp;&nbsp;15690 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;4.603% | &nbsp;&nbsp;10/22/2030 | &nbsp;&nbsp;77025 | &nbsp;&nbsp;77846 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;5.140% | &nbsp;&nbsp;1/24/2031 | &nbsp;&nbsp;36085 | &nbsp;&nbsp;37207 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;5.103% | &nbsp;&nbsp;4/22/2031 | &nbsp;&nbsp;&nbsp;&nbsp;9695 | &nbsp;&nbsp;10001 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;2.580% | &nbsp;&nbsp;4/22/2032 | &nbsp;&nbsp;58675 | &nbsp;&nbsp;53071 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;4.586% | &nbsp;&nbsp;4/26/2033 | &nbsp;&nbsp;30000 | &nbsp;&nbsp;29843 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;4.912% | &nbsp;&nbsp;7/25/2033 | &nbsp;&nbsp;19695 | &nbsp;&nbsp;19961 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;6/1/2034 | &nbsp;&nbsp;49830 | &nbsp;&nbsp;51465 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;5.336% | &nbsp;&nbsp;1/23/2035 | &nbsp;&nbsp;19350 | &nbsp;&nbsp;19869 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;5.294% | &nbsp;&nbsp;7/22/2035 | &nbsp;&nbsp;18000 | &nbsp;&nbsp;18360 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;5.572% | &nbsp;&nbsp;4/22/2036 | &nbsp;&nbsp;19395 | &nbsp;&nbsp;20171 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;5.576% | &nbsp;&nbsp;7/23/2036 | &nbsp;&nbsp;&nbsp;&nbsp;10580 | &nbsp;&nbsp;&nbsp;&nbsp;10800 |
| <sup>4</sup> | JPMorgan Chase & Co. | &nbsp;&nbsp;3.109% | &nbsp;&nbsp;4/22/2041 | &nbsp;&nbsp;&nbsp;&nbsp;19440 | &nbsp;&nbsp;&nbsp;&nbsp;14970 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;7/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp;96000 | &nbsp;&nbsp;&nbsp;&nbsp;98320 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;1/6/2042 | &nbsp;&nbsp;&nbsp;&nbsp;18035 | &nbsp;&nbsp;&nbsp;&nbsp;18005 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;3.157% | &nbsp;&nbsp;4/22/2042 | &nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;37842 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;8/16/2043 | &nbsp;&nbsp;&nbsp;&nbsp;16100 | &nbsp;&nbsp;&nbsp;&nbsp;16227 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;6/1/2045 | &nbsp;&nbsp;&nbsp;&nbsp;15000 | &nbsp;&nbsp;&nbsp;&nbsp;13717 |
| <sup>4</sup> | JPMorgan Chase & Co. | &nbsp;&nbsp;3.964% | &nbsp;&nbsp;11/15/2048 | &nbsp;&nbsp;170535 | &nbsp;&nbsp;135639 |
| <sup>4</sup> | JPMorgan Chase & Co. | &nbsp;&nbsp;3.109% | &nbsp;&nbsp;4/22/2051 | &nbsp;&nbsp;&nbsp;&nbsp;19885 | &nbsp;&nbsp;&nbsp;&nbsp;13282 |
| <sup>6</sup> | KBC Group NV | &nbsp;&nbsp;5.796% | &nbsp;&nbsp;1/19/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3602 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3723 |
| <sup>6</sup> | KBC Group NV | &nbsp;&nbsp;6.324% | &nbsp;&nbsp;9/21/2034 | &nbsp;&nbsp;&nbsp;&nbsp;24055 | &nbsp;&nbsp;&nbsp;&nbsp;26059 |
| <sup>6</sup> | Liberty Mutual Group Inc. | &nbsp;&nbsp;4.569% | &nbsp;&nbsp;2/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;23725 | &nbsp;&nbsp;&nbsp;&nbsp;23890 |
| <sup>6</sup> | Liberty Mutual Group Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;6/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;26870 | &nbsp;&nbsp;&nbsp;&nbsp;25030 |
| <sup>6</sup> | Liberty Mutual Insurance Co. | &nbsp;&nbsp;7.875% | &nbsp;&nbsp;10/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp;31210 | &nbsp;&nbsp;&nbsp;&nbsp;32135 |
| <sup>6</sup> | Lincoln Financial Global Funding | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;5/28/2028 | &nbsp;&nbsp;&nbsp;&nbsp;10065 | &nbsp;&nbsp;&nbsp;&nbsp;10160 |
| <sup>6</sup> | Lincoln Financial Global Funding | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;8/18/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5245 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5279 |
| <sup>4</sup> | Lloyds Banking Group plc | &nbsp;&nbsp;3.574% | &nbsp;&nbsp;11/7/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7161 |
|  | Lloyds Banking Group plc | &nbsp;&nbsp;5.087% | &nbsp;&nbsp;11/26/2028 | &nbsp;&nbsp;&nbsp;&nbsp;23710 | &nbsp;&nbsp;&nbsp;&nbsp;24110 |
|  | Lloyds Banking Group plc | &nbsp;&nbsp;4.818% | &nbsp;&nbsp;6/13/2029 | &nbsp;&nbsp;&nbsp;&nbsp;15150 | &nbsp;&nbsp;&nbsp;&nbsp;15361 |
|  | Lloyds Banking Group plc | &nbsp;&nbsp;5.721% | &nbsp;&nbsp;6/5/2030 | &nbsp;&nbsp;&nbsp;&nbsp;14000 | &nbsp;&nbsp;&nbsp;&nbsp;14645 |
|  | Lloyds Banking Group plc | &nbsp;&nbsp;5.679% | &nbsp;&nbsp;1/5/2035 | &nbsp;&nbsp;&nbsp;&nbsp;17500 | &nbsp;&nbsp;&nbsp;&nbsp;18148 |
| <sup>6</sup> | Lseg US Fin Corp. | &nbsp;&nbsp;5.297% | &nbsp;&nbsp;3/28/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8681 |
| <sup>6</sup> | LSEGA Financing plc | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;4/6/2028 | &nbsp;&nbsp;&nbsp;&nbsp;24615 | &nbsp;&nbsp;&nbsp;&nbsp;23315 |
| <sup>6</sup> | LSEGA Financing plc | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;4/6/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8604 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7758 |
|  | M&T Bank Corp. | &nbsp;&nbsp;7.413% | &nbsp;&nbsp;10/30/2029 | &nbsp;&nbsp;&nbsp;&nbsp;10939 | &nbsp;&nbsp;&nbsp;&nbsp;11901 |
| <sup>6</sup> | Macquarie Group Ltd. | &nbsp;&nbsp;1.935% | &nbsp;&nbsp;4/14/2028 | &nbsp;&nbsp;&nbsp;&nbsp;42835 | &nbsp;&nbsp;&nbsp;&nbsp;41228 |
| <sup>6</sup> | Macquarie Group Ltd. | &nbsp;&nbsp;2.871% | &nbsp;&nbsp;1/14/2033 | &nbsp;&nbsp;&nbsp;&nbsp;50277 | &nbsp;&nbsp;&nbsp;&nbsp;44901 |
|  | Manufacturers & Traders Trust Co. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;1/27/2028 | &nbsp;&nbsp;&nbsp;&nbsp;78846 | &nbsp;&nbsp;&nbsp;&nbsp;79782 |
|  | Marsh & McLennan Cos. Inc. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;3/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;23405 | &nbsp;&nbsp;&nbsp;&nbsp;23633 |
|  | Marsh & McLennan Cos. Inc. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;3/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4965 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4420 |
|  | Marsh & McLennan Cos. Inc. | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;12/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;20255 | &nbsp;&nbsp;&nbsp;&nbsp;12512 |
|  | Marsh & McLennan Cos. Inc. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;3/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7835 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7484 |
| <sup>6</sup> | Massachusetts Mutual Life Insurance Co. | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;12/1/2061 | &nbsp;&nbsp;&nbsp;&nbsp;30000 | &nbsp;&nbsp;&nbsp;&nbsp;17829 |
| <sup>6</sup> | Met Tower Global Funding | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;4/12/2029 | &nbsp;&nbsp;&nbsp;&nbsp;11205 | &nbsp;&nbsp;&nbsp;&nbsp;11591 |
|  | MetLife Inc. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;8/13/2042 | &nbsp;&nbsp;&nbsp;&nbsp;15565 | &nbsp;&nbsp;&nbsp;&nbsp;13054 |
|  | MetLife Inc. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;11/13/2043 | &nbsp;&nbsp;&nbsp;&nbsp;17000 | &nbsp;&nbsp;&nbsp;&nbsp;15547 |
|  | MetLife Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;7/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;15634 | &nbsp;&nbsp;&nbsp;&nbsp;14055 |
| <sup>6</sup> | Metropolitan Life Global Funding I | &nbsp;&nbsp;3.450% | &nbsp;&nbsp;12/18/2026 | &nbsp;&nbsp;&nbsp;&nbsp;23660 | &nbsp;&nbsp;&nbsp;&nbsp;23454 |
| <sup>6</sup> | Metropolitan Life Global Funding I | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;9/19/2027 | &nbsp;&nbsp;&nbsp;&nbsp;21455 | &nbsp;&nbsp;&nbsp;&nbsp;21000 |
| <sup>6</sup> | Metropolitan Life Global Funding I | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;8/25/2029 | &nbsp;&nbsp;&nbsp;&nbsp;15345 | &nbsp;&nbsp;&nbsp;&nbsp;15372 |
| <sup>6</sup> | Metropolitan Life Global Funding I | &nbsp;&nbsp;2.400% | &nbsp;&nbsp;1/11/2032 | &nbsp;&nbsp;&nbsp;&nbsp;53825 | &nbsp;&nbsp;&nbsp;&nbsp;47085 |
| <sup>6</sup> | Metropolitan Life Global Funding I | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;3/28/2033 | &nbsp;&nbsp;&nbsp;&nbsp;16475 | &nbsp;&nbsp;&nbsp;&nbsp;16903 |
|  | Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;5.017% | &nbsp;&nbsp;7/20/2028 | &nbsp;&nbsp;&nbsp;&nbsp;31915 | &nbsp;&nbsp;&nbsp;&nbsp;32394 |
| <sup>4</sup> | Morgan Stanley | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;8/9/2026 | &nbsp;&nbsp;&nbsp;&nbsp;20000 | &nbsp;&nbsp;&nbsp;&nbsp;20397 |
|  | Morgan Stanley | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;1/20/2027 | &nbsp;&nbsp;&nbsp;&nbsp;60000 | &nbsp;&nbsp;&nbsp;&nbsp;59686 |
| <sup>4</sup> | Morgan Stanley | &nbsp;&nbsp;3.772% | &nbsp;&nbsp;1/24/2029 | &nbsp;&nbsp;&nbsp;&nbsp;64293 | &nbsp;&nbsp;&nbsp;&nbsp;63633 |
|  | Morgan Stanley | &nbsp;&nbsp;5.173% | &nbsp;&nbsp;1/16/2030 | &nbsp;&nbsp;&nbsp;&nbsp;30000 | &nbsp;&nbsp;&nbsp;&nbsp;30826 |
|  | Morgan Stanley | &nbsp;&nbsp;5.230% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;27915 | &nbsp;&nbsp;&nbsp;&nbsp;28803 |
| <sup>4</sup> | Morgan Stanley | &nbsp;&nbsp;2.699% | &nbsp;&nbsp;1/22/2031 | &nbsp;&nbsp;&nbsp;&nbsp;74290 | &nbsp;&nbsp;&nbsp;&nbsp;69206 |
| <sup>4</sup> | Morgan Stanley | &nbsp;&nbsp;1.928% | &nbsp;&nbsp;4/28/2032 | &nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;43388 |
| <sup>4</sup> | Morgan Stanley | &nbsp;&nbsp;2.239% | &nbsp;&nbsp;7/21/2032 | &nbsp;&nbsp;&nbsp;&nbsp;81175 | &nbsp;&nbsp;&nbsp;&nbsp;71297 |
| <sup>4</sup> | Morgan Stanley | &nbsp;&nbsp;2.511% | &nbsp;&nbsp;10/20/2032 | &nbsp;&nbsp;&nbsp;&nbsp;36580 | &nbsp;&nbsp;&nbsp;&nbsp;32449 |
|  | Morgan Stanley | &nbsp;&nbsp;2.943% | &nbsp;&nbsp;1/21/2033 | &nbsp;&nbsp;&nbsp;&nbsp;31555 | &nbsp;&nbsp;&nbsp;&nbsp;28437 |
|  | Morgan Stanley | &nbsp;&nbsp;4.889% | &nbsp;&nbsp;7/20/2033 | &nbsp;&nbsp;&nbsp;&nbsp;15000 | &nbsp;&nbsp;&nbsp;&nbsp;15137 |
|  | Morgan Stanley | &nbsp;&nbsp;5.466% | &nbsp;&nbsp;1/18/2035 | &nbsp;&nbsp;&nbsp;&nbsp;19775 | &nbsp;&nbsp;&nbsp;&nbsp;20398 |
|  | Morgan Stanley | &nbsp;&nbsp;5.587% | &nbsp;&nbsp;1/18/2036 | &nbsp;&nbsp;&nbsp;&nbsp;15950 | &nbsp;&nbsp;&nbsp;&nbsp;16489 |
|  | Morgan Stanley | &nbsp;&nbsp;5.664% | &nbsp;&nbsp;4/17/2036 | &nbsp;&nbsp;&nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;&nbsp;26019 |
|  | Morgan Stanley | &nbsp;&nbsp;2.484% | &nbsp;&nbsp;9/16/2036 | &nbsp;&nbsp;&nbsp;&nbsp;31080 | &nbsp;&nbsp;&nbsp;&nbsp;26922 |
|  | Morgan Stanley | &nbsp;&nbsp;5.948% | &nbsp;&nbsp;1/19/2038 | &nbsp;&nbsp;&nbsp;&nbsp;25160 | &nbsp;&nbsp;&nbsp;&nbsp;26141 |
|  | Morgan Stanley | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;1/27/2045 | &nbsp;&nbsp;&nbsp;&nbsp;18360 | &nbsp;&nbsp;&nbsp;&nbsp;15665 |
| <sup>4</sup> | Morgan Stanley Private Bank NA | &nbsp;&nbsp;4.466% | &nbsp;&nbsp;7/6/2028 | &nbsp;&nbsp;&nbsp;&nbsp;58125 | &nbsp;&nbsp;&nbsp;&nbsp;58370 |
|  | Morgan Stanley Private Bank NA | &nbsp;&nbsp;4.734% | &nbsp;&nbsp;7/18/2031 | &nbsp;&nbsp;&nbsp;&nbsp;31310 | &nbsp;&nbsp;&nbsp;&nbsp;31755 |
| <sup>6</sup> | Mutual of Omaha Cos. Global Funding | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;4/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;17715 | &nbsp;&nbsp;&nbsp;&nbsp;18081 |
|  | National Australia Bank Ltd. | &nbsp;&nbsp;3.905% | &nbsp;&nbsp;6/9/2027 | &nbsp;&nbsp;&nbsp;&nbsp;33500 | &nbsp;&nbsp;&nbsp;&nbsp;33471 |
| <sup>6</sup> | National Australia Bank Ltd. | &nbsp;&nbsp;5.134% | &nbsp;&nbsp;11/28/2028 | &nbsp;&nbsp;&nbsp;&nbsp;51330 | &nbsp;&nbsp;&nbsp;&nbsp;53228 |
| <sup>6</sup> | National Australia Bank Ltd. | &nbsp;&nbsp;2.332% | &nbsp;&nbsp;8/21/2030 | &nbsp;&nbsp;&nbsp;&nbsp;75550 | &nbsp;&nbsp;&nbsp;&nbsp;67877 |
| <sup>6</sup> | National Securities Clearing Corp. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;11/21/2027 | &nbsp;&nbsp;&nbsp;&nbsp;52090 | &nbsp;&nbsp;&nbsp;&nbsp;53265 |
| <sup>6</sup> | Nationwide Building Society | &nbsp;&nbsp;4.649% | &nbsp;&nbsp;7/14/2029 | &nbsp;&nbsp;&nbsp;&nbsp;22060 | &nbsp;&nbsp;&nbsp;&nbsp;22246 |
| <sup>6</sup> | Nationwide Building Society | &nbsp;&nbsp;5.537% | &nbsp;&nbsp;7/14/2036 | &nbsp;&nbsp;&nbsp;&nbsp;15515 | &nbsp;&nbsp;&nbsp;&nbsp;15798 |
| <sup>6</sup> | Nationwide Financial Services Inc. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;11/30/2049 | &nbsp;&nbsp;&nbsp;&nbsp;48905 | &nbsp;&nbsp;&nbsp;&nbsp;36226 |

---

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| <sup>6</sup> | Nationwide Mutual Insurance Co. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;4/30/2050 | &nbsp;&nbsp;41675 | &nbsp;&nbsp;32039 |
|  | NatWest Group plc | &nbsp;&nbsp;1.642% | &nbsp;&nbsp;6/14/2027 | &nbsp;&nbsp;29040 | &nbsp;&nbsp;28426 |
| <sup>6</sup> | NBK SPC Ltd. | &nbsp;&nbsp;1.625% | &nbsp;&nbsp;9/15/2027 | &nbsp;&nbsp;67900 | &nbsp;&nbsp;65771 |
| <sup>6</sup> | New York Life Global Funding | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;1/9/2034 | &nbsp;&nbsp;39770 | &nbsp;&nbsp;40333 |
| <sup>6</sup> | New York Life Insurance Co. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;5/15/2033 | &nbsp;&nbsp;55395 | &nbsp;&nbsp;58261 |
| <sup>6</sup> | New York Life Insurance Co. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;5/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;9245 | &nbsp;&nbsp;&nbsp;&nbsp;6766 |
| <sup>6</sup> | New York Life Insurance Co. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;5/15/2069 | &nbsp;&nbsp;15270 | &nbsp;&nbsp;11728 |
| <sup>6</sup> | Nordea Bank Abp | &nbsp;&nbsp;1.500% | &nbsp;&nbsp;9/30/2026 | &nbsp;&nbsp;65800 | &nbsp;&nbsp;63954 |
| <sup>6</sup> | Northwestern Mutual Global Funding | &nbsp;&nbsp;5.160% | &nbsp;&nbsp;5/28/2031 | &nbsp;&nbsp;27865 | &nbsp;&nbsp;28848 |
| <sup>6</sup> | Northwestern Mutual Life Insurance Co. | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;9/30/2047 | &nbsp;&nbsp;30684 | &nbsp;&nbsp;23191 |
| <sup>6</sup> | Northwestern Mutual Life Insurance Co. | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;9/30/2059 | &nbsp;&nbsp;&nbsp;&nbsp;9324 | &nbsp;&nbsp;&nbsp;&nbsp;6293 |
| <sup>6</sup> | Nuveen LLC | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;1/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;4255 | &nbsp;&nbsp;&nbsp;&nbsp;4454 |
| <sup>6</sup> | Nuveen LLC | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;4/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;9655 | &nbsp;&nbsp;10092 |
| <sup>6</sup> | Omnis Funding Trust | &nbsp;&nbsp;6.722% | &nbsp;&nbsp;5/15/2055 | &nbsp;&nbsp;46680 | &nbsp;&nbsp;48172 |
| <sup>6</sup> | Pacific LifeCorp | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;9/15/2052 | &nbsp;&nbsp;18030 | &nbsp;&nbsp;17129 |
| <sup>6</sup> | Penske Truck Leasing Co. LP | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;1/29/2026 | &nbsp;&nbsp;16450 | &nbsp;&nbsp;16420 |
| <sup>6</sup> | Penske Truck Leasing Co. LP | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;11/15/2027 | &nbsp;&nbsp;42565 | &nbsp;&nbsp;43951 |
| <sup>6</sup> | Penske Truck Leasing Co. LP | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;2/1/2028 | &nbsp;&nbsp;37855 | &nbsp;&nbsp;38982 |
| <sup>6</sup> | Penske Truck Leasing Co. LP | &nbsp;&nbsp;6.050% | &nbsp;&nbsp;8/1/2028 | &nbsp;&nbsp;37310 | &nbsp;&nbsp;39044 |
| <sup>6</sup> | Penske Truck Leasing Co. LP | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;3/30/2029 | &nbsp;&nbsp;13045 | &nbsp;&nbsp;13445 |
| <sup>6</sup> | Penske Truck Leasing Co. LP | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;7/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;4675 | &nbsp;&nbsp;&nbsp;&nbsp;4809 |
| <sup>6</sup> | Penske Truck Leasing Co. LP | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;2/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;4335 | &nbsp;&nbsp;&nbsp;&nbsp;4472 |
| <sup>6</sup> | Penske Truck Leasing Co. LP | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;6/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;7282 | &nbsp;&nbsp;&nbsp;&nbsp;7793 |
| <sup>4</sup> | PNC Bank NA | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;10/25/2027 | &nbsp;&nbsp;41975 | &nbsp;&nbsp;41196 |
| <sup>4</sup> | PNC Bank NA | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;1/22/2028 | &nbsp;&nbsp;60465 | &nbsp;&nbsp;59525 |
| <sup>6</sup> | Pricoa Global Funding I | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;5/30/2028 | &nbsp;&nbsp;33975 | &nbsp;&nbsp;34864 |
| <sup>6</sup> | Pricoa Global Funding I | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;5/28/2030 | &nbsp;&nbsp;&nbsp;&nbsp;6975 | &nbsp;&nbsp;&nbsp;&nbsp;7087 |
| <sup>6</sup> | Pricoa Global Funding I | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;8/27/2031 | &nbsp;&nbsp;17999 | &nbsp;&nbsp;18156 |
| <sup>6</sup> | Pricoa Global Funding I | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;5/28/2035 | &nbsp;&nbsp;&nbsp;&nbsp;6455 | &nbsp;&nbsp;&nbsp;&nbsp;6619 |
| <sup>6</sup> | Principal Life Global Funding II | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;9/16/2029 | &nbsp;&nbsp;19510 | &nbsp;&nbsp;18193 |
|  | Progressive Corp. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;6/15/2033 | &nbsp;&nbsp;54414 | &nbsp;&nbsp;55403 |
| <sup>6</sup> | Prologis Targeted US Logistics Fund LP | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;1/15/2035 | &nbsp;&nbsp;18116 | &nbsp;&nbsp;18353 |
| <sup>6</sup> | Protective Life Global Funding | &nbsp;&nbsp;4.714% | &nbsp;&nbsp;7/6/2027 | &nbsp;&nbsp;18335 | &nbsp;&nbsp;18502 |
| <sup>6</sup> | Protective Life Global Funding | &nbsp;&nbsp;4.803% | &nbsp;&nbsp;6/5/2030 | &nbsp;&nbsp;10855 | &nbsp;&nbsp;11044 |
| <sup>6</sup> | Protective Life Global Funding | &nbsp;&nbsp;5.432% | &nbsp;&nbsp;1/14/2032 | &nbsp;&nbsp;20580 | &nbsp;&nbsp;21379 |
|  | Reinsurance Group of America Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;9/15/2034 | &nbsp;&nbsp;24362 | &nbsp;&nbsp;25142 |
| <sup>6</sup> | RGA Global Funding | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;8/25/2028 | &nbsp;&nbsp;16520 | &nbsp;&nbsp;16561 |
| <sup>6</sup> | RGA Global Funding | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;1/18/2029 | &nbsp;&nbsp;14330 | &nbsp;&nbsp;13553 |
| <sup>6</sup> | RGA Global Funding | &nbsp;&nbsp;5.448% | &nbsp;&nbsp;5/24/2029 | &nbsp;&nbsp;19510 | &nbsp;&nbsp;20244 |
| <sup>6</sup> | RGA Global Funding | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;1/9/2030 | &nbsp;&nbsp;31635 | &nbsp;&nbsp;32694 |
| <sup>6</sup> | RGA Global Funding | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;1/11/2031 | &nbsp;&nbsp;16515 | &nbsp;&nbsp;17264 |
| <sup>6</sup> | RGA Global Funding | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;12/6/2031 | &nbsp;&nbsp;39225 | &nbsp;&nbsp;39910 |
| <sup>6</sup> | RGA Global Funding | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;8/25/2032 | &nbsp;&nbsp;&nbsp;&nbsp;8585 | &nbsp;&nbsp;&nbsp;&nbsp;8626 |
| <sup>4</sup> | Royal Bank of Canada | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;2/1/2033 | &nbsp;&nbsp;44538 | &nbsp;&nbsp;45623 |
| <sup>6</sup> | Sammons Financial Group Global Funding | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;12/10/2029 | &nbsp;&nbsp;14950 | &nbsp;&nbsp;15351 |
| <sup>6</sup> | Sammons Financial Group Global Funding | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;6/12/2030 | &nbsp;&nbsp;36795 | &nbsp;&nbsp;37333 |
| <sup>6</sup> | Standard Chartered plc | &nbsp;&nbsp;6.301% | &nbsp;&nbsp;1/9/2029 | &nbsp;&nbsp;32130 | &nbsp;&nbsp;33447 |
| <sup>6</sup> | Standard Chartered plc | &nbsp;&nbsp;5.545% | &nbsp;&nbsp;1/21/2029 | &nbsp;&nbsp;45955 | &nbsp;&nbsp;47111 |
| <sup>6</sup> | Standard Chartered plc | &nbsp;&nbsp;5.005% | &nbsp;&nbsp;10/15/2030 | &nbsp;&nbsp;10150 | &nbsp;&nbsp;10325 |
|  | State Street Corp. | &nbsp;&nbsp;4.834% | &nbsp;&nbsp;4/24/2030 | &nbsp;&nbsp;20975 | &nbsp;&nbsp;21524 |
|  | State Street Corp. | &nbsp;&nbsp;4.821% | &nbsp;&nbsp;1/26/2034 | &nbsp;&nbsp;14655 | &nbsp;&nbsp;14693 |
|  | State Street Corp. | &nbsp;&nbsp;5.146% | &nbsp;&nbsp;2/28/2036 | &nbsp;&nbsp;22055 | &nbsp;&nbsp;22321 |
| <sup>6</sup> | Svenska Handelsbanken AB | &nbsp;&nbsp;1.418% | &nbsp;&nbsp;6/11/2027 | &nbsp;&nbsp;62395 | &nbsp;&nbsp;61023 |
| <sup>6</sup> | Swedbank AB | &nbsp;&nbsp;4.998% | &nbsp;&nbsp;11/20/2029 | &nbsp;&nbsp;43980 | &nbsp;&nbsp;45317 |
| <sup>6</sup> | Teachers Insurance & Annuity Association of America | &nbsp;&nbsp;4.270% | &nbsp;&nbsp;5/15/2047 | &nbsp;&nbsp;42390 | &nbsp;&nbsp;34239 |
|  | Toronto-Dominion Bank | &nbsp;&nbsp;4.456% | &nbsp;&nbsp;6/8/2032 | &nbsp;&nbsp;13271 | &nbsp;&nbsp;13144 |
|  | Travelers Cos. Inc. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;7/24/2035 | &nbsp;&nbsp;&nbsp;&nbsp;5495 | &nbsp;&nbsp;&nbsp;&nbsp;5531 |
|  | UBS AG | &nbsp;&nbsp;7.500% | &nbsp;&nbsp;2/15/2028 | &nbsp;&nbsp;38712 | &nbsp;&nbsp;41768 |
|  | UBS AG | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;9/11/2028 | &nbsp;&nbsp;52280 | &nbsp;&nbsp;54630 |
| <sup>6</sup> | UBS Group AG | &nbsp;&nbsp;3.869% | &nbsp;&nbsp;1/12/2029 | &nbsp;&nbsp;15905 | &nbsp;&nbsp;15748 |
| <sup>6</sup> | UBS Group AG | &nbsp;&nbsp;5.428% | &nbsp;&nbsp;2/8/2030 | &nbsp;&nbsp;11550 | &nbsp;&nbsp;11925 |
| <sup>6</sup> | UBS Group AG | &nbsp;&nbsp;5.617% | &nbsp;&nbsp;9/13/2030 | &nbsp;&nbsp;20930 | &nbsp;&nbsp;21859 |
| <sup>6</sup> | UBS Group AG | &nbsp;&nbsp;2.095% | &nbsp;&nbsp;2/11/2032 | &nbsp;&nbsp;23650 | &nbsp;&nbsp;20789 |
| <sup>6</sup> | UBS Group AG | &nbsp;&nbsp;3.091% | &nbsp;&nbsp;5/14/2032 | &nbsp;&nbsp;68085 | &nbsp;&nbsp;62660 |
| <sup>6</sup> | UBS Group AG | &nbsp;&nbsp;6.537% | &nbsp;&nbsp;8/12/2033 | &nbsp;&nbsp;18965 | &nbsp;&nbsp;20727 |
| <sup>6</sup> | UBS Group AG | &nbsp;&nbsp;9.016% | &nbsp;&nbsp;11/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;9250 | &nbsp;&nbsp;11526 |
| <sup>6</sup> | UBS Group AG | &nbsp;&nbsp;6.301% | &nbsp;&nbsp;9/22/2034 | &nbsp;&nbsp;33335 | &nbsp;&nbsp;36030 |
| <sup>6</sup> | UBS Group AG | &nbsp;&nbsp;5.580% | &nbsp;&nbsp;5/9/2036 | &nbsp;&nbsp;27325 | &nbsp;&nbsp;28094 |
| <sup>6</sup> | UBS Group AG | &nbsp;&nbsp;3.179% | &nbsp;&nbsp;2/11/2043 | &nbsp;&nbsp;36770 | &nbsp;&nbsp;27076 |
| <sup>6</sup> | UniCredit SpA | &nbsp;&nbsp;1.982% | &nbsp;&nbsp;6/3/2027 | &nbsp;&nbsp;35165 | &nbsp;&nbsp;34518 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| <sup>6</sup> | UniCredit SpA | &nbsp;&nbsp;3.127% | &nbsp;&nbsp;6/3/2032 | &nbsp;&nbsp;&nbsp;&nbsp;35545 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32641 |
| <sup>4</sup> | Wells Fargo & Co. | &nbsp;&nbsp;3.196% | &nbsp;&nbsp;6/17/2027 | &nbsp;&nbsp;&nbsp;&nbsp;60555 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60013 |
| <sup>4</sup> | Wells Fargo & Co. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;1/24/2028 | &nbsp;&nbsp;&nbsp;&nbsp;20000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20172 |
| <sup>4</sup> | Wells Fargo & Co. | &nbsp;&nbsp;3.526% | &nbsp;&nbsp;3/24/2028 | &nbsp;&nbsp;&nbsp;&nbsp;19500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19294 |
| <sup>4</sup> | Wells Fargo & Co. | &nbsp;&nbsp;5.574% | &nbsp;&nbsp;7/25/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10262 |
|  | Wells Fargo & Co. | &nbsp;&nbsp;6.303% | &nbsp;&nbsp;10/23/2029 | &nbsp;&nbsp;&nbsp;&nbsp;43660 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46278 |
|  | Wells Fargo & Co. | &nbsp;&nbsp;5.198% | &nbsp;&nbsp;1/23/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10185 |
| <sup>4</sup> | Wells Fargo & Co. | &nbsp;&nbsp;2.879% | &nbsp;&nbsp;10/30/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7933 |
|  | Wells Fargo & Co. | &nbsp;&nbsp;5.244% | &nbsp;&nbsp;1/24/2031 | &nbsp;&nbsp;&nbsp;&nbsp;21785 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22496 |
| <sup>4</sup> | Wells Fargo & Co. | &nbsp;&nbsp;2.572% | &nbsp;&nbsp;2/11/2031 | &nbsp;&nbsp;&nbsp;&nbsp;78648 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72817 |
|  | Wells Fargo & Co. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;4/23/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9695 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9987 |
| <sup>4</sup> | Wells Fargo & Co. | &nbsp;&nbsp;3.350% | &nbsp;&nbsp;3/2/2033 | &nbsp;&nbsp;&nbsp;&nbsp;47521 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43822 |
| <sup>4</sup> | Wells Fargo & Co. | &nbsp;&nbsp;4.897% | &nbsp;&nbsp;7/25/2033 | &nbsp;&nbsp;130786 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;131538 |
|  | Wells Fargo & Co. | &nbsp;&nbsp;5.389% | &nbsp;&nbsp;4/24/2034 | &nbsp;&nbsp;&nbsp;&nbsp;20020 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20598 |
|  | Wells Fargo & Co. | &nbsp;&nbsp;5.211% | &nbsp;&nbsp;12/3/2035 | &nbsp;&nbsp;&nbsp;&nbsp;23800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24009 |
|  | Wells Fargo & Co. | &nbsp;&nbsp;5.605% | &nbsp;&nbsp;4/23/2036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9695 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10059 |
|  | Wells Fargo & Co. | &nbsp;&nbsp;5.606% | &nbsp;&nbsp;1/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp;71831 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70079 |
| <sup>4</sup> | Wells Fargo & Co. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;11/4/2044 | &nbsp;&nbsp;&nbsp;&nbsp;10315 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8936 |
|  | Wells Fargo & Co. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;5/1/2045 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8075 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6429 |
| <sup>4</sup> | Wells Fargo & Co. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;11/17/2045 | &nbsp;&nbsp;&nbsp;&nbsp;19160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16967 |
| <sup>4</sup> | Wells Fargo & Co. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;6/14/2046 | &nbsp;&nbsp;&nbsp;&nbsp;73300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60224 |
| <sup>4</sup> | Wells Fargo & Co. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;12/7/2046 | &nbsp;&nbsp;&nbsp;&nbsp;23150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19990 |
| <sup>4</sup> | Wells Fargo & Co. | &nbsp;&nbsp;4.611% | &nbsp;&nbsp;4/25/2053 | &nbsp;&nbsp;&nbsp;&nbsp;84025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71287 |
|  | Wells Fargo Bank NA | &nbsp;&nbsp;5.254% | &nbsp;&nbsp;12/11/2026 | &nbsp;&nbsp;&nbsp;&nbsp;97083 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98445 |
|  |  |  |  |  | &nbsp;&nbsp;**11269708** |
| **Health Care (1.9%)** | **Health Care (1.9%)** | **Health Care (1.9%)** | **Health Care (1.9%)** | **Health Care (1.9%)** | **Health Care (1.9%)** |
|  | AbbVie Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;3/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;33475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34561 |
|  | AbbVie Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;3/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;18300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18724 |
|  | AbbVie Inc. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;3/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp;18173 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17782 |
|  | AbbVie Inc. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;6/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4682 |
|  | AbbVie Inc. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;5/14/2045 | &nbsp;&nbsp;&nbsp;&nbsp;21111 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18902 |
|  | AbbVie Inc. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;11/14/2048 | &nbsp;&nbsp;&nbsp;&nbsp;27896 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25169 |
|  | AbbVie Inc. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;3/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;18691 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17961 |
| <sup>4</sup> | AdventHealth Obligated Group | &nbsp;&nbsp;2.795% | &nbsp;&nbsp;11/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;30030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18209 |
| <sup>4</sup> | Advocate Health & Hospitals Corp. | &nbsp;&nbsp;2.211% | &nbsp;&nbsp;6/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7210 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6609 |
| <sup>4</sup> | Advocate Health & Hospitals Corp. | &nbsp;&nbsp;3.008% | &nbsp;&nbsp;6/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8980 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5824 |
| <sup>6</sup> | Alcon Finance Corp. | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;9/23/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5830 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5723 |
| <sup>6</sup> | Alcon Finance Corp. | &nbsp;&nbsp;2.600% | &nbsp;&nbsp;5/27/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5665 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5250 |
| <sup>6</sup> | Alcon Finance Corp. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;12/6/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8859 |
| <sup>6</sup> | Alcon Finance Corp. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;9/23/2049 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4494 |
| <sup>6</sup> | Alcon Finance Corp. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;12/6/2052 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9480 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9429 |
| <sup>4</sup> | Ascension Health | &nbsp;&nbsp;2.532% | &nbsp;&nbsp;11/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;22515 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21169 |
| <sup>4</sup> | Ascension Health | &nbsp;&nbsp;4.847% | &nbsp;&nbsp;11/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;23970 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21257 |
|  | AstraZeneca plc | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;1/17/2029 | &nbsp;&nbsp;&nbsp;&nbsp;44555 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44572 |
|  | AstraZeneca plc | &nbsp;&nbsp;6.450% | &nbsp;&nbsp;9/15/2037 | &nbsp;&nbsp;&nbsp;&nbsp;15140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17075 |
|  | Banner Health | &nbsp;&nbsp;2.907% | &nbsp;&nbsp;1/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp;29965 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21787 |
| <sup>4</sup> | Beth Israel Lahey Health Inc. | &nbsp;&nbsp;3.080% | &nbsp;&nbsp;7/1/2051 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7920 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5023 |
| <sup>4</sup> | Bon Secours Mercy Health Inc. | &nbsp;&nbsp;4.302% | &nbsp;&nbsp;7/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;20339 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20434 |
| <sup>4</sup> | Bon Secours Mercy Health Inc. | &nbsp;&nbsp;3.464% | &nbsp;&nbsp;6/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;17085 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16553 |
|  | Bristol-Myers Squibb Co. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;6/15/2039 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8245 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7328 |
|  | Bristol-Myers Squibb Co. | &nbsp;&nbsp;3.550% | &nbsp;&nbsp;3/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp;63155 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49882 |
|  | Bristol-Myers Squibb Co. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;2/22/2044 | &nbsp;&nbsp;&nbsp;&nbsp;11320 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11212 |
|  | Bristol-Myers Squibb Co. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;2/20/2048 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5703 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4853 |
|  | Bristol-Myers Squibb Co. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;10/26/2049 | &nbsp;&nbsp;&nbsp;&nbsp;55913 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44766 |
|  | Bristol-Myers Squibb Co. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;2/22/2054 | &nbsp;&nbsp;&nbsp;&nbsp;30842 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29729 |
|  | Bristol-Myers Squibb Co. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;3/15/2062 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5371 |
|  | Bristol-Myers Squibb Co. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;2/22/2064 | &nbsp;&nbsp;&nbsp;&nbsp;70051 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67046 |
| <sup>4</sup> | Cedars-Sinai Health System | &nbsp;&nbsp;2.288% | &nbsp;&nbsp;8/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;43795 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39178 |
| <sup>4</sup> | Children's Hospital Corp. | &nbsp;&nbsp;2.585% | &nbsp;&nbsp;2/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5460 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3250 |
|  | CommonSpirit Health | &nbsp;&nbsp;3.347% | &nbsp;&nbsp;10/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;36655 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35338 |
|  | CommonSpirit Health | &nbsp;&nbsp;2.782% | &nbsp;&nbsp;10/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;21827 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20180 |
|  | CommonSpirit Health | &nbsp;&nbsp;5.205% | &nbsp;&nbsp;12/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;40770 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42152 |
| <sup>4</sup> | CommonSpirit Health | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;11/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp;28315 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23975 |
|  | CommonSpirit Health | &nbsp;&nbsp;3.910% | &nbsp;&nbsp;10/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4370 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3186 |
| <sup>4</sup> | Cottage Health Obligated Group | &nbsp;&nbsp;3.304% | &nbsp;&nbsp;11/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6765 |
| <sup>6</sup> | CSL Finance plc | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;4/27/2032 | &nbsp;&nbsp;&nbsp;&nbsp;31340 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30736 |
| <sup>6</sup> | CSL Finance plc | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;4/27/2052 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;992 |
|  | CVS Health Corp. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;6/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4262 |
|  | CVS Health Corp. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;6/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;17945 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18164 |

---

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | CVS Health Corp. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;6/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;9700 | &nbsp;&nbsp;10003 |
|  | CVS Health Corp. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;7/20/2035 | &nbsp;&nbsp;&nbsp;&nbsp;1375 | &nbsp;&nbsp;&nbsp;&nbsp;1319 |
|  | CVS Health Corp. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;3/25/2048 | &nbsp;&nbsp;&nbsp;&nbsp;9700 | &nbsp;&nbsp;&nbsp;&nbsp;8328 |
|  | CVS Health Corp. | &nbsp;&nbsp;6.050% | &nbsp;&nbsp;6/1/2054 | &nbsp;&nbsp;28714 | &nbsp;&nbsp;27873 |
|  | Elevance Health Inc. | &nbsp;&nbsp;4.101% | &nbsp;&nbsp;3/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;8486 | &nbsp;&nbsp;&nbsp;&nbsp;8479 |
|  | Elevance Health Inc. | &nbsp;&nbsp;2.550% | &nbsp;&nbsp;3/15/2031 | &nbsp;&nbsp;26925 | &nbsp;&nbsp;24394 |
|  | Elevance Health Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;10/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;7525 | &nbsp;&nbsp;&nbsp;&nbsp;7840 |
|  | Eli Lilly & Co. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;2/27/2053 | &nbsp;&nbsp;&nbsp;&nbsp;8710 | &nbsp;&nbsp;&nbsp;&nbsp;7850 |
|  | Eli Lilly & Co. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;8/14/2054 | &nbsp;&nbsp;13505 | &nbsp;&nbsp;12506 |
|  | Eli Lilly & Co. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;2/27/2063 | &nbsp;&nbsp;&nbsp;&nbsp;7570 | &nbsp;&nbsp;&nbsp;&nbsp;6740 |
|  | Eli Lilly & Co. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;8/14/2064 | &nbsp;&nbsp;&nbsp;&nbsp;4570 | &nbsp;&nbsp;&nbsp;&nbsp;4225 |
|  | GE HealthCare Technologies Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;29306 | &nbsp;&nbsp;29801 |
|  | GE HealthCare Technologies Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;6/15/2035 | &nbsp;&nbsp;31849 | &nbsp;&nbsp;32747 |
|  | GE HealthCare Technologies Inc. | &nbsp;&nbsp;6.377% | &nbsp;&nbsp;11/22/2052 | &nbsp;&nbsp;&nbsp;&nbsp;9700 | &nbsp;&nbsp;10372 |
|  | Gilead Sciences Inc. | &nbsp;&nbsp;2.600% | &nbsp;&nbsp;10/1/2040 | &nbsp;&nbsp;24487 | &nbsp;&nbsp;17620 |
|  | Gilead Sciences Inc. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;3/1/2047 | &nbsp;&nbsp;14930 | &nbsp;&nbsp;12196 |
|  | GlaxoSmithKline Capital Inc. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;4/15/2034 | &nbsp;&nbsp;10639 | &nbsp;&nbsp;11140 |
|  | HCA Inc. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;4/1/2031 | &nbsp;&nbsp;10175 | &nbsp;&nbsp;10562 |
|  | HCA Inc. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;4/1/2054 | &nbsp;&nbsp;21345 | &nbsp;&nbsp;20592 |
|  | Humana Inc. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;3/1/2033 | &nbsp;&nbsp;17155 | &nbsp;&nbsp;17911 |
|  | Humana Inc. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;3/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;9700 | &nbsp;&nbsp;10153 |
|  | Humana Inc. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;5/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;9700 | &nbsp;&nbsp;&nbsp;&nbsp;9305 |
| <sup>4</sup> | Indiana University Health Inc. Obligated Group | &nbsp;&nbsp;2.852% | &nbsp;&nbsp;11/1/2051 | &nbsp;&nbsp;12370 | &nbsp;&nbsp;&nbsp;&nbsp;7647 |
|  | Inova Health System Foundation | &nbsp;&nbsp;4.068% | &nbsp;&nbsp;5/15/2052 | &nbsp;&nbsp;20740 | &nbsp;&nbsp;16198 |
|  | Kaiser Foundation Hospitals | &nbsp;&nbsp;3.150% | &nbsp;&nbsp;5/1/2027 | &nbsp;&nbsp;10731 | &nbsp;&nbsp;10590 |
| <sup>4</sup> | Kaiser Foundation Hospitals | &nbsp;&nbsp;2.810% | &nbsp;&nbsp;6/1/2041 | &nbsp;&nbsp;37455 | &nbsp;&nbsp;26996 |
|  | Kaiser Foundation Hospitals | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;5/1/2047 | &nbsp;&nbsp;14000 | &nbsp;&nbsp;11456 |
| <sup>4</sup> | Kaiser Foundation Hospitals | &nbsp;&nbsp;3.002% | &nbsp;&nbsp;6/1/2051 | &nbsp;&nbsp;36720 | &nbsp;&nbsp;23524 |
| <sup>4</sup> | Mass General Brigham Inc. | &nbsp;&nbsp;3.192% | &nbsp;&nbsp;7/1/2049 | &nbsp;&nbsp;12361 | &nbsp;&nbsp;&nbsp;&nbsp;8379 |
| <sup>4</sup> | Mass General Brigham Inc. | &nbsp;&nbsp;3.342% | &nbsp;&nbsp;7/1/2060 | &nbsp;&nbsp;32045 | &nbsp;&nbsp;20676 |
| <sup>4</sup> | Memorial Sloan-Kettering Cancer Center | &nbsp;&nbsp;2.955% | &nbsp;&nbsp;1/1/2050 | &nbsp;&nbsp;18985 | &nbsp;&nbsp;12226 |
|  | Memorial Sloan-Kettering Cancer Center | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;7/1/2052 | &nbsp;&nbsp;&nbsp;&nbsp;5380 | &nbsp;&nbsp;&nbsp;&nbsp;4243 |
| <sup>4</sup> | Memorial Sloan-Kettering Cancer Center | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;7/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;5910 | &nbsp;&nbsp;&nbsp;&nbsp;4708 |
|  | Merck & Co. Inc. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;5/18/2043 | &nbsp;&nbsp;22090 | &nbsp;&nbsp;18764 |
|  | Merck & Co. Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;3/7/2049 | &nbsp;&nbsp;32385 | &nbsp;&nbsp;25472 |
|  | Merck & Co. Inc. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;5/17/2063 | &nbsp;&nbsp;&nbsp;&nbsp;9700 | &nbsp;&nbsp;&nbsp;&nbsp;8797 |
|  | Novartis Capital Corp. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;5/6/2044 | &nbsp;&nbsp;25896 | &nbsp;&nbsp;22922 |
|  | OhioHealth Corp. | &nbsp;&nbsp;2.297% | &nbsp;&nbsp;11/15/2031 | &nbsp;&nbsp;26665 | &nbsp;&nbsp;23856 |
|  | OhioHealth Corp. | &nbsp;&nbsp;2.834% | &nbsp;&nbsp;11/15/2041 | &nbsp;&nbsp;16515 | &nbsp;&nbsp;11766 |
|  | Pfizer Inc. | &nbsp;&nbsp;3.450% | &nbsp;&nbsp;3/15/2029 | &nbsp;&nbsp;70335 | &nbsp;&nbsp;69259 |
|  | Pfizer Inc. | &nbsp;&nbsp;1.700% | &nbsp;&nbsp;5/28/2030 | &nbsp;&nbsp;&nbsp;&nbsp;6065 | &nbsp;&nbsp;&nbsp;&nbsp;5430 |
|  | Pfizer Inc. | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;9/15/2038 | &nbsp;&nbsp;53995 | &nbsp;&nbsp;48527 |
|  | Pfizer Investment Enterprises Pte. Ltd. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;5/19/2033 | &nbsp;&nbsp;&nbsp;&nbsp;9700 | &nbsp;&nbsp;&nbsp;&nbsp;9723 |
|  | Pfizer Investment Enterprises Pte. Ltd. | &nbsp;&nbsp;5.110% | &nbsp;&nbsp;5/19/2043 | &nbsp;&nbsp;26307 | &nbsp;&nbsp;24887 |
|  | Pfizer Investment Enterprises Pte. Ltd. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;5/19/2053 | &nbsp;&nbsp;36489 | &nbsp;&nbsp;33983 |
| <sup>4</sup> | Piedmont Healthcare Inc. | &nbsp;&nbsp;2.044% | &nbsp;&nbsp;1/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;8825 | &nbsp;&nbsp;&nbsp;&nbsp;7512 |
| <sup>4</sup> | Piedmont Healthcare Inc. | &nbsp;&nbsp;2.719% | &nbsp;&nbsp;1/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp;8830 | &nbsp;&nbsp;&nbsp;&nbsp;6136 |
|  | Piedmont Healthcare Inc. | &nbsp;&nbsp;2.864% | &nbsp;&nbsp;1/1/2052 | &nbsp;&nbsp;11725 | &nbsp;&nbsp;&nbsp;&nbsp;7240 |
| <sup>4</sup> | Providence St. Joseph Health Obligated Group | &nbsp;&nbsp;2.532% | &nbsp;&nbsp;10/1/2029 | &nbsp;&nbsp;17470 | &nbsp;&nbsp;16302 |
|  | Providence St. Joseph Health Obligated Group | &nbsp;&nbsp;5.369% | &nbsp;&nbsp;10/1/2032 | &nbsp;&nbsp;31285 | &nbsp;&nbsp;32119 |
|  | Providence St. Joseph Health Obligated Group | &nbsp;&nbsp;5.403% | &nbsp;&nbsp;10/1/2033 | &nbsp;&nbsp;14986 | &nbsp;&nbsp;15260 |
| <sup>4</sup> | Providence St. Joseph Health Obligated Group | &nbsp;&nbsp;3.930% | &nbsp;&nbsp;10/1/2048 | &nbsp;&nbsp;11805 | &nbsp;&nbsp;&nbsp;&nbsp;8919 |
| <sup>6</sup> | Roche Holdings Inc. | &nbsp;&nbsp;2.607% | &nbsp;&nbsp;12/13/2051 | &nbsp;&nbsp;&nbsp;&nbsp;8330 | &nbsp;&nbsp;&nbsp;&nbsp;4987 |
|  | Royalty Pharma plc | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;9/2/2034 | &nbsp;&nbsp;&nbsp;&nbsp;8495 | &nbsp;&nbsp;&nbsp;&nbsp;8608 |
|  | Royalty Pharma plc | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;9/2/2040 | &nbsp;&nbsp;&nbsp;&nbsp;5158 | &nbsp;&nbsp;&nbsp;&nbsp;3899 |
|  | Royalty Pharma plc | &nbsp;&nbsp;3.550% | &nbsp;&nbsp;9/2/2050 | &nbsp;&nbsp;&nbsp;&nbsp;9555 | &nbsp;&nbsp;&nbsp;&nbsp;6444 |
|  | Royalty Pharma plc | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;9/2/2054 | &nbsp;&nbsp;17095 | &nbsp;&nbsp;16400 |
| <sup>4</sup> | SSM Health Care Corp. | &nbsp;&nbsp;3.823% | &nbsp;&nbsp;6/1/2027 | &nbsp;&nbsp;34910 | &nbsp;&nbsp;34742 |
| <sup>4</sup> | Sutter Health | &nbsp;&nbsp;2.294% | &nbsp;&nbsp;8/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;9670 | &nbsp;&nbsp;&nbsp;&nbsp;8830 |
| <sup>4</sup> | Sutter Health | &nbsp;&nbsp;5.213% | &nbsp;&nbsp;8/15/2032 | &nbsp;&nbsp;12505 | &nbsp;&nbsp;12939 |
| <sup>4</sup> | Sutter Health | &nbsp;&nbsp;5.537% | &nbsp;&nbsp;8/15/2035 | &nbsp;&nbsp;34775 | &nbsp;&nbsp;36272 |
|  | Takeda Pharmaceutical Co. Ltd. | &nbsp;&nbsp;2.050% | &nbsp;&nbsp;3/31/2030 | &nbsp;&nbsp;26687 | &nbsp;&nbsp;24194 |
|  | Takeda Pharmaceutical Co. Ltd. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;7/5/2034 | &nbsp;&nbsp;14709 | &nbsp;&nbsp;15032 |
|  | Takeda Pharmaceutical Co. Ltd. | &nbsp;&nbsp;3.025% | &nbsp;&nbsp;7/9/2040 | &nbsp;&nbsp;13665 | &nbsp;&nbsp;10290 |
|  | Toledo Hospital | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;11/15/2038 | &nbsp;&nbsp;&nbsp;&nbsp;8920 | &nbsp;&nbsp;&nbsp;&nbsp;8970 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;6/15/2028 | &nbsp;&nbsp;34565 | &nbsp;&nbsp;34401 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;7515 | &nbsp;&nbsp;&nbsp;&nbsp;6793 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;2.300% | &nbsp;&nbsp;5/15/2031 | &nbsp;&nbsp;14960 | &nbsp;&nbsp;13357 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;8/15/2039 | &nbsp;&nbsp;&nbsp;&nbsp;7480 | &nbsp;&nbsp;&nbsp;&nbsp;6067 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;5/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp;8505 | &nbsp;&nbsp;&nbsp;&nbsp;6178 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;2/15/2041 | &nbsp;&nbsp;10250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10586 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;3.050% | &nbsp;&nbsp;5/15/2041 | &nbsp;&nbsp;13467 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9928 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;3/15/2043 | &nbsp;&nbsp;47400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39735 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;7/15/2045 | &nbsp;&nbsp;20765 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18286 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;1/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp;8620 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6906 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;10/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp;4985 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3704 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;6/15/2048 | &nbsp;&nbsp;39913 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31868 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;12/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp;4970 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4084 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;5/15/2050 | &nbsp;&nbsp;31449 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19357 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;5/15/2051 | &nbsp;&nbsp;40050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26162 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;5/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;7175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6032 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;2/15/2053 | &nbsp;&nbsp;28326 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27983 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;4/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;7600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6998 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;7/15/2054 | &nbsp;&nbsp;28903 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27512 |
|  | Wyeth LLC | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;2/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;6460 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7224 |
|  | Wyeth LLC | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;4/1/2037 | &nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26641 |
|  |  |  |  |  | &nbsp;&nbsp;**2195295** |
| **Industrials (0.9%)** | **Industrials (0.9%)** | **Industrials (0.9%)** | **Industrials (0.9%)** | **Industrials (0.9%)** | **Industrials (0.9%)** |
| <sup>6</sup> | Ashtead Capital Inc. | &nbsp;&nbsp;2.450% | &nbsp;&nbsp;8/12/2031 | &nbsp;&nbsp;17915 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15695 |
| <sup>6</sup> | Ashtead Capital Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;8/11/2032 | &nbsp;&nbsp;10173 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10401 |
| <sup>6</sup> | Ashtead Capital Inc. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;5/30/2033 | &nbsp;&nbsp;&nbsp;&nbsp;4400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4479 |
| <sup>6</sup> | Ashtead Capital Inc. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;10/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;8445 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8834 |
| <sup>6</sup> | Ashtead Capital Inc. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;4/15/2034 | &nbsp;&nbsp;32455 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33576 |
| <sup>6</sup> | BAE Systems Holdings Inc. | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;12/15/2025 | &nbsp;&nbsp;11010 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10988 |
| <sup>6</sup> | BAE Systems plc | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;4/15/2030 | &nbsp;&nbsp;15580 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15032 |
| <sup>6</sup> | BAE Systems plc | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;3/26/2031 | &nbsp;&nbsp;&nbsp;&nbsp;6175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6433 |
| <sup>6</sup> | BAE Systems plc | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;3/26/2034 | &nbsp;&nbsp;17945 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18402 |
|  | Boeing Co. | &nbsp;&nbsp;8.625% | &nbsp;&nbsp;11/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;8715 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10392 |
|  | Boeing Co. | &nbsp;&nbsp;6.528% | &nbsp;&nbsp;5/1/2034 | &nbsp;&nbsp;21389 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23412 |
|  | Boeing Co. | &nbsp;&nbsp;6.858% | &nbsp;&nbsp;5/1/2054 | &nbsp;&nbsp;&nbsp;&nbsp;9800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10754 |
|  | Boeing Co. | &nbsp;&nbsp;5.930% | &nbsp;&nbsp;5/1/2060 | &nbsp;&nbsp;39443 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37856 |
|  | Burlington Northern Santa Fe LLC | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;5/1/2040 | &nbsp;&nbsp;14790 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15462 |
|  | Burlington Northern Santa Fe LLC | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;9/1/2044 | &nbsp;&nbsp;&nbsp;&nbsp;6680 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5883 |
|  | Burlington Northern Santa Fe LLC | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;4/1/2045 | &nbsp;&nbsp;13365 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11126 |
|  | Burlington Northern Santa Fe LLC | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;6/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp;2715 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2175 |
|  | Burlington Northern Santa Fe LLC | &nbsp;&nbsp;3.050% | &nbsp;&nbsp;2/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;9950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6491 |
|  | Burlington Northern Santa Fe LLC | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;9/15/2051 | &nbsp;&nbsp;20000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13665 |
|  | Burlington Northern Santa Fe LLC | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;6/15/2052 | &nbsp;&nbsp;17935 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11098 |
|  | Burlington Northern Santa Fe LLC | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;1/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;2609 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2165 |
|  | Canadian National Railway Co. | &nbsp;&nbsp;2.450% | &nbsp;&nbsp;5/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;6870 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4009 |
|  | Canadian Pacific Railway Co. | &nbsp;&nbsp;2.450% | &nbsp;&nbsp;12/2/2031 | &nbsp;&nbsp;&nbsp;&nbsp;6400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5671 |
|  | Canadian Pacific Railway Co. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;8/15/2045 | &nbsp;&nbsp;16985 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15498 |
|  | Caterpillar Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;5/15/2035 | &nbsp;&nbsp;25685 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26325 |
| <sup>6</sup> | Daimler Truck Finance North America LLC | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;1/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;6890 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6957 |
| <sup>6</sup> | Daimler Truck Finance North America LLC | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;4/7/2027 | &nbsp;&nbsp;17489 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17336 |
| <sup>6</sup> | Daimler Truck Finance North America LLC | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;1/19/2028 | &nbsp;&nbsp;&nbsp;&nbsp;4630 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4715 |
| <sup>6</sup> | Daimler Truck Finance North America LLC | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;10/12/2030 | &nbsp;&nbsp;14965 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15014 |
| <sup>6</sup> | Daimler Truck Finance North America LLC | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;1/18/2034 | &nbsp;&nbsp;11760 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11954 |
|  | Deere & Co. | &nbsp;&nbsp;7.125% | &nbsp;&nbsp;3/3/2031 | &nbsp;&nbsp;17500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19992 |
|  | Eaton Corp. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;8/23/2052 | &nbsp;&nbsp;&nbsp;&nbsp;5205 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4607 |
| <sup>6</sup> | Element Fleet Management Corp. | &nbsp;&nbsp;5.643% | &nbsp;&nbsp;3/13/2027 | &nbsp;&nbsp;14900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15178 |
| <sup>6</sup> | ERAC USA Finance LLC | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;2/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;8975 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9195 |
| <sup>6</sup> | ERAC USA Finance LLC | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;5/1/2033 | &nbsp;&nbsp;45854 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46287 |
| <sup>6</sup> | ERAC USA Finance LLC | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;10/30/2034 | &nbsp;&nbsp;22750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23248 |
| <sup>6</sup> | ERAC USA Finance LLC | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;3/15/2042 | &nbsp;&nbsp;21787 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21648 |
| <sup>6</sup> | ERAC USA Finance LLC | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;5/1/2053 | &nbsp;&nbsp;27091 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26010 |
|  | Honeywell International Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;1/15/2029 | &nbsp;&nbsp;26905 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27044 |
|  | Honeywell International Inc. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;9/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;5325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5482 |
|  | Honeywell International Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;2/15/2033 | &nbsp;&nbsp;16676 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16994 |
|  | Honeywell International Inc. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;3/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp;4260 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4325 |
|  | John Deere Capital Corp. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;1/16/2029 | &nbsp;&nbsp;22410 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22759 |
|  | John Deere Capital Corp. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;9/8/2031 | &nbsp;&nbsp;&nbsp;&nbsp;6400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6432 |
| <sup>4</sup> | John Deere Capital Corp. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;9/8/2033 | &nbsp;&nbsp;17329 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17956 |
|  | Lockheed Martin Corp. | &nbsp;&nbsp;1.850% | &nbsp;&nbsp;6/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;1700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1532 |
|  | Lockheed Martin Corp. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;5/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;8015 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7722 |
|  | Lockheed Martin Corp. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;5/15/2046 | &nbsp;&nbsp;16665 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14861 |
|  | Lockheed Martin Corp. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;11/15/2054 | &nbsp;&nbsp;19676 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19641 |
|  | Northrop Grumman Corp. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;7/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;7535 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7656 |
|  | Northrop Grumman Corp. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;7/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;9120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9318 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Regal Rexnord Corp. | &nbsp;&nbsp;6.050% | &nbsp;&nbsp;2/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp;7196 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7227 |
|  | Republic Services Inc. | &nbsp;&nbsp;2.375% | &nbsp;&nbsp;3/15/2033 | &nbsp;&nbsp;29945 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25816 |
|  | Republic Services Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;12/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;8415 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8611 |
|  | RTX Corp. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;11/16/2028 | &nbsp;&nbsp;&nbsp;&nbsp;3840 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3842 |
|  | RTX Corp. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;11/16/2038 | &nbsp;&nbsp;&nbsp;&nbsp;1210 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1119 |
| <sup>6</sup> | Siemens Financieringsmaatschappij NV | &nbsp;&nbsp;1.700% | &nbsp;&nbsp;3/11/2028 | &nbsp;&nbsp;20360 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19307 |
| <sup>6</sup> | Siemens Financieringsmaatschappij NV | &nbsp;&nbsp;2.150% | &nbsp;&nbsp;3/11/2031 | &nbsp;&nbsp;33030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29680 |
| <sup>6</sup> | Siemens Financieringsmaatschappij NV | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;5/27/2045 | &nbsp;&nbsp;31740 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27637 |
|  | Teledyne Technologies Inc. | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;4/1/2028 | &nbsp;&nbsp;30011 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28585 |
|  | Teledyne Technologies Inc. | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;4/1/2031 | &nbsp;&nbsp;30128 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27579 |
|  | Trane Technologies Financing Ltd. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;3/3/2033 | &nbsp;&nbsp;16705 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17257 |
|  | Union Pacific Corp. | &nbsp;&nbsp;2.800% | &nbsp;&nbsp;2/14/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;357 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;324 |
|  | Union Pacific Corp. | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;2/14/2042 | &nbsp;&nbsp;17635 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13608 |
|  | Union Pacific Corp. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;2/5/2050 | &nbsp;&nbsp;&nbsp;&nbsp;1409 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;958 |
|  | Union Pacific Corp. | &nbsp;&nbsp;3.799% | &nbsp;&nbsp;10/1/2051 | &nbsp;&nbsp;24211 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18053 |
|  | Union Pacific Corp. | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;12/1/2054 | &nbsp;&nbsp;&nbsp;&nbsp;7600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7476 |
|  | Union Pacific Corp. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;2/5/2070 | &nbsp;&nbsp;13510 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9044 |
| <sup>4</sup> | United Airlines Pass-Through Trust Class B Series 2018-1 | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;3/1/2026 | &nbsp;&nbsp;&nbsp;&nbsp;3068 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3043 |
|  | United Parcel Service Inc. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;5/14/2055 | &nbsp;&nbsp;13680 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13847 |
|  | United Parcel Service Inc. | &nbsp;&nbsp;6.050% | &nbsp;&nbsp;5/14/2065 | &nbsp;&nbsp;12070 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12218 |
|  | Waste Connections Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;9/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp;8710 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8903 |
|  | Westinghouse Air Brake Technologies Corp. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;5/29/2030 | &nbsp;&nbsp;&nbsp;&nbsp;8170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8348 |
|  | Westinghouse Air Brake Technologies Corp. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;5/29/2035 | &nbsp;&nbsp;&nbsp;&nbsp;9650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9901 |
|  |  |  |  |  | &nbsp;&nbsp;**1012068** |
| **Materials (0.3%)** | **Materials (0.3%)** | **Materials (0.3%)** | **Materials (0.3%)** | **Materials (0.3%)** | **Materials (0.3%)** |
| <sup>6</sup> | Anglo American Capital plc | &nbsp;&nbsp;2.625% | &nbsp;&nbsp;9/10/2030 | &nbsp;&nbsp;11975 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10941 |
|  | CRH SMW Finance DAC | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;1/9/2030 | &nbsp;&nbsp;24110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24798 |
|  | Glencore Canada Corp. | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;6/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;4406 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4655 |
| <sup>6</sup> | Glencore Finance Canada Ltd. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;11/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp;2711 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2741 |
| <sup>6</sup> | Glencore Funding LLC | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;3/12/2029 | &nbsp;&nbsp;&nbsp;&nbsp;6929 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7042 |
| <sup>6</sup> | Glencore Funding LLC | &nbsp;&nbsp;5.371% | &nbsp;&nbsp;4/4/2029 | &nbsp;&nbsp;37393 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38536 |
| <sup>6</sup> | Glencore Funding LLC | &nbsp;&nbsp;5.186% | &nbsp;&nbsp;4/1/2030 | &nbsp;&nbsp;13315 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13676 |
| <sup>6</sup> | Glencore Funding LLC | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;10/6/2030 | &nbsp;&nbsp;36446 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39310 |
| <sup>6</sup> | Glencore Funding LLC | &nbsp;&nbsp;2.625% | &nbsp;&nbsp;9/23/2031 | &nbsp;&nbsp;&nbsp;&nbsp;8527 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7608 |
| <sup>6</sup> | Glencore Funding LLC | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;5/8/2033 | &nbsp;&nbsp;&nbsp;&nbsp;1565 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1634 |
| <sup>6</sup> | Glencore Funding LLC | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;10/6/2033 | &nbsp;&nbsp;20705 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22590 |
| <sup>6</sup> | Glencore Funding LLC | &nbsp;&nbsp;5.634% | &nbsp;&nbsp;4/4/2034 | &nbsp;&nbsp;59017 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60578 |
| <sup>6</sup> | Glencore Funding LLC | &nbsp;&nbsp;5.673% | &nbsp;&nbsp;4/1/2035 | &nbsp;&nbsp;29650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30289 |
| <sup>6</sup> | Glencore Funding LLC | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;4/27/2051 | &nbsp;&nbsp;&nbsp;&nbsp;2360 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1713 |
| <sup>6</sup> | Glencore Funding LLC | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;9/23/2051 | &nbsp;&nbsp;&nbsp;&nbsp;8466 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5598 |
| <sup>6</sup> | Glencore Funding LLC | &nbsp;&nbsp;5.893% | &nbsp;&nbsp;4/4/2054 | &nbsp;&nbsp;24895 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24316 |
| <sup>6</sup> | Glencore Funding LLC | &nbsp;&nbsp;6.141% | &nbsp;&nbsp;4/1/2055 | &nbsp;&nbsp;32115 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32283 |
|  | Rio Tinto Finance USA plc | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;3/14/2032 | &nbsp;&nbsp;&nbsp;&nbsp;9700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9941 |
|  | Rio Tinto Finance USA plc | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;3/14/2035 | &nbsp;&nbsp;&nbsp;&nbsp;7600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7739 |
|  | Rio Tinto Finance USA plc | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;3/14/2055 | &nbsp;&nbsp;14655 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14614 |
|  | Rio Tinto Finance USA plc | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;3/14/2065 | &nbsp;&nbsp;&nbsp;&nbsp;4375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4381 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**364983** |
| **Real Estate (0.9%)** | **Real Estate (0.9%)** | **Real Estate (0.9%)** | **Real Estate (0.9%)** | **Real Estate (0.9%)** | **Real Estate (0.9%)** |
|  | American Tower Corp. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;8/15/2029 | &nbsp;&nbsp;51672 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50609 |
|  | American Tower Corp. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;1/31/2030 | &nbsp;&nbsp;12275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12564 |
|  | American Tower Corp. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;2/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;1615 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1665 |
|  | Cousins Properties LP | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;7/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;7360 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7553 |
|  | Crown Castle Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;9/1/2028 | &nbsp;&nbsp;10233 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10350 |
|  | Crown Castle Inc. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;2/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;7829 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7787 |
|  | Crown Castle Inc. | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;6/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;9760 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10140 |
|  | Crown Castle Inc. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;9/1/2029 | &nbsp;&nbsp;12995 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13164 |
|  | Crown Castle Inc. | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;7/1/2030 | &nbsp;&nbsp;28120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26559 |
|  | Crown Castle Inc. | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;4561 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4039 |
|  | Crown Castle Inc. | &nbsp;&nbsp;2.100% | &nbsp;&nbsp;4/1/2031 | &nbsp;&nbsp;17094 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14902 |
|  | Crown Castle Inc. | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;7/15/2031 | &nbsp;&nbsp;18030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15959 |
|  | Crown Castle Inc. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;5/1/2033 | &nbsp;&nbsp;20440 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20500 |
|  | Crown Castle Inc. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;3/1/2034 | &nbsp;&nbsp;19258 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20096 |
|  | Crown Castle Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;9/1/2034 | &nbsp;&nbsp;18859 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18830 |
|  | Crown Castle Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;11/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;7282 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5418 |
|  | CubeSmart LP | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;12/15/2028 | &nbsp;&nbsp;12135 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11422 |
|  | CubeSmart LP | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;2/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;7767 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6762 |
|  | DOC DR LLC | &nbsp;&nbsp;2.625% | &nbsp;&nbsp;11/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;6460 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5758 |
|  | Extra Space Storage LP | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;7/1/2030 | &nbsp;&nbsp;16310 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17039 |
|  | Extra Space Storage LP | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;25059 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26598 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Extra Space Storage LP | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;1/15/2033 | &nbsp;&nbsp;17535 | &nbsp;&nbsp;&nbsp;&nbsp;17587 |
|  | Extra Space Storage LP | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;1/15/2035 | &nbsp;&nbsp;26445 | &nbsp;&nbsp;&nbsp;&nbsp;26681 |
|  | GLP Capital LP | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;2/15/2033 | &nbsp;&nbsp;11975 | &nbsp;&nbsp;&nbsp;&nbsp;11954 |
|  | GLP Capital LP | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;11/1/2037 | &nbsp;&nbsp;16945 | &nbsp;&nbsp;&nbsp;&nbsp;16670 |
|  | Healthpeak OP LLC | &nbsp;&nbsp;2.125% | &nbsp;&nbsp;12/1/2028 | &nbsp;&nbsp;30395 | &nbsp;&nbsp;&nbsp;&nbsp;28434 |
|  | Healthpeak OP LLC | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;1/15/2030 | &nbsp;&nbsp;26475 | &nbsp;&nbsp;&nbsp;&nbsp;25067 |
|  | Healthpeak OP LLC | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;1/15/2033 | &nbsp;&nbsp;28630 | &nbsp;&nbsp;&nbsp;&nbsp;28446 |
|  | Kite Realty Group LP | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;8/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;3215 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3264 |
|  | NNN REIT Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;6/15/2034 | &nbsp;&nbsp;16311 | &nbsp;&nbsp;&nbsp;&nbsp;16782 |
|  | Prologis LP | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;10118 | &nbsp;&nbsp;&nbsp;&nbsp;10317 |
|  | Prologis LP | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;5/15/2035 | &nbsp;&nbsp;24200 | &nbsp;&nbsp;&nbsp;&nbsp;24681 |
|  | Realty Income Corp. | &nbsp;&nbsp;2.200% | &nbsp;&nbsp;6/15/2028 | &nbsp;&nbsp;24400 | &nbsp;&nbsp;&nbsp;&nbsp;23237 |
|  | Realty Income Corp. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;12/15/2028 | &nbsp;&nbsp;27200 | &nbsp;&nbsp;&nbsp;&nbsp;27663 |
|  | Realty Income Corp. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;12940 | &nbsp;&nbsp;&nbsp;&nbsp;12225 |
|  | Realty Income Corp. | &nbsp;&nbsp;2.850% | &nbsp;&nbsp;12/15/2032 | &nbsp;&nbsp;25860 | &nbsp;&nbsp;&nbsp;&nbsp;22947 |
|  | Realty Income Corp. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;7/15/2033 | &nbsp;&nbsp;26434 | &nbsp;&nbsp;&nbsp;&nbsp;26532 |
|  | Realty Income Corp. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;2/15/2034 | &nbsp;&nbsp;25644 | &nbsp;&nbsp;&nbsp;&nbsp;26102 |
|  | Realty Income Corp. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;4/15/2035 | &nbsp;&nbsp;23700 | &nbsp;&nbsp;&nbsp;&nbsp;23849 |
| <sup>6</sup> | SBA Tower Trust | &nbsp;&nbsp;1.884% | &nbsp;&nbsp;1/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp;8960 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8858 |
| <sup>6</sup> | SBA Tower Trust | &nbsp;&nbsp;1.631% | &nbsp;&nbsp;11/15/2026 | &nbsp;&nbsp;34975 | &nbsp;&nbsp;&nbsp;&nbsp;33832 |
| <sup>6</sup> | SBA Tower Trust | &nbsp;&nbsp;1.840% | &nbsp;&nbsp;4/15/2027 | &nbsp;&nbsp;54190 | &nbsp;&nbsp;&nbsp;&nbsp;51886 |
| <sup>6</sup> | SBA Tower Trust | &nbsp;&nbsp;2.593% | &nbsp;&nbsp;10/15/2031 | &nbsp;&nbsp;51750 | &nbsp;&nbsp;&nbsp;&nbsp;45707 |
| <sup>6</sup> | Scentre Group Trust 1 | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;5/28/2030 | &nbsp;&nbsp;19110 | &nbsp;&nbsp;&nbsp;&nbsp;19135 |
|  | Simon Property Group LP | &nbsp;&nbsp;2.450% | &nbsp;&nbsp;9/13/2029 | &nbsp;&nbsp;19865 | &nbsp;&nbsp;&nbsp;&nbsp;18628 |
|  | Simon Property Group LP | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;9/26/2034 | &nbsp;&nbsp;16100 | &nbsp;&nbsp;&nbsp;&nbsp;15828 |
|  | VICI Properties LP | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;2/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;4675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4728 |
|  | VICI Properties LP | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;11/15/2031 | &nbsp;&nbsp;16100 | &nbsp;&nbsp;&nbsp;&nbsp;16265 |
|  | VICI Properties LP | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;5/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;2670 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2677 |
|  | VICI Properties LP | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;4/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;8415 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8659 |
|  | VICI Properties LP | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;4/1/2054 | &nbsp;&nbsp;25062 | &nbsp;&nbsp;&nbsp;&nbsp;24366 |
|  | Welltower OP LLC | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;7/1/2035 | &nbsp;&nbsp;42295 | &nbsp;&nbsp;&nbsp;&nbsp;42550 |
|  |  |  |  |  | &nbsp;&nbsp;**973271** |
| **Technology (1.6%)** | **Technology (1.6%)** | **Technology (1.6%)** | **Technology (1.6%)** | **Technology (1.6%)** | **Technology (1.6%)** |
|  | Apple Inc. | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;5/4/2043 | &nbsp;&nbsp;48000 | &nbsp;&nbsp;&nbsp;&nbsp;40089 |
|  | Apple Inc. | &nbsp;&nbsp;3.450% | &nbsp;&nbsp;2/9/2045 | &nbsp;&nbsp;&nbsp;&nbsp;5075 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3933 |
|  | Apple Inc. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;2/23/2046 | &nbsp;&nbsp;&nbsp;&nbsp;5600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5113 |
|  | Apple Inc. | &nbsp;&nbsp;2.650% | &nbsp;&nbsp;5/11/2050 | &nbsp;&nbsp;24045 | &nbsp;&nbsp;&nbsp;&nbsp;14880 |
|  | Apple Inc. | &nbsp;&nbsp;2.650% | &nbsp;&nbsp;2/8/2051 | &nbsp;&nbsp;27145 | &nbsp;&nbsp;&nbsp;&nbsp;16654 |
|  | Apple Inc. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;8/8/2052 | &nbsp;&nbsp;12831 | &nbsp;&nbsp;&nbsp;&nbsp;10101 |
|  | Automatic Data Processing Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;5/8/2032 | &nbsp;&nbsp;50055 | &nbsp;&nbsp;&nbsp;&nbsp;51144 |
|  | Broadcom Corp. | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;1/15/2027 | &nbsp;&nbsp;11385 | &nbsp;&nbsp;&nbsp;&nbsp;11337 |
|  | Broadcom Inc. | &nbsp;&nbsp;4.110% | &nbsp;&nbsp;9/15/2028 | &nbsp;&nbsp;37859 | &nbsp;&nbsp;&nbsp;&nbsp;37836 |
|  | Broadcom Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;4/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;6460 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6575 |
|  | Broadcom Inc. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;7/12/2029 | &nbsp;&nbsp;29470 | &nbsp;&nbsp;&nbsp;&nbsp;30296 |
|  | Broadcom Inc. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;2/15/2030 | &nbsp;&nbsp;16755 | &nbsp;&nbsp;&nbsp;&nbsp;16783 |
|  | Broadcom Inc. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;7/15/2030 | &nbsp;&nbsp;50145 | &nbsp;&nbsp;&nbsp;&nbsp;50636 |
|  | Broadcom Inc. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;11/15/2030 | &nbsp;&nbsp;24480 | &nbsp;&nbsp;&nbsp;&nbsp;24239 |
| <sup>4</sup> | Broadcom Inc. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;2/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;8245 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8213 |
|  | Broadcom Inc. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;7/15/2032 | &nbsp;&nbsp;55023 | &nbsp;&nbsp;&nbsp;&nbsp;55673 |
| <sup>6</sup> | Broadcom Inc. | &nbsp;&nbsp;2.600% | &nbsp;&nbsp;2/15/2033 | &nbsp;&nbsp;31355 | &nbsp;&nbsp;&nbsp;&nbsp;27075 |
| <sup>6</sup> | Broadcom Inc. | &nbsp;&nbsp;3.419% | &nbsp;&nbsp;4/15/2033 | &nbsp;&nbsp;39960 | &nbsp;&nbsp;&nbsp;&nbsp;36395 |
| <sup>6</sup> | Broadcom Inc. | &nbsp;&nbsp;3.187% | &nbsp;&nbsp;11/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;7097 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5905 |
| <sup>6</sup> | Broadcom Inc. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;2/15/2041 | &nbsp;&nbsp;12325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9777 |
|  | Cisco Systems Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;2/26/2031 | &nbsp;&nbsp;28815 | &nbsp;&nbsp;&nbsp;&nbsp;29823 |
|  | Cisco Systems Inc. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;2/26/2034 | &nbsp;&nbsp;34695 | &nbsp;&nbsp;&nbsp;&nbsp;35625 |
|  | Cisco Systems Inc. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;2/26/2054 | &nbsp;&nbsp;10840 | &nbsp;&nbsp;&nbsp;&nbsp;10398 |
| <sup>6</sup> | Constellation Software Inc. | &nbsp;&nbsp;5.158% | &nbsp;&nbsp;2/16/2029 | &nbsp;&nbsp;19494 | &nbsp;&nbsp;&nbsp;&nbsp;19970 |
| <sup>6</sup> | Constellation Software Inc. | &nbsp;&nbsp;5.461% | &nbsp;&nbsp;2/16/2034 | &nbsp;&nbsp;12465 | &nbsp;&nbsp;&nbsp;&nbsp;12726 |
| <sup>6</sup> | Foundry JV Holdco LLC | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;1/25/2030 | &nbsp;&nbsp;27040 | &nbsp;&nbsp;&nbsp;&nbsp;28539 |
| <sup>6</sup> | Foundry JV Holdco LLC | &nbsp;&nbsp;6.150% | &nbsp;&nbsp;1/25/2032 | &nbsp;&nbsp;15655 | &nbsp;&nbsp;&nbsp;&nbsp;16648 |
| <sup>6</sup> | Foundry JV Holdco LLC | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;1/25/2033 | &nbsp;&nbsp;15105 | &nbsp;&nbsp;&nbsp;&nbsp;15836 |
| <sup>6</sup> | Foundry JV Holdco LLC | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;1/25/2035 | &nbsp;&nbsp;60292 | &nbsp;&nbsp;&nbsp;&nbsp;63874 |
| <sup>6</sup> | Foundry JV Holdco LLC | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;1/25/2037 | &nbsp;&nbsp;28810 | &nbsp;&nbsp;&nbsp;&nbsp;30304 |
| <sup>6</sup> | Foundry JV Holdco LLC | &nbsp;&nbsp;6.400% | &nbsp;&nbsp;1/25/2038 | &nbsp;&nbsp;47413 | &nbsp;&nbsp;&nbsp;&nbsp;50546 |
|  | Intel Corp. | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;8/12/2031 | &nbsp;&nbsp;&nbsp;&nbsp;3635 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3148 |
|  | Intel Corp. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;2/10/2043 | &nbsp;&nbsp;38241 | &nbsp;&nbsp;&nbsp;&nbsp;36217 |
|  | Intel Corp. | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;5/19/2046 | &nbsp;&nbsp;45545 | &nbsp;&nbsp;&nbsp;&nbsp;34101 |
|  | Intel Corp. | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;5/11/2047 | &nbsp;&nbsp;25055 | &nbsp;&nbsp;&nbsp;&nbsp;18541 |
|  | Intel Corp. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;11/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;5250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3292 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Intel Corp. | &nbsp;&nbsp;3.050% | &nbsp;&nbsp;8/12/2051 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4565 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2699 |
|  | Intel Corp. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;8/5/2052 | &nbsp;&nbsp;&nbsp;&nbsp;16659 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13545 |
|  | Intel Corp. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;2/10/2053 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4821 |
|  | Intel Corp. | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;2/21/2054 | &nbsp;&nbsp;&nbsp;&nbsp;10835 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9834 |
|  | International Business Machines Corp. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;5/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;99238 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97250 |
|  | International Business Machines Corp. | &nbsp;&nbsp;1.950% | &nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8245 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7447 |
|  | International Business Machines Corp. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;5/15/2039 | &nbsp;&nbsp;&nbsp;&nbsp;18461 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16267 |
|  | International Business Machines Corp. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;5/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;26888 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21486 |
| <sup>4</sup> | International Business Machines Corp. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;2/10/2055 | &nbsp;&nbsp;&nbsp;&nbsp;64628 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63451 |
|  | Intuit Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;9/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;35655 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36939 |
|  | Intuit Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;9/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;23194 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22733 |
|  | J Paul Getty Trust | &nbsp;&nbsp;4.905% | &nbsp;&nbsp;4/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp;18330 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18651 |
|  | KLA Corp. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;7/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;31510 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28514 |
|  | Micron Technology Inc. | &nbsp;&nbsp;4.663% | &nbsp;&nbsp;2/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;17806 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17907 |
|  | Micron Technology Inc. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;11/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;14000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14623 |
|  | Microsoft Corp. | &nbsp;&nbsp;3.450% | &nbsp;&nbsp;8/8/2036 | &nbsp;&nbsp;&nbsp;&nbsp;31097 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28060 |
|  | Microsoft Corp. | &nbsp;&nbsp;2.525% | &nbsp;&nbsp;6/1/2050 | &nbsp;&nbsp;107844 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65880 |
|  | Microsoft Corp. | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;9/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;16363 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9938 |
|  | Microsoft Corp. | &nbsp;&nbsp;2.921% | &nbsp;&nbsp;3/17/2052 | &nbsp;&nbsp;119367 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78247 |
|  | Oracle Corp. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;11/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;48711 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47760 |
|  | Oracle Corp. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;2/3/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7805 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8025 |
|  | Oracle Corp. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;7/8/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9069 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8587 |
|  | Oracle Corp. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;9/27/2034 | &nbsp;&nbsp;&nbsp;&nbsp;50465 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48734 |
|  | Oracle Corp. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;11/15/2037 | &nbsp;&nbsp;&nbsp;&nbsp;17745 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15118 |
|  | Oracle Corp. | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;4/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6657 |
|  | Oracle Corp. | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;3/25/2041 | &nbsp;&nbsp;&nbsp;&nbsp;17902 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14004 |
|  | Oracle Corp. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;7/8/2044 | &nbsp;&nbsp;&nbsp;&nbsp;33877 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28321 |
|  | Oracle Corp. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;5/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp;30313 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23848 |
|  | Oracle Corp. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;7/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2893 |
|  | Oracle Corp. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;3/25/2051 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8892 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6407 |
|  | Oracle Corp. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;8/3/2055 | &nbsp;&nbsp;&nbsp;&nbsp;29200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28459 |
|  | Oracle Corp. | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;3/25/2061 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3777 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2643 |
|  | QUALCOMM Inc. | &nbsp;&nbsp;2.150% | &nbsp;&nbsp;5/20/2030 | &nbsp;&nbsp;&nbsp;&nbsp;29475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27047 |
|  | QUALCOMM Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;5/20/2030 | &nbsp;&nbsp;&nbsp;&nbsp;12495 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12695 |
|  | QUALCOMM Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;5/20/2035 | &nbsp;&nbsp;&nbsp;&nbsp;23510 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23734 |
|  | QUALCOMM Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;5/20/2045 | &nbsp;&nbsp;&nbsp;&nbsp;12860 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11736 |
|  | QUALCOMM Inc. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;5/20/2047 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1255 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1050 |
|  | QUALCOMM Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;5/20/2052 | &nbsp;&nbsp;&nbsp;&nbsp;16672 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13992 |
|  | S&P Global Inc. | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;3/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3693 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3532 |
|  | S&P Global Inc. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;3/1/2052 | &nbsp;&nbsp;&nbsp;&nbsp;33425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24955 |
|  | Synopsys Inc. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;4/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;38755 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39533 |
|  | Synopsys Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;4/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;42325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43162 |
|  | Synopsys Inc. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;4/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;16050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15735 |
| <sup>6</sup> | UL Solutions Inc. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;10/20/2028 | &nbsp;&nbsp;&nbsp;&nbsp;12800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13557 |
|  |  |  |  |  | &nbsp;&nbsp;**1902718** |
| **Utilities (3.2%)** | **Utilities (3.2%)** | **Utilities (3.2%)** | **Utilities (3.2%)** | **Utilities (3.2%)** | **Utilities (3.2%)** |
| <sup>4</sup> | AEP Texas Inc. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;5/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5065 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3820 |
| <sup>4</sup> | AEP Texas Inc. | &nbsp;&nbsp;3.450% | &nbsp;&nbsp;1/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;11200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7565 |
| <sup>4</sup> | AEP Transmission Co. LLC | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;6/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9195 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7699 |
|  | AEP Transmission Co. LLC | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;3/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6460 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6190 |
|  | Alabama Power Co. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;2/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;15000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15877 |
|  | Alabama Power Co. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;4/2/2035 | &nbsp;&nbsp;&nbsp;&nbsp;19530 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19759 |
|  | Alabama Power Co. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;3/1/2039 | &nbsp;&nbsp;&nbsp;&nbsp;21773 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23342 |
|  | Alabama Power Co. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;3/1/2045 | &nbsp;&nbsp;&nbsp;&nbsp;24430 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18981 |
| <sup>4</sup> | Alabama Power Co. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;7/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp;28015 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23266 |
|  | Ameren Illinois Co. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;5/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;22215 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22134 |
|  | Ameren Illinois Co. | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;12/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;54000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56865 |
|  | Ameren Illinois Co. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;12/1/2047 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5045 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3806 |
| <sup>4</sup> | Ameren Missouri Securitization Funding I LLC | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;10/1/2039 | &nbsp;&nbsp;&nbsp;&nbsp;15255 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15225 |
|  | American Water Capital Corp. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;9/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9975 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9770 |
|  | American Water Capital Corp. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;6/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;22115 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22000 |
|  | American Water Capital Corp. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;9/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp;22158 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17795 |
|  | American Water Capital Corp. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;6/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;672 |
|  | American Water Capital Corp. | &nbsp;&nbsp;3.450% | &nbsp;&nbsp;5/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2280 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1602 |
|  | Arizona Public Service Co. | &nbsp;&nbsp;6.350% | &nbsp;&nbsp;12/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6080 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6610 |
|  | Arizona Public Service Co. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;8/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8253 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8550 |
|  | Arizona Public Service Co. | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;8/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;14025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13971 |
|  | Atmos Energy Corp. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;12/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;14100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12684 |
|  | Baltimore Gas & Electric Co. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;9/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4009 |

---

------

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Baltimore Gas & Electric Co. | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;6/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;6549 | &nbsp;&nbsp;&nbsp;&nbsp;4107 |
|  | Berkshire Hathaway Energy Co. | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;4/1/2036 | &nbsp;&nbsp;29775 | &nbsp;&nbsp;32109 |
|  | Berkshire Hathaway Energy Co. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;5/15/2037 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;830 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;882 |
|  | Berkshire Hathaway Energy Co. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;11/15/2043 | &nbsp;&nbsp;10715 | &nbsp;&nbsp;10183 |
|  | Berkshire Hathaway Energy Co. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;10/15/2050 | &nbsp;&nbsp;15865 | &nbsp;&nbsp;12583 |
|  | Berkshire Hathaway Energy Co. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;5/1/2053 | &nbsp;&nbsp;47777 | &nbsp;&nbsp;39699 |
| <sup>6</sup> | Boston Gas Co. | &nbsp;&nbsp;3.150% | &nbsp;&nbsp;8/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;5385 | &nbsp;&nbsp;&nbsp;&nbsp;5275 |
| <sup>6</sup> | Boston Gas Co. | &nbsp;&nbsp;3.001% | &nbsp;&nbsp;8/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;5970 | &nbsp;&nbsp;&nbsp;&nbsp;5698 |
| <sup>6</sup> | Boston Gas Co. | &nbsp;&nbsp;3.757% | &nbsp;&nbsp;3/16/2032 | &nbsp;&nbsp;&nbsp;&nbsp;4225 | &nbsp;&nbsp;&nbsp;&nbsp;3946 |
| <sup>6</sup> | Brooklyn Union Gas Co. | &nbsp;&nbsp;3.407% | &nbsp;&nbsp;3/10/2026 | &nbsp;&nbsp;&nbsp;&nbsp;2685 | &nbsp;&nbsp;&nbsp;&nbsp;2671 |
| <sup>6</sup> | Brooklyn Union Gas Co. | &nbsp;&nbsp;4.273% | &nbsp;&nbsp;3/15/2048 | &nbsp;&nbsp;27737 | &nbsp;&nbsp;21541 |
|  | CenterPoint Energy Houston Electric LLC | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;3/1/2034 | &nbsp;&nbsp;15365 | &nbsp;&nbsp;15629 |
|  | CenterPoint Energy Houston Electric LLC | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;3/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp;8245 | &nbsp;&nbsp;&nbsp;&nbsp;8282 |
|  | CenterPoint Energy Resources Corp. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;3/1/2028 | &nbsp;&nbsp;35850 | &nbsp;&nbsp;36816 |
|  | CenterPoint Energy Resources Corp. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;4/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;8068 | &nbsp;&nbsp;&nbsp;&nbsp;8034 |
|  | CenterPoint Energy Resources Corp. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;3/1/2033 | &nbsp;&nbsp;28139 | &nbsp;&nbsp;28798 |
|  | CenterPoint Energy Resources Corp. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;7/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;6560 | &nbsp;&nbsp;&nbsp;&nbsp;6708 |
|  | Cleco Corporate Holdings LLC | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;9/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;9180 | &nbsp;&nbsp;&nbsp;&nbsp;8591 |
| <sup>4</sup> | Cleco Securitization I LLC | &nbsp;&nbsp;4.646% | &nbsp;&nbsp;9/1/2042 | &nbsp;&nbsp;27070 | &nbsp;&nbsp;25733 |
|  | Commonwealth Edison Co. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;11/15/2045 | &nbsp;&nbsp;13610 | &nbsp;&nbsp;11428 |
|  | Commonwealth Edison Co. | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;6/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp;2165 | &nbsp;&nbsp;&nbsp;&nbsp;1638 |
| <sup>4</sup> | Commonwealth Edison Co. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;8/15/2047 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;7570 |
|  | Commonwealth Edison Co. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;3/1/2048 | &nbsp;&nbsp;13787 | &nbsp;&nbsp;10901 |
| <sup>4</sup> | Commonwealth Edison Co. | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;3/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;3755 | &nbsp;&nbsp;&nbsp;&nbsp;2788 |
|  | Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;3/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp;4900 | &nbsp;&nbsp;&nbsp;&nbsp;4224 |
|  | Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;12/1/2045 | &nbsp;&nbsp;36735 | &nbsp;&nbsp;31477 |
|  | Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;6/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp;2729 | &nbsp;&nbsp;&nbsp;&nbsp;2121 |
| <sup>4</sup> | Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;5/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;4105 | &nbsp;&nbsp;&nbsp;&nbsp;3222 |
| <sup>4</sup> | Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;4/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;1690 | &nbsp;&nbsp;&nbsp;&nbsp;1307 |
|  | Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;12/1/2051 | &nbsp;&nbsp;27865 | &nbsp;&nbsp;18285 |
|  | Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;6.150% | &nbsp;&nbsp;11/15/2052 | &nbsp;&nbsp;12957 | &nbsp;&nbsp;13541 |
|  | Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;12/1/2054 | &nbsp;&nbsp;68575 | &nbsp;&nbsp;57285 |
| <sup>4</sup> | Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;11/15/2057 | &nbsp;&nbsp;&nbsp;&nbsp;9500 | &nbsp;&nbsp;&nbsp;&nbsp;7000 |
|  | Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;5/15/2058 | &nbsp;&nbsp;48966 | &nbsp;&nbsp;39462 |
|  | Dominion Energy Inc. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;5/15/2028 | &nbsp;&nbsp;21520 | &nbsp;&nbsp;21754 |
| <sup>4</sup> | Dominion Energy Inc. | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;4/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;3083 | &nbsp;&nbsp;&nbsp;&nbsp;2959 |
|  | Dominion Energy Inc. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;11/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;7542 | &nbsp;&nbsp;&nbsp;&nbsp;7789 |
| <sup>4</sup> | Dominion Energy Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;8/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;5706 | &nbsp;&nbsp;&nbsp;&nbsp;5776 |
| <sup>4</sup> | Dominion Energy Inc. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;8/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp;5800 | &nbsp;&nbsp;&nbsp;&nbsp;5219 |
| <sup>4</sup> | Dominion Energy Inc. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;3/15/2049 | &nbsp;&nbsp;27385 | &nbsp;&nbsp;22424 |
| <sup>4</sup> | Dominion Energy Inc. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;8/15/2052 | &nbsp;&nbsp;30363 | &nbsp;&nbsp;25582 |
|  | Dominion Energy South Carolina Inc. | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;2/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;4886 | &nbsp;&nbsp;&nbsp;&nbsp;5428 |
|  | Dominion Energy South Carolina Inc. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;1/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;9000 | &nbsp;&nbsp;&nbsp;&nbsp;9417 |
|  | Dominion Energy South Carolina Inc. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;5/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;1438 | &nbsp;&nbsp;&nbsp;&nbsp;1486 |
|  | Dominion Energy South Carolina Inc. | &nbsp;&nbsp;6.050% | &nbsp;&nbsp;1/15/2038 | &nbsp;&nbsp;44155 | &nbsp;&nbsp;47166 |
|  | Dominion Energy South Carolina Inc. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;2/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp;2945 | &nbsp;&nbsp;&nbsp;&nbsp;2923 |
|  | Dominion Energy South Carolina Inc. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;6/1/2065 | &nbsp;&nbsp;29850 | &nbsp;&nbsp;26266 |
|  | DTE Energy Co. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;7/1/2027 | &nbsp;&nbsp;20780 | &nbsp;&nbsp;21050 |
|  | DTE Energy Co. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;4/1/2030 | &nbsp;&nbsp;18065 | &nbsp;&nbsp;18624 |
| <sup>4</sup> | Duke Energy Carolinas LLC | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;12/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;2190 | &nbsp;&nbsp;&nbsp;&nbsp;2309 |
|  | Duke Energy Carolinas LLC | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;1/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;4810 | &nbsp;&nbsp;&nbsp;&nbsp;4916 |
|  | Duke Energy Carolinas LLC | &nbsp;&nbsp;6.100% | &nbsp;&nbsp;6/1/2037 | &nbsp;&nbsp;&nbsp;&nbsp;3404 | &nbsp;&nbsp;&nbsp;&nbsp;3638 |
|  | Duke Energy Carolinas LLC | &nbsp;&nbsp;6.050% | &nbsp;&nbsp;4/15/2038 | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;4289 |
|  | Duke Energy Carolinas LLC | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;12/1/2047 | &nbsp;&nbsp;17085 | &nbsp;&nbsp;12805 |
|  | Duke Energy Carolinas LLC | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;1/15/2053 | &nbsp;&nbsp;52380 | &nbsp;&nbsp;49764 |
|  | Duke Energy Corp. | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;6/15/2029 | &nbsp;&nbsp;12030 | &nbsp;&nbsp;11679 |
|  | Duke Energy Corp. | &nbsp;&nbsp;2.450% | &nbsp;&nbsp;6/1/2030 | &nbsp;&nbsp;14375 | &nbsp;&nbsp;13216 |
|  | Duke Energy Corp. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;8/15/2032 | &nbsp;&nbsp;14050 | &nbsp;&nbsp;13864 |
|  | Duke Energy Corp. | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;6/15/2041 | &nbsp;&nbsp;39505 | &nbsp;&nbsp;29751 |
|  | Duke Energy Corp. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;12/15/2045 | &nbsp;&nbsp;44700 | &nbsp;&nbsp;38785 |
|  | Duke Energy Corp. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;9/1/2046 | &nbsp;&nbsp;22085 | &nbsp;&nbsp;16435 |
|  | Duke Energy Corp. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;6/15/2049 | &nbsp;&nbsp;25820 | &nbsp;&nbsp;19957 |
|  | Duke Energy Corp. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;6/15/2051 | &nbsp;&nbsp;34035 | &nbsp;&nbsp;23209 |
|  | Duke Energy Corp. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;8/15/2052 | &nbsp;&nbsp;43405 | &nbsp;&nbsp;37857 |
|  | Duke Energy Florida LLC | &nbsp;&nbsp;6.350% | &nbsp;&nbsp;9/15/2037 | &nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;8758 |
|  | Duke Energy Florida LLC | &nbsp;&nbsp;6.400% | &nbsp;&nbsp;6/15/2038 | &nbsp;&nbsp;27055 | &nbsp;&nbsp;29957 |
|  | Duke Energy Florida LLC | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;10/1/2046 | &nbsp;&nbsp;&nbsp;&nbsp;6460 | &nbsp;&nbsp;&nbsp;&nbsp;4643 |
|  | Duke Energy Florida LLC | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;11/15/2052 | &nbsp;&nbsp;11250 | &nbsp;&nbsp;11533 |
|  | Duke Energy Progress LLC | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;4/1/2032 | &nbsp;&nbsp;15845 | &nbsp;&nbsp;14908 |
|  | Duke Energy Progress LLC | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;3/15/2035 | &nbsp;&nbsp;43780 | &nbsp;&nbsp;44206 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Duke Energy Progress LLC | &nbsp;&nbsp;6.300% | &nbsp;&nbsp;4/1/2038 | &nbsp;&nbsp;14705 | &nbsp;&nbsp;16088 |
|  | Duke Energy Progress LLC | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;3/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;615 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;511 |
|  | Duke Energy Progress LLC | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;8/15/2045 | &nbsp;&nbsp;40400 | &nbsp;&nbsp;33397 |
|  | Duke Energy Progress LLC | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;8/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;2475 | &nbsp;&nbsp;&nbsp;&nbsp;1440 |
|  | Duke Energy Progress LLC | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;8/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;2450 | &nbsp;&nbsp;&nbsp;&nbsp;1515 |
|  | Duke Energy Progress LLC | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;4/1/2052 | &nbsp;&nbsp;&nbsp;&nbsp;4185 | &nbsp;&nbsp;&nbsp;&nbsp;3196 |
| <sup>4</sup> | Duke Energy Progress NC Storm Funding LLC | &nbsp;&nbsp;2.387% | &nbsp;&nbsp;7/1/2037 | &nbsp;&nbsp;34870 | &nbsp;&nbsp;29283 |
| <sup>6</sup> | East Ohio Gas Co. | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;6/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;8960 | &nbsp;&nbsp;&nbsp;&nbsp;8040 |
| <sup>6</sup> | East Ohio Gas Co. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;6/15/2050 | &nbsp;&nbsp;13050 | &nbsp;&nbsp;&nbsp;&nbsp;8108 |
|  | Emera US Finance LP | &nbsp;&nbsp;3.550% | &nbsp;&nbsp;6/15/2026 | &nbsp;&nbsp;25624 | &nbsp;&nbsp;25410 |
|  | Emera US Finance LP | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;6/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp;5700 | &nbsp;&nbsp;&nbsp;&nbsp;4748 |
|  | Entergy Louisiana LLC | &nbsp;&nbsp;3.120% | &nbsp;&nbsp;9/1/2027 | &nbsp;&nbsp;14935 | &nbsp;&nbsp;14671 |
|  | Evergy Kansas Central Inc. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;9/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp;5062 | &nbsp;&nbsp;&nbsp;&nbsp;3340 |
| <sup>4</sup> | Evergy Metro Inc. | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;6/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;5680 | &nbsp;&nbsp;&nbsp;&nbsp;5195 |
|  | Evergy Metro Inc. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;3/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp;3419 | &nbsp;&nbsp;&nbsp;&nbsp;2719 |
| <sup>4</sup> | Eversource Energy | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;1/15/2028 | &nbsp;&nbsp;12335 | &nbsp;&nbsp;12081 |
|  | Eversource Energy | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;3/1/2028 | &nbsp;&nbsp;24675 | &nbsp;&nbsp;25366 |
|  | Eversource Energy | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;2/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;2623 |
| <sup>4</sup> | Eversource Energy | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;4/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;2182 | &nbsp;&nbsp;&nbsp;&nbsp;2175 |
| <sup>4</sup> | Eversource Energy | &nbsp;&nbsp;1.650% | &nbsp;&nbsp;8/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;2194 |
|  | Eversource Energy | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;3/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;5495 | &nbsp;&nbsp;&nbsp;&nbsp;5044 |
|  | Eversource Energy | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;5/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;1170 | &nbsp;&nbsp;&nbsp;&nbsp;1175 |
|  | Exelon Corp. | &nbsp;&nbsp;3.350% | &nbsp;&nbsp;3/15/2032 | &nbsp;&nbsp;18315 | &nbsp;&nbsp;17012 |
|  | FirstEnergy Corp. | &nbsp;&nbsp;2.650% | &nbsp;&nbsp;3/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;4675 | &nbsp;&nbsp;&nbsp;&nbsp;4337 |
| <sup>4</sup> | FirstEnergy Corp. | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;9/1/2030 | &nbsp;&nbsp;14331 | &nbsp;&nbsp;12870 |
| <sup>4</sup> | FirstEnergy Corp. | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;3/1/2050 | &nbsp;&nbsp;16160 | &nbsp;&nbsp;10846 |
| <sup>6</sup> | FirstEnergy Pennsylvania Electric Co. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;3/30/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;910 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;913 |
| <sup>6</sup> | FirstEnergy Pennsylvania Electric Co. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;4/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;1910 | &nbsp;&nbsp;&nbsp;&nbsp;1955 |
| <sup>6</sup> | FirstEnergy Pennsylvania Electric Co. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;1/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;6572 | &nbsp;&nbsp;&nbsp;&nbsp;6567 |
|  | FirstEnergy Transmission LLC | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;1/15/2035 | &nbsp;&nbsp;15477 | &nbsp;&nbsp;15347 |
|  | Florida Power & Light Co. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;2/1/2035 | &nbsp;&nbsp;50000 | &nbsp;&nbsp;52303 |
|  | Florida Power & Light Co. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;6/1/2035 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;10046 |
|  | Florida Power & Light Co. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;2/1/2037 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;5234 |
|  | Florida Power & Light Co. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;2/1/2038 | &nbsp;&nbsp;21188 | &nbsp;&nbsp;22756 |
|  | Florida Power & Light Co. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;12/1/2047 | &nbsp;&nbsp;13702 | &nbsp;&nbsp;10361 |
|  | Florida Power & Light Co. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;4/1/2053 | &nbsp;&nbsp;17250 | &nbsp;&nbsp;16388 |
|  | Fortis Inc. | &nbsp;&nbsp;3.055% | &nbsp;&nbsp;10/4/2026 | &nbsp;&nbsp;28565 | &nbsp;&nbsp;28135 |
|  | Georgia Power Co. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;3/15/2031 | &nbsp;&nbsp;14715 | &nbsp;&nbsp;15073 |
|  | Georgia Power Co. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;5/15/2032 | &nbsp;&nbsp;29820 | &nbsp;&nbsp;29991 |
|  | Georgia Power Co. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;5/17/2033 | &nbsp;&nbsp;26485 | &nbsp;&nbsp;26817 |
|  | Georgia Power Co. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;3/15/2034 | &nbsp;&nbsp;15025 | &nbsp;&nbsp;15412 |
|  | Georgia Power Co. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;3/15/2035 | &nbsp;&nbsp;30165 | &nbsp;&nbsp;30604 |
|  | Georgia Power Co. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;6/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp;6665 | &nbsp;&nbsp;&nbsp;&nbsp;6776 |
| <sup>4</sup> | Georgia Power Co. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;9/1/2040 | &nbsp;&nbsp;34703 | &nbsp;&nbsp;32575 |
|  | Georgia Power Co. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;3/15/2042 | &nbsp;&nbsp;14834 | &nbsp;&nbsp;12815 |
|  | Georgia Power Co. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;5/15/2052 | &nbsp;&nbsp;19840 | &nbsp;&nbsp;18397 |
|  | Indiana Michigan Power Co. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;8/15/2048 | &nbsp;&nbsp;14980 | &nbsp;&nbsp;11856 |
|  | Jersey Central Power & Light Co. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;1/15/2035 | &nbsp;&nbsp;35095 | &nbsp;&nbsp;35156 |
|  | Johnsonville Aeroderivative Combustion Turbine Generation LLC | &nbsp;&nbsp;5.078% | &nbsp;&nbsp;10/1/2054 | &nbsp;&nbsp;20865 | &nbsp;&nbsp;19710 |
| <sup>6</sup> | KeySpan Gas East Corp. | &nbsp;&nbsp;2.742% | &nbsp;&nbsp;8/15/2026 | &nbsp;&nbsp;25345 | &nbsp;&nbsp;24896 |
| <sup>6</sup> | Massachusetts Electric Co. | &nbsp;&nbsp;1.729% | &nbsp;&nbsp;11/24/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;990 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;860 |
| <sup>6</sup> | Massachusetts Electric Co. | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;11/15/2039 | &nbsp;&nbsp;21565 | &nbsp;&nbsp;22223 |
|  | MidAmerican Energy Co. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;10/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp;1050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;898 |
|  | MidAmerican Energy Co. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;5/1/2046 | &nbsp;&nbsp;&nbsp;&nbsp;5485 | &nbsp;&nbsp;&nbsp;&nbsp;4547 |
|  | MidAmerican Energy Co. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;7/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;6595 | &nbsp;&nbsp;&nbsp;&nbsp;5335 |
|  | MidAmerican Energy Co. | &nbsp;&nbsp;3.150% | &nbsp;&nbsp;4/15/2050 | &nbsp;&nbsp;38026 | &nbsp;&nbsp;25423 |
| <sup>6</sup> | Mid-Atlantic Interstate Transmission LLC | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;5/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;3170 | &nbsp;&nbsp;&nbsp;&nbsp;3158 |
| <sup>4</sup> | Mississippi Power Co. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;3/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp;7024 | &nbsp;&nbsp;&nbsp;&nbsp;6020 |
| <sup>6</sup> | Monongahela Power Co. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;12/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp;4570 | &nbsp;&nbsp;&nbsp;&nbsp;4447 |
| <sup>4</sup> | Nevada Power Co. | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;8/1/2050 | &nbsp;&nbsp;15345 | &nbsp;&nbsp;&nbsp;&nbsp;9739 |
| <sup>6</sup> | Niagara Mohawk Power Corp. | &nbsp;&nbsp;4.278% | &nbsp;&nbsp;12/15/2028 | &nbsp;&nbsp;38470 | &nbsp;&nbsp;38441 |
| <sup>6</sup> | Niagara Mohawk Power Corp. | &nbsp;&nbsp;4.647% | &nbsp;&nbsp;10/3/2030 | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;2511 |
| <sup>6</sup> | Niagara Mohawk Power Corp. | &nbsp;&nbsp;3.025% | &nbsp;&nbsp;6/27/2050 | &nbsp;&nbsp;14840 | &nbsp;&nbsp;&nbsp;&nbsp;9232 |
|  | NiSource Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;3/30/2028 | &nbsp;&nbsp;19368 | &nbsp;&nbsp;19885 |
|  | NiSource Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;7/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;7275 | &nbsp;&nbsp;&nbsp;&nbsp;7505 |
|  | NiSource Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;2/15/2043 | &nbsp;&nbsp;22833 | &nbsp;&nbsp;21435 |
|  | NiSource Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;2/15/2044 | &nbsp;&nbsp;12750 | &nbsp;&nbsp;11305 |
|  | NiSource Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;6/15/2052 | &nbsp;&nbsp;19985 | &nbsp;&nbsp;17489 |
|  | Northern States Power Co. | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;4/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;4940 | &nbsp;&nbsp;&nbsp;&nbsp;4487 |
|  | Northern States Power Co. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;6/1/2036 | &nbsp;&nbsp;41755 | &nbsp;&nbsp;45955 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| <sup>6</sup> | Oglethorpe Power Corp. | &nbsp;&nbsp;6.191% | &nbsp;&nbsp;1/1/2031 | &nbsp;&nbsp;27424 | &nbsp;&nbsp;28649 |
|  | Oglethorpe Power Corp. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;11/1/2039 | &nbsp;&nbsp;&nbsp;&nbsp;6075 | &nbsp;&nbsp;&nbsp;&nbsp;6270 |
|  | Oglethorpe Power Corp. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;6/1/2044 | &nbsp;&nbsp;&nbsp;&nbsp;1825 | &nbsp;&nbsp;&nbsp;&nbsp;1527 |
|  | Oglethorpe Power Corp. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;4/1/2046 | &nbsp;&nbsp;19060 | &nbsp;&nbsp;14824 |
|  | Oglethorpe Power Corp. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;4/1/2047 | &nbsp;&nbsp;&nbsp;&nbsp;4095 | &nbsp;&nbsp;&nbsp;&nbsp;3370 |
|  | Oglethorpe Power Corp. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;10/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp;4690 | &nbsp;&nbsp;&nbsp;&nbsp;4175 |
|  | Oglethorpe Power Corp. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;6/1/2054 | &nbsp;&nbsp;&nbsp;&nbsp;5525 | &nbsp;&nbsp;&nbsp;&nbsp;5324 |
| <sup>6</sup> | Ohio Edison Co. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;12/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;6710 | &nbsp;&nbsp;&nbsp;&nbsp;6851 |
|  | Oncor Electric Delivery Co. LLC | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;6/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;4425 | &nbsp;&nbsp;&nbsp;&nbsp;4290 |
|  | Oncor Electric Delivery Co. LLC | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;9/15/2032 | &nbsp;&nbsp;19394 | &nbsp;&nbsp;19275 |
|  | Oncor Electric Delivery Co. LLC | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;11/15/2033 | &nbsp;&nbsp;37160 | &nbsp;&nbsp;39332 |
|  | Oncor Electric Delivery Co. LLC | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;12/1/2041 | &nbsp;&nbsp;10735 | &nbsp;&nbsp;&nbsp;&nbsp;9533 |
|  | Oncor Electric Delivery Co. LLC | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;11/15/2051 | &nbsp;&nbsp;23120 | &nbsp;&nbsp;13627 |
|  | Oncor Electric Delivery Co. LLC | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;6/1/2052 | &nbsp;&nbsp;26115 | &nbsp;&nbsp;21551 |
|  | Oncor Electric Delivery Co. LLC | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;9/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;3788 | &nbsp;&nbsp;&nbsp;&nbsp;3363 |
|  | Pacific Gas & Electric Co. | &nbsp;&nbsp;6.950% | &nbsp;&nbsp;3/15/2034 | &nbsp;&nbsp;22565 | &nbsp;&nbsp;24705 |
|  | Pacific Gas & Electric Co. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;5/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;5110 | &nbsp;&nbsp;&nbsp;&nbsp;5221 |
|  | Pacific Gas & Electric Co. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;7/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;6749 | &nbsp;&nbsp;&nbsp;&nbsp;5585 |
|  | PECO Energy Co. | &nbsp;&nbsp;2.850% | &nbsp;&nbsp;9/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;4970 |
|  | PECO Energy Co. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;5/15/2052 | &nbsp;&nbsp;12845 | &nbsp;&nbsp;11021 |
| <sup>4</sup> | PG&E Energy Recovery Funding LLC | &nbsp;&nbsp;2.280% | &nbsp;&nbsp;1/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;3775 | &nbsp;&nbsp;&nbsp;&nbsp;3067 |
| <sup>4</sup> | PG&E Energy Recovery Funding LLC | &nbsp;&nbsp;2.822% | &nbsp;&nbsp;7/15/2046 | &nbsp;&nbsp;16989 | &nbsp;&nbsp;12151 |
| <sup>4</sup> | PG&E Wildfire Recovery Funding LLC | &nbsp;&nbsp;4.451% | &nbsp;&nbsp;12/1/2047 | &nbsp;&nbsp;12150 | &nbsp;&nbsp;10592 |
| <sup>4</sup> | PG&E Wildfire Recovery Funding LLC | &nbsp;&nbsp;5.212% | &nbsp;&nbsp;12/1/2047 | &nbsp;&nbsp;25815 | &nbsp;&nbsp;24507 |
| <sup>4</sup> | PG&E Wildfire Recovery Funding LLC | &nbsp;&nbsp;5.099% | &nbsp;&nbsp;6/1/2052 | &nbsp;&nbsp;23500 | &nbsp;&nbsp;21501 |
|  | Piedmont Natural Gas Co. Inc. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;5/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;9130 | &nbsp;&nbsp;&nbsp;&nbsp;8025 |
|  | Potomac Electric Power Co. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;11/15/2037 | &nbsp;&nbsp;25000 | &nbsp;&nbsp;27893 |
|  | Public Service Co. of New Hampshire | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;10/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;6460 | &nbsp;&nbsp;&nbsp;&nbsp;6741 |
|  | Public Service Co. of Oklahoma | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;1/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;9700 | &nbsp;&nbsp;&nbsp;&nbsp;9727 |
|  | Public Service Co. of Oklahoma | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;1/15/2036 | &nbsp;&nbsp;42660 | &nbsp;&nbsp;43169 |
| <sup>4</sup> | Public Service Electric & Gas Co. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;3/1/2035 | &nbsp;&nbsp;25502 | &nbsp;&nbsp;25845 |
| <sup>4</sup> | Public Service Electric & Gas Co. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;3/1/2055 | &nbsp;&nbsp;17167 | &nbsp;&nbsp;16805 |
|  | Public Service Enterprise Group Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;4/1/2029 | &nbsp;&nbsp;17595 | &nbsp;&nbsp;18153 |
|  | Public Service Enterprise Group Inc. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;4/1/2034 | &nbsp;&nbsp;11295 | &nbsp;&nbsp;11609 |
|  | Public Service Enterprise Group Inc. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;3/15/2035 | &nbsp;&nbsp;23120 | &nbsp;&nbsp;23581 |
| <sup>4</sup> | San Diego Gas & Electric Co. | &nbsp;&nbsp;1.700% | &nbsp;&nbsp;10/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;4940 | &nbsp;&nbsp;&nbsp;&nbsp;4354 |
| <sup>4</sup> | San Diego Gas & Electric Co. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;6/1/2047 | &nbsp;&nbsp;&nbsp;&nbsp;5390 | &nbsp;&nbsp;&nbsp;&nbsp;4025 |
|  | San Diego Gas & Electric Co. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;5/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp;5940 | &nbsp;&nbsp;&nbsp;&nbsp;4703 |
| <sup>4</sup> | San Diego Gas & Electric Co. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;8/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;714 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;449 |
|  | San Diego Gas & Electric Co. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;3/15/2052 | &nbsp;&nbsp;29320 | &nbsp;&nbsp;20876 |
|  | San Diego Gas & Electric Co. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;4/1/2053 | &nbsp;&nbsp;34130 | &nbsp;&nbsp;31781 |
| <sup>4</sup> | SCE Recovery Funding LLC | &nbsp;&nbsp;0.861% | &nbsp;&nbsp;11/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;6389 | &nbsp;&nbsp;&nbsp;&nbsp;5730 |
| <sup>4</sup> | SCE Recovery Funding LLC | &nbsp;&nbsp;1.942% | &nbsp;&nbsp;5/15/2038 | &nbsp;&nbsp;&nbsp;&nbsp;3655 | &nbsp;&nbsp;&nbsp;&nbsp;2811 |
| <sup>4</sup> | SCE Recovery Funding LLC | &nbsp;&nbsp;2.510% | &nbsp;&nbsp;11/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp;3310 | &nbsp;&nbsp;&nbsp;&nbsp;2219 |
|  | Sempra | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;6/15/2027 | &nbsp;&nbsp;80765 | &nbsp;&nbsp;79344 |
|  | Sempra | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;4/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;2295 | &nbsp;&nbsp;&nbsp;&nbsp;2249 |
|  | Sempra | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;10/15/2039 | &nbsp;&nbsp;14800 | &nbsp;&nbsp;15133 |
|  | Southern California Edison Co. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;6/1/2029 | &nbsp;&nbsp;32950 | &nbsp;&nbsp;33658 |
|  | Southern California Edison Co. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;6/1/2031 | &nbsp;&nbsp;21160 | &nbsp;&nbsp;21890 |
|  | Southern California Edison Co. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;1/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;7695 | &nbsp;&nbsp;&nbsp;&nbsp;7999 |
|  | Southern California Edison Co. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;3/1/2035 | &nbsp;&nbsp;27530 | &nbsp;&nbsp;27704 |
| <sup>4</sup> | Southern California Edison Co. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;7/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;4320 | &nbsp;&nbsp;&nbsp;&nbsp;4316 |
| <sup>4</sup> | Southern California Edison Co. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;1/15/2037 | &nbsp;&nbsp;50475 | &nbsp;&nbsp;50083 |
| <sup>4</sup> | Southern California Edison Co. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;2/1/2038 | &nbsp;&nbsp;40000 | &nbsp;&nbsp;40893 |
|  | Southern California Edison Co. | &nbsp;&nbsp;6.050% | &nbsp;&nbsp;3/15/2039 | &nbsp;&nbsp;&nbsp;&nbsp;1980 | &nbsp;&nbsp;&nbsp;&nbsp;2034 |
|  | Southern California Edison Co. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;10/1/2043 | &nbsp;&nbsp;&nbsp;&nbsp;3255 | &nbsp;&nbsp;&nbsp;&nbsp;2740 |
|  | Southern California Edison Co. | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;2/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;5405 | &nbsp;&nbsp;&nbsp;&nbsp;3717 |
|  | Southern California Edison Co. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;3/1/2053 | &nbsp;&nbsp;&nbsp;&nbsp;3452 | &nbsp;&nbsp;&nbsp;&nbsp;3186 |
|  | Southern California Edison Co. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;12/1/2053 | &nbsp;&nbsp;&nbsp;&nbsp;9878 | &nbsp;&nbsp;&nbsp;&nbsp;9392 |
|  | Southern California Edison Co. | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;9/15/2055 | &nbsp;&nbsp;26338 | &nbsp;&nbsp;26139 |
|  | Southern California Gas Co. | &nbsp;&nbsp;6.350% | &nbsp;&nbsp;11/15/2052 | &nbsp;&nbsp;17580 | &nbsp;&nbsp;18706 |
|  | Southern Co. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;7/1/2026 | &nbsp;&nbsp;30885 | &nbsp;&nbsp;30611 |
|  | Southern Co. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;7/1/2046 | &nbsp;&nbsp;67042 | &nbsp;&nbsp;55764 |
|  | Southern Co. Gas Capital Corp. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;9/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;6670 | &nbsp;&nbsp;&nbsp;&nbsp;7025 |
|  | Southwest Gas Corp. | &nbsp;&nbsp;2.200% | &nbsp;&nbsp;6/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;6310 | &nbsp;&nbsp;&nbsp;&nbsp;5708 |
|  | Southwestern Electric Power Co. | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;3/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp;9800 | &nbsp;&nbsp;10221 |
|  | Southwestern Public Service Co. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;8/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp;3756 | &nbsp;&nbsp;&nbsp;&nbsp;2739 |
|  | Tampa Electric Co. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;3/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;8065 | &nbsp;&nbsp;&nbsp;&nbsp;8249 |
| <sup>6</sup> | Texas Electric Market Stabilization Funding N LLC | &nbsp;&nbsp;4.966% | &nbsp;&nbsp;2/1/2042 | &nbsp;&nbsp;39235 | &nbsp;&nbsp;38417 |
| <sup>6</sup> | Texas Electric Market Stabilization Funding N LLC | &nbsp;&nbsp;5.057% | &nbsp;&nbsp;8/1/2046 | &nbsp;&nbsp;18860 | &nbsp;&nbsp;17552 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| <sup>6</sup> | Texas Electric Market Stabilization Funding N LLC | &nbsp;&nbsp;5.167% | &nbsp;&nbsp;2/1/2050 | &nbsp;&nbsp;17640 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16636 |
| <sup>6</sup> | Trans-Allegheny Interstate Line Co. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;9125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9346 |
|  | Tucson Electric Power Co. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;4/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;6825 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6399 |
|  | Tucson Electric Power Co. | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;4/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;6740 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6653 |
|  | Union Electric Co. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;4/1/2048 | &nbsp;&nbsp;14316 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11255 |
|  | Union Electric Co. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;4/1/2052 | &nbsp;&nbsp;&nbsp;&nbsp;8575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6466 |
|  | Union Electric Co. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;3/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;8045 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7685 |
| <sup>4</sup> | Virginia Electric & Power Co. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;3/15/2027 | &nbsp;&nbsp;16025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15899 |
|  | Virginia Electric & Power Co. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;3/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;6565 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6621 |
| <sup>4</sup> | Virginia Electric & Power Co. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;5/15/2037 | &nbsp;&nbsp;&nbsp;&nbsp;1740 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1850 |
|  | Virginia Electric & Power Co. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;3/15/2055 | &nbsp;&nbsp;17575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17244 |
|  | Wisconsin Electric Power Co. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;12/1/2036 | &nbsp;&nbsp;17280 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18548 |
|  | Wisconsin Public Service Corp. | &nbsp;&nbsp;6.080% | &nbsp;&nbsp;12/1/2028 | &nbsp;&nbsp;45000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46930 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**3667208** |
| **Total Corporate Bonds (Cost $27,187,174)** | **Total Corporate Bonds (Cost $27,187,174)** | **Total Corporate Bonds (Cost $27,187,174)** | **Total Corporate Bonds (Cost $27,187,174)** | **Total Corporate Bonds (Cost $27,187,174)** | **25919770** |
| **Sovereign Bonds (0.6%)** | **Sovereign Bonds (0.6%)** | **Sovereign Bonds (0.6%)** | **Sovereign Bonds (0.6%)** | **Sovereign Bonds (0.6%)** | **Sovereign Bonds (0.6%)** |
| <sup>4,6</sup> | Bermuda | &nbsp;&nbsp;2.375% | &nbsp;&nbsp;8/20/2030 | &nbsp;&nbsp;18130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16347 |
| <sup>4,6</sup> | Bermuda | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;8/20/2050 | &nbsp;&nbsp;&nbsp;&nbsp;6835 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4672 |
| <sup>4,6</sup> | Corp. Nacional del Cobre de Chile | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;1/30/2050 | &nbsp;&nbsp;20705 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14054 |
|  | Equinor ASA | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;4/6/2030 | &nbsp;&nbsp;53605 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51393 |
|  | Equinor ASA | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;6/3/2035 | &nbsp;&nbsp;73102 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74487 |
| <sup>4,6</sup> | Kingdom of Saudi Arabia | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;1/13/2031 | &nbsp;&nbsp;25595 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26770 |
| <sup>4,6</sup> | Kingdom of Saudi Arabia | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;1/16/2054 | &nbsp;&nbsp;23848 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23083 |
| <sup>4,6</sup> | NBN Co. Ltd. | &nbsp;&nbsp;1.625% | &nbsp;&nbsp;1/8/2027 | &nbsp;&nbsp;26265 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25412 |
| <sup>4,6</sup> | NBN Co. Ltd. | &nbsp;&nbsp;2.625% | &nbsp;&nbsp;5/5/2031 | &nbsp;&nbsp;37954 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34641 |
| <sup>4,6</sup> | NBN Co. Ltd. | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;1/8/2032 | &nbsp;&nbsp;77087 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67975 |
| <sup>6</sup> | OMERS Finance Trust | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;4/20/2028 | &nbsp;&nbsp;18090 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18166 |
| <sup>4,6</sup> | Qatar Energy | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;7/12/2031 | &nbsp;&nbsp;31765 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28210 |
| <sup>4,6</sup> | Qatar Energy | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;7/12/2041 | &nbsp;&nbsp;23200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17423 |
| <sup>4</sup> | Republic of Chile | &nbsp;&nbsp;2.550% | &nbsp;&nbsp;7/27/2033 | &nbsp;&nbsp;36780 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31369 |
| <sup>4</sup> | Republic of Chile | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;1/31/2034 | &nbsp;&nbsp;20300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18415 |
|  | Republic of Chile | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;4/15/2053 | &nbsp;&nbsp;20175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14000 |
| <sup>4,6</sup> | Saudi Arabian Oil Co. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;6/2/2035 | &nbsp;&nbsp;33170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34123 |
| <sup>4,6</sup> | Saudi Arabian Oil Co. | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;6/2/2055 | &nbsp;&nbsp;26705 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27527 |
|  | State of Israel | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;3/12/2029 | &nbsp;&nbsp;36740 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37600 |
|  | State of Israel | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;3/12/2034 | &nbsp;&nbsp;17400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17709 |
|  | State of Israel | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;3/12/2054 | &nbsp;&nbsp;58355 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53914 |
| <sup>4,6</sup> | State of Qatar | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;4/16/2050 | &nbsp;&nbsp;14035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11992 |
| <sup>4,6</sup> | UAE International Government Bond | &nbsp;&nbsp;4.951% | &nbsp;&nbsp;7/7/2052 | &nbsp;&nbsp;13725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12860 |
| <sup>4</sup> | United Mexican States | &nbsp;&nbsp;6.338% | &nbsp;&nbsp;5/4/2053 | &nbsp;&nbsp;13472 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12460 |
| <sup>4</sup> | United Mexican States | &nbsp;&nbsp;6.400% | &nbsp;&nbsp;5/7/2054 | &nbsp;&nbsp;18655 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17316 |
| **Total Sovereign Bonds (Cost $739,984)** | **Total Sovereign Bonds (Cost $739,984)** | **Total Sovereign Bonds (Cost $739,984)** | **Total Sovereign Bonds (Cost $739,984)** | **Total Sovereign Bonds (Cost $739,984)** | &nbsp;&nbsp;&nbsp;&nbsp;**691918** |
| **Taxable Municipal Bonds (1.3%)** | **Taxable Municipal Bonds (1.3%)** | **Taxable Municipal Bonds (1.3%)** | **Taxable Municipal Bonds (1.3%)** | **Taxable Municipal Bonds (1.3%)** | **Taxable Municipal Bonds (1.3%)** |
|  | Alabama Federal Aid Highway Finance Authority SO Revenue | &nbsp;&nbsp;2.650% | &nbsp;&nbsp;9/1/2037 | &nbsp;&nbsp;&nbsp;&nbsp;1510 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1230 |
|  | Bay Area Toll Authority California Toll Bridge Revenue (San Francisco Bay Area) | &nbsp;&nbsp;6.918% | &nbsp;&nbsp;4/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp;9605 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10734 |
|  | Bay Area Toll Authority California Toll Bridge Revenue (San Francisco Bay Area) | &nbsp;&nbsp;6.263% | &nbsp;&nbsp;4/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp;1965 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2039 |
|  | Bay Area Toll Authority California Toll Bridge Revenue (San Francisco Bay Area) | &nbsp;&nbsp;7.043% | &nbsp;&nbsp;4/1/2050 | &nbsp;&nbsp;26165 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29471 |
|  | Broward County FL Airport System Revenue | &nbsp;&nbsp;3.477% | &nbsp;&nbsp;10/1/2043 | &nbsp;&nbsp;10370 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8428 |
|  | California GO | &nbsp;&nbsp;7.550% | &nbsp;&nbsp;4/1/2039 | &nbsp;&nbsp;12375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14839 |
|  | California GO | &nbsp;&nbsp;7.300% | &nbsp;&nbsp;10/1/2039 | &nbsp;&nbsp;48825 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56367 |
|  | California GO | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;10/1/2041 | &nbsp;&nbsp;29515 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30626 |
|  | California Health Facilities Financing Authority Revenue | &nbsp;&nbsp;4.190% | &nbsp;&nbsp;6/1/2037 | &nbsp;&nbsp;&nbsp;&nbsp;4380 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4120 |
|  | California State University Systemwide Revenue | &nbsp;&nbsp;2.719% | &nbsp;&nbsp;11/1/2052 | &nbsp;&nbsp;12090 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7845 |
|  | California State University Systemwide Revenue | &nbsp;&nbsp;2.939% | &nbsp;&nbsp;11/1/2052 | &nbsp;&nbsp;15225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10308 |
|  | Chicago IL Transit Authority Sales & Transfer Tax Receipts Revenue | &nbsp;&nbsp;6.899% | &nbsp;&nbsp;12/1/2040 | &nbsp;&nbsp;30930 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34373 |
|  | Chicago IL Transit Authority Sales & Transfer Tax Receipts Revenue | &nbsp;&nbsp;6.899% | &nbsp;&nbsp;12/1/2040 | &nbsp;&nbsp;52817 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58696 |
|  | Chicago IL Transit Authority Sales Tax Receipts Revenue | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;12/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp;2260 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2339 |
|  | Dallas-Fort Worth TX International Airport Revenue | &nbsp;&nbsp;3.089% | &nbsp;&nbsp;11/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp;7405 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5941 |
|  | Dallas-Fort Worth TX International Airport Revenue | &nbsp;&nbsp;2.843% | &nbsp;&nbsp;11/1/2046 | &nbsp;&nbsp;18860 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13401 |
|  | Dallas-Fort Worth TX International Airport Revenue | &nbsp;&nbsp;4.087% | &nbsp;&nbsp;11/1/2051 | &nbsp;&nbsp;&nbsp;&nbsp;2695 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2168 |
|  | Dallas-Fort Worth TX International Airport Revenue | &nbsp;&nbsp;4.507% | &nbsp;&nbsp;11/1/2051 | &nbsp;&nbsp;&nbsp;&nbsp;7635 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6516 |
|  | Florida State Board of Administration Finance Corp. Revenue | &nbsp;&nbsp;1.705% | &nbsp;&nbsp;7/1/2027 | &nbsp;&nbsp;29555 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28386 |
| <sup>8</sup> | Foothill-Eastern Transportation Corridor Agency CA Toll Road Revenue | &nbsp;&nbsp;3.924% | &nbsp;&nbsp;1/15/2053 | &nbsp;&nbsp;11545 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8612 |
|  | Georgia Municipal Electric Power Authority Revenue | &nbsp;&nbsp;6.637% | &nbsp;&nbsp;4/1/2057 | &nbsp;&nbsp;67210 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71661 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Golden State Tobacco Securitization Corp. California Revenue | &nbsp;&nbsp;2.746% | &nbsp;&nbsp;6/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2430 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2135 |
|  | Golden State Tobacco Securitization Corp. California Revenue | &nbsp;&nbsp;3.293% | &nbsp;&nbsp;6/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4645 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3531 |
|  | Golden State Tobacco Securitization Corp. California Revenue | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;6/1/2046 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6301 |
|  | Grand Parkway Transportation Corp. Texas System Toll Revenue | &nbsp;&nbsp;5.184% | &nbsp;&nbsp;10/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5645 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5602 |
|  | Grand Parkway Transportation Corp. Texas System Toll Revenue | &nbsp;&nbsp;3.236% | &nbsp;&nbsp;10/1/2052 | &nbsp;&nbsp;&nbsp;&nbsp;28900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19516 |
|  | Houston TX GO | &nbsp;&nbsp;6.290% | &nbsp;&nbsp;3/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;11310 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12073 |
|  | Illinois GO | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;6/1/2033 | &nbsp;&nbsp;190499 | &nbsp;&nbsp;&nbsp;&nbsp;192719 |
|  | Illinois Toll Highway Authority Revenue | &nbsp;&nbsp;6.184% | &nbsp;&nbsp;1/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;29200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31106 |
|  | JobsOhio Beverage System OH Statewide Liquor Profits Revenue | &nbsp;&nbsp;4.433% | &nbsp;&nbsp;1/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;10120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10173 |
|  | JobsOhio Beverage System OH Statewide Liquor Profits Revenue | &nbsp;&nbsp;2.833% | &nbsp;&nbsp;1/1/2038 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5480 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4532 |
|  | Kansas Development Finance Authority Revenue | &nbsp;&nbsp;4.927% | &nbsp;&nbsp;4/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7745 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7397 |
| <sup>9</sup> | Kansas Development Finance Authority Revenue | &nbsp;&nbsp;2.774% | &nbsp;&nbsp;5/1/2051 | &nbsp;&nbsp;&nbsp;&nbsp;15140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10346 |
| <sup>8</sup> | Kansas Development Finance Authority Revenue (Employees Retirement System) | &nbsp;&nbsp;5.501% | &nbsp;&nbsp;5/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52301 |
|  | Louisiana Local Government Environmental Facilities & Community Development Authority System Restoration Taxable Bonds Revenue | &nbsp;&nbsp;5.198% | &nbsp;&nbsp;12/1/2039 | &nbsp;&nbsp;&nbsp;&nbsp;21505 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21792 |
|  | Louisville & Jefferson County KY Metropolitan Sewer District Sewer & Drainage System Revenue | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;5/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp;19000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19706 |
|  | Maryland Economic Development Corp. Revenue (Prince George's County Public Schools) | &nbsp;&nbsp;5.433% | &nbsp;&nbsp;5/31/2056 | &nbsp;&nbsp;&nbsp;&nbsp;12445 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11751 |
|  | Massachusetts School Building Authority Dedicated Sales Tax Revenue | &nbsp;&nbsp;1.753% | &nbsp;&nbsp;8/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;27675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25273 |
|  | Massachusetts School Building Authority Dedicated Sales Tax Revenue | &nbsp;&nbsp;5.715% | &nbsp;&nbsp;8/15/2039 | &nbsp;&nbsp;&nbsp;&nbsp;22105 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22908 |
|  | Massachusetts School Building Authority Dedicated Sales Tax Revenue | &nbsp;&nbsp;3.395% | &nbsp;&nbsp;10/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp;16520 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14121 |
|  | Massachusetts School Building Authority Dedicated Sales Tax Revenue | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;5/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp;21350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16246 |
|  | Massachusetts SO Revenue | &nbsp;&nbsp;4.110% | &nbsp;&nbsp;7/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3905 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3907 |
|  | Michigan Finance Authority Revenue (Trinity Health Credit Group) | &nbsp;&nbsp;3.084% | &nbsp;&nbsp;12/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;11320 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10316 |
|  | New Jersey Turnpike Authority Revenue | &nbsp;&nbsp;7.414% | &nbsp;&nbsp;1/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp;30285 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36361 |
|  | New York City NY GO | &nbsp;&nbsp;4.610% | &nbsp;&nbsp;9/1/2037 | &nbsp;&nbsp;&nbsp;&nbsp;29690 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28743 |
|  | New York City NY GO | &nbsp;&nbsp;5.094% | &nbsp;&nbsp;10/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp;19215 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18124 |
|  | New York City NY GO | &nbsp;&nbsp;5.114% | &nbsp;&nbsp;10/1/2054 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9070 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8477 |
|  | New York City NY GO | &nbsp;&nbsp;5.935% | &nbsp;&nbsp;2/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4840 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4897 |
|  | New York Metropolitan Transportation Authority Revenue (Build America Bonds) | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;11/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;960 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;970 |
|  | New York Metropolitan Transportation Authority Revenue (Build America Bonds) | &nbsp;&nbsp;6.814% | &nbsp;&nbsp;11/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp;17390 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18900 |
|  | New York Metropolitan Transportation Authority Revenue (Dedicated Tax Fund) | &nbsp;&nbsp;7.336% | &nbsp;&nbsp;11/15/2039 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9530 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11181 |
|  | New York Metropolitan Transportation Authority Revenue (Green Bond) | &nbsp;&nbsp;5.175% | &nbsp;&nbsp;11/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2160 |
|  | North Texas Tollway Authority System Revenue | &nbsp;&nbsp;6.718% | &nbsp;&nbsp;1/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp;11035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12096 |
| <sup>8</sup> | Oregon School Boards Association GO | &nbsp;&nbsp;5.528% | &nbsp;&nbsp;6/30/2028 | &nbsp;&nbsp;&nbsp;&nbsp;26106 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26747 |
| <sup>9</sup> | Oregon State University General Revenue | &nbsp;&nbsp;3.424% | &nbsp;&nbsp;3/1/2060 | &nbsp;&nbsp;&nbsp;&nbsp;28000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19065 |
| <sup>10</sup> | Philadelphia PA Authority for Industrial Development Revenue | &nbsp;&nbsp;6.550% | &nbsp;&nbsp;10/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;66810 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71076 |
|  | Port Authority of New York & New Jersey Revenue | &nbsp;&nbsp;5.647% | &nbsp;&nbsp;11/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42 |
|  | Port Authority of New York & New Jersey Revenue | &nbsp;&nbsp;5.072% | &nbsp;&nbsp;7/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;34900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32537 |
|  | Port Authority of New York & New Jersey Revenue | &nbsp;&nbsp;4.458% | &nbsp;&nbsp;10/1/2062 | &nbsp;&nbsp;&nbsp;&nbsp;44055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36739 |
|  | Port Authority of New York & New Jersey Revenue | &nbsp;&nbsp;4.810% | &nbsp;&nbsp;10/15/2065 | &nbsp;&nbsp;&nbsp;&nbsp;21985 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19601 |
|  | Riverside CA Pension Obligation Bonds Revenue | &nbsp;&nbsp;3.857% | &nbsp;&nbsp;6/1/2045 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7417 |
|  | Riverside County CA Pension Obligation Bonds Revenue | &nbsp;&nbsp;3.818% | &nbsp;&nbsp;2/15/2038 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9585 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8907 |
|  | Rutgers State University New Jersey Revenue | &nbsp;&nbsp;3.270% | &nbsp;&nbsp;5/1/2043 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9510 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7560 |
|  | Sales Tax Securitization Corp. Illinois Revenue | &nbsp;&nbsp;3.238% | &nbsp;&nbsp;1/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp;34905 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28327 |
|  | Texas Natural Gas Securitization Finance Corp. Revenue (Winter Storm Uri) | &nbsp;&nbsp;5.102% | &nbsp;&nbsp;4/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp;12031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12362 |
|  | Texas Natural Gas Securitization Finance Corp. Revenue (Winter Storm Uri) | &nbsp;&nbsp;5.169% | &nbsp;&nbsp;4/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp;10694 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10916 |
|  | University of California Regents Medical Center Pooled Revenue | &nbsp;&nbsp;4.132% | &nbsp;&nbsp;5/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;17265 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17060 |
|  | University of California Regents Medical Center Pooled Revenue | &nbsp;&nbsp;6.548% | &nbsp;&nbsp;5/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9465 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10054 |
|  | University of California Regents Medical Center Pooled Revenue | &nbsp;&nbsp;6.583% | &nbsp;&nbsp;5/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;15150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16080 |
|  | University of California Regents Medical Center Pooled Revenue | &nbsp;&nbsp;3.006% | &nbsp;&nbsp;5/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;15445 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9849 |
|  | University of California Regents Medical Center Pooled Revenue | &nbsp;&nbsp;4.563% | &nbsp;&nbsp;5/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;46830 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39314 |
|  | University of California Regents Medical Center Pooled Revenue | &nbsp;&nbsp;3.256% | &nbsp;&nbsp;5/15/2060 | &nbsp;&nbsp;&nbsp;&nbsp;26520 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16566 |
|  | University of California Revenue | &nbsp;&nbsp;1.316% | &nbsp;&nbsp;5/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7470 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7169 |
|  | University of California Revenue | &nbsp;&nbsp;1.614% | &nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;16140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14568 |
|  | University of California Revenue | &nbsp;&nbsp;3.931% | &nbsp;&nbsp;5/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp;22370 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20219 |
|  | University of Michigan Revenue | &nbsp;&nbsp;2.562% | &nbsp;&nbsp;4/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;32056 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19773 |
|  | University of Michigan Revenue | &nbsp;&nbsp;3.504% | &nbsp;&nbsp;4/1/2052 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7445 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5453 |
|  | University of Minnesota Revenue | &nbsp;&nbsp;4.048% | &nbsp;&nbsp;4/1/2052 | &nbsp;&nbsp;&nbsp;&nbsp;25160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19957 |
| **Total Taxable Municipal Bonds (Cost $1,670,001)** | **Total Taxable Municipal Bonds (Cost $1,670,001)** | **Total Taxable Municipal Bonds (Cost $1,670,001)** | **Total Taxable Municipal Bonds (Cost $1,670,001)** | **Total Taxable Municipal Bonds (Cost $1,670,001)** | **1531119** |

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------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon |  | &nbsp;&nbsp;Shares | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| **Temporary Cash Investments (1.0%)** | **Temporary Cash Investments (1.0%)** | **Temporary Cash Investments (1.0%)** | **Temporary Cash Investments (1.0%)** | **Temporary Cash Investments (1.0%)** | **Temporary Cash Investments (1.0%)** |
| **Money Market Fund (0.0%)** | **Money Market Fund (0.0%)** | **Money Market Fund (0.0%)** | **Money Market Fund (0.0%)** | **Money Market Fund (0.0%)** | **Money Market Fund (0.0%)** |
| <sup>11,12</sup> | Vanguard Market Liquidity Fund | &nbsp;&nbsp;4.362% |  | &nbsp;&nbsp;668519 | &nbsp;&nbsp;&nbsp;&nbsp;66845 |
|  |  |  | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) |  |
| **Repurchase Agreements (1.0%)** | **Repurchase Agreements (1.0%)** | **Repurchase Agreements (1.0%)** | **Repurchase Agreements (1.0%)** | **Repurchase Agreements (1.0%)** | **Repurchase Agreements (1.0%)** |
|  | Bank of America Securities, LLC<br> (Dated 8/29/2025, Repurchase Value $100,048, collateralized by U.S. Treasury Obligations 0.000%–6.750%, 9/30/2025–8/15/2046, with a value of $102,000) | &nbsp;&nbsp;4.330% | &nbsp;&nbsp;9/2/2025 | &nbsp;&nbsp;100000 | &nbsp;&nbsp;100000 |
|  | Bank of America Securities, LLC<br> (Dated 8/29/2025, Repurchase Value $25,612, collateralized by U.S. Government Agency Obligations 1.500%–7.000%, 5/1/2036–2/1/2055, with a value of $26,112) | &nbsp;&nbsp;4.340% | &nbsp;&nbsp;9/2/2025 | &nbsp;&nbsp;&nbsp;&nbsp;25600 | &nbsp;&nbsp;&nbsp;&nbsp;25600 |
|  | Bank of America Securities, LLC<br> (Dated 8/29/2025, Repurchase Value $80,039, collateralized by U.S. Government Agency Obligations 7.000%, 1/1/2054–4/1/2055, with a value of $81,601) | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;9/2/2025 | &nbsp;&nbsp;&nbsp;&nbsp;80000 | &nbsp;&nbsp;&nbsp;&nbsp;80000 |
|  | Citigroup Global Markets Inc.<br> (Dated 8/29/2025, Repurchase Value $146,570, collateralized by U.S. Treasury Obligations 4.000%–4.250%, 5/31/2030–5/15/2035, with a value of $149,430) | &nbsp;&nbsp;4.330% | &nbsp;&nbsp;9/2/2025 | &nbsp;&nbsp;146500 | &nbsp;&nbsp;146500 |
|  | Credit Agricole Securities<br> (Dated 8/29/2025, Repurchase Value $18,109, collateralized by U.S. Treasury Obligations 3.875%, 6/15/2028, with a value of $18,462) | &nbsp;&nbsp;4.330% | &nbsp;&nbsp;9/2/2025 | &nbsp;&nbsp;&nbsp;&nbsp;18100 | &nbsp;&nbsp;&nbsp;&nbsp;18100 |
|  | Deutsche Bank Securities, Inc.<br> (Dated 8/29/2025, Repurchase Value $182,988, collateralized by U.S. Treasury and Government Agency Obligations 0.000%–6.500%, 10/14/2025–9/1/2055, with a value of $186,558) | &nbsp;&nbsp;4.340% | &nbsp;&nbsp;9/2/2025 | &nbsp;&nbsp;182900 | &nbsp;&nbsp;182900 |
|  | HSBC Bank USA<br> (Dated 8/29/2025, Repurchase Value $93,545, collateralized by U.S. Treasury Obligations 2.375%–3.750%, 3/31/2027–2/15/2055, with a value of $95,370) | &nbsp;&nbsp;4.330% | &nbsp;&nbsp;9/2/2025 | &nbsp;&nbsp;&nbsp;&nbsp;93500 | &nbsp;&nbsp;&nbsp;&nbsp;93500 |
|  | HSBC Bank USA<br> (Dated 8/29/2025, Repurchase Value $165,880, collateralized by U.S. Government Agency Obligations 1.500%–7.000%, 2/1/2027–8/1/2055, with a value of $169,116) | &nbsp;&nbsp;4.340% | &nbsp;&nbsp;9/2/2025 | &nbsp;&nbsp;165800 | &nbsp;&nbsp;165800 |
|  | JP Morgan Securities, LLC<br> (Dated 8/29/2025, Repurchase Value $55,026, collateralized by U.S. Treasury Obligations 0.000%–6.000%, 10/31/2025–7/31/2026, with a value of $56,100) | &nbsp;&nbsp;4.330% | &nbsp;&nbsp;9/2/2025 | &nbsp;&nbsp;&nbsp;&nbsp;55000 | &nbsp;&nbsp;&nbsp;&nbsp;55000 |
|  | Nomura International plc<br> (Dated 8/29/2025, Repurchase Value $35,017, collateralized by U.S. Treasury Obligations 0.500%–3.875%, 3/31/2027–4/30/2027, with a value of $35,700) | &nbsp;&nbsp;4.330% | &nbsp;&nbsp;9/2/2025 | &nbsp;&nbsp;&nbsp;&nbsp;35000 | &nbsp;&nbsp;&nbsp;&nbsp;35000 |
|  | Nomura International plc<br> (Dated 8/29/2025, Repurchase Value $5,102, collateralized by U.S. Treasury Obligations 2.375%–3.625%, 10/15/2028–2/15/2047, with a value of $5,202) | &nbsp;&nbsp;4.330% | &nbsp;&nbsp;9/2/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5100 |
|  | RBC Capital Markets LLC<br> (Dated 8/29/2025, Repurchase Value $25,612, collateralized by U.S. Treasury and Government Agency Obligations 2.000%–4.000%, 12/15/2027–1/1/2051, with a value of $26,112) | &nbsp;&nbsp;4.340% | &nbsp;&nbsp;9/2/2025 | &nbsp;&nbsp;&nbsp;&nbsp;25600 | &nbsp;&nbsp;&nbsp;&nbsp;25600 |
|  | Societe Generale<br> (Dated 8/29/2025, Repurchase Value $108,652, collateralized by U.S. Treasury Obligations 3.375%, 8/15/2042, with a value of $110,772) | &nbsp;&nbsp;4.330% | &nbsp;&nbsp;9/2/2025 | &nbsp;&nbsp;108600 | &nbsp;&nbsp;108600 |
|  | TD Securities (USA) LLC<br> (Dated 8/29/2025, Repurchase Value $39,319, collateralized by U.S. Government Agency Obligations 4.000%–6.500%, 10/1/2048–7/1/2055, with a value of $40,086) | &nbsp;&nbsp;4.340% | &nbsp;&nbsp;9/2/2025 | &nbsp;&nbsp;&nbsp;&nbsp;39300 | &nbsp;&nbsp;&nbsp;&nbsp;39300 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| Wells Fargo & Co.<br> (Dated 8/29/2025, Repurchase Value $55,327, collateralized by U.S. Government Agency Obligations 2.000%–6.500%, 6/1/2034–8/1/2055, with a value of $56,406) | &nbsp;&nbsp;4.340% | &nbsp;&nbsp;9/2/2025 | &nbsp;&nbsp;55300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55300 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**1136300** |
| **Total Temporary Cash Investments (Cost $1,203,142)** | **Total Temporary Cash Investments (Cost $1,203,142)** | **Total Temporary Cash Investments (Cost $1,203,142)** | **Total Temporary Cash Investments (Cost $1,203,142)** | &nbsp;&nbsp;&nbsp;&nbsp;**1203145** |
| **Total Investments (99.4%) (Cost $85,648,413)** | **Total Investments (99.4%) (Cost $85,648,413)** | **Total Investments (99.4%) (Cost $85,648,413)** |  | &nbsp;&nbsp;**116344913** |
| **Other Assets and Liabilities—Net (0.6%)** | **Other Assets and Liabilities—Net (0.6%)** | **Other Assets and Liabilities—Net (0.6%)** |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**756958** |
| **Net Assets (100%)** | **Net Assets (100%)** | **Net Assets (100%)** |  | &nbsp;&nbsp;**117101871** |

---

Cost is in $000.

---

| | |
|:---|:---|
| \* | Non-income-producing security. |
| 1 | Includes partial security positions on loan to broker-dealers. The total value of securities on loan is $1,841. |
| 2 | Securities with a value of $3,233 have been segregated as initial margin for recently closed futures contracts. |
| 3 | Includes securities purchased on a when-issued or delayed-delivery basis for which the fund has not taken delivery as of August 31, 2025. |
| 4 | The average or expected maturity is shorter than the final maturity shown because of the possibility of interim principal payments and prepayments or the possibility of the issue being called. |
| 5 | The issuer was placed under federal conservatorship in September 2008; since that time, its daily operations have been managed by the Federal Housing Finance Agency and it receives capital from the U.S. Treasury, as needed to maintain a positive net worth, in exchange for senior preferred stock. |
| 6 | Security exempt from registration under Rule 144A of the Securities Act of 1933. Such securities may be sold in transactions exempt from registration, normally to qualified institutional buyers. At August 31, 2025, the aggregate value was $8,024,340, representing 6.9% of net assets. |
| 7 | Variable-rate security; rate shown is effective rate at period end. Certain variable-rate securities are not based on a published reference rate and spread but are determined by the issuer or agent based on current market conditions. |
| 8 | Scheduled principal and interest payments are guaranteed by Assured Guaranty Inc. |
| 9 | Scheduled principal and interest payments are guaranteed by Build America Mutual Assurance Co. |
| 10 | Scheduled principal and interest payments are guaranteed by National Public Finance Guarantee Corp. |
| 11 | Affiliated money market fund available only to Vanguard funds and certain trusts and accounts managed by Vanguard. Rate shown is the 7-day yield. |
| 12 | Collateral of $1,961 was received for securities on loan. |

---

---

| |
|:---|
| ADR—American Depositary Receipt. |
| DAC—Designated Activity Company. |
| GO—General Obligation Bond. |
| REIT—Real Estate Investment Trust. |
| REMICS—Real Estate Mortgage Investment Conduits. |
| SO—Special Obligation. |
| SOFR30A—30 Day Average Secured Overnight Financing Rate. |
| TSFR1M—CME Term Secured Overnight Financing Rate 1-Month. |
| UMBS—Uniform Mortgage-Backed Securities. |

---

------

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

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| Over-the-Counter Total Return Swaps | Over-the-Counter Total Return Swaps | Over-the-Counter Total Return Swaps | Over-the-Counter Total Return Swaps | Over-the-Counter Total Return Swaps | Over-the-Counter Total Return Swaps | Over-the-Counter Total Return Swaps |
| Reference Entity | Termination<br> Date | Counterparty | Notional<br> Amount<br> ($000) | Floating<br> Interest<br> Rate<br> Received<br> (Paid)<sup>1</sup><br> (%) | Value and<br> Unrealized<br> Appreciation<br> ($000) | Value and<br> Unrealized<br> (Depreciation)<br> ($000) |
| Goldman Sachs Group Inc. | 5/10/2026 | CITNA | 204894 | (4.338) | &nbsp;&nbsp;&nbsp;8130 |  |
| Goldman Sachs Group Inc. | &nbsp;&nbsp;&nbsp;5/5/2028 | JPMC | 265775 | (4.343) | &nbsp;&nbsp;&nbsp;6885 |  |
|  |  |  |  |  | 15015 |  |

---

1 Based on Overnight Bank Funding Rate as of the most recent reset date. Floating interest payment received/paid monthly. <br> CITNA—Citibank, N.A. <br> JPMC—JPMorgan Chase Bank, N.A.

------

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

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

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

D. Mortgage Dollar Rolls: The fund enters into mortgage-dollar-roll transactions, in which the fund sells mortgage-backed securities to a dealer and simultaneously agrees to purchase substantially similar securities in the future at a predetermined price on a predetermined date. The fund forgoes principal and interest paid on the securities sold. In exchange for the forgone principal and interest paid, the fund is compensated by investing the proceeds of the sale, typically in high-quality short-term fixed income securities, and earning interest on such investments. Further the fund receives a lower price on the securities to be repurchased. The fund also enters into mortgage-dollar-roll transactions in which the fund buys mortgage-backed securities from a dealer pursuant to a TBA transaction and simultaneously agrees to sell substantially similar securities in the future at a predetermined price. The securities bought in mortgage-dollar-roll transactions are used to cover an open TBA sell position. The fund continues to earn interest on mortgage-backed security pools already held and receives a lower price on the securities to be sold in the future. The fund accounts for mortgage-dollar-roll transactions as purchases and sales; as such, these transactions may increase the fund's portfolio turnover rate. Amounts to be received or paid in connection with open mortgage dollar rolls are included in Receivables for Investment Securities Sold or Payables for Investment Securities Purchased.

E. Repurchase Agreements: The fund enters into repurchase agreements with institutional counterparties. Securities pledged as collateral to the fund under repurchase agreements are held by a custodian bank until the agreements mature, and in the absence of a default, such collateral cannot be repledged, resold, or rehypothecated. Each agreement requires that the market value of the collateral be sufficient to cover payments of interest and principal. The fund further mitigates its counterparty risk by entering into repurchase agreements only with a diverse group of prequalified counterparties, monitoring their financial strength, and entering into master repurchase agreements with its counterparties. The master repurchase agreements provide that, in the event of a counterparty's default (including bankruptcy), the fund may terminate any repurchase agreements with that counterparty, determine the net amount owed, and sell or retain the collateral up to the net amount owed to the fund. Such action may be subject to legal proceedings, which may delay or limit the disposition of collateral.

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

------

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

The fund had no open futures contracts at August 31, 2025.

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

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

The fund had no open forward currency contracts at August 31, 2025.

H. Swap Contracts: The fund has entered into equity swap contracts to earn the total return on selected reference stocks or indexes in the fund's target index. Under the terms of the swaps, the fund receives the total return on the referenced stock (i.e., receiving the increase or paying the decrease in value of the selected reference stock and receiving the equivalent of any dividends in respect of the selected referenced stock) over a specified period of time, applied to a notional amount that represents the value of a designated number of shares of the selected reference stock at the beginning of the equity swap contract. The fund also pays a floating rate that is based on short-term interest rates, applied to the notional amount. At the same time, the fund generally invests an amount approximating the notional amount of the swap in high-quality temporary cash investments.

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

Swaps are valued daily based on market quotations received from independent pricing services or recognized dealers and the change in value is recorded as an asset (liability) and as unrealized appreciation (depreciation) until periodic payments are made or the termination of the swap, at which time realized gain (loss) is recorded.

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

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

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

------

The following table summarizes the market value of the fund's investments and derivatives as of August 31, 2025, based on the inputs used to value them:

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | Level 1<br> ($000) | &nbsp;&nbsp;&nbsp;Level 2<br> ($000) | &nbsp;&nbsp;&nbsp;Level 3<br> ($000) | &nbsp;&nbsp;&nbsp;Total<br> ($000) |
| **Investments** |  |  |  |  |
| Assets |  |  |  |  |
| Common Stocks | 73346498 | &nbsp;&nbsp;&nbsp;&nbsp;3708841 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;77055339 |
| U.S. Government and Agency Obligations | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;8789620 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8789620 |
| Asset-Backed/Commercial Mortgage-Backed Securities | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;1154002 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1154002 |
| Corporate Bonds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;25919770 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;25919770 |
| Sovereign Bonds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;691918 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;691918 |
| Taxable Municipal Bonds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;1531119 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1531119 |
| Temporary Cash Investments | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66845 | &nbsp;&nbsp;&nbsp;&nbsp;1136300 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1203145 |
| Total | 73413343 | &nbsp;&nbsp;&nbsp;42931570 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;116344913 |
| **Derivative Financial Instruments** |  |  |  |  |
| Assets |  |  |  |  |
| Swap Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15015 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15015 |

---

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** VANGUARD WELLINGTON FUND

- **b. Investment Company Act file number:** 811-00121

- **c. CIK number of Registrant:** 0000105563

- **d. LEI of Registrant:** 549300X1E8M3H6XRMS84

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

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

  - **City:** Malvern

  - **State:** PA

  - **Foreign country:** US

  - **Zip / Postal Code:** 19355

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

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

- **a. Name of Series:** VANGUARD WELLINGTON FUND

- **b. EDGAR series identifier (if any):** S000004406

- **c. LEI of Series:** E3QB1G8NW83S4GO70B86

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $117173596689.06

**Total Liabilities:** $72612007.92

**Net Assets:** $117100984681.14

**Delayed Delivery Securities:** $2808089.20

**Cash Not Reported:** $186279019.70

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -43871.34393250 | **1-Year:** -1479858.33731483 | **5-Year:** -5138686.34055149 | **10-Year:** -7795450.86017228 | **30-Year:** -4862678.92687065

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

- **3-Month:** -292.13468906 | **1-Year:** -5611.91699027 | **5-Year:** -27185.13621274 | **10-Year:** -125735.89188712 | **30-Year:** -62263.26131087

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000012164 | 4.02%                | 1.58%                | 1.58%                |
| Class ID C000012163 | 4.03%                | 1.55%                | 1.57%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $702587268.47            | $3458152416.90                             |
| Month 2  | $1639208613.53           | $-23599684.50                              |
| Month 3  | $708913169.69            | $873997805.96                              |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Banque Federative du Credit Mutuel SA                                            | BANQ FED CRD MUT                         | CUSIP: 06675DCN0<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |  41177000 | PA      | $42914569.69   | 0.04%             | 2030-01-22      | Fixed         | 5.54%                 | Yes           |                  2 | On Loan: No      |
| Greensaif Pipelines Bidco Sarl                                                   | GREENSAIF PIPELI                         | CUSIP: 39541EAA1<br>LEI: 549300YWDGUXPB8GRP47 | Long             | DBT              | CORP              | LU        |   8839000 | PA      | $9336282.82    | 0.01%             | 2038-02-23      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | DUKE ENERGY CAR                          | CUSIP: 26442CAA2<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |   3404000 | PA      | $3638469.31    | 0.00%             | 2037-06-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                   | AMAZON.COM INC                           | CUSIP: 023135AQ9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |  15605000 | PA      | $15073037.91   | 0.01%             | 2044-12-05      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| North Texas Tollway Authority                                                    | N TX HWY-TXB-B                           | CUSIP: 66285WFB7<br>LEI: PQGZGRE0F2WPMYQQ1B78 | Long             | DBT              | MUN               | US        |  11035000 | PA      | $12095951.25   | 0.01%             | 2049-01-01      | Fixed         | 6.72%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                           | COMMONWEALTH EDI                         | CUSIP: 202795JV3<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |   3755000 | PA      | $2788279.88    | 0.00%             | 2052-03-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                           | CUSIP: 46647PDG8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5060729.52    | 0.00%             | 2028-07-25      | Variable      | 4.85%                 | No            |                  2 | On Loan: No      |
| BlackRock Funding Inc/DE                                                         | BLACKROCK INC                            | CUSIP: 09247XAS0<br>LEI: 529900VBK42Y5HHRMD23 | Long             | DBT              | CORP              | US        |  24849000 | PA      | $21663835.50   | 0.02%             | 2032-02-25      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| AEP Texas Inc                                                                    | AEP TEXAS                                | CUSIP: 00108WAK6<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |  11200000 | PA      | $7564741.46    | 0.01%             | 2050-01-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                                            | BANQ FED CRD MUT                         | CUSIP: 06675FAY3<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |  34305000 | PA      | $33337354.99   | 0.03%             | 2026-10-04      | Fixed         | 1.60%                 | Yes           |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                            | CUSIP: 209111FQ1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |  48966000 | PA      | $39461911.50   | 0.03%             | 2058-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP                         | CUSIP: 38141GYG3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  97685000 | PA      | $94936661.55   | 0.08%             | 2027-09-10      | Variable      | 1.54%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP                          | CUSIP: 126650EF3<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |  28714000 | PA      | $27872639.83   | 0.02%             | 2054-06-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Alcon Finance Corp                                                               | ALCON FINANCE CO                         | CUSIP: 01400EAC7<br>LEI: 549300CUZUI9VU7XNK42 | Long             | DBT              | CORP              | US        |   6025000 | PA      | $4493887.92    | 0.00%             | 2049-09-23      | Fixed         | 3.80%                 | Yes           |                  2 | On Loan: No      |
| Brighthouse Financial Global Funding                                             | BRIGHTHS FIN GLB                         | CUSIP: 10921U2L1<br>LEI: 549300BLFX3KJ2IFOA78 | Long             | DBT              | CORP              | US        |  39595000 | PA      | $40664327.82   | 0.03%             | 2029-06-10      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| Providence St Joseph Health Obligated Group                                      | ST JOSEPH HLTH                           | CUSIP: 743756AE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  11805000 | PA      | $8919279.84    | 0.01%             | 2048-10-01      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                            | CUSIP: 172967NF4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |  19370000 | PA      | $13758399.76   | 0.01%             | 2042-11-03      | Variable      | 2.90%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP                         | CUSIP: 06051GKW8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   8415000 | PA      | $8527558.54    | 0.01%             | 2028-07-22      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp                                                                 | EXXON MOBIL CORP                         | CUSIP: 30231GBN1<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |  16800000 | PA      | $15663816.55   | 0.01%             | 2030-10-15      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| Southern Co/The                                                                  | SOUTHERN CO                              | CUSIP: 842587CV7<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |  30885000 | PA      | $30610640.35   | 0.03%             | 2026-07-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Teledyne Technologies Inc                                                        | TELEDYNE TECH                            | CUSIP: 879360AE5<br>LEI: 549300VSMO9KYQWDND94 | Long             | DBT              | CORP              | US        |  30128000 | PA      | $27578824.03   | 0.02%             | 2031-04-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AQ8913                                | CUSIP: 3138MQ3X9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     50723 | PA      | $49819.89      | 0.00%             | 2027-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| New Issuer: BB Company ID:71657139                                               | HAROT 2024-2 A3                          | CUSIP: 437930AC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  34745000 | PA      | $35143573.79   | 0.03%             | 2028-11-20      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| Wisconsin Public Service Corp                                                    | WISC PUB SERVICE                         | CUSIP: 976843AZ5<br>LEI: 549300BJRHJVYNUMQZ30 | Long             | DBT              | CORP              | US        |  45000000 | PA      | $46929775.64   | 0.04%             | 2028-12-01      | Fixed         | 6.08%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                         | FLORIDA POWER &                          | CUSIP: 341081GM3<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |  17250000 | PA      | $16388189.90   | 0.01%             | 2053-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| PECO Energy Co                                                                   | PECO ENERGY CO                           | CUSIP: 693304BC0<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |   8000000 | PA      | $4970492.91    | 0.00%             | 2051-09-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                              | DOMINION ENERGY                          | CUSIP: 25746UDG1<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   3083000 | PA      | $2959232.48    | 0.00%             | 2030-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Metropolitan Life Global Funding I                                               | MET LIFE GLOB                            | CUSIP: 59217GBY4<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |  23660000 | PA      | $23453857.27   | 0.02%             | 2026-12-18      | Fixed         | 3.45%                 | Yes           |                  2 | On Loan: No      |
| Nuveen LLC                                                                       | NUVEEN LLC                               | CUSIP: 67080LAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4255000 | PA      | $4454094.21    | 0.00%             | 2030-01-15      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANSFER                          | CUSIP: 29273RBL2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   5745000 | PA      | $5064606.75    | 0.00%             | 2047-04-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                                                            | NORTHROP GRUMMAN                         | CUSIP: 666807CP5<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |   9120000 | PA      | $9318124.60    | 0.01%             | 2035-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                          | JOHN DEERE CAP                           | CUSIP: 24422EXX2<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   6400000 | PA      | $6432301.68    | 0.01%             | 2031-09-08      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP PARIBAS                              | CUSIP: 09659W2W3<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   8245000 | PA      | $8514245.10    | 0.01%             | 2030-05-20      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Duke Energy Corp                                                                 | DUKE ENERGY CORP                         | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |   5811143 | NS      | $711806906.07  | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| CNO Global Funding                                                               | CNO GLOBAL FUND                          | CUSIP: 18977W2G4<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |   6940000 | PA      | $7032863.06    | 0.01%             | 2027-12-10      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                          | CUSIP: 91282CJA0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  58375000 | PA      | $60112568.07   | 0.05%             | 2028-09-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | BURLINGTON NORTH                         | CUSIP: 12189LAU5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6680000 | PA      | $5882899.25    | 0.01%             | 2044-09-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                             | GLENCORE FDG LLC                         | CUSIP: 378272BV9<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |  24895000 | PA      | $24315923.48   | 0.02%             | 2054-04-04      | Fixed         | 5.89%                 | Yes           |                  2 | On Loan: No      |
| Oglethorpe Power Corp                                                            | OGLETHORPE POWER                         | CUSIP: 677050AS5<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |   4095000 | PA      | $3369716.05    | 0.00%             | 2047-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                                                         | UNITED TECH CORP                         | CUSIP: 913017CW7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   1210000 | PA      | $1119464.05    | 0.00%             | 2038-11-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| JBS USA LUX Sarl / JBS USA Food Co / JBS USA Foods Group                         | JBS USA/FOOD/GRP                         | CUSIP: 472140AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  13520000 | PA      | $14059823.00   | 0.01%             | 2035-04-20      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP                         | CUSIP: 91324PDY5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   8505000 | PA      | $6178155.46    | 0.01%             | 2040-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT                         | CUSIP: 161175CA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8597000 | PA      | $5685259.52    | 0.00%             | 2052-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                     | THERMO FISHER                            | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |    963786 | NS      | $474876637.92  | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| CubeSmart LP                                                                     | CUBESMART LP                             | CUSIP: 22966RAH9<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              | CORP              | US        |  12135000 | PA      | $11421833.75   | 0.01%             | 2028-12-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Brown University                                                                 | BROWN UNIVERSITY                         | CUSIP: 11575TAC2<br>LEI: 9M13ULPHBPDR83N6CB89 | Long             | DBT              | CORP              | US        |   5150000 | PA      | $3351637.71    | 0.00%             | 2050-09-01      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                             | GLENCORE FDG LLC                         | CUSIP: 378272BZ0<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |  13315000 | PA      | $13675554.11   | 0.01%             | 2030-04-01      | Fixed         | 5.19%                 | Yes           |                  2 | On Loan: No      |
| Cisco Systems Inc                                                                | CISCO SYSTEMS                            | CUSIP: 17275RBU5<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |  10840000 | PA      | $10397844.58   | 0.01%             | 2054-02-26      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                            | CUSIP: 209111FG3<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |  36735000 | PA      | $31476916.14   | 0.03%             | 2045-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ooredoo International Finance Ltd                                                | OOREDOO INTL FIN                         | CUSIP: 74735KAA0<br>LEI: 549300BHXCDJ03WU7N77 | Long             | DBT              | CORP              | BM        |  23430000 | PA      | $21387160.57   | 0.02%             | 2031-04-08      | Fixed         | 2.62%                 | Yes           |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-MOBILE USA INC                         | CUSIP: 87264ACA1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |  37110000 | PA      | $35313686.53   | 0.03%             | 2028-02-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                          | CUSIP: 91282CLD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13138000 | PA      | $13354571.65   | 0.01%             | 2031-07-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-MOBILE USA INC                         | CUSIP: 87264ADL6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |  50702000 | PA      | $50675361.55   | 0.04%             | 2029-10-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                          | CUSIP: 912810UK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 180130800 | PA      | $175254603.40  | 0.15%             | 2055-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Ashtead Capital Inc                                                              | ASHTEAD CAPITAL                          | CUSIP: 045054AR4<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |   8445000 | PA      | $8834468.83    | 0.01%             | 2033-10-15      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                                | CUSIP: 037833AL4<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |  48000000 | PA      | $40089172.05   | 0.03%             | 2043-05-04      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co                                                                 | ALABAMA POWER CO                         | CUSIP: 010392FM5<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |  24430000 | PA      | $18981349.42   | 0.02%             | 2045-03-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                       | JBS HLD/FD/LUX                           | CUSIP: 46590XAP1<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |  15975000 | PA      | $14134085.67   | 0.01%             | 2032-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP                                                               | VICI PROPERTIE                           | CUSIP: 925650AH6<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |  16100000 | PA      | $16265488.74   | 0.01%             | 2031-11-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                                               | WALT DISNEY CO                           | CUSIP: 254687EV4<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |   2358000 | PA      | $2136065.56    | 0.00%             | 2044-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                   | BP CAP MKTS AMER                         | CUSIP: 10373QCA6<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |  37060000 | PA      | $37824315.28   | 0.03%             | 2034-11-17      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| Uber Technologies Inc                                                            | UBER TECHNOLOGIE                         | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               | CORP              | US        |   7078286 | NS      | $663589312.50  | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT                         | CUSIP: 161175CE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  82000000 | PA      | $58219277.26   | 0.05%             | 2042-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BA1734                                | CUSIP: 3140E54U5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      6506 | PA      | $6031.22       | 0.00%             | 2045-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                 | CROWN CASTLE INC                         | CUSIP: 22822VBC4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |  20440000 | PA      | $20500278.40   | 0.02%             | 2033-05-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Suncor Energy Inc                                                                | SUNCOR ENERGY                            | CUSIP: 867229AD8<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |  15090000 | PA      | $15698048.20   | 0.01%             | 2034-12-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial Inc                                                         | COREBRIDGE FIN                           | CUSIP: 21871XAH2<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |  30000000 | PA      | $28393419.23   | 0.02%             | 2032-04-05      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Daimler Truck Finance North America LLC                                          | DAIMLER TRUCK                            | CUSIP: 233853AM2<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |  17489000 | PA      | $17335508.87   | 0.01%             | 2027-04-07      | Fixed         | 3.65%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                            | CUSIP: 172967NG2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |  65000000 | PA      | $63842008.79   | 0.05%             | 2028-02-24      | Variable      | 3.07%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                 | CROWN CASTLE INT                         | CUSIP: 22822VAP6<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   7282000 | PA      | $5418448.28    | 0.00%             | 2049-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Taco Bell Funding LLC                                                            | BELL 2021-1A A2II                        | CUSIP: 87342RAH7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  35384738 | PA      | $32663428.26   | 0.03%             | 2051-08-25      | Fixed         | 2.29%                 | Yes           |                  2 | On Loan: No      |
| Massachusetts Mutual Life Insurance Co                                           | MASS MUTUAL LIFE                         | CUSIP: 575767AR9<br>LEI: R6ZXK5P01NP6HXSY1S07 | Long             | DBT              | CORP              | US        |  30000000 | PA      | $17828703.84   | 0.02%             | 2061-12-01      | Fixed         | 3.20%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                           | CUSIP: 61744YAP3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  64293000 | PA      | $63633199.74   | 0.05%             | 2029-01-24      | Variable      | 3.77%                 | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies Inc                                                   | GE HEALTHCARE                            | CUSIP: 36266GAC1<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |  31849000 | PA      | $32747088.99   | 0.03%             | 2035-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                               | REALTY INCOME                            | CUSIP: 756109CT9<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |  23700000 | PA      | $23849506.51   | 0.02%             | 2035-04-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Pricoa Global Funding I                                                          | PRICOA GLOB FUND                         | CUSIP: 74153WCX5<br>LEI: 635400IBXEBMD9ADYA79 | Long             | DBT              | CORP              | US        |   6455000 | PA      | $6619024.29    | 0.01%             | 2035-05-28      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| Realty Income Corp                                                               | REALTY INCOME                            | CUSIP: 756109BL7<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |  25860000 | PA      | $22946620.94   | 0.02%             | 2032-12-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                                | FNR 2016-58 LZ                           | CUSIP: 3136ATAD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   6534445 | PA      | $5507241.78    | 0.00%             | 2046-08-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                           | CUSIP: 95000U3P6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |  21785000 | PA      | $22495652.84   | 0.02%             | 2031-01-24      | Variable      | 5.24%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANSFER                          | CUSIP: 29273RBJ7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4918183.76    | 0.00%             | 2045-12-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | UNION PAC CORP                           | CUSIP: 907818FK9<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |   1409000 | PA      | $958024.10     | 0.00%             | 2050-02-05      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Indiana University Health Inc Obligated Group                                    | INDIANA UNIV                             | CUSIP: 455170AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  12370000 | PA      | $7646760.60    | 0.01%             | 2051-11-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB6192                                | CUSIP: 31417C3A1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       870 | PA      | $856.64        | 0.00%             | 2027-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Southwest Gas Corp                                                               | SOUTHWEST GAS                            | CUSIP: 845011AC9<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |   6310000 | PA      | $5708219.87    | 0.00%             | 2030-06-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                       | CAPITAL ONE FINL                         | CUSIP: 14040HDA0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |  65765000 | PA      | $70605116.17   | 0.06%             | 2034-06-08      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| Eaton Corp                                                                       | EATON CORP                               | CUSIP: 278062AJ3<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |   5205000 | PA      | $4607414.98    | 0.00%             | 2052-08-23      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| SSM Health Care Corp                                                             | SSM HEALTH CARE                          | CUSIP: 784710AA3<br>LEI: 5493000QP6H63JFPC580 | Long             | DBT              | CORP              | US        |  34910000 | PA      | $34741818.59   | 0.03%             | 2027-06-01      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| Daimler Truck Finance North America LLC                                          | DAIMLER TRUCK                            | CUSIP: 233853BH2<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |  14965000 | PA      | $15014134.97   | 0.01%             | 2030-10-12      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| Toledo Hospital/The                                                              | TOLEDO HOSPITAL                          | CUSIP: 889184AD9<br>LEI: 5493009DCR7NWV6K4T34 | Long             | DBT              | CORP              | US        |   8920000 | PA      | $8969671.86    | 0.01%             | 2038-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Travelers Cos Inc/The                                                            | TRAVELERS COS                            | CUSIP: 89417EAT6<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |   5495000 | PA      | $5530590.94    | 0.00%             | 2035-07-24      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc                                                      | HONEYWELL INTL                           | CUSIP: 438516BB1<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |   4260000 | PA      | $4324535.45    | 0.00%             | 2041-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Regal Rexnord Corp                                                               | REGAL REXNORD                            | CUSIP: 758750AL7<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |   7196000 | PA      | $7226830.23    | 0.01%             | 2026-02-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                     | ENBRIDGE INC                             | CUSIP: 29250NCK9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   8520000 | PA      | $8678909.68    | 0.01%             | 2035-06-20      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                          | CUSIP: 91282CNN7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  85000000 | PA      | $85690625.00   | 0.07%             | 2030-07-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                           | CUSIP: 46647PCJ3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  42085000 | PA      | $39800409.14   | 0.03%             | 2029-06-01      | Variable      | 2.07%                 | No            |                  2 | On Loan: No      |
| Equitable Financial Life Global Funding                                          | EQUITABLE FINANC                         | CUSIP: 29449W7M3<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |  26755000 | PA      | $26103059.49   | 0.02%             | 2026-07-12      | Fixed         | 1.30%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP                         | CUSIP: 06051GGR4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  47950000 | PA      | $47423422.90   | 0.04%             | 2028-07-21      | Variable      | 3.59%                 | No            |                  2 | On Loan: No      |
| Nasdaq Inc                                                                       | NASDAQ INC                               | CUSIP: 631103108<br>LEI: 549300L8X1Q78ERXFD06 | Long             | EC               | CORP              | US        |  16470569 | NS      | $1560421707.06 | 1.33%             |  |  |  | No            |                  1 | On Loan: No      |
| VICI Properties LP                                                               | VICI PROPERTIE                           | CUSIP: 925650AC7<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |   4675000 | PA      | $4728289.25    | 0.00%             | 2030-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                   | VIRGINIA EL&PWR                          | CUSIP: 927804GT5<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |   6565000 | PA      | $6621360.56    | 0.01%             | 2035-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance USA PLC                                                        | RIO TINTO FIN PL                         | CUSIP: 76720AAW6<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |   4375000 | PA      | $4380848.04    | 0.00%             | 2065-03-14      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                                | FNR 2016-49 BZ                           | CUSIP: 3136ATKU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   5018552 | PA      | $4223384.15    | 0.00%             | 2046-08-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE                                     | CUSIP: 05578AAN8<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |  50000000 | PA      | $46837209.28   | 0.04%             | 2029-10-01      | Fixed         | 2.70%                 | Yes           |                  2 | On Loan: No      |
| Corebridge Financial Inc                                                         | COREBRIDGE FIN                           | CUSIP: 21871XAM1<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |  34623000 | PA      | $27606218.94   | 0.02%             | 2052-04-05      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                           | CUSIP: 95000U2Z5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |  84025000 | PA      | $71287400.30   | 0.06%             | 2053-04-25      | Variable      | 4.61%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANS                             | CUSIP: 29273VBD1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |  11955000 | PA      | $12294011.97   | 0.01%             | 2030-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| University of Michigan                                                           | UNIV OF MICHIGAN-A                       | CUSIP: 914455UH1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   7445000 | PA      | $5453292.01    | 0.00%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Wheels Fleet Lease Funding 1 LLC                                                 | WFLF 2023-1A A                           | CUSIP: 96328GAS6<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-CBDO         | CORP              | US        |  15062693 | PA      | $15169709.18   | 0.01%             | 2038-04-18      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| Equitable Financial Life Global Funding                                          | EQUITABLE FINANC                         | CUSIP: 29449WAF4<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |  28220000 | PA      | $26614472.09   | 0.02%             | 2028-03-08      | Fixed         | 1.80%                 | Yes           |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                          | BANK NOVA SCOTIA                         | CUSIP: 06417XAD3<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |  12470000 | PA      | $12132553.43   | 0.01%             | 2027-02-02      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K-156 A2                            | CUSIP: 3137HA2B1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  28605000 | PA      | $28752464.50   | 0.02%             | 2033-02-25      | Variable      | 4.43%                 | No            |                  2 | On Loan: No      |
| CNO Global Funding                                                               | CNO GLOBAL FUND                          | CUSIP: 18977W2C3<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |  12585000 | PA      | $11878120.01   | 0.01%             | 2029-01-06      | Fixed         | 2.65%                 | Yes           |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                                            | ENTERGY LA LLC                           | CUSIP: 29364WAZ1<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |  14935000 | PA      | $14670799.24   | 0.01%             | 2027-09-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp                                                      | AMERICAN WATER                           | CUSIP: 03040WAT2<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |  22158000 | PA      | $17794553.85   | 0.02%             | 2048-09-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                           | CUSIP: 95000U2F9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |  60555000 | PA      | $60013147.42   | 0.05%             | 2027-06-17      | Variable      | 3.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BS0344                                | CUSIP: 3140LAL29<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  18867299 | PA      | $15078398.42   | 0.01%             | 2036-01-01      | Fixed         | 1.77%                 | No            |                  2 | On Loan: No      |
| S&P Global Inc                                                                   | S&P GLOBAL INC                           | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |   1890831 | NS      | $1037007353.64 | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                          | CUSIP: 912810UJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 206217100 | PA      | $203148010.08  | 0.17%             | 2045-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                                                           | EXTRA SPACE STOR                         | CUSIP: 30225VAR8<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |  25059000 | PA      | $26598206.79   | 0.02%             | 2031-01-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Piedmont Healthcare Inc                                                          | PIEDMONT HLTH                            | CUSIP: 72014TAC3<br>LEI: 254900D1I6W7J0DSAY11 | Long             | DBT              | CORP              | US        |   8825000 | PA      | $7511948.09    | 0.01%             | 2032-01-01      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| QatarEnergy                                                                      | QATAR ENERGY                             | CUSIP: 74730DAE3<br>LEI: 254900QTESJKJ3P87J26 | Long             | DBT              | CORP              | QA        |  23200000 | PA      | $17423382.80   | 0.01%             | 2041-07-12      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| Chubb Corp/The                                                                   | CHUBB CORP                               | CUSIP: 171232AQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  50000000 | PA      | $54074210.31   | 0.05%             | 2037-05-11      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                           | CUSIP: 46625HJM3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  16100000 | PA      | $16227465.09   | 0.01%             | 2043-08-16      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BZ4730                                | CUSIP: 3140Q0HG0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  30870000 | PA      | $31323455.60   | 0.03%             | 2030-08-01      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO/THE                            | CUSIP: 097023DT9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   9800000 | PA      | $10753963.07   | 0.01%             | 2054-05-01      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                           | CUSIP: 61747YEU5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $15136914.24   | 0.01%             | 2033-07-20      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                             | IBM CORP                                 | CUSIP: 459200KC4<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |  26888000 | PA      | $21485959.24   | 0.02%             | 2049-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                     | ING GROEP NV                             | CUSIP: 456837AV5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |  16075000 | PA      | $15833757.74   | 0.01%             | 2027-04-01      | Variable      | 1.73%                 | No            |                  2 | On Loan: No      |
| Unilever PLC                                                                     | UNILEVER PLC                             | CUSIP: N/A<br>LEI: 549300MKFYEKVRWML317       | Long             | EC               | CORP              | GB        |  12095669 | NS      | $763056640.64  | 0.65%             |  |  |  | No            |                  2 | On Loan: No      |
| Public Service Enterprise Group Inc                                              | PUBLIC SERVICE                           | CUSIP: 744573BB1<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |  23120000 | PA      | $23580511.18   | 0.02%             | 2035-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Golden State Tobacco Securitization Corp                                         | GOLDEN ST TOBACCO -B                     | CUSIP: 38122NB68<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4645000 | PA      | $3530810.82    | 0.00%             | 2042-06-01      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                          | CUSIP: 91282CLN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 190046800 | PA      | $189037176.38  | 0.16%             | 2029-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                                | EVERSOURCE ENERG                         | CUSIP: 30040WAU2<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |   1170000 | PA      | $1174704.75    | 0.00%             | 2033-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc                      | ANHEUSER-BUSCH                           | CUSIP: 03522AAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  63769000 | PA      | $58209929.22   | 0.05%             | 2046-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Eastern Gas Transmission & Storage Inc                                           | EASTERN GAS TRAN                         | CUSIP: 276480AD2<br>LEI: H2VQBNB3NSKRM5QWBI71 | Long             | DBT              | CORP              | US        |  24863000 | PA      | $21075183.19   | 0.02%             | 2044-12-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                              | CUSIP: 68389XBZ7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |  17902000 | PA      | $14004092.04   | 0.01%             | 2041-03-25      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| S&P Global Inc                                                                   | S&P GLOBAL INC                           | CUSIP: 78409VBJ2<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |   3693000 | PA      | $3531612.88    | 0.00%             | 2029-03-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                          | CUSIP: 91282CLR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 196303800 | PA      | $199861806.38  | 0.17%             | 2029-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Louisville and Jefferson County Metropolitan Sewer District                      | LOUISVILLE/JEFFERSON                     | CUSIP: 546589QY1<br>LEI: 5493004O4I11L8BK0A22 | Long             | DBT              | MUN               | US        |  19000000 | PA      | $19706043.80   | 0.02%             | 2043-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                    | MASSACHUSETTS CMNWLTH                    | CUSIP: 576004HG3<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   3904942 | PA      | $3907209.40    | 0.00%             | 2031-07-15      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                   | AMAZON.COM INC                           | CUSIP: 023135BM7<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |  41967000 | PA      | $34060556.26   | 0.03%             | 2057-08-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Mid-Atlantic Interstate Transmission LLC                                         | MID-ATLANTIC INT                         | CUSIP: 59524QAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3170000 | PA      | $3157900.23    | 0.00%             | 2028-05-15      | Fixed         | 4.10%                 | Yes           |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                           | CUSIP: 437076CP5<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |  22816000 | PA      | $21241157.88   | 0.02%             | 2032-04-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Yale University                                                                  | YALE UNIVERSITY                          | CUSIP: 98459LAC7<br>LEI: 9SFB6DIM0FRWV0EV8S84 | Long             | DBT              | CORP              | US        |   1366000 | PA      | $802847.42     | 0.00%             | 2050-04-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA INC                                  | CUSIP: 404119CV9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |  21345000 | PA      | $20591952.31   | 0.02%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                    | INTERCONTINENT                           | CUSIP: 45866FAX2<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |  90501000 | PA      | $81252244.28   | 0.07%             | 2052-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Dominion Energy South Carolina Inc                                               | SOUTH CAROL E&G                          | CUSIP: 837004BW9<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |   9000000 | PA      | $9417007.96    | 0.01%             | 2033-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                                | FNR 2017-84 KA                           | CUSIP: 3136AYMB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1397921 | PA      | $1382983.35    | 0.00%             | 2053-04-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                          | CUSIP: 91282CLW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  63295200 | PA      | $63713047.06   | 0.05%             | 2034-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                   | AMAZON.COM INC                           | CUSIP: 023135CK0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   8245000 | PA      | $6397257.52    | 0.01%             | 2062-04-13      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Abu Dhabi Developmental Holding Co PJSC                                          | ABU DHABI DEVELO                         | CUSIP: 00402D2C8<br>LEI: 254900G082ZFKTCR2Q75 | Long             | DBT              | CORP              | AE        |  38985000 | PA      | $38814803.01   | 0.03%             | 2031-10-02      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                          | CUSIP: 91282CNE7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 299000000 | PA      | $300016133.56  | 0.26%             | 2027-05-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                             | CUSIP: 11135FBJ9<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |  12325000 | PA      | $9777062.70    | 0.01%             | 2041-02-15      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                             | CUSIP: 11135FCB5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |  16755000 | PA      | $16783073.01   | 0.01%             | 2030-02-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP                          | CUSIP: 126650CZ1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   9700000 | PA      | $8328178.22    | 0.01%             | 2048-03-25      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK INC                                | CUSIP: 682680CD3<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |  17015000 | PA      | $17015280.70   | 0.01%             | 2031-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Bank of America Securities, LLC                                                  | BK AMER MTG FICC                         | CUSIP: N/A<br>LEI: 8NAV47T0Y26Q87Y0QP81       | Long             | RA               | CORP              | US        |  80000000 | PA      | $80000000.00   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| City of New York NY                                                              | NEW YORK-TXBL C-2                        | CUSIP: 64966SGN0<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |  29690000 | PA      | $28743191.84   | 0.02%             | 2037-09-01      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                               | CUSIP: 458140BW9<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   4565000 | PA      | $2699458.25    | 0.00%             | 2051-08-12      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANSFER                          | CUSIP: 86765BAV1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |  26823000 | PA      | $23882206.05   | 0.02%             | 2047-10-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Ashtead Capital Inc                                                              | ASHTEAD CAPITAL                          | CUSIP: 045054AQ6<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |   4400000 | PA      | $4479186.72    | 0.00%             | 2033-05-30      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| KKR & Co Inc                                                                     | KKR & CO INC                             | CUSIP: 48251W104<br>LEI: 54930013V5I303TF9571 | Long             | EC               | CORP              | US        |   4185382 | NS      | $583818935.18  | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Regents of the University of California Medical Center Pooled Revenue            | UNIV OF CALIFORNIA CA                    | CUSIP: 913366KB5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  15445000 | PA      | $9848802.34    | 0.01%             | 2050-05-15      | Fixed         | 3.01%                 | No            |                  2 | On Loan: No      |
| UniCredit SpA                                                                    | UNICREDIT SPA                            | CUSIP: 904678AW9<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |  35165000 | PA      | $34517984.88   | 0.03%             | 2027-06-03      | Variable      | 1.98%                 | Yes           |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                           | COMMONWEALTH EDI                         | CUSIP: 202795JM3<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |  13787000 | PA      | $10900509.25   | 0.01%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP                         | CUSIP: 06051GHS1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  51211000 | PA      | $42059094.44   | 0.04%             | 2050-03-15      | Variable      | 4.33%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                              | CUSIP: 68389XBF1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |  30313000 | PA      | $23848212.00   | 0.02%             | 2045-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital SA                                                         | TOTALENERGIES                            | CUSIP: 89157XAE1<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |  24174000 | PA      | $22331537.89   | 0.02%             | 2054-09-10      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                           | CUSIP: 46647PDR4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  49830000 | PA      | $51464724.21   | 0.04%             | 2034-06-01      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| Pricoa Global Funding I                                                          | PRICOA GLOB FUND                         | CUSIP: 74153WCS6<br>LEI: 635400IBXEBMD9ADYA79 | Long             | DBT              | CORP              | US        |  33975000 | PA      | $34863663.78   | 0.03%             | 2028-05-30      | Fixed         | 5.10%                 | Yes           |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                                | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |  20840578 | NS      | $4837931776.92 | 4.13%             |  |  |  | No            |                  1 | On Loan: No      |
| San Diego Gas & Electric Co                                                      | SAN DIEGO G & E                          | CUSIP: 797440CA0<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    714000 | PA      | $448526.93     | 0.00%             | 2051-08-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                               | CRED AGRICOLE SA                         | CUSIP: 22535WAJ6<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |  16442000 | PA      | $17334737.32   | 0.01%             | 2029-10-03      | Variable      | 6.32%                 | Yes           |                  2 | On Loan: No      |
| Deutsche Bank Securities, Inc.                                                   | DEUTSCHE TRIPARTY MTGE                   | CUSIP: N/A<br>LEI: 9J6MBOOO7BECTDTUZW19       | Long             | RA               | CORP              | US        | 182900000 | PA      | $182900000.00  | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Snowflake Inc                                                                    | SNOWFLAKE INC                            | CUSIP: 833445109<br>LEI: 254900CJNSY1K7T53Z16 | Long             | EC               | CORP              | US        |   1372093 | NS      | $327463715.38  | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| FirstEnergy Pennsylvania Electric Co                                             | FIRSTENERGY PENN                         | CUSIP: 591894CE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1910000 | PA      | $1955087.63    | 0.00%             | 2028-04-01      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| Meta Platforms Inc                                                               | META PLATFORMS                           | CUSIP: 30303M8V7<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |  53145000 | PA      | $50920164.10   | 0.04%             | 2054-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Transmission LLC                                                     | FIRSTENERGY TRAN                         | CUSIP: 33767BAH2<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |  15477000 | PA      | $15346573.43   | 0.01%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Jabil Inc                                                                        | JABIL INC                                | CUSIP: 466313103<br>LEI: 5493000CGCQY2OQU7669 | Long             | EC               | CORP              | US        |   2403482 | NS      | $492305218.06  | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Shell Finance US Inc                                                             | SHELL FINANCE US                         | CUSIP: 822905AD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2650000 | PA      | $2337827.90    | 0.00%             | 2043-08-12      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AT2060                                | CUSIP: 3138WPJE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     10953 | PA      | $10747.71      | 0.00%             | 2028-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DTE Energy Co                                                                    | DTE ENERGY CO                            | CUSIP: 233331BN6<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |  18065000 | PA      | $18623997.32   | 0.02%             | 2030-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| NBN Co Ltd                                                                       | NBN CO LTD                               | CUSIP: 62878U2B7<br>LEI: 2549007CRZ2NT7S96A24 | Long             | DBT              | CORP              | AU        |  37954000 | PA      | $34640905.18   | 0.03%             | 2031-05-05      | Fixed         | 2.62%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                          | CUSIP: 912810TN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  28411000 | PA      | $22737678.44   | 0.02%             | 2053-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Sutter Health                                                                    | SUTTER HEALTH                            | CUSIP: 86944BAP8<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |  12505000 | PA      | $12938534.37   | 0.01%             | 2032-08-15      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| New Issuer: BB Company ID:71577453                                               | GMCAR 2024-2 A3                          | CUSIP: 379931AD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  27035000 | PA      | $27287033.79   | 0.02%             | 2029-03-16      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                          | FLORIDA PWR CORP                         | CUSIP: 341099CL1<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |  27055000 | PA      | $29956734.29   | 0.03%             | 2038-06-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Kaiser Foundation Hospitals                                                      | KAISER FOUN HOSP                         | CUSIP: 48305QAC7<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |  10731000 | PA      | $10589555.17   | 0.01%             | 2027-05-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                 | CROWN CASTLE INT                         | CUSIP: 22822VAW1<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |  17094000 | PA      | $14901884.62   | 0.01%             | 2031-04-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                                      | NATIONWIDE BLDG                          | CUSIP: 63861VAM9<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |  22060000 | PA      | $22245654.64   | 0.02%             | 2029-07-14      | Variable      | 4.65%                 | Yes           |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                           | CUSIP: 437076DF6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |  23770000 | PA      | $22604388.85   | 0.02%             | 2054-06-25      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                          | CUSIP: 91282CKX8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 133150100 | PA      | $136062758.44  | 0.12%             | 2029-06-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| LSEGA Financing PLC                                                              | LSEGA FIN PLC                            | CUSIP: 50220PAC7<br>LEI: 2138009YFYTGEHZNNZ09 | Long             | DBT              | CORP              | GB        |  24615000 | PA      | $23314674.06   | 0.02%             | 2028-04-06      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| International Business Machines Corp                                             | IBM CORP                                 | CUSIP: 459200KB6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |  18461000 | PA      | $16267178.78   | 0.01%             | 2039-05-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Protective Life Global Funding                                                   | PROTECTIVE LIFE                          | CUSIP: 74368CBP8<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |  18335000 | PA      | $18502132.39   | 0.02%             | 2027-07-06      | Fixed         | 4.71%                 | Yes           |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                               | CUSIP: 458140AV2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |  45545000 | PA      | $34100778.57   | 0.03%             | 2046-05-19      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Regents of the University of California Medical Center Pooled Revenue            | UNIV OF CA REGENTS-Q                     | CUSIP: 913366KW9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  46830000 | PA      | $39313719.44   | 0.03%             | 2053-05-15      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| County of Riverside CA                                                           | RIVERSIDE CO-TXBL-REV                    | CUSIP: 76913CBF5<br>LEI: 254900CB5HEOBAVTY629 | Long             | DBT              | MUN               | US        |   9585000 | PA      | $8907229.31    | 0.01%             | 2038-02-15      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP                                                               | VICI PROPERTIE                           | CUSIP: 925650AF0<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |   8415000 | PA      | $8659065.65    | 0.01%             | 2034-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                           | CUSIP: 94974BGE4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |  10315000 | PA      | $8936406.90    | 0.01%             | 2044-11-04      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Dallas Fort Worth International Airport                                          | DALLAS-FORT WORTH-A                      | CUSIP: 23503CAN7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   7635000 | PA      | $6516337.36    | 0.01%             | 2051-11-01      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                                 | CUSIP: 00206RMZ2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   9700000 | PA      | $9757539.84    | 0.01%             | 2056-08-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust 2021-6                                                  | AOMT 2021-6 A1                           | CUSIP: 03465JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  18332984 | PA      | $15613531.24   | 0.01%             | 2066-09-25      | Variable      | 1.46%                 | Yes           |                  2 | On Loan: No      |
| RGA Global Funding                                                               | RGA GLOBAL                               | CUSIP: 76209PAE3<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |  19510000 | PA      | $20243684.05   | 0.02%             | 2029-05-24      | Fixed         | 5.45%                 | Yes           |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | BURLINGTON NORTH                         | CUSIP: 12189LBJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2609000 | PA      | $2165373.33    | 0.00%             | 2053-01-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                                               | WALT DISNEY CO                           | CUSIP: 254687FY7<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |  21963000 | PA      | $18144506.28   | 0.02%             | 2040-05-13      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN                         | CUSIP: 718172DH9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |  28130000 | PA      | $29040728.88   | 0.02%             | 2031-02-13      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Lincoln Financial Global Funding                                                 | LINCOLN GLOBAL                           | CUSIP: 53359KAC5<br>LEI: 984500OC010458395923 | Long             | DBT              | CORP              | US        |   5245000 | PA      | $5279094.85    | 0.00%             | 2030-08-18      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                         | DUKE ENERGY PROG                         | CUSIP: 26442UAP9<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |   4185000 | PA      | $3196386.30    | 0.00%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANSFER                          | CUSIP: 29278NAR4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   5110000 | PA      | $4246046.89    | 0.00%             | 2050-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JobsOhio Beverage System                                                         | JOBSOHIO BEVERAGE SYS                    | CUSIP: 47770VBR0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  10120000 | PA      | $10173108.75   | 0.01%             | 2033-01-01      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                          | CUSIP: 91282CMD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2311100 | PA      | $2376821.91    | 0.00%             | 2029-12-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                          | CUSIP: 91282CMS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  73310200 | PA      | $73834253.57   | 0.06%             | 2028-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 782085                                | CUSIP: 36241KJ66<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      2208 | PA      | $2251.39       | 0.00%             | 2033-11-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| KBC Group NV                                                                     | KBC GROUP NV                             | CUSIP: 48241FAB0<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |   3602000 | PA      | $3723338.33    | 0.00%             | 2029-01-19      | Variable      | 5.80%                 | Yes           |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                             | CUSIP: 11135FAL5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |  37859000 | PA      | $37836452.41   | 0.03%             | 2028-09-15      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 782074                                | CUSIP: 36241KJT6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      4838 | PA      | $4940.82       | 0.00%             | 2033-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co                                                                 | GEORGIA POWER                            | CUSIP: 373334KQ3<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |  29820000 | PA      | $29991000.76   | 0.03%             | 2032-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| T-Mobile US Inc                                                                  | T-MOBILE US INC                          | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |   3000725 | NS      | $756152692.75  | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Dominion Energy South Carolina Inc                                               | SOUTH CAROL E&G                          | CUSIP: 837004CE8<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |   2945000 | PA      | $2923210.98    | 0.00%             | 2041-02-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                              | AMERICAN EXPRESS                         | CUSIP: 025816DZ9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   7600000 | PA      | $7809775.35    | 0.01%             | 2036-01-30      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                   | AMAZON.COM INC                           | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |  16368065 | NS      | $3748286885.00 | 3.20%             |  |  |  | No            |                  1 | On Loan: No      |
| BP Capital Markets America Inc                                                   | BP CAP MKTS AMER                         | CUSIP: 10373QBT6<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |  38165000 | PA      | $34383376.82   | 0.03%             | 2032-01-12      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co                                                                 | GEORGIA POWER                            | CUSIP: 373334JS1<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |  34703000 | PA      | $32574585.56   | 0.03%             | 2040-09-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Kaiser Foundation Hospitals                                                      | KAISER FOUN HOSP                         | CUSIP: 48305QAD5<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |  14000000 | PA      | $11456082.57   | 0.01%             | 2047-05-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP                         | CUSIP: 06051GHD4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   8681000 | PA      | $8527410.60    | 0.01%             | 2028-12-20      | Variable      | 3.42%                 | No            |                  2 | On Loan: No      |
| Georgetown University/The                                                        | GEORGETOWN UNIV                          | CUSIP: 37310PAC5<br>LEI: 549300GCL3B0KVXSX752 | Long             | DBT              | CORP              | US        |   7787000 | PA      | $6344870.16    | 0.01%             | 2049-04-01      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                             | CUSIP: 06738EBU8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |  14930000 | PA      | $14559509.38   | 0.01%             | 2027-11-24      | Variable      | 2.28%                 | No            |                  2 | On Loan: No      |
| BlackRock Funding Inc                                                            | BLACKROCK FUND                           | CUSIP: 09290DAK7<br>LEI: 529900VBK42Y5HHRMD23 | Long             | DBT              | CORP              | US        |  11470000 | PA      | $11043287.72   | 0.01%             | 2055-01-08      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                           | CUSIP: 46647PBN5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  19885000 | PA      | $13281875.24   | 0.01%             | 2051-04-22      | Variable      | 3.11%                 | No            |                  2 | On Loan: No      |
| Saudi Arabian Oil Co                                                             | SAUDI ARAB OIL                           | CUSIP: 80414L3B9<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |  33170000 | PA      | $34122564.71   | 0.03%             | 2035-06-02      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| CK Hutchison International 20 Ltd                                                | CK HUTCHISON INT                         | CUSIP: 12564HAB1<br>LEI: 254900SSPRZHBMNJF043 | Long             | DBT              | CORP              | KY        |  22015000 | PA      | $15538338.55   | 0.01%             | 2050-05-08      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP                         | CUSIP: 91324PDX7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   7515000 | PA      | $6793472.07    | 0.01%             | 2030-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital SA                                                         | TOTALENERGIES                            | CUSIP: 89157XAA9<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |  29905000 | PA      | $30818660.96   | 0.03%             | 2034-04-05      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                             | CUSIP: 20030NAK7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    945000 | PA      | $1051422.91    | 0.00%             | 2035-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | BURLINGTON NORTH                         | CUSIP: 12189LBH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  17935000 | PA      | $11098324.62   | 0.01%             | 2052-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Micron Technology Inc                                                            | MICRON TECH                              | CUSIP: 595112CG6<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |  14000000 | PA      | $14622572.86   | 0.01%             | 2032-11-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital SA                                                         | TOTALENERGIES                            | CUSIP: 89157XAC5<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |  22020000 | PA      | $21076422.91   | 0.02%             | 2064-04-05      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp                                                                    | AMPHENOL CORP-A                          | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |   5697433 | NS      | $620222556.38  | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Florida Power & Light Co                                                         | FLORIDA PWR & LT                         | CUSIP: 341081EV5<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5234351.04    | 0.00%             | 2037-02-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                          | CUSIP: 91282CFU0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  62399700 | PA      | $63043196.91   | 0.05%             | 2027-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| GlaxoSmithKline Capital Inc                                                      | GLAXOSMITHKLINE                          | CUSIP: 377372AB3<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |  10639000 | PA      | $11140347.61   | 0.01%             | 2034-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                          | CUSIP: 91282CNH0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  67068800 | PA      | $67592775.00   | 0.06%             | 2028-06-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                            | ATHENE GLOBAL FU                         | CUSIP: 04685A4G3<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |  43770000 | PA      | $45034117.86   | 0.04%             | 2030-01-07      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| County of Broward FL Airport System Revenue                                      | BROWARD CNTY FL ARPT                     | CUSIP: 114894ZW1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  10370000 | PA      | $8427581.82    | 0.01%             | 2043-10-01      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| Columbia Pipelines Holding Co LLC                                                | COLUMBIA PIPE HC                         | CUSIP: 19828AAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8490000 | PA      | $8619359.29    | 0.01%             | 2031-10-01      | Fixed         | 5.10%                 | Yes           |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANSFER                          | CUSIP: 29278NAG8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |  50115000 | PA      | $51517269.09   | 0.04%             | 2029-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                           | CUSIP: 46647PEY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   9695000 | PA      | $10001094.48   | 0.01%             | 2031-04-22      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co LLC                                                   | ONCOR ELECTRIC D                         | CUSIP: 68233JAT1<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |  10735000 | PA      | $9532989.11    | 0.01%             | 2041-12-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                                   | MICROSOFT CORP                           | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |  12106980 | NS      | $6134485696.20 | 5.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                           | CUSIP: 61748UAE2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  27915000 | PA      | $28802741.40   | 0.02%             | 2031-01-15      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| Welltower Inc                                                                    | WELLTOWER INC                            | CUSIP: 95040Q104<br>LEI: 254900F33BIAR82QTA19 | Long             | EC               | CORP              | US        |   5433985 | NS      | $914430995.80  | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| ServiceNow Inc                                                                   | SERVICENOW INC                           | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |    511617 | NS      | $469388132.82  | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Commonwealth Edison Co                                                           | COMMONWEALTH EDI                         | CUSIP: 202795JL5<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $7569945.49    | 0.01%             | 2047-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | ELEVANCE HEALTH                          | CUSIP: 036752AW3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   7525000 | PA      | $7840453.06    | 0.01%             | 2032-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                               | CUSIP: 458140CM0<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |  10835000 | PA      | $9833933.26    | 0.01%             | 2054-02-21      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Cedars-Sinai Health System                                                       | CEDARS-SINAI HLT                         | CUSIP: 15073LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  43795000 | PA      | $39178160.97   | 0.03%             | 2031-08-15      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                           | CUSIP: 437076BH4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |  25000000 | PA      | $20977387.26   | 0.02%             | 2046-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BZ4732                                | CUSIP: 3140Q0HJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  13980000 | PA      | $14185156.50   | 0.01%             | 2030-08-01      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| Ohio Edison Co                                                                   | OHIO EDISON CO                           | CUSIP: 677347CJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6710000 | PA      | $6850885.50    | 0.01%             | 2029-12-15      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| BAE Systems Holdings Inc                                                         | BAE SYSTEMS HLDG                         | CUSIP: 05523UAP5<br>LEI: MF62XBVMNYTYMC18DL76 | Long             | DBT              | CORP              | US        |  11010000 | PA      | $10988263.14   | 0.01%             | 2025-12-15      | Fixed         | 3.85%                 | Yes           |                  2 | On Loan: No      |
| RGA Global Funding                                                               | RGA GLOBAL                               | CUSIP: 76209PAD5<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |  16515000 | PA      | $17263530.73   | 0.01%             | 2031-01-11      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                           | CUSIP: 61747YFB6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  25160000 | PA      | $26140855.49   | 0.02%             | 2038-01-19      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                                      | METLIFE INC                              | CUSIP: 59156RBD9<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |  15565000 | PA      | $13054140.94   | 0.01%             | 2042-08-13      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| NTT Finance Corp                                                                 | NTT FINANCE                              | CUSIP: 62954WAQ8<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |  19455000 | PA      | $19656534.59   | 0.02%             | 2028-07-16      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BZ4324                                | CUSIP: 3140NYYW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  15100000 | PA      | $15300177.68   | 0.01%             | 2030-07-01      | Fixed         | 4.36%                 | No            |                  2 | On Loan: No      |
| Saudi Arabian Oil Co                                                             | SAUDI ARAB OIL                           | CUSIP: 80414L3F0<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |  26705000 | PA      | $27527090.14   | 0.02%             | 2055-06-02      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                               | CUSIP: 458140BU3<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   3635000 | PA      | $3148327.75    | 0.00%             | 2031-08-12      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Chicago Transit Authority Sales & Transfer Tax Receipts Revenue                  | CHICAGO TRANSIT SER B                    | CUSIP: 167725AF7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  52817285 | PA      | $58696355.72   | 0.05%             | 2040-12-01      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE                                     | CUSIP: 05571AAY1<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |  10150000 | PA      | $10493198.69   | 0.01%             | 2035-05-30      | Variable      | 5.94%                 | Yes           |                  2 | On Loan: No      |
| Macquarie Group Ltd                                                              | MACQUARIE GROUP                          | CUSIP: 55608JAX6<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |  42835000 | PA      | $41228284.07   | 0.04%             | 2028-04-14      | Variable      | 1.94%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                          | CUSIP: 912810SX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  14666700 | PA      | $9109968.58    | 0.01%             | 2051-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                          | CUSIP: 912810TH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  20950000 | PA      | $17218281.25   | 0.01%             | 2042-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                           | CUSIP: 95000U3R2<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |  20000000 | PA      | $20171713.89   | 0.02%             | 2028-01-24      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                          | CUSIP: 842400FH1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |  40000000 | PA      | $40892632.98   | 0.03%             | 2038-02-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| BlackRock Funding Inc                                                            | BLACKROCK FUND                           | CUSIP: 09290DAC5<br>LEI: 529900VBK42Y5HHRMD23 | Long             | DBT              | CORP              | US        |  21680000 | PA      | $20576496.32   | 0.02%             | 2054-03-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Royalty Pharma PLC                                                               | ROYALTY PHARMA                           | CUSIP: 78081BAM5<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |   9555000 | PA      | $6444191.24    | 0.01%             | 2050-09-02      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                          | CUSIP: 91282CLG4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 128580000 | PA      | $128836155.79  | 0.11%             | 2027-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA INC                                  | CUSIP: 404119CT4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |  10175000 | PA      | $10562075.90   | 0.01%             | 2031-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Energy Co                                                     | BERKSHIRE HATHAW                         | CUSIP: 084659BF7<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |  47777000 | PA      | $39699379.33   | 0.03%             | 2053-05-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Trustees of Princeton University/The                                             | TRST PRINCETON U                         | CUSIP: 89837LAH8<br>LEI: 549300PJZYINN64GDJ90 | Long             | DBT              | CORP              | US        |   2157000 | PA      | $1782477.69    | 0.00%             | 2052-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                                                                  | NORDEA BANK ABP                          | CUSIP: 65559CAE1<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |  65800000 | PA      | $63953962.19   | 0.05%             | 2026-09-30      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN                         | CUSIP: 718172BL2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |  29010000 | PA      | $24408748.57   | 0.02%             | 2044-11-10      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                 | CROWN CASTLE INC                         | CUSIP: 22822VBD2<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   9760000 | PA      | $10140275.06   | 0.01%             | 2029-06-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| HSBC Bank USA                                                                    | HSBC TRIPARTY TREAS                      | CUSIP: N/A<br>LEI: CYYGQCGNHMHPSMRL3R97       | Long             | RA               | CORP              | US        |  93500000 | PA      | $93500000.00   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Northeastern University                                                          | NRTHEAST UNIV                            | CUSIP: 664675AT2<br>LEI: 549300I2J5CUY7XEVC78 | Long             | DBT              | CORP              | US        |   6995000 | PA      | $4623746.20    | 0.00%             | 2050-10-01      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                          | CUSIP: 912810TT5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13415000 | PA      | $11749129.46   | 0.01%             | 2053-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Met Tower Global Funding                                                         | MET TOWER                                | CUSIP: 58989V2H6<br>LEI: 635400OFJCY9IOGBGY57 | Long             | DBT              | CORP              | US        |  11205000 | PA      | $11590756.17   | 0.01%             | 2029-04-12      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                                | FNR 2013-43 XP                           | CUSIP: 3136AD2H1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1184629 | PA      | $1142054.50    | 0.00%             | 2041-08-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-MOBILE USA INC                         | CUSIP: 87264AAZ8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   7600000 | PA      | $6199753.41    | 0.01%             | 2050-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Boston Gas Co                                                                    | BOSTON GAS CO                            | CUSIP: 100743AM5<br>LEI: FN7P4E7K9JOBORDEUX61 | Long             | DBT              | CORP              | US        |   4225000 | PA      | $3946090.02    | 0.00%             | 2032-03-16      | Fixed         | 3.76%                 | Yes           |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                            | MET TRANSN-TXB-E-BABS                    | CUSIP: 59259YGF0<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |  17390000 | PA      | $18900192.81   | 0.02%             | 2040-11-15      | Fixed         | 6.81%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP                         | CUSIP: 91324PCD2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |  47400000 | PA      | $39734507.85   | 0.03%             | 2043-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                          | CUSIP: 842400FZ1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   3255000 | PA      | $2739820.08    | 0.00%             | 2043-10-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                                | EVERSOURCE ENERG                         | CUSIP: 30040WAE8<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |  12335000 | PA      | $12081438.56   | 0.01%             | 2028-01-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                            | FOUNDRY JV HOLDC                         | CUSIP: 350930AC7<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |  15655000 | PA      | $16648005.18   | 0.01%             | 2032-01-25      | Fixed         | 6.15%                 | Yes           |                  2 | On Loan: No      |
| AstraZeneca PLC                                                                  | ASTRAZENECA PLC                          | CUSIP: 046353AD0<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |  15140000 | PA      | $17074608.17   | 0.01%             | 2037-09-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Protective Life Global Funding                                                   | PROTECTIVE LIFE                          | CUSIP: 74368CCC6<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |  10855000 | PA      | $11043539.76   | 0.01%             | 2030-06-05      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANSFER                          | CUSIP: 29278NAE3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |  14542000 | PA      | $13962466.97   | 0.01%             | 2048-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Columbia Pipelines Operating Co LLC                                              | COLUMBIA PIPE OC                         | CUSIP: 19828TAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  39861000 | PA      | $41421910.09   | 0.04%             | 2043-08-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K-1512 A3                           | CUSIP: 3137FMTT9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   6000000 | PA      | $5376981.00    | 0.00%             | 2034-04-25      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| S&P Global Inc                                                                   | S&P GLOBAL INC                           | CUSIP: 78409VBL7<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |  33425000 | PA      | $24955360.35   | 0.02%             | 2052-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co Lp / PTL Finance Corp                                    | PENSKE TRUCK LE                          | CUSIP: 709599CA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4675000 | PA      | $4809487.99    | 0.00%             | 2029-07-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| UniCredit SpA                                                                    | UNICREDIT SPA                            | CUSIP: 904678AY5<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |  35545000 | PA      | $32640731.38   | 0.03%             | 2032-06-03      | Variable      | 3.13%                 | Yes           |                  2 | On Loan: No      |
| Rutgers The State University of New Jersey                                       | RUTGERS NJ ST UNIV                       | CUSIP: 783186UJ6<br>LEI: 549300BOYDHNW8J60112 | Long             | DBT              | MUN               | US        |   9510000 | PA      | $7559522.78    | 0.01%             | 2043-05-01      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                           | CUSIP: 46647PEQ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  77025000 | PA      | $77845695.44   | 0.07%             | 2030-10-22      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC                               | CUSIP: 00287YEA3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |  18300000 | PA      | $18723922.57   | 0.02%             | 2035-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| EQT Corp                                                                         | EQT CORP                                 | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | EC               | CORP              | US        |   2852325 | NS      | $147864528.00  | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 310228                                | CUSIP: 31374CSR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   5130833 | PA      | $4645812.61    | 0.00%             | 2043-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Evergy Metro Inc                                                                 | EVERGY METRO                             | CUSIP: 485134BR0<br>LEI: 1128SIJQ26096WL7IO82 | Long             | DBT              | CORP              | US        |   3419000 | PA      | $2718880.19    | 0.00%             | 2048-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP                         | CUSIP: 91324PEK4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   7175000 | PA      | $6031665.73    | 0.01%             | 2052-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                                                     | NISOURCE INC                             | CUSIP: 65473QBC6<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |  12750000 | PA      | $11305335.96   | 0.01%             | 2044-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS1208                                | CUSIP: 3138WAKW6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    174817 | PA      | $171083.76     | 0.00%             | 2028-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                              | AMERICAN EXPRESS                         | CUSIP: 025816EK1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |  17780000 | PA      | $17997915.72   | 0.02%             | 2033-07-20      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co Lp / PTL Finance Corp                                    | PENSKE TRUCK LE                          | CUSIP: 709599CB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4335000 | PA      | $4472441.01    | 0.00%             | 2030-02-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                               | CUSIP: 458140CJ7<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   5250000 | PA      | $4821304.60    | 0.00%             | 2053-02-10      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                           | CUSIP: 46647PCD6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  50000000 | PA      | $37841956.55   | 0.03%             | 2042-04-22      | Variable      | 3.16%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                           | CUSIP: 46647PFC5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  10580000 | PA      | $10799871.41   | 0.01%             | 2036-07-23      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                         | FLORIDA PWR & LT                         | CUSIP: 341081FA0<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |  21188000 | PA      | $22755537.92   | 0.02%             | 2038-02-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Massachusetts Electric Co                                                        | MASS ELECTRIC CO                         | CUSIP: 575634AU4<br>LEI: 549300XN8GZY5U5O1B96 | Long             | DBT              | CORP              | US        |    990000 | PA      | $860138.61     | 0.00%             | 2030-11-24      | Fixed         | 1.73%                 | Yes           |                  2 | On Loan: No      |
| Five Corners Funding Trust II                                                    | FIVE CORNERS II                          | CUSIP: 33834DAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  34750000 | PA      | $32472961.08   | 0.03%             | 2030-05-15      | Fixed         | 2.85%                 | Yes           |                  2 | On Loan: No      |
| Diageo Capital PLC                                                               | DIAGEO CAP PLC                           | CUSIP: 25243YBD0<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |   5830000 | PA      | $5297715.18    | 0.00%             | 2030-04-29      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Mars Inc                                                                         | MARS INC                                 | CUSIP: 571676BC8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |  26955000 | PA      | $26325154.86   | 0.02%             | 2055-05-01      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| Oncor Electric Delivery Co LLC                                                   | ONCOR ELECTRIC D                         | CUSIP: 68233JCS1<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |  37160000 | PA      | $39332058.28   | 0.03%             | 2033-11-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS0189                                | CUSIP: 3138W9F70<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2306 | PA      | $2258.26       | 0.00%             | 2028-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                                          | CENTERPOINT HOUS                         | CUSIP: 15189XBF4<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |   8245000 | PA      | $8281891.65    | 0.01%             | 2035-03-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Waste Connections Inc                                                            | WASTE CONNECT                            | CUSIP: 94106BAJ0<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |   8710000 | PA      | $8903390.64    | 0.01%             | 2035-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                 | DUKE ENERGY COR                          | CUSIP: 26441CBN4<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |  34035000 | PA      | $23208594.74   | 0.02%             | 2051-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                             | CUSIP: 11135FAQ4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |  24480000 | PA      | $24238951.90   | 0.02%             | 2030-11-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                          | CUSIP: 842400FF5<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |  50475000 | PA      | $50082696.82   | 0.04%             | 2037-01-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                              | AMERICAN TOWER                           | CUSIP: 03027XAW0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |  51672000 | PA      | $50609207.26   | 0.04%             | 2029-08-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                             | CUSIP: 11135FCL3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |  55023000 | PA      | $55672959.97   | 0.05%             | 2032-07-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co Lp / PTL Finance Corp                                    | PENSKE TRUCK LE                          | CUSIP: 709599BV5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7282000 | PA      | $7793341.83    | 0.01%             | 2030-06-15      | Fixed         | 6.20%                 | Yes           |                  2 | On Loan: No      |
| John Deere Capital Corp                                                          | JOHN DEERE CAP                           | CUSIP: 24422EXE4<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |  17329000 | PA      | $17955664.79   | 0.02%             | 2033-09-08      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | ROYAL BK CANADA                          | CUSIP: 78016FZX5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |  44538000 | PA      | $45622961.04   | 0.04%             | 2033-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP                         | CUSIP: 06051GML0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  44515000 | PA      | $45947704.97   | 0.04%             | 2031-01-24      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                           | CUSIP: 46625HLL2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $13716862.92   | 0.01%             | 2045-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                            | CUSIP: 172967KU4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   9025000 | PA      | $9011390.26    | 0.01%             | 2028-07-25      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                               | META PLATFORMS-A                         | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |   3117878 | NS      | $2303176478.60 | 1.97%             |  |  |  | No            |                  1 | On Loan: No      |
| Pfizer Investment Enterprises Pte Ltd                                            | PFIZER INVSTMNT                          | CUSIP: 716973AG7<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |  36489000 | PA      | $33983473.11   | 0.03%             | 2053-05-19      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| DTE Energy Co                                                                    | DTE ENERGY CO                            | CUSIP: 233331BM8<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |  20780000 | PA      | $21050159.23   | 0.02%             | 2027-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                          | CUSIP: 842400FL2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   1980000 | PA      | $2034065.94    | 0.00%             | 2039-03-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP                         | CUSIP: 38141GWV2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   3935000 | PA      | $3894306.41    | 0.00%             | 2029-04-23      | Variable      | 3.81%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                             | GLENCORE FDG LLC                         | CUSIP: 378272BQ0<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |  20705000 | PA      | $22590106.56   | 0.02%             | 2033-10-06      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP                         | CUSIP: 06051GLH0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   9695000 | PA      | $9936863.01    | 0.01%             | 2034-04-25      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                   | BP CAP MKTS AMER                         | CUSIP: 10373QBM1<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |  12780000 | PA      | $11360298.62   | 0.01%             | 2030-08-10      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Inc                                                               | NEXTERA ENERGY                           | CUSIP: 65339F101<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EC               | CORP              | US        |   6313784 | NS      | $454908137.20  | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Israel Government International Bond                                             | STATE OF ISRAEL                          | CUSIP: 46514BRN9<br>LEI: N/A                  | Long             | DBT              | NUSS              | IL        |  36740000 | PA      | $37600279.39   | 0.03%             | 2029-03-12      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Evergy Metro Inc                                                                 | EVERGY METRO                             | CUSIP: 30037DAA3<br>LEI: 1128SIJQ26096WL7IO82 | Long             | DBT              | CORP              | US        |   5680000 | PA      | $5194710.44    | 0.00%             | 2030-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| California Health Facilities Financing Authority                                 | CA ST HLTH FACS AUTH                     | CUSIP: 13032UD88<br>LEI: 5493007RI8BUDOGHZ546 | Long             | DBT              | MUN               | US        |   4380000 | PA      | $4119925.24    | 0.00%             | 2037-06-01      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| Intuit Inc                                                                       | INTUIT INC                               | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |   1398787 | NS      | $932990929.00  | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| Greensaif Pipelines Bidco Sarl                                                   | GREENSAIF PIPELI                         | CUSIP: 39541EAC7<br>LEI: 549300YWDGUXPB8GRP47 | Long             | DBT              | CORP              | LU        |  26755000 | PA      | $28473887.30   | 0.02%             | 2042-02-23      | Fixed         | 6.51%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                          | CUSIP: 91282CJQ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  19022000 | PA      | $19027944.38   | 0.02%             | 2030-12-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Piedmont Healthcare Inc                                                          | PIEDMONT HLTH                            | CUSIP: 72014TAE9<br>LEI: 254900D1I6W7J0DSAY11 | Long             | DBT              | CORP              | US        |  11725000 | PA      | $7239982.30    | 0.01%             | 2052-01-01      | Fixed         | 2.86%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                           | CUSIP: 95000U2G7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   8400000 | PA      | $7933009.74    | 0.01%             | 2030-10-30      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                                          | SCHWAB (CHARLES)                         | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |   9399284 | NS      | $900827378.56  | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP                         | CUSIP: 91324PDQ2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   4970000 | PA      | $4084064.63    | 0.00%             | 2048-12-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP                          | CUSIP: 126650CM0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1375000 | PA      | $1319355.97    | 0.00%             | 2035-07-20      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Corebridge Global Funding                                                        | COREBRIDGE GF                            | CUSIP: 00138CAU2<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |  17660000 | PA      | $17875143.09   | 0.02%             | 2026-07-02      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                               | CUSIP: 458140AY6<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |  25055000 | PA      | $18540757.74   | 0.02%             | 2047-05-11      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                         | LLOYDS BK GR PLC                         | CUSIP: 53944YAX1<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |  17500000 | PA      | $18147858.73   | 0.02%             | 2035-01-05      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | GOLDMAN SACHS GROUP INC/THE TRS 0.0 05-1 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |    284876 | NC      | $8129791.46    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                           | CUSIP: 437076DD1<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |  11510000 | PA      | $11873428.55   | 0.01%             | 2031-06-25      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Deere & Co                                                                       | DEERE & CO                               | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |   1297154 | NS      | $620869790.56  | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                          | CUSIP: 842400JG9<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |  27530000 | PA      | $27703550.30   | 0.02%             | 2035-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                               | FHR 3823 DB                              | CUSIP: 3137A8D70<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1131306 | PA      | $1112421.26    | 0.00%             | 2031-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                             | LOCKHEED MARTIN                          | CUSIP: 539830BL2<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |  16665000 | PA      | $14860810.72   | 0.01%             | 2046-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP                         | CUSIP: 06051GJB6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   7600000 | PA      | $7028724.15    | 0.01%             | 2031-04-29      | Variable      | 2.59%                 | No            |                  2 | On Loan: No      |
| Kansas Development Finance Authority                                             | KANSAS ST DEV FIN AUT                    | CUSIP: 485429Z72<br>LEI: 549300WTL7BL8KBDPR87 | Long             | DBT              | MUN               | US        |   7745000 | PA      | $7396662.43    | 0.01%             | 2045-04-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                   | BP CAP MKTS AMER                         | CUSIP: 10373QBP4<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |  30385000 | PA      | $18855012.04   | 0.02%             | 2051-06-04      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| Chicago Transit Authority Sales & Transfer Tax Receipts Revenue                  | CHICAGO TRANSIT SER A                    | CUSIP: 167725AC4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  30929894 | PA      | $34372688.05   | 0.03%             | 2040-12-01      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| California State University                                                      | CALIFORNIA ST UNIV-B                     | CUSIP: 13077DRW4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  12090000 | PA      | $7845325.53    | 0.01%             | 2052-11-01      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                             | GLENCORE FDG LLC                         | CUSIP: 378272BG2<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   8527000 | PA      | $7607888.00    | 0.01%             | 2031-09-23      | Fixed         | 2.62%                 | Yes           |                  2 | On Loan: No      |
| Targa Resources Corp                                                             | TARGA RESOURCES                          | CUSIP: 87612GAN1<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |  34495000 | PA      | $33495867.97   | 0.03%             | 2055-05-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Mississippi Power Co                                                             | MISS POWER CO                            | CUSIP: 605417BZ6<br>LEI: LNZ0J6YZ5SC6ILIRU850 | Long             | DBT              | CORP              | US        |   7024000 | PA      | $6020183.14    | 0.01%             | 2042-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Whistler Pipeline LLC                                                            | WHISTLER PIPELIN                         | CUSIP: 96337RAA0<br>LEI: 549300NG57SGLTNW5C85 | Long             | DBT              | CORP              | US        |   7725000 | PA      | $7945759.63    | 0.01%             | 2029-09-30      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                             | LOCKHEED MARTIN                          | CUSIP: 539830BK4<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |   8015000 | PA      | $7722359.24    | 0.01%             | 2036-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Oregon School Boards Association                                                 | OR SCH BRDS-TXB-PENSI                    | CUSIP: 686053DR7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  26105924 | PA      | $26747312.46   | 0.02%             | 2028-06-30      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| PACCAR Inc                                                                       | PACCAR INC                               | CUSIP: 693718108<br>LEI: KDTEY8BWE486IKZ3CC07 | Long             | EC               | CORP              | US        |   3453187 | NS      | $345249636.26  | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Microsoft Corp                                                                   | MICROSOFT CORP                           | CUSIP: 594918BS2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |  31097000 | PA      | $28059781.11   | 0.02%             | 2036-08-08      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Johnsonville Aeroderivative Combustion Turbine Generation LLC                    | JOHNSONVILLE AER                         | CUSIP: 479281AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  20865227 | PA      | $19709653.99   | 0.02%             | 2054-10-01      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd                                                      | NATL AUSTRALIABK                         | CUSIP: 632525AU5<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |  75550000 | PA      | $67876909.31   | 0.06%             | 2030-08-21      | Fixed         | 2.33%                 | Yes           |                  2 | On Loan: No      |
| NTT Finance Corp                                                                 | NTT FINANCE                              | CUSIP: 62954WAV7<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |  16630000 | PA      | $17036784.60   | 0.01%             | 2035-07-16      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Cheniere Energy Partners LP                                                      | CHENIERE ENERGYP                         | CUSIP: 16411QAQ4<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |   9045000 | PA      | $9473058.03    | 0.01%             | 2033-06-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                 | DUKE ENERGY COR                          | CUSIP: 26441CBU8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |  43405000 | PA      | $37857273.38   | 0.03%             | 2052-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HCA Healthcare Inc                                                               | HCA HEALTHCARE I                         | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               | CORP              | US        |   1401534 | NS      | $566163674.64  | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Regents of the University of California Medical Center Pooled Revenue            | UNIV OF CALIFORNIA CA                    | CUSIP: 913366KC3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  26520000 | PA      | $16565434.24   | 0.01%             | 2060-05-15      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP PARIBAS                              | CUSIP: 09659W3D4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   9500000 | PA      | $9653796.10    | 0.01%             | 2031-05-09      | Variable      | 5.08%                 | Yes           |                  2 | On Loan: No      |
| Columbia Pipelines Operating Co LLC                                              | COLUMBIA PIPE OC                         | CUSIP: 19828TAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  11830000 | PA      | $12580439.47   | 0.01%             | 2030-08-15      | Fixed         | 5.93%                 | Yes           |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE                                     | CUSIP: 05571AAX3<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |  19230000 | PA      | $19794826.16   | 0.02%             | 2029-05-30      | Fixed         | 5.28%                 | Yes           |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                         | DUKE ENERGY PROG                         | CUSIP: 26442UAN4<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |  15845000 | PA      | $14907561.90   | 0.01%             | 2032-04-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Metropolitan Life Global Funding I                                               | MET LIFE GLOB                            | CUSIP: 59217GCK3<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |  21455000 | PA      | $21000094.19   | 0.02%             | 2027-09-19      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| PNC Bank NA                                                                      | PNC BANK NA                              | CUSIP: 69353RFJ2<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |  60465000 | PA      | $59525260.03   | 0.05%             | 2028-01-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                 | BAT CAPITAL CORP                         | CUSIP: 05526DBF1<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   6400000 | PA      | $5180433.80    | 0.00%             | 2047-08-15      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BZ4461                                | CUSIP: 3140NY5X5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   8323000 | PA      | $8538196.99    | 0.01%             | 2030-08-01      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                             | CUSIP: 20030NDS7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |  43840000 | PA      | $26213787.89   | 0.02%             | 2051-11-01      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                   | LOWE'S COS INC                           | CUSIP: 548661EE3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   4250000 | PA      | $2982629.21    | 0.00%             | 2041-09-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                               | META PLATFORMS                           | CUSIP: 30303M8Q8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |  13422000 | PA      | $13256603.16   | 0.01%             | 2053-05-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                             | CUSIP: 11135FCK5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |  50145000 | PA      | $50636464.46   | 0.04%             | 2030-07-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Eni SpA                                                                          | ENI SPA                                  | CUSIP: 26874RAP3<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |  22380000 | PA      | $21667299.75   | 0.02%             | 2054-05-15      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| GA Global Funding Trust                                                          | GA GLOBAL FNDING                         | CUSIP: 36143L2Q7<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |  25315000 | PA      | $25741726.68   | 0.02%             | 2031-12-09      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| Nevada Power Co                                                                  | NEVADA POWER CO                          | CUSIP: 641423CE6<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |  15345000 | PA      | $9738693.58    | 0.01%             | 2050-08-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC                               | CUSIP: 00287YDT3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |  33475000 | PA      | $34560833.65   | 0.03%             | 2031-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                         | GNR 2021-215 KA                          | CUSIP: 38383DY69<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  58934309 | PA      | $52637614.25   | 0.04%             | 2049-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                          | CUSIP: 842400HX4<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   9878000 | PA      | $9391776.77    | 0.01%             | 2053-12-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Boston Gas Co                                                                    | BOSTON GAS CO                            | CUSIP: 100743AK9<br>LEI: FN7P4E7K9JOBORDEUX61 | Long             | DBT              | CORP              | US        |   5385000 | PA      | $5275299.52    | 0.00%             | 2027-08-01      | Fixed         | 3.15%                 | Yes           |                  2 | On Loan: No      |
| SBA Tower Trust                                                                  | SBA TOWER TRUST                          | CUSIP: 78403DAV2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  54190000 | PA      | $51885684.05   | 0.04%             | 2027-04-15      | Fixed         | 1.84%                 | Yes           |                  2 | On Loan: No      |
| GA Global Funding Trust                                                          | GA GLOBAL FNDING                         | CUSIP: 36143L2L8<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |  16439000 | PA      | $16966263.09   | 0.01%             | 2029-01-08      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                         | DUKE ENERGY PROG                         | CUSIP: 26442UAB0<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |  40400000 | PA      | $33397173.02   | 0.03%             | 2045-08-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-MOBILE USA INC                         | CUSIP: 87264AAX3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   9700000 | PA      | $8605453.98    | 0.01%             | 2040-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Lseg US Fin Corp                                                                 | LSEG US FIN CORP                         | CUSIP: 50222CAB6<br>LEI: 2138007FV67QQ13CGJ43 | Long             | DBT              | CORP              | US        |   8475000 | PA      | $8681353.74    | 0.01%             | 2034-03-28      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | ENTERPRISE PRODU                         | CUSIP: 29379VCB7<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   9600000 | PA      | $6290706.85    | 0.01%             | 2053-02-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co LLC                                                   | ONCOR ELECTRIC D                         | CUSIP: 68233JCH5<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |  26115000 | PA      | $21551476.98   | 0.02%             | 2052-06-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BZ4646                                | CUSIP: 3140Q0EU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  18123232 | PA      | $18202928.91   | 0.02%             | 2030-08-01      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                         | LLOYDS BK GR PLC                         | CUSIP: 539439BD0<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |  15150000 | PA      | $15361290.48   | 0.01%             | 2029-06-13      | Variable      | 4.82%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                                            | BANQ FED CRD MUT                         | CUSIP: 06675DCR1<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |  40490000 | PA      | $40851279.38   | 0.03%             | 2028-10-16      | Fixed         | 4.59%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                            | CUSIP: 172967NA5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |  62962000 | PA      | $61552951.95   | 0.05%             | 2027-06-09      | Variable      | 1.46%                 | No            |                  2 | On Loan: No      |
| Ashtead Capital Inc                                                              | ASHTEAD CAPITAL                          | CUSIP: 04505AAA7<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |  10173000 | PA      | $10400657.99   | 0.01%             | 2032-08-11      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP                         | CUSIP: 06051GKY4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  29430000 | PA      | $29883518.47   | 0.03%             | 2033-07-22      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 782072                                | CUSIP: 36241KJR0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       290 | PA      | $295.61        | 0.00%             | 2033-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                           | CUSIP: 46625HJB7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  96000000 | PA      | $98320132.96   | 0.08%             | 2041-07-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                   | BP CAP MKTS AMER                         | CUSIP: 10373QBV1<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |  39975000 | PA      | $40231904.85   | 0.03%             | 2033-09-11      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | DUKE ENERGY CAR                          | CUSIP: 26442CBK9<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |  52380000 | PA      | $49763566.31   | 0.04%             | 2053-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                         | FLORIDA POWER &                          | CUSIP: 341081FP7<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |  13702000 | PA      | $10360987.72   | 0.01%             | 2047-12-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Imperial Brands Finance PLC                                                      | IMPERIAL BRANDS                          | CUSIP: 45262BAJ2<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |  20830000 | PA      | $20943521.12   | 0.02%             | 2028-06-30      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE                                     | CUSIP: 05583JAC6<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |  64230000 | PA      | $63087197.46   | 0.05%             | 2027-10-23      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                           | CUSIP: 437076BZ4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   2490000 | PA      | $1672589.85    | 0.00%             | 2049-12-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Kenvue Inc                                                                       | KENVUE INC                               | CUSIP: 49177JAH5<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |  27715000 | PA      | $28645225.44   | 0.02%             | 2030-03-22      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                                   | COM BK AUSTRALIA                         | CUSIP: 202712BS3<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |   9885000 | PA      | $9264388.29    | 0.01%             | 2032-03-14      | Fixed         | 3.78%                 | Yes           |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | UNION PAC CORP                           | CUSIP: 907818FX1<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    357000 | PA      | $324009.68     | 0.00%             | 2032-02-14      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Trane Technologies Financing Ltd                                                 | TRANE TECH                               | CUSIP: 892938AA9<br>LEI: 549300A5OEF3CJI2CO89 | Long             | DBT              | CORP              | IE        |  16705000 | PA      | $17256591.54   | 0.01%             | 2033-03-03      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| San Diego Gas & Electric Co                                                      | SAN DIEGO G & E                          | CUSIP: 797440BW3<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |   5940000 | PA      | $4702792.52    | 0.00%             | 2048-05-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANS                             | CUSIP: 29273VAY6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   8900000 | PA      | $9042421.01    | 0.01%             | 2034-05-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                     | ENBRIDGE INC                             | CUSIP: 29250NCD5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   9700000 | PA      | $9572360.54    | 0.01%             | 2054-04-05      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co                                               | PUBLIC SERVICE                           | CUSIP: 74456QCV6<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |  17167000 | PA      | $16805118.25   | 0.01%             | 2055-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                                                | STATE STREET CRP                         | CUSIP: 857477CX9<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |  22055000 | PA      | $22321007.06   | 0.02%             | 2036-02-28      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                 | DUKE ENERGY COR                          | CUSIP: 26441CBE4<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |  12030000 | PA      | $11679237.62   | 0.01%             | 2029-06-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                   | MERCK & CO                               | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |   6797407 | NS      | $571797876.84  | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | DUKE ENERGY CAR                          | CUSIP: 264399DK9<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |   2190000 | PA      | $2308635.44    | 0.00%             | 2028-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Constellation Software Inc/Canada                                                | CONSTELLATION ST                         | CUSIP: 21037XAD2<br>LEI: 549300B6PYHMCTDWQV29 | Long             | DBT              | CORP              | CA        |  12465000 | PA      | $12725726.98   | 0.01%             | 2034-02-16      | Fixed         | 5.46%                 | Yes           |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                         | COOPERATIEVE RAB                         | CUSIP: 74977RDR2<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |  26667000 | PA      | $26865491.59   | 0.02%             | 2028-08-22      | Variable      | 4.66%                 | Yes           |                  2 | On Loan: No      |
| Realty Income Corp                                                               | REALTY INCOME                            | CUSIP: 756109BT0<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |  26434000 | PA      | $26531957.96   | 0.02%             | 2033-07-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K-1521 A2                           | CUSIP: 3137H2NY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  17705000 | PA      | $13935347.01   | 0.01%             | 2036-08-25      | Fixed         | 2.18%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                            | CUSIP: 209111FH1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |   2729000 | PA      | $2121334.94    | 0.00%             | 2046-06-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Bermuda Government International Bond                                            | BERMUDA-GOVT OF                          | CUSIP: 085209AG9<br>LEI: N/A                  | Long             | DBT              | NUSS              | BM        |  18130000 | PA      | $16347279.34   | 0.01%             | 2030-08-20      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| Amazon.com Inc                                                                   | AMAZON.COM INC                           | CUSIP: 023135CJ3<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   5395000 | PA      | $4226110.26    | 0.00%             | 2052-04-13      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Healthpeak OP LLC                                                                | HEALTHPEAK OP                            | CUSIP: 42250GAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  28630000 | PA      | $28445821.13   | 0.02%             | 2033-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP                          | CUSIP: 126650ED8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   9700000 | PA      | $10002638.84   | 0.01%             | 2034-06-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K516 A2                             | CUSIP: 3137HBPM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  47852463 | PA      | $49847508.75   | 0.04%             | 2029-01-25      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| Republic Services Inc                                                            | REPUBLIC SVCS                            | CUSIP: 760759BH2<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |   8415000 | PA      | $8610821.72    | 0.01%             | 2033-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AEP Texas Inc                                                                    | AEP TEXAS                                | CUSIP: 00108WAJ9<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |   5065000 | PA      | $3820446.28    | 0.00%             | 2049-05-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                         | LLOYDS BK GR PLC                         | CUSIP: 53944YBC6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |  23710000 | PA      | $24110470.72   | 0.02%             | 2028-11-26      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                   | VIRGINIA EL&PWR                          | CUSIP: 927804GU2<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |  17575000 | PA      | $17244288.06   | 0.01%             | 2055-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                          | CUSIP: 91282CMW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 118721000 | PA      | $119175478.23  | 0.10%             | 2028-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN                         | CUSIP: 718172CV9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |  39385000 | PA      | $40209533.20   | 0.03%             | 2027-11-17      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Westinghouse Air Brake Technologies Corp                                         | WESTINGHOUSE AIR                         | CUSIP: 960386AS9<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |   8170000 | PA      | $8348378.13    | 0.01%             | 2030-05-29      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | ELEVANCE HEALTH                          | CUSIP: 036752AP8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |  26925000 | PA      | $24394164.72   | 0.02%             | 2031-03-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                              | DOMINION ENERGY                          | CUSIP: 25746UDQ9<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |  30363000 | PA      | $25582437.00   | 0.02%             | 2052-08-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Anglo American Capital PLC                                                       | ANGLO AMERICAN                           | CUSIP: 034863AX8<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |  11975000 | PA      | $10941457.80   | 0.01%             | 2030-09-10      | Fixed         | 2.62%                 | Yes           |                  2 | On Loan: No      |
| JBS USA LUX Sarl / JBS USA Food Co / JBS USA Foods Group                         | JBS USA/FOOD/GRP                         | CUSIP: 472140AC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8202000 | PA      | $8242028.20    | 0.01%             | 2055-02-25      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Sempra                                                                           | SEMPRA                                   | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |  11891334 | NS      | $981748535.04  | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| TD Securities (USA) LLC                                                          | TD TRIPARTY MORTGAGE                     | CUSIP: N/A<br>LEI: SUVUFHICNZMP2WKHG940       | Long             | RA               | CORP              | US        |  39300000 | PA      | $39300000.00   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| University of Chicago/The                                                        | UNIV OF CHICAGO                          | CUSIP: 91412NBD1<br>LEI: 54930099Y7GU6182V326 | Long             | DBT              | CORP              | US        |   5825000 | PA      | $4549941.05    | 0.00%             | 2045-04-01      | Fixed         | 2.76%                 | No            |                  2 | On Loan: No      |
| Shell International Finance BV                                                   | SHELL INTL FIN                           | CUSIP: 822582CL4<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |  39345000 | PA      | $25254570.09   | 0.02%             | 2051-11-26      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                                  | DANSKE BANK A/S                          | CUSIP: 23636ABH3<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |   1915000 | PA      | $1998758.51    | 0.00%             | 2030-03-01      | Variable      | 5.71%                 | Yes           |                  2 | On Loan: No      |
| CommonSpirit Health                                                              | CATHOLIC HEALTH                          | CUSIP: 14916RAD6<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |  28315000 | PA      | $23974944.12   | 0.02%             | 2042-11-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                           | CUSIP: 95000U3E1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   9900000 | PA      | $10261657.42   | 0.01%             | 2029-07-25      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| SCE Recovery Funding LLC                                                         | SCE REC FUND                             | CUSIP: 78433LAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6389114 | PA      | $5730465.92    | 0.00%             | 2033-11-15      | Fixed         | 0.86%                 | No            |                  2 | On Loan: No      |
| Banner Health                                                                    | BANNER HEALTH                            | CUSIP: 06654DAG2<br>LEI: PLD0E0WJKFN8IZJ2WD85 | Long             | DBT              | CORP              | US        |  29965000 | PA      | $21786666.89   | 0.02%             | 2042-01-01      | Fixed         | 2.91%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                               | CAN IMPERIAL BK                          | CUSIP: 13607PHS6<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |  30565000 | PA      | $30883536.05   | 0.03%             | 2030-09-11      | Variable      | 4.63%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                          | PORT AUTH-TXB-164TH                      | CUSIP: 73358WCW2<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |     40000 | PA      | $42140.56      | 0.00%             | 2040-11-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                          | CUSIP: 912810UD8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15310400 | PA      | $13905551.23   | 0.01%             | 2044-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Broadcom Corp / Broadcom Cayman Finance Ltd                                      | BRDCOM CRP / FIN                         | CUSIP: 11134LAH2<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |  11385000 | PA      | $11337333.03   | 0.01%             | 2027-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP                         | CUSIP: 38141GYJ7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  79000000 | PA      | $69958072.64   | 0.06%             | 2032-07-21      | Variable      | 2.38%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co                                                                 | GEORGIA POWER                            | CUSIP: 373334JR3<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |   6665000 | PA      | $6776264.37    | 0.01%             | 2040-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| University of California                                                         | UNIV OF CALIFORNIA-BG                    | CUSIP: 91412HGG2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  16140000 | PA      | $14568341.68   | 0.01%             | 2030-05-15      | Fixed         | 1.61%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K-1513 A3                           | CUSIP: 3137FPJ97<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   7500000 | PA      | $6538954.50    | 0.01%             | 2034-08-25      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                                   | COM BK AUSTRALIA                         | CUSIP: 202712BN4<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |  74015000 | PA      | $66912217.99   | 0.06%             | 2031-03-11      | Fixed         | 2.69%                 | Yes           |                  2 | On Loan: No      |
| Union Electric Co                                                                | UNION ELECTRIC                           | CUSIP: 906548CW0<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |   8045000 | PA      | $7685309.75    | 0.01%             | 2053-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Shell Finance US Inc                                                             | SHELL FINANCE US                         | CUSIP: 822905AH8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6460000 | PA      | $4980383.72    | 0.00%             | 2046-09-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | ENTERPRISE PRODU                         | CUSIP: 29379VAT0<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3106967.31    | 0.00%             | 2041-02-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                       | CAPITAL ONE FINL                         | CUSIP: 14040HCZ6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   6175000 | PA      | $6481667.01    | 0.01%             | 2029-06-08      | Variable      | 6.31%                 | No            |                  2 | On Loan: No      |
| Emera US Finance LP                                                              | EMERA US FINANCE                         | CUSIP: 29103DAJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  25624000 | PA      | $25409984.94   | 0.02%             | 2026-06-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| San Diego Gas & Electric Co                                                      | SAN DIEGO G & E                          | CUSIP: 797440BV5<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |   5390000 | PA      | $4025009.68    | 0.00%             | 2047-06-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                                                     | QUALCOMM INC                             | CUSIP: 747525BK8<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |  29475000 | PA      | $27047273.55   | 0.02%             | 2030-05-20      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Equitable Financial Life Global Funding                                          | EQUITABLE FINANC                         | CUSIP: 29449WAL1<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |  12440000 | PA      | $12079549.91   | 0.01%             | 2026-11-12      | Fixed         | 1.70%                 | Yes           |                  2 | On Loan: No      |
| Oncor Electric Delivery Co LLC                                                   | ONCOR ELECTRIC D                         | CUSIP: 68233JCK8<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |  19394000 | PA      | $19275494.95   | 0.02%             | 2032-09-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Oglethorpe Power Corp                                                            | OGLETHORPE POWER                         | CUSIP: 677050AN6<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |   4690000 | PA      | $4175266.88    | 0.00%             | 2048-10-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE                                     | CUSIP: 05583JAK8<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |  25245000 | PA      | $24558589.77   | 0.02%             | 2027-10-19      | Variable      | 2.04%                 | Yes           |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN                         | CUSIP: 718172DP1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |  21770000 | PA      | $22072605.58   | 0.02%             | 2031-11-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Loan Extended Note Trust 2021-1                                      | TALNT 2021-1A A                          | CUSIP: 89237MAA7<br>LEI: 54930055QDKD6LCRW256 | Long             | ABS-CBDO         | CORP              | US        |  51826000 | PA      | $51027392.44   | 0.04%             | 2034-02-27      | Fixed         | 1.07%                 | Yes           |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                 | BANK OF NY MELLO                         | CUSIP: 06406RBP1<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |  14535000 | PA      | $14482947.91   | 0.01%             | 2034-02-01      | Variable      | 4.71%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | BURLINGTON NORTH                         | CUSIP: 12189LBF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   9950000 | PA      | $6490619.58    | 0.01%             | 2051-02-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp                                                      | AMERICAN WATER                           | CUSIP: 03040WAV7<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    850000 | PA      | $672114.76     | 0.00%             | 2049-06-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| California State University                                                      | CALIFORNIA ST UNIV-B                     | CUSIP: 13077DRV6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  15225000 | PA      | $10307918.78   | 0.01%             | 2052-11-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| BlackRock Funding Inc/DE                                                         | BLACKROCK INC                            | CUSIP: 09247XAT8<br>LEI: 529900VBK42Y5HHRMD23 | Long             | DBT              | CORP              | US        |  49120000 | PA      | $49849480.50   | 0.04%             | 2033-05-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Welltower OP LLC                                                                 | WELLTOWER OP LLC                         | CUSIP: 95041AAG3<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |  42295000 | PA      | $42550149.10   | 0.04%             | 2035-07-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Bay Area Toll Authority                                                          | BAY AREA TOLL-S1                         | CUSIP: 072024NV0<br>LEI: 5493001FUZGUQMIP5D78 | Long             | DBT              | MUN               | US        |  26165000 | PA      | $29470861.41   | 0.03%             | 2050-04-01      | Fixed         | 7.04%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                                                     | QUALCOMM INC                             | CUSIP: 747525BW2<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |  23510000 | PA      | $23733875.23   | 0.02%             | 2035-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AQ3971                                | CUSIP: 3138MKMV5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      5454 | PA      | $5341.97       | 0.00%             | 2028-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Louisiana Local Government Environmental Facilities & Community Development Auth | LA LOCAL GOVT -A1-A3                     | CUSIP: 54627RAT7<br>LEI: 5493004WIZ1HV87IVF85 | Long             | DBT              | MUN               | US        |  21505000 | PA      | $21791521.87   | 0.02%             | 2039-12-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                      | EQUINOR ASA                              | CUSIP: 29446MAN2<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |  73102000 | PA      | $74486802.20   | 0.06%             | 2035-06-03      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Taco Bell Funding LLC                                                            | BELL 2021-1A A2I                         | CUSIP: 87342RAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  19129275 | PA      | $18368134.54   | 0.02%             | 2051-08-25      | Fixed         | 1.95%                 | Yes           |                  2 | On Loan: No      |
| Liberty Mutual Group Inc                                                         | LIBERTY MUTUAL                           | CUSIP: 53079EBN3<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |  26870000 | PA      | $25029855.30   | 0.02%             | 2052-06-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Duke Energy Corp                                                                 | DUKE ENERGY COR                          | CUSIP: 26441CBM6<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |  39505000 | PA      | $29750857.75   | 0.03%             | 2041-06-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Southern Co/The                                                                  | SOUTHERN CO                              | CUSIP: 842587CX3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |  67042000 | PA      | $55763743.93   | 0.05%             | 2046-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Glencore Canada Corp                                                             | NORANDA INC                              | CUSIP: 655422AV5<br>LEI: 549300ED6C93BGYAS129 | Long             | DBT              | CORP              | CA        |   4406000 | PA      | $4654703.53    | 0.00%             | 2035-06-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Cisco Systems Inc                                                                | CISCO SYSTEMS                            | CUSIP: 17275RBS0<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |  28815000 | PA      | $29823109.64   | 0.03%             | 2031-02-26      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP                         | CUSIP: 38141GB60<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   9500000 | PA      | $9605945.11    | 0.01%             | 2030-10-23      | Variable      | 4.69%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                           | CUSIP: 94974BGQ7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |  19160000 | PA      | $16967200.33   | 0.01%             | 2045-11-17      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                          | BRISTOL-MYERS                            | CUSIP: 110122EL8<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |  70051000 | PA      | $67046049.96   | 0.06%             | 2064-02-22      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                               | MITSUB UFJ FIN                           | CUSIP: 606822CL6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |  31915000 | PA      | $32394372.16   | 0.03%             | 2028-07-20      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                              | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |   3046700 | NS      | $688950271.00  | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | AERCAP IRELAND                           | CUSIP: 00774MAW5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   6985000 | PA      | $6718610.63    | 0.01%             | 2028-10-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                               | CUSIP: 458140BJ8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   5250000 | PA      | $3291601.37    | 0.00%             | 2049-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Private Bank NA                                                   | MORGAN STANLEY                           | CUSIP: 61776NVG5<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |  31310000 | PA      | $31754543.49   | 0.03%             | 2031-07-18      | Variable      | 4.73%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                          | PORT AUTH NY/NJ-192                      | CUSIP: 73358WXQ2<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |  21985000 | PA      | $19600691.57   | 0.02%             | 2065-10-15      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                               | FHR 3775 DB                              | CUSIP: 3137A4UE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    709556 | PA      | $706036.46     | 0.00%             | 2030-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Linde PLC                                                                        | LINDE PLC                                | CUSIP: G54950103<br>LEI: 5299003QR1WT0EF88V51 | Long             | EC               | CORP              | US        |   1450271 | NS      | $693650116.59  | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| NBN Co Ltd                                                                       | NBN CO LTD                               | CUSIP: 62878U2E1<br>LEI: 2549007CRZ2NT7S96A24 | Long             | DBT              | CORP              | AU        |  77087000 | PA      | $67974952.56   | 0.06%             | 2032-01-08      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Siemens Financieringsmaatschappij NV                                             | SIEMENS FINAN                            | CUSIP: 82620KAF0<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |  31740000 | PA      | $27636716.87   | 0.02%             | 2045-05-27      | Fixed         | 4.40%                 | Yes           |                  2 | On Loan: No      |
| Gilead Sciences Inc                                                              | GILEAD SCIENCES                          | CUSIP: 375558BK8<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |  14930000 | PA      | $12195965.07   | 0.01%             | 2047-03-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Deere & Co                                                                       | DEERE & CO                               | CUSIP: 244199BA2<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |  17500000 | PA      | $19991666.41   | 0.02%             | 2031-03-03      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP                         | CUSIP: 38141GWL4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  15125000 | PA      | $14980836.10   | 0.01%             | 2028-06-05      | Variable      | 3.69%                 | No            |                  2 | On Loan: No      |
| Regents of the University of California Medical Center Pooled Revenue            | UNIV CA-BABS                             | CUSIP: 913366DF4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  15150000 | PA      | $16080355.44   | 0.01%             | 2049-05-15      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| Home Partners of America 2021-2 Trust                                            | HPA 2021-2 A                             | CUSIP: 43732VAT3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  28978508 | PA      | $28035051.37   | 0.02%             | 2026-12-17      | Fixed         | 1.90%                 | Yes           |                  2 | On Loan: No      |
| Oregon State University                                                          | OREGON ST UNIV GEN                       | CUSIP: 68608WAL6<br>LEI: 549300UBMR6O3SFCEV73 | Long             | DBT              | MUN               | US        |  28000000 | PA      | $19064892.00   | 0.02%             | 2060-03-01      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                                | FNR 2011-33 GD                           | CUSIP: 31397SGR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1810955 | PA      | $1785753.14    | 0.00%             | 2031-04-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NTT Finance Corp                                                                 | NTT FINANCE                              | CUSIP: 62954WAE5<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |  10370000 | PA      | $9103824.67    | 0.01%             | 2031-04-03      | Fixed         | 2.06%                 | Yes           |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                               | CUSIP: 458140CB4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |  16659000 | PA      | $13544863.11   | 0.01%             | 2052-08-05      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Memorial Sloan-Kettering Cancer Center                                           | MEMORIAL SLOAN                           | CUSIP: 586054AB4<br>LEI: 549300IZ71UAMEHWL382 | Long             | DBT              | CORP              | US        |   5380000 | PA      | $4242842.27    | 0.00%             | 2052-07-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Danone SA                                                                        | DANONE                                   | CUSIP: 23636TAE0<br>LEI: 969500KMUQ2B6CBAF162 | Long             | DBT              | CORP              | FR        |  30550000 | PA      | $30111424.20   | 0.03%             | 2026-11-02      | Fixed         | 2.95%                 | Yes           |                  2 | On Loan: No      |
| Capital One Financial Corp                                                       | CAPITAL ONE FINL                         | CUSIP: 14040HDJ1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |  14965000 | PA      | $15443377.18   | 0.01%             | 2036-01-30      | Variable      | 6.18%                 | No            |                  2 | On Loan: No      |
| DNB Bank ASA                                                                     | DNB BANK ASA                             | CUSIP: 23329PAG5<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |  44030000 | PA      | $43140923.36   | 0.04%             | 2027-05-25      | Variable      | 1.53%                 | Yes           |                  2 | On Loan: No      |
| Israel Government International Bond                                             | STATE OF ISRAEL                          | CUSIP: 46514BRL3<br>LEI: N/A                  | Long             | DBT              | NUSS              | IL        |  17400000 | PA      | $17708834.21   | 0.02%             | 2034-03-12      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AdventHealth Obligated Group                                                     | ADVENTHEALTH                             | CUSIP: 00778XAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  30030000 | PA      | $18209142.50   | 0.02%             | 2051-11-15      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Pennsylvania Electric Co                                             | FIRSTENERGY PENN                         | CUSIP: 591894CC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6572000 | PA      | $6567292.01    | 0.01%             | 2029-01-15      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| Shell Finance US Inc                                                             | SHELL FINANCE US                         | CUSIP: 822905AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        | 112149000 | PA      | $95544247.71   | 0.08%             | 2045-05-11      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP                         | CUSIP: 06051GKL2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  40872000 | PA      | $37731637.90   | 0.03%             | 2037-03-08      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| Inova Health System Foundation                                                   | INOVA HEALTH SY                          | CUSIP: 45791GAA0<br>LEI: 5493001L7PBVS286Y307 | Long             | DBT              | CORP              | US        |  20740000 | PA      | $16198406.90   | 0.01%             | 2052-05-15      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                           | CUSIP: 61747YEF8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  31080000 | PA      | $26922367.89   | 0.02%             | 2036-09-16      | Variable      | 2.48%                 | No            |                  2 | On Loan: No      |
| Federation des Caisses Desjardins du Quebec                                      | CAISS DESJARDINS                         | CUSIP: 31429KAP8<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |  29580000 | PA      | $29746953.51   | 0.03%             | 2030-08-26      | Fixed         | 4.57%                 | Yes           |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                                | CUSIP: 037833EQ9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |  12831000 | PA      | $10100601.52   | 0.01%             | 2052-08-08      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                       | CAPITAL ONE FINL                         | CUSIP: 14040HDE2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |  11802000 | PA      | $12251788.57   | 0.01%             | 2030-02-01      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| CSL Finance PLC                                                                  | CSL FINANCE PLC                          | CUSIP: 12661PAC3<br>LEI: 2549007CCNBNAF4HBC02 | Long             | DBT              | CORP              | GB        |  31340000 | PA      | $30735620.06   | 0.03%             | 2032-04-27      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Healthpeak OP LLC                                                                | HEALTHPEAK OP                            | CUSIP: 42250PAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  26475000 | PA      | $25066673.81   | 0.02%             | 2030-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Kaiser Foundation Hospitals                                                      | KAISER FOUN HOSP                         | CUSIP: 48305QAF0<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |  37455000 | PA      | $26995556.03   | 0.02%             | 2041-06-01      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                             | GLENCORE FDG LLC                         | CUSIP: 378272BL1<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   1565000 | PA      | $1634024.61    | 0.00%             | 2033-05-08      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| MidAmerican Energy Co                                                            | MIDAMERICAN ENER                         | CUSIP: 595620AP0<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |   5485000 | PA      | $4546916.02    | 0.00%             | 2046-05-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                           | CUSIP: 95000U2U6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |  47521000 | PA      | $43822137.12   | 0.04%             | 2033-03-02      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| Huntington National Bank/The                                                     | HUNTINGTON NATL                          | CUSIP: 44644MAF8<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | DBT              | CORP              | US        |  11240000 | PA      | $11299750.00   | 0.01%             | 2028-05-17      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| Federation des Caisses Desjardins du Quebec                                      | CAISS DESJARDINS                         | CUSIP: 31430WC85<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |  35825000 | PA      | $37210099.47   | 0.03%             | 2028-11-27      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                            | CUSIP: 209111FV0<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |   4105000 | PA      | $3222196.47    | 0.00%             | 2049-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP                         | CUSIP: 38141GWZ3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  62140000 | PA      | $62149210.78   | 0.05%             | 2029-05-01      | Variable      | 4.22%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc                                               | ANHEUSER-BUSCH                           | CUSIP: 03523TBU1<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |  14877000 | PA      | $15198108.43   | 0.01%             | 2039-01-23      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AU5035                                | CUSIP: 3138X4SZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1608 | PA      | $1574.32       | 0.00%             | 2028-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP PARIBAS                              | CUSIP: 09659W2C7<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |  69325000 | PA      | $68144998.92   | 0.06%             | 2027-11-16      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| GM Financial Revolving Receivables Trust 2023-2                                  | GMREV 2023-2 A                           | CUSIP: 36268DAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  53067000 | PA      | $55763886.17   | 0.05%             | 2036-08-11      | Fixed         | 5.77%                 | Yes           |                  2 | On Loan: No      |
| Capital One Financial Corp                                                       | CAPITAL ONE FINL                         | CUSIP: 14040HDB8<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |  15235000 | PA      | $15696932.94   | 0.01%             | 2027-10-29      | Variable      | 7.15%                 | No            |                  2 | On Loan: No      |
| Kite Realty Group LP                                                             | KITE REALTY GRP                          | CUSIP: 49803XAG8<br>LEI: 549300X6R2GYI8Y3OD81 | Long             | DBT              | CORP              | US        |   3215000 | PA      | $3263994.85    | 0.00%             | 2032-08-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Haleon PLC                                                                       | HALEON PLC                               | CUSIP: N/A<br>LEI: 549300PSB3WWEODCUP19       | Long             | EC               | CORP              | GB        | 180861456 | NS      | $890063140.93  | 0.76%             |  |  |  | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP                         | CUSIP: 91324PCR1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |  20765000 | PA      | $18285887.90   | 0.02%             | 2045-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                              | CUSIP: 68389XCT0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |  50465000 | PA      | $48733776.79   | 0.04%             | 2034-09-27      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| New Jersey Turnpike Authority                                                    | NJ TPK-F-TXB                             | CUSIP: 646139W35<br>LEI: 5493005YN67D71KSMI84 | Long             | DBT              | MUN               | US        |  30285000 | PA      | $36361282.46   | 0.03%             | 2040-01-01      | Fixed         | 7.41%                 | No            |                  2 | On Loan: No      |
| CommonSpirit Health                                                              | COMMONSPIRIT                             | CUSIP: 20268JAB9<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |  36655000 | PA      | $35338316.38   | 0.03%             | 2029-10-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                              | AMERICAN EXPRESS                         | CUSIP: 025816DK2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   6675000 | PA      | $6903095.09    | 0.01%             | 2034-07-28      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                           | CUSIP: 95000U3D3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |  20020000 | PA      | $20598284.38   | 0.02%             | 2034-04-24      | Variable      | 5.39%                 | No            |                  2 | On Loan: No      |
| Alcon Finance Corp                                                               | ALCON FINANCE CO                         | CUSIP: 01400EAA1<br>LEI: 549300CUZUI9VU7XNK42 | Long             | DBT              | CORP              | US        |   5830000 | PA      | $5723380.42    | 0.00%             | 2026-09-23      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| Principal Life Global Funding II                                                 | PRINCIPAL LFE II                         | CUSIP: 74256LBG3<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |  19510000 | PA      | $18192968.80   | 0.02%             | 2029-09-16      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Arizona Public Service Co                                                        | ARIZONA PUB SERV                         | CUSIP: 040555DE1<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |   6080000 | PA      | $6609661.42    | 0.01%             | 2032-12-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                       | JBS HLD/FD/LUX                           | CUSIP: 46590XAY2<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |  11790000 | PA      | $12200061.37   | 0.01%             | 2033-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                          | CUSIP: 91282CNA5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  22239700 | PA      | $22371748.22   | 0.02%             | 2032-04-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Lincoln Financial Global Funding                                                 | LINCOLN GLOBAL                           | CUSIP: 53359KAB7<br>LEI: 984500OC010458395923 | Long             | DBT              | CORP              | US        |  10065000 | PA      | $10160225.98   | 0.01%             | 2028-05-28      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Caterpillar Inc                                                                  | CATERPILLAR INC                          | CUSIP: 149123CL3<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |  25685000 | PA      | $26325138.47   | 0.02%             | 2035-05-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                            | CUSIP: 404280BT5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |  43327000 | PA      | $43604483.94   | 0.04%             | 2029-06-19      | Variable      | 4.58%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                                | EVERSOURCE ENERG                         | CUSIP: 30040WAT5<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |  24675000 | PA      | $25365658.13   | 0.02%             | 2028-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                            | CUSIP: 172967LU3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |  37030000 | PA      | $32047057.93   | 0.03%             | 2039-01-24      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                           | CUSIP: 6174468L6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  74290000 | PA      | $69205696.08   | 0.06%             | 2031-01-22      | Variable      | 2.70%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                          | CUSIP: 842400FA6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   4320000 | PA      | $4315759.71    | 0.00%             | 2035-07-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                          | CUSIP: 91282CMH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  48116400 | PA      | $48355102.57   | 0.04%             | 2027-01-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Corebridge Global Funding                                                        | COREBRIDGE GF                            | CUSIP: 00138CAV0<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |   8525000 | PA      | $8915525.45    | 0.01%             | 2028-09-19      | Fixed         | 5.90%                 | Yes           |                  2 | On Loan: No      |
| Public Service Co of Oklahoma                                                    | PUB SVC OKLAHOMA                         | CUSIP: 744533BR0<br>LEI: F3TJNSIZRGXRH8GEIK79 | Long             | DBT              | CORP              | US        |   9700000 | PA      | $9727155.01    | 0.01%             | 2035-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Performance Food Group Co                                                        | PERFORMANCE FOOD                         | CUSIP: 71377A103<br>LEI: 549300EUK8GR9IT1YK57 | Long             | EC               | CORP              | US        |   2089341 | NS      | $211859177.40  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS Group AG                                                                     | UBS GROUP                                | CUSIP: 225401AU2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |  68085000 | PA      | $62660415.84   | 0.05%             | 2032-05-14      | Variable      | 3.09%                 | Yes           |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                   | ELI LILLY & CO                           | CUSIP: 532457CS5<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |  13505000 | PA      | $12505594.75   | 0.01%             | 2054-08-14      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                           | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |   1052495 | NS      | $428123391.15  | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| ING Groep NV                                                                     | ING GROEP NV                             | CUSIP: 456837AH6<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |  41940000 | PA      | $41768305.05   | 0.04%             | 2027-03-29      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                           | CUSIP: 46647PEV4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  36085000 | PA      | $37207039.13   | 0.03%             | 2031-01-24      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc                                               | ANHEUSER-BUSCH                           | CUSIP: 03523TBW7<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |  10479000 | PA      | $10548260.12   | 0.01%             | 2059-01-23      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                          | CUSIP: 842400HV8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   3452000 | PA      | $3185843.56    | 0.00%             | 2053-03-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                              | FIFTH THIRD BANC                         | CUSIP: 316773DF4<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |  32330000 | PA      | $31264631.93   | 0.03%             | 2033-04-25      | Variable      | 4.34%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                             | GLENCORE FDG LLC                         | CUSIP: 378272AV0<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   6929000 | PA      | $7042196.63    | 0.01%             | 2029-03-12      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | ELEVANCE HEALTH                          | CUSIP: 036752AG8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   8486000 | PA      | $8479233.43    | 0.01%             | 2028-03-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                         | LLOYDS BK GR PLC                         | CUSIP: 539439AQ2<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   7275000 | PA      | $7161390.44    | 0.01%             | 2028-11-07      | Variable      | 3.57%                 | No            |                  2 | On Loan: No      |
| Athene Holding Ltd                                                               | ATHENE HOLDING                           | CUSIP: 04686JAH4<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |  33540000 | PA      | $33037831.12   | 0.03%             | 2054-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Mars Inc                                                                         | MARS INC                                 | CUSIP: 571676AY1<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |  32065000 | PA      | $32679549.83   | 0.03%             | 2030-03-01      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                           | CUSIP: 61747YFL4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  19775000 | PA      | $20397907.02   | 0.02%             | 2035-01-18      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| Teledyne Technologies Inc                                                        | TELEDYNE TECH                            | CUSIP: 879360AD7<br>LEI: 549300VSMO9KYQWDND94 | Long             | DBT              | CORP              | US        |  30011000 | PA      | $28585438.60   | 0.02%             | 2028-04-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Roche Holdings Inc                                                               | ROCHE HLDGS INC                          | CUSIP: 771196BY7<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |   8330000 | PA      | $4986564.17    | 0.00%             | 2051-12-13      | Fixed         | 2.61%                 | Yes           |                  2 | On Loan: No      |
| Athene Holding Ltd                                                               | ATHENE HOLDING                           | CUSIP: 04686JAL5<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |  45360000 | PA      | $46716871.53   | 0.04%             | 2055-05-19      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                              | AMERICAN EXPRESS                         | CUSIP: 025816DH9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   9700000 | PA      | $10002596.08   | 0.01%             | 2029-07-27      | Variable      | 5.28%                 | No            |                  2 | On Loan: No      |
| Shell Finance US Inc                                                             | SHELL FINANCE US                         | CUSIP: 822905AC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  43465000 | PA      | $41269876.00   | 0.04%             | 2035-05-11      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Arizona Public Service Co                                                        | ARIZONA PUB SERV                         | CUSIP: 040555DG6<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |   8253000 | PA      | $8550305.86    | 0.01%             | 2033-08-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                   | ELI LILLY & CO                           | CUSIP: 532457CH9<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |   7570000 | PA      | $6740449.68    | 0.01%             | 2063-02-27      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Union Electric Co                                                                | UNION ELECTRIC                           | CUSIP: 906548CN0<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |  14316000 | PA      | $11255112.34   | 0.01%             | 2048-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                           | CUSIP: 437076BF8<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |  34095000 | PA      | $29339781.01   | 0.03%             | 2045-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                                                     | QUALCOMM INC                             | CUSIP: 747525AV5<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |   1255000 | PA      | $1049564.88    | 0.00%             | 2047-05-20      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                   | VIRGINIA EL&PWR                          | CUSIP: 927804FB5<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |   1740000 | PA      | $1850005.05    | 0.00%             | 2037-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                           | CUSIP: 61746BEF9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  60000000 | PA      | $59686015.15   | 0.05%             | 2027-01-20      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                           | CUSIP: 94974BGK0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   8075000 | PA      | $6428567.52    | 0.01%             | 2045-05-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                                                     | NISOURCE INC                             | CUSIP: 65473PAS4<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |   7275000 | PA      | $7505046.06    | 0.01%             | 2029-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Dominion Energy South Carolina Inc                                               | SOUTH CAROL E&G                          | CUSIP: 837004CJ7<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |  29850000 | PA      | $26266045.78   | 0.02%             | 2065-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Volkswagen Auto Lease Trust 2024-A                                               | VWALT 2024-A A3                          | CUSIP: 92866EAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  25860000 | PA      | $26087609.38   | 0.02%             | 2027-06-21      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN                         | CUSIP: 718172AW9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   3565000 | PA      | $2984695.66    | 0.00%             | 2043-03-04      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Intuit Inc                                                                       | INTUIT INC                               | CUSIP: 46124HAH9<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |  23194000 | PA      | $22733157.77   | 0.02%             | 2053-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TJX Cos Inc/The                                                                  | TJX COS INC                              | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |   5703903 | NS      | $779210188.83  | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Diageo Capital PLC                                                               | DIAGEO CAP PLC                           | CUSIP: 25243YBE8<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |   1845000 | PA      | $1586476.96    | 0.00%             | 2032-04-29      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                            | ATHENE GLOBAL FU                         | CUSIP: 04685A3G4<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |  33350000 | PA      | $31494109.39   | 0.03%             | 2029-01-07      | Fixed         | 2.72%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                          | CUSIP: 912810TK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 120104300 | PA      | $100132268.85  | 0.09%             | 2042-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Reinsurance Group of America Inc                                                 | REINSURANCE GRP                          | CUSIP: 759351AS8<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |  24362000 | PA      | $25142423.16   | 0.02%             | 2034-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP                         | CUSIP: 91324PDK5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |  34565000 | PA      | $34401160.04   | 0.03%             | 2028-06-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Massachusetts School Building Authority                                          | MA ST                                    | CUSIP: 576000KV4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  22105000 | PA      | $22907844.76   | 0.02%             | 2039-08-15      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| Schlumberger Holdings Corp                                                       | SCHLUMBERGER HLD                         | CUSIP: 806851AK7<br>LEI: 529900IKZG65COT1D505 | Long             | DBT              | CORP              | US        |  31025000 | PA      | $30907832.69   | 0.03%             | 2028-05-17      | Fixed         | 3.90%                 | Yes           |                  2 | On Loan: No      |
| University of Southern California                                                | UNIV OF SOUTHERN                         | CUSIP: 914886AH9<br>LEI: 0GMCSQ6M60R4T46U5511 | Long             | DBT              | CORP              | US        |  15930000 | PA      | $14538443.76   | 0.01%             | 2053-10-01      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                            | ATHENE GLOBAL FU                         | CUSIP: 04685A3C3<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    290000 | PA      | $271583.35     | 0.00%             | 2028-08-19      | Fixed         | 1.99%                 | Yes           |                  2 | On Loan: No      |
| OneMain Direct Auto Receivables Trust 2021-1                                     | ODART 2021-1A A                          | CUSIP: 682687AA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1895466 | PA      | $1887837.25    | 0.00%             | 2028-07-14      | Fixed         | 0.87%                 | Yes           |                  2 | On Loan: No      |
| Bermuda Government International Bond                                            | BERMUDA-GOVT OF                          | CUSIP: 085209AH7<br>LEI: N/A                  | Long             | DBT              | NUSS              | BM        |   6835000 | PA      | $4672312.75    | 0.00%             | 2050-08-20      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| Penske Truck Leasing Co Lp / PTL Finance Corp                                    | PENSKE TRUCK LE                          | CUSIP: 709599BR4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  42565000 | PA      | $43950635.99   | 0.04%             | 2027-11-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                          | BRISTOL-MYERS                            | CUSIP: 110122DX3<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   7600000 | PA      | $5370942.70    | 0.00%             | 2062-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp                                                             | TARGA RESOURCES                          | CUSIP: 87612GAE1<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |  29070000 | PA      | $30690344.47   | 0.03%             | 2029-03-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| NBN Co Ltd                                                                       | NBN CO LTD                               | CUSIP: 62878U2D3<br>LEI: 2549007CRZ2NT7S96A24 | Long             | DBT              | CORP              | AU        |  26265000 | PA      | $25411809.00   | 0.02%             | 2027-01-08      | Fixed         | 1.62%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Global Markets Inc.                                                    | CITI TREAS TRI-PARTY                     | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | Long             | RA               | CORP              | US        | 146500000 | PA      | $146500000.00  | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AT3400                                | CUSIP: 3138WQX64<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      3457 | PA      | $3382.17       | 0.00%             | 2028-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                           | CUSIP: 95000U3W1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   9695000 | PA      | $9986943.97    | 0.01%             | 2031-04-23      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| Cleco Securitization I LLC                                                       | CLECO SECURIT I                          | CUSIP: 185512AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  27070000 | PA      | $25732820.84   | 0.02%             | 2044-09-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Trans-Allegheny Interstate Line Co                                               | TRANS-ALLEGHENY                          | CUSIP: 893045AF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   9125000 | PA      | $9346025.20    | 0.01%             | 2031-01-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Athene Global Funding                                                            | ATHENE GLOBAL FU                         | CUSIP: 04685A4C2<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |  39962000 | PA      | $40161004.81   | 0.03%             | 2029-10-08      | Fixed         | 4.72%                 | Yes           |                  2 | On Loan: No      |
| CenterPoint Energy Resources Corp                                                | CENTERPOINT ENER                         | CUSIP: 15189YAH9<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |  28139000 | PA      | $28797736.83   | 0.02%             | 2033-03-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Sammons Financial Group Global Funding                                           | SAMMONS FIN GLO                          | CUSIP: 79587J2C6<br>LEI: 635400IPRNPM6HDHRS48 | Long             | DBT              | CORP              | US        |  36795000 | PA      | $37332601.71   | 0.03%             | 2030-06-12      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| CommonSpirit Health                                                              | COMMONSPIRIT                             | CUSIP: 20268JAR4<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |  40770000 | PA      | $42152226.86   | 0.04%             | 2031-12-01      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| PG&E Wildfire Recovery Funding LLC                                               | PG&E WILDFIRE                            | CUSIP: 693342AJ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  25815000 | PA      | $24506603.11   | 0.02%             | 2049-12-01      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Alcon Finance Corp                                                               | ALCON FINANCE CO                         | CUSIP: 01400EAF0<br>LEI: 549300CUZUI9VU7XNK42 | Long             | DBT              | CORP              | US        |   9480000 | PA      | $9429251.17    | 0.01%             | 2052-12-06      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                            | CUSIP: 209111GD9<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |  12957000 | PA      | $13540531.25   | 0.01%             | 2052-11-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                            | CUSIP: 404280BK4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |  21805000 | PA      | $21721692.26   | 0.02%             | 2028-03-13      | Variable      | 4.04%                 | No            |                  2 | On Loan: No      |
| Cottage Health Obligated Group                                                   | COTTAGE HEALTH                           | CUSIP: 22170QAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   9875000 | PA      | $6764619.43    | 0.01%             | 2049-11-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                           | CUSIP: 91087BAX8<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |  13472000 | PA      | $12460293.93   | 0.01%             | 2053-05-04      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BA2867                                | CUSIP: 3140E7FH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     39066 | PA      | $36192.26      | 0.00%             | 2046-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | US 10yr Ultra Fut Dec25                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |     -1743 | NC      | $-974896.93    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Providence St Joseph Health Obligated Group                                      | ST JOSEPH HLTH                           | CUSIP: 743820AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  17470000 | PA      | $16301913.25   | 0.01%             | 2029-10-01      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| Synopsys Inc                                                                     | SYNOPSYS INC                             | CUSIP: 871607AG2<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |  16050000 | PA      | $15735006.51   | 0.01%             | 2055-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | DUKE ENERGY CAR                          | CUSIP: 26442CAE4<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4289321.51    | 0.00%             | 2038-04-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                 | BANK OF NY MELLO                         | CUSIP: 06406RBU0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   8245000 | PA      | $9114116.80    | 0.01%             | 2034-10-25      | Variable      | 6.47%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bond                                              | CHILE                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CL        |  20175000 | PA      | $13999995.38   | 0.01%             | 2053-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Municipal Electric Authority of Georgia                                          | MEAG TXB-PLT VOGTLE                      | CUSIP: 626207YF5<br>LEI: JA0WNILDDF2KUPS83B16 | Long             | DBT              | MUN               | US        |  67210000 | PA      | $71661284.70   | 0.06%             | 2057-04-01      | Fixed         | 6.64%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP                         | CUSIP: 91324PFL1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |  28903000 | PA      | $27511836.87   | 0.02%             | 2054-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Manufacturers & Traders Trust Co                                                 | MANUF & TRADERS                          | CUSIP: 55279HAW0<br>LEI: WWB2V0FCW3A0EE3ZJN75 | Long             | DBT              | CORP              | US        |  78846000 | PA      | $79781837.62   | 0.07%             | 2028-01-27      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co Lp / PTL Finance Corp                                    | PENSKE TRUCK LE                          | CUSIP: 709599BZ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  13045000 | PA      | $13445186.46   | 0.01%             | 2029-03-30      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                   | VIRGINIA EL&PWR                          | CUSIP: 927804FX7<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |  16025000 | PA      | $15899496.60   | 0.01%             | 2027-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Tesla Inc                                                                        | TESLA INC                                | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |   2150450 | NS      | $717970741.50  | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristol-Myers Squibb Co                                                          | BRISTOL-MYERS                            | CUSIP: 110122DL9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   5703000 | PA      | $4853310.22    | 0.00%             | 2048-02-20      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                       | CAPITAL ONE FINL                         | CUSIP: 14040HDC6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |  31761000 | PA      | $36025058.96   | 0.03%             | 2031-10-30      | Variable      | 7.62%                 | No            |                  2 | On Loan: No      |
| Northwestern Mutual Life Insurance Co/The                                        | NORTHWESTERN MUT                         | CUSIP: 668138AC4<br>LEI: 1DU7IM20QESYGDO4HO54 | Long             | DBT              | CORP              | US        |   9324000 | PA      | $6293241.34    | 0.01%             | 2059-09-30      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                                          | CHARLES SCHWAB                           | CUSIP: 808513BP9<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |  20309000 | PA      | $19362358.35   | 0.02%             | 2028-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP                         | CUSIP: 91324PBQ4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |  10250000 | PA      | $10585637.09   | 0.01%             | 2041-02-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Cisco Systems Inc                                                                | CISCO SYSTEMS                            | CUSIP: 17275RBT8<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |  34695000 | PA      | $35625378.26   | 0.03%             | 2034-02-26      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | BURLINGTON NORTH                         | CUSIP: 12189LBC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2715000 | PA      | $2175329.10    | 0.00%             | 2048-06-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP                         | CUSIP: 06051GLS6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  14175000 | PA      | $14815719.24   | 0.01%             | 2029-09-15      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| CSL Finance PLC                                                                  | CSL FINANCE PLC                          | CUSIP: 12661PAE9<br>LEI: 2549007CCNBNAF4HBC02 | Long             | DBT              | CORP              | GB        |   1160000 | PA      | $991748.73     | 0.00%             | 2052-04-27      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP                          | CUSIP: 126650EB2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   4125000 | PA      | $4261956.30    | 0.00%             | 2029-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust 2019-5                                                  | AOMT 2019-5 A1                           | CUSIP: 03464KAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    558726 | PA      | $551888.75     | 0.00%             | 2049-10-25      | Variable      | 2.59%                 | Yes           |                  2 | On Loan: No      |
| KBC Group NV                                                                     | KBC GROUP NV                             | CUSIP: 48241FAC8<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |  24055000 | PA      | $26059342.56   | 0.02%             | 2034-09-21      | Variable      | 6.32%                 | Yes           |                  2 | On Loan: No      |
| Memorial Sloan-Kettering Cancer Center                                           | MEMORIAL SLOAN                           | CUSIP: 586054AD0<br>LEI: 549300IZ71UAMEHWL382 | Long             | DBT              | CORP              | US        |  18985000 | PA      | $12225790.96   | 0.01%             | 2050-01-01      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| Massachusetts School Building Authority                                          | MASSACHUSETTS ST SCH                     | CUSIP: 576000XQ1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  16520000 | PA      | $14121375.30   | 0.01%             | 2040-10-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Wheels Fleet Lease Funding 1 LLC                                                 | WFLF 2024-2A A1                          | CUSIP: 96328GBT3<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-CBDO         | CORP              | US        |  20512566 | PA      | $20675195.55   | 0.02%             | 2039-06-21      | Fixed         | 4.87%                 | Yes           |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                              | CUSIP: 68389XCZ6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   7805000 | PA      | $8025042.24    | 0.01%             | 2032-02-03      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                          | CUSIP: 912810UF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3260000 | PA      | $3162836.71    | 0.00%             | 2044-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP                         | CUSIP: 06051GMM8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  35200000 | PA      | $36263760.05   | 0.03%             | 2036-01-24      | Variable      | 5.51%                 | No            |                  2 | On Loan: No      |
| Pacific LifeCorp                                                                 | PACIFIC LIFECORP                         | CUSIP: 694476AF9<br>LEI: VFN8KLUEIK7XMVX1JM30 | Long             | DBT              | CORP              | US        |  18030000 | PA      | $17128862.22   | 0.01%             | 2052-09-15      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                           | CUSIP: 61747YDY8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  18360000 | PA      | $15664671.85   | 0.01%             | 2045-01-27      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                          | CUSIP: 842400JC8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |  32950000 | PA      | $33658388.59   | 0.03%             | 2029-06-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| J Paul Getty Trust/The                                                           | J PAUL GETTY TRS                         | CUSIP: 374288AC2<br>LEI: 72TDDU3K225INPK3EI14 | Long             | DBT              | CORP              | US        |  18330000 | PA      | $18651105.15   | 0.02%             | 2035-04-01      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Arizona Public Service Co                                                        | ARIZONA PUB SERV                         | CUSIP: 040555DJ0<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |  14025000 | PA      | $13971127.65   | 0.01%             | 2055-08-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Regents of the University of California Medical Center Pooled Revenue            | UNIV OF CA REGENTS-Q                     | CUSIP: 913366KV1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  17265000 | PA      | $17060140.42   | 0.01%             | 2032-05-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                      | PACIFIC GAS&ELEC                         | CUSIP: 694308KP1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |  22565000 | PA      | $24704808.95   | 0.02%             | 2034-03-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                             | CUSIP: 11135FBA8<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   6460000 | PA      | $6575244.62    | 0.01%             | 2029-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Siemens Financieringsmaatschappij NV                                             | SIEMENS FINAN                            | CUSIP: 82620KBD4<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |  20360000 | PA      | $19306727.91   | 0.02%             | 2028-03-11      | Fixed         | 1.70%                 | Yes           |                  2 | On Loan: No      |
| Georgia Power Co                                                                 | GEORGIA POWER                            | CUSIP: 373334KR1<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |  19840000 | PA      | $18396936.17   | 0.02%             | 2052-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Advocate Health & Hospitals Corp                                                 | ADVOCATE HEALTH                          | CUSIP: 007589AE4<br>LEI: 549300AEHU3PPOUCIL87 | Long             | DBT              | CORP              | US        |   8980000 | PA      | $5824020.27    | 0.00%             | 2050-06-15      | Fixed         | 3.01%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial Inc                                                         | COREBRIDGE FIN                           | CUSIP: 21871XAS8<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |  23315000 | PA      | $24362423.51   | 0.02%             | 2034-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Golden State Tobacco Securitization Corp                                         | GOLDEN ST TOBACCO -B                     | CUSIP: 38122NB76<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   7110000 | PA      | $6301114.50    | 0.01%             | 2046-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Teachers Insurance & Annuity Association of America                              | TEACHERS INS&ANN                         | CUSIP: 878091BF3<br>LEI: O06XD7BJ4EPXNABVFN69 | Long             | DBT              | CORP              | US        |  42390000 | PA      | $34238861.67   | 0.03%             | 2047-05-15      | Fixed         | 4.27%                 | Yes           |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS GROUP                                | CUSIP: 225401BB3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   9250000 | PA      | $11525845.31   | 0.01%             | 2033-11-15      | Variable      | 9.02%                 | Yes           |                  2 | On Loan: No      |
| Meta Platforms Inc                                                               | META PLATFORMS                           | CUSIP: 30303M8R6<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |  15440000 | PA      | $15379354.69   | 0.01%             | 2063-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc                                               | ANHEUSER-BUSCH                           | CUSIP: 035240AM2<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |   6460000 | PA      | $6074185.91    | 0.01%             | 2038-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| San Diego Gas & Electric Co                                                      | SAN DIEGO G & E                          | CUSIP: 797440CD4<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |  34130000 | PA      | $31780573.26   | 0.03%             | 2053-04-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ERAC USA Finance LLC                                                             | ERAC USA FINANCE                         | CUSIP: 26884TAE2<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |  21787000 | PA      | $21647875.95   | 0.02%             | 2042-03-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Kansas Development Finance Authority                                             | KS ST DEV EMPLOYEES-C                    | CUSIP: 485428ZY5<br>LEI: 549300WTL7BL8KBDPR87 | Long             | DBT              | MUN               | US        |  50000000 | PA      | $52300720.00   | 0.04%             | 2034-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                           | CUSIP: 46647PCC8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  58675000 | PA      | $53070937.33   | 0.05%             | 2032-04-22      | Variable      | 2.58%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                            | CUSIP: 404280DR7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |  43471000 | PA      | $46196612.93   | 0.04%             | 2028-11-03      | Variable      | 7.39%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                  | MCDONALD'S CORP                          | CUSIP: 58013MEK6<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9484381.71    | 0.01%             | 2040-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                                                  | ASTRAZENECA-ADR                          | CUSIP: N/A<br>LEI: PY6ZZQWO2IZFZC3IOL08       | Long             | EC               | CORP              | US        |   9426709 | NS      | $753194049.10  | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Glencore Funding LLC                                                             | GLENCORE FDG LLC                         | CUSIP: 378272BU1<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |  59017000 | PA      | $60578511.60   | 0.05%             | 2034-04-04      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| Royalty Pharma PLC                                                               | ROYALTY PHARMA                           | CUSIP: 78081BAL7<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |   5158000 | PA      | $3899043.29    | 0.00%             | 2040-09-02      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                          | CUSIP: 912810UL0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 230070500 | PA      | $233899015.76  | 0.20%             | 2045-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Daimler Truck Finance North America LLC                                          | DAIMLER TRUCK                            | CUSIP: 233853AV2<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |   6890000 | PA      | $6956825.38    | 0.01%             | 2027-01-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Jackson National Life Global Funding                                             | JACKSON NAT LIFE                         | CUSIP: 46849LVA6<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |  19860000 | PA      | $20295851.65   | 0.02%             | 2027-07-02      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP                         | CUSIP: 06051GLU1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  75105000 | PA      | $79652909.57   | 0.07%             | 2034-09-15      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| Marriott International Inc/MD                                                    | MARRIOTT INTL-A                          | CUSIP: 571903202<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | EC               | CORP              | US        |   3155241 | NS      | $845162854.26  | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Securities, LLC                                                  | BK AMER TSY FICC                         | CUSIP: N/A<br>LEI: 8NAV47T0Y26Q87Y0QP81       | Long             | RA               | CORP              | US        | 100000000 | PA      | $100000000.00  | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| FirstEnergy Corp                                                                 | FIRSTENERGY CORP                         | CUSIP: 337932AP2<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |  14331000 | PA      | $12869689.35   | 0.01%             | 2030-09-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                          | BRISTOL-MYERS                            | CUSIP: 110122CQ9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   8245000 | PA      | $7327990.48    | 0.01%             | 2039-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc                                               | ANHEUSER-BUSCH                           | CUSIP: 03523TBV9<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |  12267000 | PA      | $12054085.70   | 0.01%             | 2049-01-23      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                                                         | MARSH & MCLENNAN                         | CUSIP: 571748BG6<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |  23405000 | PA      | $23633382.76   | 0.02%             | 2029-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Saudi Government International Bond                                              | SAUDI INT BOND                           | CUSIP: 80413TBK4<br>LEI: N/A                  | Long             | DBT              | NUSS              | SA        |  25595000 | PA      | $26769678.60   | 0.02%             | 2031-01-13      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AI9142                                | CUSIP: 3138APEQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     47091 | PA      | $46252.68      | 0.00%             | 2027-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | GOLDMAN SACHS GROUP INC/THE TRS 0.0 05-0 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |    363674 | NC      | $6220719.85    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Allstate Corp/The                                                                | ALLSTATE CORP                            | CUSIP: 020002AS0<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |   6611000 | PA      | $6879314.55    | 0.01%             | 2035-05-09      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                          | CUSIP: 91282CMK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9570000 | PA      | $9839156.25    | 0.01%             | 2032-01-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                             | IBM CORP                                 | CUSIP: 459200KJ9<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   8245000 | PA      | $7447197.07    | 0.01%             | 2030-05-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                          | JOHN DEERE CAP                           | CUSIP: 24422EXH7<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |  22410000 | PA      | $22759349.28   | 0.02%             | 2029-01-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                                                     | NISOURCE INC                             | CUSIP: 65473PAN5<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |  19368000 | PA      | $19884883.36   | 0.02%             | 2028-03-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Nationwide Mutual Insurance Co                                                   | NATIONWIDE MUTL                          | CUSIP: 638671AN7<br>LEI: Z7LVXXWM8HZPKF5T2355 | Long             | DBT              | CORP              | US        |  41675000 | PA      | $32038619.12   | 0.03%             | 2050-04-30      | Fixed         | 4.35%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM1257                                | CUSIP: 3140J5MF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   6339121 | PA      | $5854791.71    | 0.00%             | 2037-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP                         | CUSIP: 38141GWB6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  17980000 | PA      | $17899235.28   | 0.02%             | 2027-01-26      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Diageo Capital PLC                                                               | DIAGEO CAP PLC                           | CUSIP: 25243YBB4<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |  20000000 | PA      | $18716917.64   | 0.02%             | 2029-10-24      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| SBA Tower Trust                                                                  | SBA TOWER TRUST                          | CUSIP: 78403DAX8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  51750000 | PA      | $45706785.08   | 0.04%             | 2056-10-15      | Fixed         | 2.59%                 | Yes           |                  2 | On Loan: No      |
| Maryland Economic Development Corp                                               | MARYLAND ST ECON DEV                     | CUSIP: 574205JJ0<br>LEI: 549300JJ16DDBSZWSN94 | Long             | DBT              | MUN               | US        |  12445000 | PA      | $11750846.52   | 0.01%             | 2056-05-31      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                              | CUSIP: 68389XAV7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   9069000 | PA      | $8586650.06    | 0.01%             | 2034-07-08      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP                         | CUSIP: 06051GLG2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  18685000 | PA      | $19154554.33   | 0.02%             | 2029-04-25      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| Baltimore Gas and Electric Co                                                    | BALTIMORE GAS                            | CUSIP: 059165EM8<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |   6549000 | PA      | $4107471.64    | 0.00%             | 2050-06-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Aon Corp / Aon Global Holdings PLC                                               | AON CORP/AON GLO                         | CUSIP: 03740LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |  18870000 | PA      | $18485657.31   | 0.02%             | 2027-05-28      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                             | LOCKHEED MARTIN                          | CUSIP: 539830BP3<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1531966.89    | 0.00%             | 2030-06-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Dominion Energy South Carolina Inc                                               | SOUTH CAROL E&G                          | CUSIP: 837004CB4<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |  44155000 | PA      | $47165623.10   | 0.04%             | 2038-01-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                           | CUSIP: 949746RF0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |  71831000 | PA      | $70078738.35   | 0.06%             | 2044-01-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                            | FOUNDRY JV HOLDC                         | CUSIP: 350930AD5<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |  60292000 | PA      | $63873611.78   | 0.05%             | 2035-01-25      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| RGA Global Funding                                                               | RGA GLOBAL                               | CUSIP: 76209PAB9<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |  14330000 | PA      | $13552822.50   | 0.01%             | 2029-01-18      | Fixed         | 2.70%                 | Yes           |                  2 | On Loan: No      |
| Cleco Corporate Holdings LLC                                                     | CLECO CORP                               | CUSIP: 18551PAE9<br>LEI: 5493002H80P81B3HXL31 | Long             | DBT              | CORP              | US        |   9180000 | PA      | $8591105.13    | 0.01%             | 2029-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                           | CUSIP: 95000U3J0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   9900000 | PA      | $10184649.38   | 0.01%             | 2030-01-23      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                 | CROWN CASTLE INC                         | CUSIP: 22822VBB6<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |  10233000 | PA      | $10350356.65   | 0.01%             | 2028-09-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP PARIBAS                              | CUSIP: 09659W3A0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |  16975000 | PA      | $17694766.42   | 0.02%             | 2033-01-13      | Variable      | 5.79%                 | Yes           |                  2 | On Loan: No      |
| Texas Electric Market Stabilization Funding N LLC                                | TX ELECTRIC MRKT                         | CUSIP: 88240TAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  39235000 | PA      | $38417295.14   | 0.03%             | 2044-02-01      | Fixed         | 4.97%                 | Yes           |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                          | PORT AUTH-174TH                          | CUSIP: 73358WJA3<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |  44055000 | PA      | $36739402.92   | 0.03%             | 2062-10-01      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                            | CUSIP: 404280EW5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |  33800000 | PA      | $34737317.12   | 0.03%             | 2031-05-13      | Variable      | 5.24%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                             | GLENCORE FDG LLC                         | CUSIP: 378272BC1<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   2360000 | PA      | $1712632.38    | 0.00%             | 2051-04-27      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| AstraZeneca PLC                                                                  | ASTRAZENECA PLC                          | CUSIP: 046353AT5<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |  44555000 | PA      | $44572314.30   | 0.04%             | 2029-01-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Southern California Gas Co                                                       | SOUTHERN CAL GAS                         | CUSIP: 842434CX8<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |  17580000 | PA      | $18705541.35   | 0.02%             | 2052-11-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                                              | GILEAD SCIENCES                          | CUSIP: 375558BS1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |  24487000 | PA      | $17620033.03   | 0.02%             | 2040-10-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                                                       | HUMANA INC                               | CUSIP: 444859BY7<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |   9700000 | PA      | $10153293.29   | 0.01%             | 2034-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                          | HYUNDAI CAP AMER                         | CUSIP: 44891ABZ9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |  36480000 | PA      | $35467524.60   | 0.03%             | 2026-09-17      | Fixed         | 1.65%                 | Yes           |                  2 | On Loan: No      |
| New Issuer: BB Company ID:71645526                                               | GMALT 2024-2 A3                          | CUSIP: 36269WAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  26005000 | PA      | $26199899.67   | 0.02%             | 2027-07-20      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp                                                                | ATMOS ENERGY COR                         | CUSIP: 049560BB0<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |  14100000 | PA      | $12683885.37   | 0.01%             | 2054-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                                                | STATE STREET CRP                         | CUSIP: 857477CA9<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |  14655000 | PA      | $14692657.11   | 0.01%             | 2034-01-26      | Variable      | 4.82%                 | No            |                  2 | On Loan: No      |
| Alabama Federal Aid Highway Finance Authority                                    | ALABAMA FEDERAL AID                      | CUSIP: 010268CX6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1510000 | PA      | $1230315.54    | 0.00%             | 2037-09-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Connecticut Avenue Securities                                         | CAS 2016-C03 2M2                         | CUSIP: 30711XCT9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    800790 | PA      | $816805.30     | 0.00%             | 2028-10-25      | Floating      | 10.36%                | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                         | DUKE ENERGY PROG                         | CUSIP: 26442UAU8<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |  43780000 | PA      | $44206404.40   | 0.04%             | 2035-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                          | CUSIP: 91282CKZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 121767200 | PA      | $123336854.70  | 0.11%             | 2027-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK INC                                | CUSIP: 682680BL6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    359000 | PA      | $377535.83     | 0.00%             | 2033-09-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Sempra                                                                           | SEMPRA                                   | CUSIP: 816851BP3<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |   2295000 | PA      | $2249165.43    | 0.00%             | 2029-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| EIG Pearl Holdings Sarl                                                          | EIG PEARL HOLDIN                         | CUSIP: 28249NAB7<br>LEI: 549300KIMRL45BWA5H76 | Long             | DBT              | CORP              | LU        |  16115000 | PA      | $13012614.13   | 0.01%             | 2046-11-30      | Fixed         | 4.39%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                                | FNR 2019-6 GJ                            | CUSIP: 3136B3T59<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    574767 | PA      | $559037.43     | 0.00%             | 2049-02-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                              | AMERICAN EXPRESS                         | CUSIP: 025816DW6<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |  34400000 | PA      | $35053352.94   | 0.03%             | 2035-07-26      | Variable      | 5.28%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                                                         | MARSH & MCLENNAN                         | CUSIP: 571748BJ0<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |   4965000 | PA      | $4419657.46    | 0.00%             | 2049-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                          | CUSIP: 912810TA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12610000 | PA      | $8341810.58    | 0.01%             | 2041-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | ENTERPRISE PRODU                         | CUSIP: 29379VBU6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |  19387000 | PA      | $16770471.92   | 0.01%             | 2049-02-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                          | CUSIP: 842400JE4<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |  21160000 | PA      | $21889924.75   | 0.02%             | 2031-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                              | DOMINION RES                             | CUSIP: 25746UBM0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   5800000 | PA      | $5219045.07    | 0.00%             | 2041-08-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Allstate Corp/The                                                                | ALLSTATE CORP                            | CUSIP: 020002BK6<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10290972.40   | 0.01%             | 2033-03-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC                               | CUSIP: 00287YAS8<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |  21111000 | PA      | $18902186.33   | 0.02%             | 2045-05-14      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Chesapeake Funding II LLC                                                        | CFII 2024-1A A1                          | CUSIP: 165183DE1<br>LEI: 5493000HT7H4OFOD6Z12 | Long             | ABS-CBDO         | CORP              | US        |  14187586 | PA      | $14364417.44   | 0.01%             | 2036-05-15      | Fixed         | 5.52%                 | Yes           |                  2 | On Loan: No      |
| MidAmerican Energy Co                                                            | MIDAMERICAN ENER                         | CUSIP: 595620AV7<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |  38026000 | PA      | $25422703.85   | 0.02%             | 2050-04-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                               | META PLATFORMS                           | CUSIP: 30303M8W5<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |  17300000 | PA      | $16693225.96   | 0.01%             | 2064-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                             | LOCKHEED MARTIN                          | CUSIP: 539830BX6<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |  19676000 | PA      | $19640977.88   | 0.02%             | 2054-11-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| State Board of Administration Finance Corp                                       | FLORIDA ST BRD OF ADM                    | CUSIP: 341271AE4<br>LEI: 549300S34SOJ0RULXM35 | Long             | DBT              | MUN               | US        |  29555000 | PA      | $28386105.66   | 0.02%             | 2027-07-01      | Fixed         | 1.71%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                                | FNR 2017-49 JA                           | CUSIP: 3136AXJT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1119173 | PA      | $1113435.89    | 0.00%             | 2053-07-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                          | CUSIP: 912810UE6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6471700 | PA      | $6041938.67    | 0.01%             | 2054-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                          | CUSIP: 912810TJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    109000 | PA      | $77045.12      | 0.00%             | 2052-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Blackstone Reg Finance Co L.L.C.                                                 | BLACKSTONE REG                           | CUSIP: 092914AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  11900000 | PA      | $11886647.35   | 0.01%             | 2034-12-06      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Five Corners Funding Trust IV                                                    | FIVE CORNERS IV                          | CUSIP: 33835PAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  33972000 | PA      | $34285028.06   | 0.03%             | 2053-02-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT                         | CUSIP: 161175CJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  13950000 | PA      | $13121185.76   | 0.01%             | 2033-04-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS GROUP                                | CUSIP: 902613AE8<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |  23650000 | PA      | $20789435.68   | 0.02%             | 2032-02-11      | Variable      | 2.10%                 | Yes           |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                             | CUSIP: 06738EBW4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |  27170000 | PA      | $20289409.15   | 0.02%             | 2042-11-24      | Variable      | 3.33%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                            | CUSIP: 404280CK3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |  48710000 | PA      | $43959772.63   | 0.04%             | 2031-08-18      | Variable      | 2.36%                 | No            |                  2 | On Loan: No      |
| Piedmont Healthcare Inc                                                          | PIEDMONT HLTH                            | CUSIP: 72014TAD1<br>LEI: 254900D1I6W7J0DSAY11 | Long             | DBT              | CORP              | US        |   8830000 | PA      | $6136180.18    | 0.01%             | 2042-01-01      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                          | CUSIP: 91282CHE4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12367000 | PA      | $12376178.66   | 0.01%             | 2028-05-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE                                     | CUSIP: 05571AAZ8<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |  51825000 | PA      | $54005164.43   | 0.05%             | 2031-01-14      | Variable      | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                            | CUSIP: 209111FF5<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |  68575000 | PA      | $57284758.79   | 0.05%             | 2054-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS GROUP                                | CUSIP: 902613AL2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |  36770000 | PA      | $27076296.72   | 0.02%             | 2043-02-11      | Variable      | 3.18%                 | Yes           |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                                | CUSIP: 037833BA7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   5075000 | PA      | $3933099.30    | 0.00%             | 2045-02-09      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co                                                                 | GEORGIA POWER                            | CUSIP: 373334JW2<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |  14834000 | PA      | $12815441.25   | 0.01%             | 2042-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp                                                             | PARKER HANNIFIN                          | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |    687718 | NS      | $522218663.30  | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                          | CUSIP: 842400GT4<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   5405000 | PA      | $3717404.23    | 0.00%             | 2050-02-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Texas Natural Gas Securitization Finance Corp                                    | TX NATURAL GAS SECZ                      | CUSIP: 88258MAA3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  12030802 | PA      | $12362244.92   | 0.01%             | 2035-04-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN                         | CUSIP: 718172DB2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |  92936000 | PA      | $96208065.71   | 0.08%             | 2033-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP                         | CUSIP: 91324PFC1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   7600000 | PA      | $6998469.59    | 0.01%             | 2054-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                   | BP CAP MKTS AMER                         | CUSIP: 10373QBU3<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |  44675000 | PA      | $44848950.02   | 0.04%             | 2033-02-13      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| Nationwide Financial Services Inc                                                | NATIONWIDE FIN                           | CUSIP: 638612AM3<br>LEI: 5493001H7AZNDS6BKJ36 | Long             | DBT              | CORP              | US        |  48905000 | PA      | $36225769.06   | 0.03%             | 2049-11-30      | Fixed         | 3.90%                 | Yes           |                  2 | On Loan: No      |
| Duke University                                                                  | DUKE UNIVERSITY                          | CUSIP: 26442TAH0<br>LEI: FY5ICUIRRDCHN4HHL592 | Long             | DBT              | CORP              | US        |  25700000 | PA      | $15812281.61   | 0.01%             | 2055-10-01      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co                                                          | ARTHUR J GALLAGH                         | CUSIP: 363576109<br>LEI: 54930049QLLMPART6V29 | Long             | EC               | CORP              | US        |   1880352 | NS      | $569276568.00  | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| QUALCOMM Inc                                                                     | QUALCOMM INC                             | CUSIP: 747525BR3<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |  16672000 | PA      | $13992301.73   | 0.01%             | 2052-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                          | CUSIP: 912810UA4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  56707200 | PA      | $54020253.52   | 0.05%             | 2054-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB9776                                | CUSIP: 31417G2J4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     12080 | PA      | $11837.49      | 0.00%             | 2028-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AEP Transmission Co LLC                                                          | AEP TRANSMISSION                         | CUSIP: 00115AAP4<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |   9195000 | PA      | $7698683.69    | 0.01%             | 2052-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                                 | CUSIP: 00206RBK7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |  13770000 | PA      | $11377474.77   | 0.01%             | 2045-06-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp                                                      | AMERICAN WATER                           | CUSIP: 03040WBA2<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |  22115000 | PA      | $22000144.29   | 0.02%             | 2032-06-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd/New York                                             | NATL AUS BANK/NY                         | CUSIP: 63254ABE7<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | AU        |  33500000 | PA      | $33471274.64   | 0.03%             | 2027-06-09      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                          | CUSIP: 91282CMZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 164359000 | PA      | $165758618.79  | 0.14%             | 2030-04-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                             | CUSIP: 06738EDD4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |  18030000 | PA      | $18063441.39   | 0.02%             | 2029-11-11      | Variable      | 4.48%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance USA PLC                                                        | RIO TINTO FIN PL                         | CUSIP: 76720AAV8<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |  14655000 | PA      | $14613704.73   | 0.01%             | 2055-03-14      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| New York Life Global Funding                                                     | NEW YORK LIFE GL                         | CUSIP: 64952WFE8<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |  39770000 | PA      | $40333319.30   | 0.03%             | 2034-01-09      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                         | LLOYDS BK GR PLC                         | CUSIP: 53944YBA0<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |  14000000 | PA      | $14644814.87   | 0.01%             | 2030-06-05      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP PARIBAS                              | CUSIP: 09659W2T0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |  25560000 | PA      | $24941537.08   | 0.02%             | 2028-01-20      | Variable      | 2.59%                 | Yes           |                  2 | On Loan: No      |
| Corebridge Financial Inc                                                         | COREBRIDGE FIN                           | CUSIP: 21871XAR0<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |   5070000 | PA      | $5371563.93    | 0.00%             | 2033-09-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Ascension Health                                                                 | ASCENSION HEALTH                         | CUSIP: 04352EAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  22515000 | PA      | $21169227.06   | 0.02%             | 2029-11-15      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| O'Reilly Automotive Inc                                                          | O'REILLY AUTOMOT                         | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               | CORP              | US        |   8217690 | NS      | $852010099.20  | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| NiSource Inc                                                                     | NISOURCE INC                             | CUSIP: 65473QBB8<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |  22833000 | PA      | $21434826.21   | 0.02%             | 2043-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Memorial Sloan-Kettering Cancer Center                                           | MEMORIAL SLOAN                           | CUSIP: 586054AC2<br>LEI: 549300IZ71UAMEHWL382 | Long             | DBT              | CORP              | US        |   5910000 | PA      | $4707562.64    | 0.00%             | 2055-07-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Nomura Securities International, Inc.                                            | NOMURA TREAS TRIPARTY                    | CUSIP: N/A<br>LEI: OXTKY6Q8X53C9ILVV871       | Long             | RA               | CORP              | US        |   5100000 | PA      | $5100000.00    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ascension Health                                                                 | ASCENSION HEALTH                         | CUSIP: 04351LAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  23970000 | PA      | $21256905.07   | 0.02%             | 2053-11-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE                                     | CUSIP: 05571AAS4<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   6675000 | PA      | $7368918.57    | 0.01%             | 2034-10-19      | Variable      | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP                         | CUSIP: 38141GZM9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $13645106.71   | 0.01%             | 2033-02-24      | Variable      | 3.10%                 | No            |                  2 | On Loan: No      |
| Niagara Mohawk Power Corp                                                        | NIAGARA MOHAWK                           | CUSIP: 65364UAP1<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |  14840000 | PA      | $9232424.93    | 0.01%             | 2050-06-27      | Fixed         | 3.02%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Private Bank NA                                                   | MORGAN STANLEY                           | CUSIP: 61776NVE0<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |  58125000 | PA      | $58370250.17   | 0.05%             | 2028-07-06      | Variable      | 4.47%                 | No            |                  2 | On Loan: No      |
| RGA Global Funding                                                               | RGA GLOBAL                               | CUSIP: 76209PAG8<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |  31635000 | PA      | $32693937.30   | 0.03%             | 2030-01-09      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Prologis LP                                                                      | PROLOGIS LP                              | CUSIP: 74340XCQ2<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |  10118000 | PA      | $10316976.22   | 0.01%             | 2031-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies Inc                                                   | GE HEALTHCARE                            | CUSIP: 36266GAB3<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |  29306000 | PA      | $29800967.04   | 0.03%             | 2031-01-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                              | CUSIP: 68389XBP9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |  17745000 | PA      | $15118228.06   | 0.01%             | 2037-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                               | REALTY INCOME                            | CUSIP: 756109CG7<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |  25644000 | PA      | $26102457.07   | 0.02%             | 2034-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BZ3585                                | CUSIP: 3140NX6X6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  56258000 | PA      | $56949945.27   | 0.05%             | 2030-04-01      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                              | AMERICAN EXPRESS                         | CUSIP: 025816ED7<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |  29025000 | PA      | $29470756.04   | 0.03%             | 2029-04-25      | Variable      | 4.73%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                          | CUSIP: 912810TQ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  85496700 | PA      | $75931756.69   | 0.06%             | 2043-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Sempra                                                                           | SEMPRA                                   | CUSIP: 816851AP4<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |  14800000 | PA      | $15132944.80   | 0.01%             | 2039-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                          | CUSIP: 91282CMA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 132097000 | PA      | $134532538.44  | 0.11%             | 2029-11-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Roper Technologies Inc                                                           | ROPER TECHNOLOGI                         | CUSIP: 776696106<br>LEI: 54930003T4SXCIWVXY35 | Long             | EC               | CORP              | US        |    202429 | NS      | $106540406.99  | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BZ4503                                | CUSIP: 3140Q0AD4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  14819858 | PA      | $15038065.59   | 0.01%             | 2030-08-01      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP                         | CUSIP: 06051GKQ1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  29200000 | PA      | $28900094.99   | 0.02%             | 2033-04-27      | Variable      | 4.57%                 | No            |                  2 | On Loan: No      |
| GLP Capital LP / GLP Financing II Inc                                            | GLP CAP/FIN II                           | CUSIP: 361841AW9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  16945000 | PA      | $16669948.63   | 0.01%             | 2037-11-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Corebridge Global Funding                                                        | COREBRIDGE GF                            | CUSIP: 00138CBF4<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |  13702000 | PA      | $13935980.98   | 0.01%             | 2030-06-06      | Fixed         | 4.85%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                           | CUSIP: 95000U3B7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        | 130786000 | PA      | $131538335.15  | 0.11%             | 2033-07-25      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                       | CAPITAL ONE FINL                         | CUSIP: 14040HDF9<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |  14301000 | PA      | $15061940.96   | 0.01%             | 2035-02-01      | Variable      | 6.05%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN                         | CUSIP: 718172CX5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |  50815000 | PA      | $53770171.47   | 0.05%             | 2032-11-17      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Michigan Finance Authority                                                       | MICHIGAN ST FIN AUTH                     | CUSIP: 59447TXW8<br>LEI: 54930022O46HOX5J1D14 | Long             | DBT              | MUN               | US        |  11320000 | PA      | $10315868.46   | 0.01%             | 2034-12-01      | Fixed         | 3.08%                 | No            |                  2 | On Loan: No      |
| PG&E Wildfire Recovery Funding LLC                                               | PG&E WILDFIRE                            | CUSIP: 693342AK3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  23500000 | PA      | $21501098.81   | 0.02%             | 2054-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                   | ELI LILLY & CO                           | CUSIP: 532457CT3<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |   4570000 | PA      | $4224897.58    | 0.00%             | 2064-08-14      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Cousins Properties LP                                                            | COUSINS LP                               | CUSIP: 222793AC5<br>LEI: 254900ZQIHJ5FQH4C329 | Long             | DBT              | CORP              | US        |   7360000 | PA      | $7552927.62    | 0.01%             | 2030-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| United Parcel Service Inc                                                        | UNITED PARCEL                            | CUSIP: 911312CL8<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |  12070000 | PA      | $12217871.50   | 0.01%             | 2065-05-14      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| JBS USA Holding Lux Sarl / JBS USA Foods Group Holdings Inc / JBS USA Food Co    | JBS HLD/FOOD/GRP                         | CUSIP: 472140AE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  25510000 | PA      | $25647718.73   | 0.02%             | 2036-01-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Realty Income Corp                                                               | REALTY INCOME                            | CUSIP: 756109AX2<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |  12940000 | PA      | $12224804.82   | 0.01%             | 2031-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                                     | ALPHABET INC                             | CUSIP: 02079KAM9<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   3230000 | PA      | $3132305.91    | 0.00%             | 2055-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co                                                                 | GEORGIA POWER                            | CUSIP: 373334LA7<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |  14715000 | PA      | $15072588.97   | 0.01%             | 2031-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                       | JBS HLD/FD/LUX                           | CUSIP: 47214BAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   9670000 | PA      | $10607821.66   | 0.01%             | 2034-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MACH 1 Cayman 2019-1 Ltd                                                         | MAACH 2019-1 A                           | CUSIP: 55446MAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2293308 | PA      | $2265788.53    | 0.00%             | 2039-10-15      | Fixed         | 3.47%                 | Yes           |                  2 | On Loan: No      |
| Durst Commercial Mortgage Trust 2025-151                                         | DURST 2025-151 A                         | CUSIP: 266895AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7965000 | PA      | $8111023.14    | 0.01%             | 2042-08-10      | Variable      | 5.32%                 | Yes           |                  2 | On Loan: No      |
| Corebridge Financial Inc                                                         | COREBRIDGE FIN                           | CUSIP: 21871XAK5<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |   2760000 | PA      | $2323255.38    | 0.00%             | 2042-04-05      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress NC Storm Funding LLC                                        | DUKE ENERGY PROG                         | CUSIP: 26444BAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  34870000 | PA      | $29282711.24   | 0.03%             | 2039-07-01      | Fixed         | 2.39%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | UNION PAC CORP                           | CUSIP: 907818FL7<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |  13510000 | PA      | $9043541.94    | 0.01%             | 2070-02-05      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT                         | CUSIP: 161175BL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  19603000 | PA      | $16669968.79   | 0.01%             | 2047-05-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                          | CUSIP: 91282CLM1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10516600 | PA      | $10398288.25   | 0.01%             | 2031-09-30      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                            | CUSIP: 404280CV9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |  44345000 | PA      | $41771634.17   | 0.04%             | 2029-08-17      | Variable      | 2.21%                 | No            |                  2 | On Loan: No      |
| Niagara Mohawk Power Corp                                                        | NIAGARA MOHAWK                           | CUSIP: 65364UAL0<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |  38470000 | PA      | $38440563.47   | 0.03%             | 2028-12-15      | Fixed         | 4.28%                 | Yes           |                  2 | On Loan: No      |
| Athene Global Funding                                                            | ATHENE GLOBAL FU                         | CUSIP: 04685A3X7<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |  35830000 | PA      | $36447557.13   | 0.03%             | 2027-07-09      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| Equitable Financial Life Global Funding                                          | EQUITABLE FINANC                         | CUSIP: 29449WAR8<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |   8245000 | PA      | $8357468.09    | 0.01%             | 2027-11-19      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Wyeth LLC                                                                        | WYETH                                    | CUSIP: 983024AG5<br>LEI: 549300Q9GR3WRH4N4836 | Long             | DBT              | CORP              | US        |   6460000 | PA      | $7224267.82    | 0.01%             | 2034-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                         | CAROLINA P & L                           | CUSIP: 144141DD7<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    615000 | PA      | $510685.65     | 0.00%             | 2043-03-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| GLP Capital LP / GLP Financing II Inc                                            | GLP CAP/FIN II                           | CUSIP: 361841AV1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  11975000 | PA      | $11953957.00   | 0.01%             | 2033-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                               | FHR 4518 CZ                              | CUSIP: 3137BLP93<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4452103 | PA      | $4161024.78    | 0.00%             | 2045-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP                          | CUSIP: 126650DY3<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |  17945000 | PA      | $18164507.81   | 0.02%             | 2033-06-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                               | CUSIP: 458140CH1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |  38241000 | PA      | $36217253.97   | 0.03%             | 2043-02-10      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS GROUP                                | CUSIP: 225401BG2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |  33335000 | PA      | $36029887.94   | 0.03%             | 2034-09-22      | Variable      | 6.30%                 | Yes           |                  2 | On Loan: No      |
| New Issuer: BB Company ID:70987808                                               | GMCAR 2023-2 A3                          | CUSIP: 362583AD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5601598 | PA      | $5608579.08    | 0.00%             | 2028-02-16      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| Ashtead Capital Inc                                                              | ASHTEAD CAPITAL                          | CUSIP: 045054AP8<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |  17915000 | PA      | $15694609.59   | 0.01%             | 2031-08-12      | Fixed         | 2.45%                 | Yes           |                  2 | On Loan: No      |
| Telefonica Emisiones SA                                                          | TELEFONICA EMIS                          | CUSIP: 87938WAX1<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |   5577000 | PA      | $5061089.48    | 0.00%             | 2049-03-01      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP                         | CUSIP: 91324PDL3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |  39913000 | PA      | $31868459.82   | 0.03%             | 2048-06-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS1244                                | CUSIP: 3140XGL23<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  15687270 | PA      | $15365210.28   | 0.01%             | 2033-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP                         | CUSIP: 38141GXR0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  30600000 | PA      | $26864453.10   | 0.02%             | 2032-01-27      | Variable      | 1.99%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Energy Co                                                     | BERKSHIRE HATHAW                         | CUSIP: 59562VBD8<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |  10715000 | PA      | $10182816.28   | 0.01%             | 2043-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                   | MERCK & CO INC                           | CUSIP: 58933YAJ4<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |  22090000 | PA      | $18764329.13   | 0.02%             | 2043-05-18      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| BAE Systems PLC                                                                  | BAE SYSTEMS PLC                          | CUSIP: 05523RAD9<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |  15580000 | PA      | $15032068.48   | 0.01%             | 2030-04-15      | Fixed         | 3.40%                 | Yes           |                  2 | On Loan: No      |
| Standard Chartered PLC                                                           | STANDARD CHART                           | CUSIP: 85325C2D3<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |  45955000 | PA      | $47111263.40   | 0.04%             | 2029-01-21      | Variable      | 5.54%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                          | CUSIP: 91282CJR3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  95693500 | PA      | $96119634.64   | 0.08%             | 2028-12-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Mass General Brigham Inc                                                         | PARTNERS HEALTH                          | CUSIP: 70213HAE8<br>LEI: 5493007Z86EDN0QFYU66 | Long             | DBT              | CORP              | US        |  12361000 | PA      | $8378901.61    | 0.01%             | 2049-07-01      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| Vantage Data Centers Issuer LLC                                                  | VDC 2021-1A A2                           | CUSIP: 92212KAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  38038000 | PA      | $36834093.50   | 0.03%             | 2046-10-15      | Fixed         | 2.17%                 | Yes           |                  2 | On Loan: No      |
| Public Service Enterprise Group Inc                                              | PUBLIC SERVICE                           | CUSIP: 744573AZ9<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |  11295000 | PA      | $11609305.15   | 0.01%             | 2034-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| RBC Capital Markets LLC                                                          | RBC TRIPARTY MTGE                        | CUSIP: N/A<br>LEI: 549300LCO2FLSSVFFR64       | Long             | RA               | CORP              | US        |  25600000 | PA      | $25600000.00   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                    | INTERCONTINENT                           | CUSIP: 45866FAH7<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |  13897000 | PA      | $11459870.86   | 0.01%             | 2048-09-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                           | CUSIP: 46647PEC6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  19350000 | PA      | $19869213.13   | 0.02%             | 2035-01-23      | Variable      | 5.34%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co                                                            | MIDAMERICAN ENER                         | CUSIP: 595620AU9<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |   6595000 | PA      | $5335060.28    | 0.00%             | 2049-07-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                 | BANK OF NY MELLO                         | CUSIP: 06406RBZ9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   6460000 | PA      | $6651498.36    | 0.01%             | 2032-07-22      | Variable      | 5.06%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                          | CUSIP: 91282CFT3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15799000 | PA      | $16012533.28   | 0.01%             | 2029-10-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                          | CUSIP: 91282CFM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  35000000 | PA      | $35350000.00   | 0.03%             | 2027-09-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 782071                                | CUSIP: 36241KJQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    161208 | PA      | $164265.42     | 0.00%             | 2033-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                   | ELI LILLY & CO                           | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |   1692127 | NS      | $1239618397.66 | 1.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Securities, LLC                                                  | BOA-MTG TRIPARTY REPO                    | CUSIP: N/A<br>LEI: 8NAV47T0Y26Q87Y0QP81       | Long             | RA               | CORP              | US        |  25600000 | PA      | $25600000.00   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                                | CUSIP: 037833EF3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |  27145000 | PA      | $16654339.54   | 0.01%             | 2051-02-08      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                           | CUSIP: 437076CG5<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   2495000 | PA      | $1401335.26    | 0.00%             | 2051-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                          | CUSIP: 91282CLP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 215195000 | PA      | $214404829.78  | 0.18%             | 2026-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd                                                      | NATL AUSTRALIABK                         | CUSIP: 632525BL4<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |  51330000 | PA      | $53228163.13   | 0.05%             | 2028-11-28      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| Humana Inc                                                                       | HUMANA INC                               | CUSIP: 444859CC4<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |   9700000 | PA      | $9305243.01    | 0.01%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Israel Government International Bond                                             | STATE OF ISRAEL                          | CUSIP: 46514BRM1<br>LEI: N/A                  | Long             | DBT              | NUSS              | IL        |  58355000 | PA      | $53914061.45   | 0.05%             | 2054-03-12      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                          | CUSIP: 91282CNC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  84273100 | PA      | $84562788.78   | 0.07%             | 2035-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Figma Inc                                                                        | FIGMA INC-A                              | CUSIP: 316841105<br>LEI: 254900273Q0J4Z65HU28 | Long             | EC               | CORP              | US        |    200500 | NS      | $14091140.00   | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Philadelphia Authority for Industrial Development                                | PHILADELPHIA INDL-C                      | CUSIP: 71781LBH1<br>LEI: 549300DIY68KQZEW7M79 | Long             | DBT              | MUN               | US        |  66810000 | PA      | $71076286.17   | 0.06%             | 2028-10-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Dallas Fort Worth International Airport                                          | DALLAS-FORT WORTH-C                      | CUSIP: 2350366Z8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   7405000 | PA      | $5941415.08    | 0.01%             | 2040-11-01      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                                 | COCA-COLA CO/THE                         | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |  11567146 | NS      | $798017402.54  | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Marsh & McLennan Cos Inc                                                         | MARSH & MCLENNAN                         | CUSIP: 571748BQ4<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |  20255000 | PA      | $12512029.81   | 0.01%             | 2051-12-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Orange SA                                                                        | FRANCE TELECOM                           | CUSIP: 35177PAL1<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |  20280000 | PA      | $24701450.66   | 0.02%             | 2031-03-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| East Ohio Gas Co/The                                                             | EAST OHIO GAS CO                         | CUSIP: 27409LAC7<br>LEI: BC95Y6MXLT75BGO7UM71 | Long             | DBT              | CORP              | US        |   8960000 | PA      | $8039678.63    | 0.01%             | 2030-06-15      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| Eastern Gas Transmission & Storage Inc                                           | EASTERN GAS TRAN                         | CUSIP: 276480AF7<br>LEI: H2VQBNB3NSKRM5QWBI71 | Long             | DBT              | CORP              | US        |   4185000 | PA      | $3661173.52    | 0.00%             | 2043-11-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS GROUP AG                             | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | EC               | CORP              | CH        |  15163583 | NS      | $614268099.07  | 0.52%             |  |  |  | No            |                  2 | On Loan: No      |
| BAE Systems PLC                                                                  | BAE SYSTEMS PLC                          | CUSIP: 05523RAK3<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |   6175000 | PA      | $6433255.29    | 0.01%             | 2031-03-26      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Southwestern Public Service Co                                                   | SOUTHWESTERN PUB                         | CUSIP: 845743BR3<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |   3756000 | PA      | $2739382.25    | 0.00%             | 2047-08-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                   | ELI LILLY & CO                           | CUSIP: 532457CG1<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |   8710000 | PA      | $7849926.22    | 0.01%             | 2053-02-27      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc                                                             | FREEPORT-MCMORAN                         | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |  14615384 | NS      | $648923049.60  | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Pfizer Investment Enterprises Pte Ltd                                            | PFIZER INVSTMNT                          | CUSIP: 716973AE2<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |   9700000 | PA      | $9722603.89    | 0.01%             | 2033-05-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AEP Transmission Co LLC                                                          | AEP TRANSMISSION                         | CUSIP: 00115AAQ2<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |   6460000 | PA      | $6190459.48    | 0.01%             | 2053-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones SA                                                          | TELEFONICA EMIS                          | CUSIP: 87938WAU7<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |  12100000 | PA      | $10647907.16   | 0.01%             | 2047-03-08      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                          | CUSIP: 91282CMP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 318005200 | PA      | $319818821.82  | 0.27%             | 2027-02-28      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CF Hippolyta Issuer LLC                                                          | SORT 2021-1A A1                          | CUSIP: 12530MAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  12397380 | PA      | $10360545.43   | 0.01%             | 2061-03-15      | Fixed         | 1.53%                 | Yes           |                  2 | On Loan: No      |
| SCE Recovery Funding LLC                                                         | SCE REC FUND                             | CUSIP: 78433LAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3310000 | PA      | $2218685.31    | 0.00%             | 2043-11-15      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AQ1269                                | CUSIP: 3138MGMT9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1285 | PA      | $1261.89       | 0.00%             | 2028-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                              | ABBOTT LABS                              | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |   2912318 | NS      | $386348105.88  | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Five Corners Funding Trust III                                                   | FIVE CORNERS III                         | CUSIP: 33830GAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  26260000 | PA      | $27507137.33   | 0.02%             | 2033-02-15      | Fixed         | 5.79%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP                         | CUSIP: 06051GFC8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  39433000 | PA      | $37325511.13   | 0.03%             | 2044-01-21      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Argenx SE                                                                        | ARGENX SE - ADR                          | CUSIP: N/A<br>LEI: 7245009C5FZE6G9ODQ71       | Long             | EC               | CORP              | US        |    269558 | NS      | $191979207.60  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| BAT Capital Corp                                                                 | BAT CAPITAL CORP                         | CUSIP: 05526DBD6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |  28490000 | PA      | $25680798.83   | 0.02%             | 2037-08-15      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| Domino's Pizza Master Issuer LLC                                                 | DPABS 2021-1A A2I                        | CUSIP: 25755TAN0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  13376738 | PA      | $12639348.86   | 0.01%             | 2051-04-25      | Fixed         | 2.66%                 | Yes           |                  2 | On Loan: No      |
| Ameren Illinois Co                                                               | AMEREN ILLINOIS                          | CUSIP: 02361DAS9<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |  22215000 | PA      | $22133856.13   | 0.02%             | 2028-05-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Texas Electric Market Stabilization Funding N LLC                                | TX ELECTRIC MRKT                         | CUSIP: 88240TAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  18860000 | PA      | $17552280.35   | 0.01%             | 2048-08-01      | Fixed         | 5.06%                 | Yes           |                  2 | On Loan: No      |
| Enbridge Inc                                                                     | ENBRIDGE INC                             | CUSIP: 29250NBZ7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |  12000000 | PA      | $12922130.36   | 0.01%             | 2053-11-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | ENTERPRISE PRODU                         | CUSIP: 29379VCH4<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   7600000 | PA      | $7255661.17    | 0.01%             | 2055-02-16      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Start II LTD                                                                     | STARR 2019-1 A                           | CUSIP: 85573LAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |   7325398 | PA      | $7279247.92    | 0.01%             | 2044-03-15      | Fixed         | 4.09%                 | Yes           |                  2 | On Loan: No      |
| BAE Systems PLC                                                                  | BAE SYSTEMS PLC                          | CUSIP: 05523RAL1<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |  17945000 | PA      | $18402101.45   | 0.02%             | 2034-03-26      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| Metropolitan Life Global Funding I                                               | MET LIFE GLOB                            | CUSIP: 59217GFD6<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |  15345000 | PA      | $15372255.93   | 0.01%             | 2029-08-25      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| Berkshire Hathaway Energy Co                                                     | BERKSHIRE HATHAW                         | CUSIP: 084659AX9<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |  15865000 | PA      | $12582595.65   | 0.01%             | 2050-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                 | BANK OF NY MELLO                         | CUSIP: 06406RBM8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |  37940000 | PA      | $40552741.24   | 0.03%             | 2033-10-25      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Bank NA                                                              | WELLS FARGO BANK                         | CUSIP: 94988J6F9<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | DBT              | CORP              | US        |  97083000 | PA      | $98445374.02   | 0.08%             | 2026-12-11      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Dominion Energy South Carolina Inc                                               | SOUTH CAROL E&G                          | CUSIP: 837004BX7<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |   1438000 | PA      | $1486181.95    | 0.00%             | 2033-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                         | FLORIDA PWR & LT                         | CUSIP: 341081ES2<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |  50000000 | PA      | $52303482.81   | 0.04%             | 2035-02-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                                | FNR 2017-35 AH                           | CUSIP: 3136AWNN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    920967 | PA      | $914496.58     | 0.00%             | 2053-04-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP                         | CUSIP: 38141GXH2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  16740000 | PA      | $16453660.05   | 0.01%             | 2030-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                 | CROWN CASTLE INC                         | CUSIP: 22822V101<br>LEI: 54930012H97VSM0I2R19 | Long             | EC               | CORP              | US        |   4693069 | NS      | $465270860.66  | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP                         | CUSIP: 38141GYB4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  88125000 | PA      | $79537033.83   | 0.07%             | 2032-04-22      | Variable      | 2.62%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Securities, LLC                                                      | WELLS FARGO TRIPARTY MTGE                | CUSIP: N/A<br>LEI: VYVVCKR63DVZZN70PB21       | Long             | RA               | CORP              | US        |  55300000 | PA      | $55300000.00   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                 | BANK OF NY MELLO                         | CUSIP: 06406RBR7<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |  34820000 | PA      | $35180708.01   | 0.03%             | 2034-04-26      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc                                                      | HONEYWELL INTL                           | CUSIP: 438516CL8<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |  26905000 | PA      | $27043775.90   | 0.02%             | 2029-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CRH SMW Finance DAC                                                              | CRH SMW FINANCE                          | CUSIP: 12704PAB4<br>LEI: 54930044475SH442C864 | Long             | DBT              | CORP              | IE        |  24110000 | PA      | $24798462.04   | 0.02%             | 2030-01-09      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Massachusetts Electric Co                                                        | MASS ELECTRIC CO                         | CUSIP: 575634AS9<br>LEI: 549300XN8GZY5U5O1B96 | Long             | DBT              | CORP              | US        |  21565000 | PA      | $22222980.93   | 0.02%             | 2039-11-15      | Fixed         | 5.90%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP                         | CUSIP: 06051GHA0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   5380000 | PA      | $4215045.65    | 0.00%             | 2049-01-23      | Variable      | 3.95%                 | No            |                  2 | On Loan: No      |
| Georgetown University/The                                                        | GEORGETOWN UNIV                          | CUSIP: 37310PAD3<br>LEI: 549300GCL3B0KVXSX752 | Long             | DBT              | CORP              | US        |   5670000 | PA      | $3600450.19    | 0.00%             | 2050-04-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                          | BRISTOL-MYERS                            | CUSIP: 110122CR7<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |  55913000 | PA      | $44765789.16   | 0.04%             | 2049-10-26      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                           | CUSIP: 94974BGT1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |  73300000 | PA      | $60223720.93   | 0.05%             | 2046-06-14      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Children's Hospital Corp/The                                                     | CHILDREN'S HOSP                          | CUSIP: 16876BAB8<br>LEI: 549300NXFO6BISJLOS32 | Long             | DBT              | CORP              | US        |   5460000 | PA      | $3249900.13    | 0.00%             | 2050-02-01      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                          | BRISTOL-MYERS                            | CUSIP: 110122EK0<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |  30842000 | PA      | $29729215.93   | 0.03%             | 2054-02-22      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC                               | CUSIP: 00287YDA4<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   5100000 | PA      | $4682264.83    | 0.00%             | 2044-06-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Consolidated Inc                                                       | COCA-COLA CONSOL                         | CUSIP: 191098AM4<br>LEI: 57VG5X0E00X0QJU7CQ58 | Long             | DBT              | CORP              | US        |   9037000 | PA      | $9328975.78    | 0.01%             | 2029-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                         | FLORIDA PWR & LT                         | CUSIP: 341081ET0<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10045554.08   | 0.01%             | 2035-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| University of Michigan                                                           | UNIV OF MICHIGAN MI                      | CUSIP: 914455UG3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  32056000 | PA      | $19772426.10   | 0.02%             | 2050-04-01      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                                          | CENTERPOINT HOUS                         | CUSIP: 15189XBE7<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |  15365000 | PA      | $15629166.53   | 0.01%             | 2034-03-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| PG&E Energy Recovery Funding LLC                                                 | PG&E ENERGY RECO                         | CUSIP: 71710TAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  16989000 | PA      | $12151210.86   | 0.01%             | 2048-07-15      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                          | CUSIP: 912810UG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 112182200 | PA      | $106958716.31  | 0.09%             | 2055-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co Ltd                                                     | TAKEDA PHARM                             | CUSIP: 874060BK1<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |  14709000 | PA      | $15031985.44   | 0.01%             | 2034-07-05      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                             | WILLIAMS COS INC                         | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |  14025831 | NS      | $811815098.28  | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AT7254                                | CUSIP: 3138WVBY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     30998 | PA      | $30349.35      | 0.00%             | 2028-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                           | CUSIP: 95000U3G6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |  43660000 | PA      | $46278290.32   | 0.04%             | 2029-10-23      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| CENT 2025-CITY                                                                   | CENT 2025-CITY A                         | CUSIP: 12517TAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  31860000 | PA      | $32279420.97   | 0.03%             | 2040-07-10      | Variable      | 5.09%                 | Yes           |                  2 | On Loan: No      |
| State Street Corp                                                                | STATE STREET CRP                         | CUSIP: 857477DB6<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |  20975000 | PA      | $21523867.78   | 0.02%             | 2030-04-24      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CALIFORNIA ST-TXBL                       | CUSIP: 13063D7G7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  29515000 | PA      | $30625956.41   | 0.03%             | 2041-10-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co                                                                 | ALABAMA POWER CO                         | CUSIP: 010392GC6<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |  19530000 | PA      | $19758608.93   | 0.02%             | 2035-04-02      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                                           | STANDARD CHART                           | CUSIP: 85325C2A9<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |  10150000 | PA      | $10324923.76   | 0.01%             | 2030-10-15      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Credit Agricole                                                                  | CREDIT AGRICOLE TRIPARTY TSY             | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | RA               | CORP              | US        |  18100000 | PA      | $18100000.00   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                                                           | EXTRA SPACE STOR                         | CUSIP: 30225VAV9<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |  17535000 | PA      | $17587297.47   | 0.02%             | 2033-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing 2024-1 LLC                                            | EFF 2024-1 A2                            | CUSIP: 29375PAB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  14026770 | PA      | $14137843.87   | 0.01%             | 2030-03-20      | Fixed         | 5.23%                 | Yes           |                  2 | On Loan: No      |
| DOC DR LLC                                                                       | PHYSICIANS REALT                         | CUSIP: 71951QAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6460000 | PA      | $5758127.68    | 0.00%             | 2031-11-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Bon Secours Mercy Health Inc                                                     | BON SECOURS HLTH                         | CUSIP: 09778PAA3<br>LEI: 5493006NA7JSVYYYF398 | Long             | DBT              | CORP              | US        |  17085000 | PA      | $16553436.48   | 0.01%             | 2030-06-01      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| Domino's Pizza Master Issuer LLC                                                 | DPABS 2021-1A A2II                       | CUSIP: 25755TAP5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  23495600 | PA      | $21490048.48   | 0.02%             | 2051-04-25      | Fixed         | 3.15%                 | Yes           |                  2 | On Loan: No      |
| Berkshire Hathaway Energy Co                                                     | MIDAMERICAN ENER                         | CUSIP: 59562VAM9<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |  29775000 | PA      | $32108641.67   | 0.03%             | 2036-04-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                    | INTERCONT EXCH I                         | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |    656207 | NS      | $115886156.20  | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Micron Technology Inc                                                            | MICRON TECH                              | CUSIP: 595112BQ5<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |  17806000 | PA      | $17907115.99   | 0.02%             | 2030-02-15      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                 | DUKE ENERGY COR                          | CUSIP: 26441CBT1<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |  14050000 | PA      | $13863811.16   | 0.01%             | 2032-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                            | FOUNDRY JV HOLDC                         | CUSIP: 350930AG8<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |  15105000 | PA      | $15836001.56   | 0.01%             | 2033-01-25      | Fixed         | 5.90%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                          | CUSIP: 912810TC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 227872900 | PA      | $156137442.36  | 0.13%             | 2041-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Oglethorpe Power Corp                                                            | OGLETHORPE POWER                         | CUSIP: 677050AC0<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |  27423750 | PA      | $28648791.85   | 0.02%             | 2031-01-01      | Fixed         | 6.19%                 | Yes           |                  2 | On Loan: No      |
| Alphabet Inc                                                                     | ALPHABET INC                             | CUSIP: 02079KAN7<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   2940000 | PA      | $2829917.59    | 0.00%             | 2065-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| AIB Group PLC                                                                    | AIB GROUP PLC                            | CUSIP: 00135TAE4<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |  16510000 | PA      | $17164418.52   | 0.01%             | 2035-03-28      | Variable      | 5.87%                 | Yes           |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS GROUP                                | CUSIP: 902613BQ0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |  27325000 | PA      | $28094427.05   | 0.02%             | 2036-05-09      | Variable      | 5.58%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                          | CUSIP: 91282CJN2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 101214000 | PA      | $103586203.13  | 0.09%             | 2028-11-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Texas Instruments Inc                                                            | TEXAS INSTRUMENT                         | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |   4728606 | NS      | $957448142.88  | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| Marathon Petroleum Corp                                                          | MARATHON PETROLE                         | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |   2523867 | NS      | $453564138.57  | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Kroger Co/The                                                                    | KROGER CO                                | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |  13312846 | NS      | $903143472.64  | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| Sammons Financial Group Global Funding                                           | SAMMONS FIN GLO                          | CUSIP: 79587J2A0<br>LEI: 635400IPRNPM6HDHRS48 | Long             | DBT              | CORP              | US        |  14950000 | PA      | $15351332.88   | 0.01%             | 2029-12-10      | Fixed         | 5.10%                 | Yes           |                  2 | On Loan: No      |
| American Express Co                                                              | AMERICAN EXPRESS                         | CUSIP: 025816DN6<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   3295000 | PA      | $3604237.90    | 0.00%             | 2031-10-30      | Variable      | 6.49%                 | No            |                  2 | On Loan: No      |
| Bon Secours Mercy Health Inc                                                     | BON SECOURS HLTH                         | CUSIP: 58942HAC5<br>LEI: 5493006NA7JSVYYYF398 | Long             | DBT              | CORP              | US        |  20339000 | PA      | $20433531.22   | 0.02%             | 2028-07-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                           | CUSIP: 437076CK6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |  11710000 | PA      | $7109703.37    | 0.01%             | 2051-09-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                                      | METLIFE INC                              | CUSIP: 59156RBG2<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |  17000000 | PA      | $15547244.46   | 0.01%             | 2043-11-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Illinois State Toll Highway Authority                                            | IL TWY TXB-A-SR PRIOR                    | CUSIP: 452252FH7<br>LEI: 549300ISBFGI8MJJKM98 | Long             | DBT              | MUN               | US        |  29200000 | PA      | $31105437.24   | 0.03%             | 2034-01-01      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| Wyeth LLC                                                                        | WYETH                                    | CUSIP: 983024AN0<br>LEI: 549300Q9GR3WRH4N4836 | Long             | DBT              | CORP              | US        |  25000000 | PA      | $26641139.82   | 0.02%             | 2037-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Oglethorpe Power Corp                                                            | OGLETHORPE POWER                         | CUSIP: 677050AK2<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |   1825000 | PA      | $1527422.58    | 0.00%             | 2044-06-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Brooklyn Union Gas Co/The                                                        | BROOKLYN UNION                           | CUSIP: 114259AN4<br>LEI: 83BQ1DXS6VA5GZFK8S35 | Long             | DBT              | CORP              | US        |   2685000 | PA      | $2670586.05    | 0.00%             | 2026-03-10      | Fixed         | 3.41%                 | Yes           |                  2 | On Loan: No      |
| Banco Santander SA                                                               | BANCO SANTANDER                          | CUSIP: 05964HBF1<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |  25400000 | PA      | $25912898.49   | 0.02%             | 2028-07-15      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                 | DUKE ENERGY COR                          | CUSIP: 26441CAT2<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |  22085000 | PA      | $16434569.32   | 0.01%             | 2046-09-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BZ4571                                | CUSIP: 3140Q0CH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  14898000 | PA      | $15063656.82   | 0.01%             | 2030-08-01      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                      | PROLOGIS LP                              | CUSIP: 74340XCR0<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |  24200000 | PA      | $24680706.78   | 0.02%             | 2035-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Pfizer Investment Enterprises Pte Ltd                                            | PFIZER INVSTMNT                          | CUSIP: 716973AF9<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |  26307000 | PA      | $24886651.11   | 0.02%             | 2043-05-19      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                           | CUSIP: 46647PAL0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        | 170535000 | PA      | $135638870.02  | 0.12%             | 2048-11-15      | Variable      | 3.96%                 | No            |                  2 | On Loan: No      |
| Wisconsin Electric Power Co                                                      | WISCONSIN ELECTR                         | CUSIP: 976656BZ0<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |  17280000 | PA      | $18547931.68   | 0.02%             | 2036-12-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                         | DUKE ENERGY PROG                         | CUSIP: 26442UAK0<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |   2475000 | PA      | $1440508.41    | 0.00%             | 2050-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                              | NEW YORK-TXBL-D-1                        | CUSIP: 64966SHM1<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |  19215000 | PA      | $18123595.69   | 0.02%             | 2049-10-01      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                                      | METLIFE INC                              | CUSIP: 59156RCC0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |  15634000 | PA      | $14055118.90   | 0.01%             | 2052-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Qatar Government International Bond                                              | QATAR STATE OF                           | CUSIP: 74727PBE0<br>LEI: N/A                  | Long             | DBT              | NUSS              | QA        |  14035000 | PA      | $11992213.56   | 0.01%             | 2050-04-16      | Fixed         | 4.40%                 | Yes           |                  2 | On Loan: No      |
| MidAmerican Energy Co                                                            | MIDAMERICAN ENER                         | CUSIP: 595620AN5<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $898350.63     | 0.00%             | 2044-10-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Resources Corp                                                | CENTERPOINT ENER                         | CUSIP: 15189WAS9<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |   6560000 | PA      | $6707848.43    | 0.01%             | 2034-07-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                            | ATHENE GLOBAL FU                         | CUSIP: 04685A3Q2<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |  28585000 | PA      | $29562451.18   | 0.03%             | 2029-01-09      | Fixed         | 5.58%                 | Yes           |                  2 | On Loan: No      |
| Ameriprise Financial Inc                                                         | AMERIPRISE FINL                          | CUSIP: 03076CAN6<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |  16748000 | PA      | $17545029.70   | 0.01%             | 2028-12-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | UNION PAC CORP                           | CUSIP: 907818EM6<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |  24211000 | PA      | $18052572.69   | 0.02%             | 2051-10-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| CF Hippolyta Issuer LLC                                                          | SORT 2022-1A A1                          | CUSIP: 12530MAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3594333 | PA      | $3478226.69    | 0.00%             | 2062-08-15      | Fixed         | 5.97%                 | Yes           |                  2 | On Loan: No      |
| RFR Trust                                                                        | RFR 2025-SGRM A                          | CUSIP: 74984NAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  41043234 | PA      | $42036853.76   | 0.04%             | 2041-03-11      | Variable      | 5.56%                 | Yes           |                  2 | On Loan: No      |
| Bay Area Toll Authority                                                          | BAY AREA TOLL-S1                         | CUSIP: 072024NU2<br>LEI: 5493001FUZGUQMIP5D78 | Long             | DBT              | MUN               | US        |   9605000 | PA      | $10734220.47   | 0.01%             | 2040-04-01      | Fixed         | 6.92%                 | No            |                  2 | On Loan: No      |
| New York Life Insurance Co                                                       | NEW YORK LIFE                            | CUSIP: 64952GAQ1<br>LEI: TAE73CY392TBWJ3O3305 | Long             | DBT              | CORP              | US        |  15270000 | PA      | $11727963.50   | 0.01%             | 2069-05-15      | Fixed         | 4.45%                 | Yes           |                  2 | On Loan: No      |
| Retained Vantage Data Centers Issuer LLC                                         | VDCR 2023-1A A2A                         | CUSIP: 76134KAA2<br>LEI: 254900N4NW6XZ9B4HM15 | Long             | ABS-CBDO         | CORP              | US        |  44711000 | PA      | $44850815.77   | 0.04%             | 2048-09-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Macquarie Group Ltd                                                              | MACQUARIE GROUP                          | CUSIP: 55608JAZ1<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |  50277000 | PA      | $44900509.77   | 0.04%             | 2033-01-14      | Variable      | 2.87%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                          | CUSIP: 912810TX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  14692300 | PA      | $13145591.04   | 0.01%             | 2054-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BZ4655                                | CUSIP: 3140Q0E57<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   8396995 | PA      | $8445201.31    | 0.01%             | 2030-08-01      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc                                                      | HONEYWELL INTL                           | CUSIP: 438516CK0<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |  16676000 | PA      | $16993542.92   | 0.01%             | 2033-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                            | CUSIP: 209111GC1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |  27865000 | PA      | $18284545.19   | 0.02%             | 2051-12-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                           | CUSIP: 61747YED3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  81175000 | PA      | $71296617.55   | 0.06%             | 2032-07-21      | Variable      | 2.24%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                                   | MICROSOFT CORP                           | CUSIP: 594918CC6<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        | 107844000 | PA      | $65879781.40   | 0.06%             | 2050-06-01      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                          | DUKE ENERGY FLA                          | CUSIP: 26444HAN1<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |  11250000 | PA      | $11533212.56   | 0.01%             | 2052-11-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                              | AMERICAN EXPRESS                         | CUSIP: 025816EH8<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |  29880000 | PA      | $31198619.51   | 0.03%             | 2036-04-25      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                   | BP CAP MKTS AMER                         | CUSIP: 10373QBS8<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |  54366000 | PA      | $33987267.64   | 0.03%             | 2052-03-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                          | CUSIP: 912810TW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  43742000 | PA      | $43333627.31   | 0.04%             | 2043-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                                | NATWEST GROUP                            | CUSIP: 639057AC2<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |  29040000 | PA      | $28426090.89   | 0.02%             | 2027-06-14      | Variable      | 1.64%                 | No            |                  2 | On Loan: No      |
| Automatic Data Processing Inc                                                    | AUTOMATIC DATA                           | CUSIP: 053015AJ2<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | DBT              | CORP              | US        |  50055000 | PA      | $51144374.39   | 0.04%             | 2032-05-08      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                           | CUSIP: 437076BA9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   8075000 | PA      | $6879315.65    | 0.01%             | 2043-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT                         | CUSIP: 161175BT0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  19400000 | PA      | $14996480.20   | 0.01%             | 2050-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                             | CUSIP: 20030NCY5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |  15755000 | PA      | $12371712.43   | 0.01%             | 2039-11-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                          | CUSIP: 91282CJK8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  83160000 | PA      | $83933127.71   | 0.07%             | 2026-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                          | CUSIP: 91282CJC6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 105000000 | PA      | $105902343.75  | 0.09%             | 2026-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                           | CUSIP: 437076CQ3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |  25570000 | PA      | $18521632.04   | 0.02%             | 2052-04-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP                         | CUSIP: 91324PEF5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |  40050000 | PA      | $26162255.98   | 0.02%             | 2051-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BX Trust 2021-ARIA                                                               | BX 2021-ARIA A                           | CUSIP: 05608RAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  14785000 | PA      | $14785000.00   | 0.01%             | 2036-10-15      | Floating      | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                         | DUKE ENERGY PROG                         | CUSIP: 26442UAM6<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |   2450000 | PA      | $1514674.84    | 0.00%             | 2051-08-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                          | CUSIP: 91282CNJ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  46677600 | PA      | $46921927.83   | 0.04%             | 2032-06-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                             | CUSIP: 11135FBX8<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |  29470000 | PA      | $30296278.42   | 0.03%             | 2029-07-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                   | BP CAP MKTS AMER                         | CUSIP: 10373QBN9<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |  11870000 | PA      | $7174426.70    | 0.01%             | 2050-11-10      | Fixed         | 2.77%                 | No            |                  2 | On Loan: No      |
| Daimler Truck Finance North America LLC                                          | DAIMLER TRUCK                            | CUSIP: 233853AQ3<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |   4630000 | PA      | $4714729.62    | 0.00%             | 2028-01-19      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP                         | CUSIP: 38141GC93<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  20000000 | PA      | $20649701.28   | 0.02%             | 2031-04-23      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| British American Tobacco PLC                                                     | BRIT AMER TOBACC                         | CUSIP: N/A<br>LEI: 213800FKA5MF17RJKT63       | Long             | EC               | CORP              | GB        |  18079986 | NS      | $1026720056.18 | 0.88%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | US 5YR NOTE (CBT) Dec25                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |      1703 | NC      | $437588.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                            | CUSIP: 404280DZ9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |  45153000 | PA      | $45760557.80   | 0.04%             | 2027-08-14      | Variable      | 5.89%                 | No            |                  2 | On Loan: No      |
| Sales Tax Securitization Corp                                                    | SALES TAX-B-REF-TXBL                     | CUSIP: 79467BDX0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  34905000 | PA      | $28326810.68   | 0.02%             | 2042-01-01      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance USA PLC                                                        | RIO TINTO FIN PL                         | CUSIP: 76720AAU0<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |   7600000 | PA      | $7739095.91    | 0.01%             | 2035-03-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                 | BAT CAPITAL CORP                         | CUSIP: 054989AC2<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |  19537000 | PA      | $21600876.01   | 0.02%             | 2043-08-02      | Fixed         | 7.08%                 | No            |                  2 | On Loan: No      |
| Cargill Inc                                                                      | CARGILL INC                              | CUSIP: 141784BH0<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |  19355000 | PA      | $20374596.65   | 0.02%             | 2028-05-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN                         | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |   5114758 | NS      | $854829504.54  | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameren Illinois Co                                                               | AMEREN ILLINOIS                          | CUSIP: 02361DAR1<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |   5045000 | PA      | $3805704.62    | 0.00%             | 2047-12-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                                | CUSIP: 037833DW7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |  24045000 | PA      | $14879617.08   | 0.01%             | 2050-05-11      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                              | CUSIP: 68389XCB9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   3777000 | PA      | $2642539.13    | 0.00%             | 2061-03-25      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| University of California                                                         | UNIV OF CALIFORNIA-BG                    | CUSIP: 91412HGF4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   7470000 | PA      | $7168829.02    | 0.01%             | 2027-05-15      | Fixed         | 1.32%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                               | CRED AGRICOLE SA                         | CUSIP: 22535WAL1<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |  32140000 | PA      | $32292834.50   | 0.03%             | 2028-09-11      | Variable      | 4.63%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                          | CUSIP: 91282CJG7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4088000 | PA      | $4306452.50    | 0.00%             | 2030-10-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Whistler Pipeline LLC                                                            | WHISTLER PIPELIN                         | CUSIP: 96337RAB8<br>LEI: 549300NG57SGLTNW5C85 | Long             | DBT              | CORP              | US        |   5790000 | PA      | $6024388.96    | 0.01%             | 2031-09-30      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| GE HealthCare Technologies Inc                                                   | GE HEALTHCARE                            | CUSIP: 36267VAM5<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |   9700000 | PA      | $10371896.05   | 0.01%             | 2052-11-22      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM3972                                | CUSIP: 3140J8MW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  11574103 | PA      | $10689736.92   | 0.01%             | 2038-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | UNION PAC CORP                           | CUSIP: 907818FY9<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |  17635000 | PA      | $13608311.14   | 0.01%             | 2042-02-14      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co Lp / PTL Finance Corp                                    | PENSKE TRUCK LE                          | CUSIP: 709599BW3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  37310000 | PA      | $39044267.93   | 0.03%             | 2028-08-01      | Fixed         | 6.05%                 | Yes           |                  2 | On Loan: No      |
| Salesforce Inc                                                                   | SALESFORCE INC                           | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |    247552 | NS      | $63435200.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Farmers Exchange Capital                                                         | FARMERS EXCH CAP                         | CUSIP: 309588AC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  25000000 | PA      | $26383297.23   | 0.02%             | 2028-07-15      | Fixed         | 7.05%                 | Yes           |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                             | CUSIP: 11135FBK6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |  39960000 | PA      | $36394994.12   | 0.03%             | 2033-04-15      | Fixed         | 3.42%                 | Yes           |                  2 | On Loan: No      |
| KeySpan Gas East Corp                                                            | KEYSPAN GAS EAST                         | CUSIP: 49338CAB9<br>LEI: K8TS3HOE1568DUBUJL44 | Long             | DBT              | CORP              | US        |  25345000 | PA      | $24896069.98   | 0.02%             | 2026-08-15      | Fixed         | 2.74%                 | Yes           |                  2 | On Loan: No      |
| Alabama Power Co                                                                 | ALABAMA POWER CO                         | CUSIP: 010392FB9<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |  21773000 | PA      | $23341986.68   | 0.02%             | 2039-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                         | DUKE ENERGY PROG                         | CUSIP: 144141CY2<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |  14705000 | PA      | $16087888.02   | 0.01%             | 2038-04-01      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| PECO Energy Co                                                                   | PECO ENERGY CO                           | CUSIP: 693304BD8<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |  12845000 | PA      | $11021491.46   | 0.01%             | 2052-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon/The                                                      | BK OF NY MELLON                          | CUSIP: 06405LAH4<br>LEI: HPFHU0OQ28E4N0NFVK49 | Long             | DBT              | CORP              | US        |  10395000 | PA      | $10563426.57   | 0.01%             | 2029-04-20      | Variable      | 4.73%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                             | CUSIP: 11135FBQ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   7097000 | PA      | $5904554.54    | 0.01%             | 2036-11-15      | Fixed         | 3.19%                 | Yes           |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | BURLINGTON NORTH                         | CUSIP: 12189LBG5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  20000000 | PA      | $13665504.44   | 0.01%             | 2051-09-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Chicago Transit Authority Sales Tax Receipts Fund                                | CHICAGO TRANSIT BAB                      | CUSIP: 16772PAQ9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2260000 | PA      | $2338610.03    | 0.00%             | 2040-12-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority Dedicated Tax Fund                         | MTA NY-TXB                               | CUSIP: 59259NZH9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   9530000 | PA      | $11180439.71   | 0.01%             | 2039-11-15      | Fixed         | 7.34%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                          | CUSIP: 912810TF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8898000 | PA      | $6434366.25    | 0.01%             | 2042-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                              | CUSIP: 68389XCA1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   8892000 | PA      | $6406717.77    | 0.01%             | 2051-03-25      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                             | CUSIP: 20030NCE9<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |  24157000 | PA      | $18140763.51   | 0.02%             | 2049-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc                                                      | HONEYWELL INTL                           | CUSIP: 438516CQ7<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |   5325000 | PA      | $5481823.84    | 0.00%             | 2029-09-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Blackstone Holdings Finance Co LLC                                               | BLACKSTONE HLDGS                         | CUSIP: 09261BAG5<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |  22680000 | PA      | $19838631.15   | 0.02%             | 2032-03-30      | Fixed         | 2.55%                 | Yes           |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANSFER                          | CUSIP: 29273RAT6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   4845000 | PA      | $4299629.95    | 0.00%             | 2043-02-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                          | CUSIP: 91282CKG5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 207355700 | PA      | $210871026.06  | 0.18%             | 2029-03-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                 | CROWN CASTLE INC                         | CUSIP: 22822VBG5<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |  18859000 | PA      | $18830150.99   | 0.02%             | 2034-09-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Corp                                                                 | FIRSTENERGY CORP                         | CUSIP: 337932AM9<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |  16160000 | PA      | $10846040.53   | 0.01%             | 2050-03-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Tucson Electric Power Co                                                         | TUCSON ELEC PWR                          | CUSIP: 898813AV2<br>LEI: YLF139GXSRKPBBTNZL03 | Long             | DBT              | CORP              | US        |   6825000 | PA      | $6399486.42    | 0.01%             | 2053-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BZ4578                                | CUSIP: 3140Q0CQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  16262000 | PA      | $16442823.68   | 0.01%             | 2030-08-01      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP                         | CUSIP: 06051GJW0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  55635000 | PA      | $42778076.71   | 0.04%             | 2042-04-22      | Variable      | 3.31%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                      | PACIFIC GAS&ELEC                         | CUSIP: 694308KR7<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   5110000 | PA      | $5221089.53    | 0.00%             | 2034-05-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                               | REALTY INCOME                            | CUSIP: 756109BJ2<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |  24400000 | PA      | $23237018.62   | 0.02%             | 2028-06-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                           | CUSIP: 94974BGU8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |  23150000 | PA      | $19990242.30   | 0.02%             | 2046-12-07      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co                                                          | ARTHUR J GALLAGH                         | CUSIP: 04316JAL3<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |   4450000 | PA      | $4534641.47    | 0.00%             | 2029-12-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                                   | COM BK AUSTRALIA                         | CUSIP: 20271AAL1<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |  36585000 | PA      | $37842539.23   | 0.03%             | 2028-09-14      | Fixed         | 5.07%                 | Yes           |                  2 | On Loan: No      |
| UBS AG/London                                                                    | UBS AG LONDON                            | CUSIP: 902674ZW3<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | DBT              | CORP              | CH        |  52280000 | PA      | $54630412.41   | 0.05%             | 2028-09-11      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch Cos LLC                                                           | ANHEUSER-BUSCH                           | CUSIP: 035229BQ5<br>LEI: 5493002J2SVENP0PVK27 | Long             | DBT              | CORP              | US        |  19550000 | PA      | $20635527.16   | 0.02%             | 2028-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bond                                              | CHILE                                    | CUSIP: 168863DV7<br>LEI: N/A                  | Long             | DBT              | NUSS              | CL        |  20300000 | PA      | $18414723.51   | 0.02%             | 2034-01-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                              | AMERICAN TOWER                           | CUSIP: 03027XCH1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   1615000 | PA      | $1665317.75    | 0.00%             | 2034-02-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AU6353                                | CUSIP: 3138X6BX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     10722 | PA      | $10488.82      | 0.00%             | 2028-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                               | FHR 3803 TY                              | CUSIP: 3137A76P0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1680393 | PA      | $1671993.71    | 0.00%             | 2031-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                                | CUSIP: 037833BX7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   5600000 | PA      | $5113315.30    | 0.00%             | 2046-02-23      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                          | CUSIP: 91282CKR1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 150679600 | PA      | $152680813.44  | 0.13%             | 2027-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                               | CAN IMPERIAL BK                          | CUSIP: 13607PHT4<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |  30005000 | PA      | $30075790.77   | 0.03%             | 2027-09-11      | Variable      | 4.51%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                            | MET TRN-BABS-TXB-TR                      | CUSIP: 59259YDK2<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |    960000 | PA      | $969814.75     | 0.00%             | 2026-11-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Aviation Capital Group LLC                                                       | AVIATION CAPITAL                         | CUSIP: 05369AAL5<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |  14298000 | PA      | $13916741.22   | 0.01%             | 2026-09-20      | Fixed         | 1.95%                 | Yes           |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS GROUP                                | CUSIP: 902613BL1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |  20930000 | PA      | $21858846.29   | 0.02%             | 2030-09-13      | Variable      | 5.62%                 | Yes           |                  2 | On Loan: No      |
| KLA Corp                                                                         | KLA  CORP                                | CUSIP: 482480AM2<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |  31510000 | PA      | $28513963.57   | 0.02%             | 2052-07-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Corp Nacional del Cobre de Chile                                                 | CODELCO INC                              | CUSIP: 21987BBA5<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |  20705000 | PA      | $14053509.59   | 0.01%             | 2050-01-30      | Fixed         | 3.70%                 | Yes           |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN                         | CUSIP: 718172AP4<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   3294000 | PA      | $2908552.23    | 0.00%             | 2042-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                                  | DANSKE BANK A/S                          | CUSIP: 23636ABE0<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |  35035000 | PA      | $35059761.57   | 0.03%             | 2026-09-22      | Variable      | 6.26%                 | Yes           |                  2 | On Loan: No      |
| Mars Inc                                                                         | MARS INC                                 | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |  65795000 | PA      | $66388793.44   | 0.06%             | 2035-03-01      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| Dominion Energy South Carolina Inc                                               | SOUTH CAROL E&G                          | CUSIP: 837004BV1<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |   4886000 | PA      | $5428313.29    | 0.00%             | 2032-02-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP                         | CUSIP: 38141EC31<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  25675000 | PA      | $23079727.83   | 0.02%             | 2044-07-08      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| United Parcel Service Inc                                                        | UNITED PARCEL                            | CUSIP: 911312CK0<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |  13680000 | PA      | $13846737.98   | 0.01%             | 2055-05-14      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE                                     | CUSIP: 056121AA4<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |  18355000 | PA      | $18821829.88   | 0.02%             | 2031-05-28      | Variable      | 5.39%                 | Yes           |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN                         | CUSIP: 718172BD0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |  11614000 | PA      | $10599565.28   | 0.01%             | 2043-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO/THE                            | CUSIP: 097023DS1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |  21389000 | PA      | $23412063.02   | 0.02%             | 2034-05-01      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| Northern States Power Co/MN                                                      | NORTHERN ST PR-M                         | CUSIP: 665772CT4<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |   4940000 | PA      | $4487507.80    | 0.00%             | 2031-04-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                                                           | EXTRA SPACE STOR                         | CUSIP: 30225VAT4<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |  26445000 | PA      | $26681082.62   | 0.02%             | 2035-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                          | CUSIP: 91282CFL0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4296700 | PA      | $4334631.78    | 0.00%             | 2029-09-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                               | CRED AGRICOLE SA                         | CUSIP: 22535WAN7<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   7600000 | PA      | $7894391.49    | 0.01%             | 2036-01-09      | Variable      | 5.86%                 | Yes           |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | BURLINGTON NORTH                         | CUSIP: 12189LAW1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  13365000 | PA      | $11126170.01   | 0.01%             | 2045-04-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital SA                                                         | TOTALENERGIES                            | CUSIP: 89157XAB7<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |  25305000 | PA      | $24100594.15   | 0.02%             | 2054-04-05      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN                         | CUSIP: 718172AM1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   3744000 | PA      | $3262931.40    | 0.00%             | 2041-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co Ltd                                                     | TAKEDA PHARM                             | CUSIP: 874060AY2<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |  13665000 | PA      | $10289836.61   | 0.01%             | 2040-07-09      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| RGA Global Funding                                                               | RGA GLOBAL                               | CUSIP: 76209PAH6<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |  16520000 | PA      | $16561496.88   | 0.01%             | 2028-08-25      | Fixed         | 4.35%                 | Yes           |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                              | CUSIP: 68389XBW4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   8400000 | PA      | $6656590.54    | 0.01%             | 2040-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                          | CUSIP: 912810TL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    436900 | PA      | $374795.35     | 0.00%             | 2052-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                          | DUKE ENERGY FLA                          | CUSIP: 26444HAA9<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |   6460000 | PA      | $4643207.26    | 0.00%             | 2046-10-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Equitable Financial Life Global Funding                                          | EQUITABLE FINANC                         | CUSIP: 29449WAB3<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |  18220000 | PA      | $17250888.02   | 0.01%             | 2027-08-27      | Fixed         | 1.40%                 | Yes           |                  2 | On Loan: No      |
| Glencore Funding LLC                                                             | GLENCORE FDG LLC                         | CUSIP: 378272CB2<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |  32115000 | PA      | $32283265.95   | 0.03%             | 2055-04-01      | Fixed         | 6.14%                 | Yes           |                  2 | On Loan: No      |
| QUALCOMM Inc                                                                     | QUALCOMM INC                             | CUSIP: 747525AK9<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |  12860000 | PA      | $11735871.51   | 0.01%             | 2045-05-20      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                           | CUSIP: 437076BX9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |  20799000 | PA      | $17758018.39   | 0.02%             | 2048-12-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| American Express Credit Account Master Trust                                     | AMXCA 2023-4 A                           | CUSIP: 02589BAC4<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-CBDO         | CORP              | US        |  43970000 | PA      | $45605468.55   | 0.04%             | 2030-09-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                             | CUSIP: 20030NDU2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        | 164258000 | PA      | $94413066.07   | 0.08%             | 2056-11-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                                 | CUSIP: 00206RJZ6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |  79450000 | PA      | $62129936.66   | 0.05%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                           | CUSIP: 48126BAA1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  18035000 | PA      | $18005396.42   | 0.02%             | 2042-01-06      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                              | AMERICAN TOWER                           | CUSIP: 03027XCL2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |  12275000 | PA      | $12563528.49   | 0.01%             | 2030-01-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                              | NEW YORK-H-TXBL                          | CUSIP: 64966SNK8<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |   4840000 | PA      | $4896730.61    | 0.00%             | 2055-02-01      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                            | CUSIP: 404280EQ8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |  40820000 | PA      | $41365392.57   | 0.04%             | 2029-03-03      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co                                                                 | GEORGIA POWER                            | CUSIP: 373334LB5<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |  30165000 | PA      | $30603859.87   | 0.03%             | 2035-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| OMERS Finance Trust                                                              | OMERS FINANCE TR                         | CUSIP: 682142AJ3<br>LEI: 529900M039WCPES03P17 | Long             | DBT              | NUSS              | CA        |  18090000 | PA      | $18166345.23   | 0.02%             | 2028-04-20      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Ameriprise Financial Inc                                                         | AMERIPRISE FINL                          | CUSIP: 03076CAL0<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |  11845000 | PA      | $11817737.34   | 0.01%             | 2032-05-13      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| American International Group Inc                                                 | AMERICAN INTERNA                         | CUSIP: 026874DW4<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |   8615000 | PA      | $8813840.50    | 0.01%             | 2030-05-07      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                          | CUSIP: 91282CHX2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  20120900 | PA      | $20565760.42   | 0.02%             | 2028-08-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT                         | CUSIP: 161175BA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  20243000 | PA      | $19678726.13   | 0.02%             | 2045-10-23      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| ERAC USA Finance LLC                                                             | ERAC USA FINANCE                         | CUSIP: 26884TAZ5<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |  22750000 | PA      | $23247831.78   | 0.02%             | 2034-10-30      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| PG&E Energy Recovery Funding LLC                                                 | PG&E ENERGY RECO                         | CUSIP: 71710TAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3775000 | PA      | $3066752.58    | 0.00%             | 2038-01-15      | Fixed         | 2.28%                 | No            |                  2 | On Loan: No      |
| Eastern Gas Transmission & Storage Inc                                           | EASTERN GAS TRAN                         | CUSIP: 276480AH3<br>LEI: H2VQBNB3NSKRM5QWBI71 | Long             | DBT              | CORP              | US        |  19580000 | PA      | $18624971.86   | 0.02%             | 2029-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                          | CUSIP: 91282CND9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  77398600 | PA      | $77719078.19   | 0.07%             | 2028-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                           | CUSIP: 61747YEH4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  36580000 | PA      | $32448975.00   | 0.03%             | 2032-10-20      | Variable      | 2.51%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                          | CUSIP: 912810TU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  23885600 | PA      | $22579356.25   | 0.02%             | 2043-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Trustees of the University of Pennsylvania/The                                   | UNI OF PENNSYLVA                         | CUSIP: 91481CAD2<br>LEI: 549300FG60YK9HZ7DS75 | Long             | DBT              | CORP              | US        |   6177000 | PA      | $3575834.62    | 0.00%             | 2050-10-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                 | BANK OF NY MELLO                         | CUSIP: 06406RBW6<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   1615000 | PA      | $1645076.79    | 0.00%             | 2035-03-14      | Variable      | 5.19%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                          | BANK NOVA SCOTIA                         | CUSIP: 06418JAA9<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |  58000000 | PA      | $58834053.45   | 0.05%             | 2026-12-07      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| SBA Tower Trust                                                                  | SBA TOWER TRUST                          | CUSIP: 78403DAT7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  34975000 | PA      | $33831590.31   | 0.03%             | 2051-05-15      | Fixed         | 1.63%                 | Yes           |                  2 | On Loan: No      |
| Dominion Energy Inc                                                              | DOMINION ENERGY                          | CUSIP: 25746UDR7<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   7542000 | PA      | $7789494.60    | 0.01%             | 2032-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| University of Minnesota                                                          | UNIV OF MINNESOTA MN                     | CUSIP: 914460WT3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  25160000 | PA      | $19957201.34   | 0.02%             | 2052-04-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Vertex Pharmaceuticals Inc                                                       | VERTEX PHARM                             | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |    499164 | NS      | $195183107.28  | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Exxon Mobil Corp                                                                 | EXXON MOBIL CORP                         | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |   7297791 | NS      | $834064533.39  | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| San Diego Gas & Electric Co                                                      | SAN DIEGO G & E                          | CUSIP: 797440BZ6<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |   4940000 | PA      | $4354383.09    | 0.00%             | 2030-10-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                           | CUSIP: 61746BCY0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  20000000 | PA      | $20396511.52   | 0.02%             | 2026-08-09      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Brighthouse Financial Global Funding                                             | BRIGHTHS FIN GLB                         | CUSIP: 10921U2E7<br>LEI: 549300BLFX3KJ2IFOA78 | Long             | DBT              | CORP              | US        |  16275000 | PA      | $15115257.24   | 0.01%             | 2028-06-28      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| Northern States Power Co/MN                                                      | NORTHERN ST PR-M                         | CUSIP: 665772CB3<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |  41755000 | PA      | $45954833.08   | 0.04%             | 2036-06-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                              | DOMINION RES INC                         | CUSIP: 257469AJ5<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   5706000 | PA      | $5775796.77    | 0.00%             | 2033-08-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-MOBILE USA INC                         | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   9560000 | PA      | $9361997.56    | 0.01%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                                | EVERSOURCE ENERG                         | CUSIP: 30040WAK4<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2193709.18    | 0.00%             | 2030-08-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                          | CUSIP: 91282CMB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 138136200 | PA      | $139344891.75  | 0.12%             | 2027-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Glencore Finance Canada Ltd                                                      | XSTRATA FIN CAN                          | CUSIP: 98417EAN0<br>LEI: 5493005TTO0UJ33KCK70 | Long             | DBT              | CORP              | CA        |   2711000 | PA      | $2740579.20    | 0.00%             | 2041-11-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Seasoned Credit Risk Transfer Trust Series 2019-3                    | SCRT 2019-3 MA                           | CUSIP: 35563PLH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  16971993 | PA      | $16471818.57   | 0.01%             | 2058-10-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Energy Co                                                     | MIDAMERICAN ENER                         | CUSIP: 59562VAP2<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    830000 | PA      | $881975.16     | 0.00%             | 2037-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                          | CUSIP: 91282CLK5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  25059200 | PA      | $25051369.00   | 0.02%             | 2029-08-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                              | AMERICAN EXPRESS                         | CUSIP: 025816DR7<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   8900000 | PA      | $9381216.10    | 0.01%             | 2035-04-25      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| CommonSpirit Health                                                              | COMMONSPIRIT                             | CUSIP: 20268JAF0<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |  21827000 | PA      | $20179598.89   | 0.02%             | 2030-10-01      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                           | COMMONWEALTH EDI                         | CUSIP: 202795JG6<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |  13610000 | PA      | $11428245.55   | 0.01%             | 2045-11-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                             | CUSIP: 20030NDW8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |  84251000 | PA      | $46682747.74   | 0.04%             | 2063-11-01      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                        | TORONTO DOM BANK                         | CUSIP: 89115A2E1<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |  13271000 | PA      | $13143541.66   | 0.01%             | 2032-06-08      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp                                                             | TARGA RESOURCES                          | CUSIP: 87612GAM3<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |  43355000 | PA      | $43626065.98   | 0.04%             | 2035-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable LLC                                                            | TIME WARNER CABL                         | CUSIP: 88732JBB3<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |  26512000 | PA      | $23924888.91   | 0.02%             | 2041-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                                                         | UNITED TECH CORP                         | CUSIP: 913017CY3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   3840000 | PA      | $3842473.07    | 0.00%             | 2028-11-16      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                            | ATHENE GLOBAL FU                         | CUSIP: 04685A4R9<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   8202000 | PA      | $8339115.74    | 0.01%             | 2030-07-17      | Fixed         | 5.03%                 | Yes           |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANSFER                          | CUSIP: 86765BAQ2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   4800000 | PA      | $4300514.17    | 0.00%             | 2045-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ERAC USA Finance LLC                                                             | ERAC USA FINANCE                         | CUSIP: 26884TAY8<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |   8975000 | PA      | $9194863.38    | 0.01%             | 2029-02-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                             | CUSIP: 11135FCC3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   8245000 | PA      | $8213238.23    | 0.01%             | 2032-02-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                          | CUSIP: 842400ES8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   7695000 | PA      | $7999284.03    | 0.01%             | 2034-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP                         | CUSIP: 91324PEE8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |  13467000 | PA      | $9928141.79    | 0.01%             | 2041-05-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG/New York NY                                                     | DEUTSCHE BANK NY                         | CUSIP: 251526CU1<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   1765000 | PA      | $1891690.73    | 0.00%             | 2029-11-20      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| Mutual of Omaha Cos Global Funding                                               | MUTUAL OF OMAHA                          | CUSIP: 62829D2F6<br>LEI: 635400AL5J3F1ZPTAN95 | Long             | DBT              | CORP              | US        |  17715000 | PA      | $18081196.82   | 0.02%             | 2030-04-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Rio Tinto Finance USA PLC                                                        | RIO TINTO FIN PL                         | CUSIP: 76720AAT3<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |   9700000 | PA      | $9940766.27    | 0.01%             | 2032-03-14      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Greensaif Pipelines Bidco Sarl                                                   | GREENSAIF PIPELI                         | CUSIP: 39541EAD5<br>LEI: 549300YWDGUXPB8GRP47 | Long             | DBT              | CORP              | LU        |  15660000 | PA      | $16244025.47   | 0.01%             | 2036-02-23      | Fixed         | 5.85%                 | Yes           |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC                               | CUSIP: 00287YBD0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |  27896000 | PA      | $25169435.05   | 0.02%             | 2048-11-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                       | PFIZER INC                               | CUSIP: 717081EJ8<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |  53995000 | PA      | $48526683.63   | 0.04%             | 2038-09-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Royalty Pharma PLC                                                               | ROYALTY PHARM                            | CUSIP: 78081BAR4<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |   8495000 | PA      | $8608422.63    | 0.01%             | 2034-09-02      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Union Electric Co                                                                | UNION ELECTRIC                           | CUSIP: 906548CU4<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |   8575000 | PA      | $6466472.12    | 0.01%             | 2052-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Metropolitan Life Global Funding I                                               | MET LIFE GLOB                            | CUSIP: 59217GFP9<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |  16475000 | PA      | $16902775.01   | 0.01%             | 2033-03-28      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO                                | CUSIP: 097023AG0<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   8715000 | PA      | $10391519.77   | 0.01%             | 2031-11-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP                         | CUSIP: 06051GHV4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  35285000 | PA      | $33873274.35   | 0.03%             | 2030-07-23      | Variable      | 3.19%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                              | DOMINION ENERGY                          | CUSIP: 25746UCZ0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |  27385000 | PA      | $22423688.21   | 0.02%             | 2049-03-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| CNO Global Funding                                                               | CNO GLOBAL FUND                          | CUSIP: 18977W2D1<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |  34533000 | PA      | $35451224.30   | 0.03%             | 2027-06-04      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Beacon Funding Trust                                                             | BEACON TRUST                             | CUSIP: 073952AB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  43160000 | PA      | $42904393.78   | 0.04%             | 2054-08-15      | Fixed         | 6.27%                 | Yes           |                  2 | On Loan: No      |
| State of Illinois                                                                | IL ST TXB-PENSION                        | CUSIP: 452151LF8<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        | 190499265 | PA      | $192719000.36  | 0.16%             | 2033-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                 | CROWN CASTLE INT                         | CUSIP: 22822VAR2<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |  28120000 | PA      | $26558965.78   | 0.02%             | 2030-07-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                  | MCDONALDS CORP                           | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |   1597564 | NS      | $500900216.56  | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP                         | CUSIP: 06051GHQ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  80000000 | PA      | $79327057.18   | 0.07%             | 2030-02-07      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co                                                                 | GEORGIA POWER                            | CUSIP: 373334KT7<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |  26485000 | PA      | $26816847.52   | 0.02%             | 2033-05-17      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                    | INTERCONTINENT                           | CUSIP: 45866FAV6<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |   8575000 | PA      | $8643963.32    | 0.01%             | 2029-06-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                 | DUKE ENERGY COR                          | CUSIP: 26441CBH7<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |  14375000 | PA      | $13215644.34   | 0.01%             | 2030-06-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BZ4574                                | CUSIP: 3140Q0CL4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  18222654 | PA      | $18327268.43   | 0.02%             | 2030-08-01      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                 | CROWN CASTLE INT                         | CUSIP: 22822VAY7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |  18030000 | PA      | $15958554.87   | 0.01%             | 2031-07-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| New Issuer: BB Company ID:71306716                                               | EFF 2023-3 A2                            | CUSIP: 29374LAB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  26746815 | PA      | $27146792.41   | 0.02%             | 2030-03-20      | Fixed         | 6.40%                 | Yes           |                  2 | On Loan: No      |
| United Airlines 2018-1 Class B Pass Through Trust                                | UNTD AIR 18-1 B                          | CUSIP: 90932NAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3068236 | PA      | $3042615.68    | 0.00%             | 2027-09-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 782086                                | CUSIP: 36241KJ74<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       134 | PA      | $134.97        | 0.00%             | 2031-11-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                               | FHR 4640 CZ                              | CUSIP: 3137BTKX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   5879530 | PA      | $5461472.87    | 0.00%             | 2046-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co                                                                 | GEORGIA POWER                            | CUSIP: 373334KW0<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |  15025000 | PA      | $15411909.78   | 0.01%             | 2034-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                       | PFIZER INC                               | CUSIP: 717081EY5<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |   6065000 | PA      | $5430383.50    | 0.00%             | 2030-05-28      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                           | CUSIP: 437076CT7<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   7565000 | PA      | $6828257.31    | 0.01%             | 2052-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                           | CUSIP: 61747YFK6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  30000000 | PA      | $30826249.23   | 0.03%             | 2030-01-16      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                                | FNR 2019-14 CA                           | CUSIP: 3136B4FP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  12445138 | PA      | $12029689.64   | 0.01%             | 2049-04-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                              | AMERICAN EXPRESS                         | CUSIP: 025816DF3<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |  55590000 | PA      | $56421441.44   | 0.05%             | 2034-05-01      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| Abu Dhabi Developmental Holding Co PJSC                                          | ABU DHABI DEVELO                         | CUSIP: 00402D2A2<br>LEI: 254900G082ZFKTCR2Q75 | Long             | DBT              | CORP              | AE        |  37660000 | PA      | $39079196.18   | 0.03%             | 2029-05-08      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Niagara Mohawk Power Corp                                                        | NIAGARA MOHAWK                           | CUSIP: 653522DT6<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2510904.81    | 0.00%             | 2030-10-03      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                              | FIFTH THIRD BANC                         | CUSIP: 316773DE7<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |  15040000 | PA      | $14990676.31   | 0.01%             | 2028-04-25      | Variable      | 4.05%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK INC                                | CUSIP: 682680BN2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   9650000 | PA      | $9899783.10    | 0.01%             | 2053-09-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Jackson National Life Global Funding                                             | JACKSON NAT LIFE                         | CUSIP: 46849CJP7<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |  25575000 | PA      | $25799186.06   | 0.02%             | 2028-06-05      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| Alcon Finance Corp                                                               | ALCON FINANCE CO                         | CUSIP: 01400EAE3<br>LEI: 549300CUZUI9VU7XNK42 | Long             | DBT              | CORP              | US        |   8550000 | PA      | $8858640.50    | 0.01%             | 2032-12-06      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                             | CUSIP: 06738ECX1<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |  24695000 | PA      | $25119929.49   | 0.02%             | 2029-02-25      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN                         | CUSIP: 718172DJ5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |  72635000 | PA      | $74206903.22   | 0.06%             | 2034-02-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp                                                      | AMERICAN WATER                           | CUSIP: 03040WAX3<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |   2280000 | PA      | $1601552.05    | 0.00%             | 2050-05-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Corp                                                                 | FIRSTENERGY CORP                         | CUSIP: 337932AL1<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |   4675000 | PA      | $4337385.19    | 0.00%             | 2030-03-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Allstate Corp/The                                                                | ALLSTATE CORP                            | CUSIP: 020002BG5<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |   4741000 | PA      | $3556151.96    | 0.00%             | 2049-08-10      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Jackson National Life Insurance Co                                               | JACKSON NATL LIF                         | CUSIP: 468502AA7<br>LEI: 8IM72RBRSPXY5ZCXZB30 | Long             | DBT              | CORP              | US        |  18890000 | PA      | $19640957.83   | 0.02%             | 2027-03-15      | Fixed         | 8.15%                 | Yes           |                  2 | On Loan: No      |
| City of Houston TX                                                               | HOUSTON REF-TXB-A-PEN                    | CUSIP: 442331QM9<br>LEI: 549300C64URYS0WQQY42 | Long             | DBT              | MUN               | US        |  11310000 | PA      | $12073112.84   | 0.01%             | 2032-03-01      | Fixed         | 6.29%                 | No            |                  2 | On Loan: No      |
| CubeSmart LP                                                                     | CUBESMART LP                             | CUSIP: 22966RAJ5<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              | CORP              | US        |   7767000 | PA      | $6762051.08    | 0.01%             | 2032-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | ENTERPRISE PRODU                         | CUSIP: 29379VCL5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |  13410000 | PA      | $13517055.47   | 0.01%             | 2036-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                          | CUSIP: 91282CNK3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 129315300 | PA      | $130396294.44  | 0.11%             | 2030-06-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP                         | CUSIP: 06051GKB4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  65950000 | PA      | $42313139.14   | 0.04%             | 2052-07-21      | Variable      | 2.97%                 | No            |                  2 | On Loan: No      |
| US Foods Holding Corp                                                            | US FOODS HOLDING                         | CUSIP: 912008109<br>LEI: 549300UGOZSO64CFPR97 | Long             | EC               | CORP              | US        |   3027166 | NS      | $234908081.60  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Marsh & McLennan Cos Inc                                                         | MARSH & MCLENNAN                         | CUSIP: 571748BT8<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |   7835000 | PA      | $7484332.65    | 0.01%             | 2053-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Dallas Fort Worth International Airport                                          | DALLAS-FORT WORTH TX                     | CUSIP: 2350368N3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  18860000 | PA      | $13401310.59   | 0.01%             | 2046-11-01      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable LLC                                                            | TIME WARNER CABL                         | CUSIP: 88732JAY4<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |   5964000 | PA      | $5699605.64    | 0.00%             | 2040-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MercadoLibre Inc                                                                 | MERCADOLIBRE INC                         | CUSIP: 58733R102<br>LEI: 549300DKPDN9M5S8GB14 | Long             | EC               | CORP              | US        |     64655 | NS      | $159885996.05  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Indiana Michigan Power Co                                                        | IND MICH POWER                           | CUSIP: 454889AT3<br>LEI: JHR9V15J0ZRG02MIRD06 | Long             | DBT              | CORP              | US        |  14980000 | PA      | $11856493.37   | 0.01%             | 2048-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Resources Corp                                                | CENTERPOINT ENER                         | CUSIP: 15189WAL4<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |   8068000 | PA      | $8033653.14    | 0.01%             | 2028-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Kansas Development Finance Authority                                             | KS DEV FIN AUTH-K-TXB                    | CUSIP: 48542RSV7<br>LEI: 549300WTL7BL8KBDPR87 | Long             | DBT              | MUN               | US        |  15140000 | PA      | $10346338.38   | 0.01%             | 2051-05-01      | Fixed         | 2.77%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG/New York NY                                                     | DEUTSCHE BANK NY                         | CUSIP: 251526CS6<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   1660000 | PA      | $1745890.36    | 0.00%             | 2029-01-18      | Variable      | 6.72%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                           | CUSIP: 437076CC4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |  12800000 | PA      | $10272539.90   | 0.01%             | 2040-04-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Greensaif Pipelines Bidco Sarl                                                   | GREENSAIF PIPELI                         | CUSIP: 39541EAE3<br>LEI: 549300YWDGUXPB8GRP47 | Long             | DBT              | CORP              | LU        |  26490000 | PA      | $27448083.13   | 0.02%             | 2042-08-23      | Fixed         | 6.10%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                          | CUSIP: 91282CEN7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 175241000 | PA      | $172612385.00  | 0.15%             | 2027-04-30      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO/THE                            | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EC               | CORP              | US        |   3611262 | NS      | $847490966.16  | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| NiSource Inc                                                                     | NISOURCE INC                             | CUSIP: 65473PAM7<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |  19985000 | PA      | $17489436.46   | 0.01%             | 2052-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB9929                                | CUSIP: 31417HA79<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     11479 | PA      | $11253.23      | 0.00%             | 2028-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| National Securities Clearing Corp                                                | NATIONAL SECS CL                         | CUSIP: 637639AH8<br>LEI: 549300RYC9NELN2ICA34 | Long             | DBT              | CORP              | US        |  52090000 | PA      | $53265274.23   | 0.05%             | 2027-11-21      | Fixed         | 5.10%                 | Yes           |                  2 | On Loan: No      |
| PNC Bank NA                                                                      | PNC BANK NA                              | CUSIP: 69353RFG8<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |  41975000 | PA      | $41196401.35   | 0.04%             | 2027-10-25      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB9167                                | CUSIP: 31417GFH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     19614 | PA      | $19255.54      | 0.00%             | 2028-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                          | CUSIP: 91282CLC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 166942300 | PA      | $169146459.22  | 0.14%             | 2029-07-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Oglethorpe Power Corp                                                            | OGLETHORPE POWER                         | CUSIP: 677050AL0<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |  19060000 | PA      | $14823847.53   | 0.01%             | 2046-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP                         | CUSIP: 06051GEN5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   9965000 | PA      | $10407087.26   | 0.01%             | 2042-02-07      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| L'Oreal SA                                                                       | L'OREAL SA                               | CUSIP: 502117AA2<br>LEI: 529900JI1GG6F7RKVI53 | Long             | DBT              | CORP              | FR        |  26400000 | PA      | $26892475.67   | 0.02%             | 2035-05-20      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Oncor Electric Delivery Co LLC                                                   | ONCOR ELECTRIC D                         | CUSIP: 68233JCM4<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |   3788000 | PA      | $3362991.58    | 0.00%             | 2052-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC                               | CUSIP: 00287YDW6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |  18691000 | PA      | $17961135.89   | 0.02%             | 2054-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Bay Area Toll Authority                                                          | BAY AREA TOLL-F-2                        | CUSIP: 072024ND0<br>LEI: 5493001FUZGUQMIP5D78 | Long             | DBT              | MUN               | US        |   1965000 | PA      | $2038643.88    | 0.00%             | 2049-04-01      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                           | CUSIP: 46647PDH6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  19695000 | PA      | $19961303.46   | 0.02%             | 2033-07-25      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| Westinghouse Air Brake Technologies Corp                                         | WESTINGHOUSE AIR                         | CUSIP: 960386AT7<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |   9650000 | PA      | $9901407.15    | 0.01%             | 2035-05-29      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                          | CUSIP: 91282CFB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 114106000 | PA      | $112216119.38  | 0.10%             | 2027-07-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| EIG Pearl Holdings Sarl                                                          | EIG PEARL HOLDIN                         | CUSIP: 28249NAA9<br>LEI: 549300KIMRL45BWA5H76 | Long             | DBT              | CORP              | LU        |  21063884 | PA      | $19133845.05   | 0.02%             | 2036-08-31      | Fixed         | 3.54%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BZ4570                                | CUSIP: 3140Q0CG5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  18303000 | PA      | $18506518.38   | 0.02%             | 2030-08-01      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                             | GLENCORE FDG LLC                         | CUSIP: 378272BP2<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |  36446000 | PA      | $39310390.01   | 0.03%             | 2030-10-06      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                          | CUSIP: 91282CGQ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 177701200 | PA      | $180200123.13  | 0.15%             | 2030-02-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                             | CUSIP: 11135FBF7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |  31355000 | PA      | $27075402.43   | 0.02%             | 2033-02-15      | Fixed         | 2.60%                 | Yes           |                  2 | On Loan: No      |
| Public Service Co of Oklahoma                                                    | PUB SVC OKLAHOMA                         | CUSIP: 744533BS8<br>LEI: F3TJNSIZRGXRH8GEIK79 | Long             | DBT              | CORP              | US        |  42660000 | PA      | $43169009.71   | 0.04%             | 2036-01-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Corebridge Global Funding                                                        | COREBRIDGE GF                            | CUSIP: 00138CAX6<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |  21335000 | PA      | $21930280.44   | 0.02%             | 2029-01-12      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AT7282                                | CUSIP: 3138WVCU3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     41702 | PA      | $40828.74      | 0.00%             | 2028-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Baltimore Gas and Electric Co                                                    | BALTIMORE GAS                            | CUSIP: 059165EK2<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4008890.39    | 0.00%             | 2048-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NBK SPC Ltd                                                                      | NBK SPC LTD                              | CUSIP: 62877PAB0<br>LEI: 549300P1ANDK86KWB419 | Long             | DBT              | CORP              | AE        |  67900000 | PA      | $65771344.02   | 0.06%             | 2027-09-15      | Variable      | 1.62%                 | Yes           |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                           | COMMONWEALTH EDI                         | CUSIP: 202795JJ0<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |   2165000 | PA      | $1638107.17    | 0.00%             | 2046-06-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                                           | STANDARD CHART                           | CUSIP: 853254CS7<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |  32130000 | PA      | $33447254.41   | 0.03%             | 2029-01-09      | Variable      | 6.30%                 | Yes           |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                          | FLORIDA PWR CORP                         | CUSIP: 341099CH0<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |   8000000 | PA      | $8758142.19    | 0.01%             | 2037-09-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Emera US Finance LP                                                              | EMERA US FINANCE                         | CUSIP: 29103DAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5700000 | PA      | $4748260.61    | 0.00%             | 2046-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                              | CUSIP: 68389XDB8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |  29200000 | PA      | $28458667.12   | 0.02%             | 2055-08-03      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Resources Corp                                                | CENTERPOINT ENER                         | CUSIP: 15189YAG1<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |  35850000 | PA      | $36815911.15   | 0.03%             | 2028-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| JP Morgan Securities LLC                                                         | JPM TRIPARTY TREAS FICC                  | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | Long             | RA               | CORP              | US        |  55000000 | PA      | $55000000.00   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Netflix Inc                                                                      | NETFLIX INC                              | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |    516537 | NS      | $624105830.25  | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 782067                                | CUSIP: 36241KJL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    257042 | PA      | $265292.07     | 0.00%             | 2032-11-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Reynolds American Inc                                                            | REYNOLDS AMERICA                         | CUSIP: 761713BA3<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |   8245000 | PA      | $8482551.59    | 0.01%             | 2035-08-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ERAC USA Finance LLC                                                             | ERAC USA FINANCE                         | CUSIP: 26884TAX0<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |  27091000 | PA      | $26009827.28   | 0.02%             | 2053-05-01      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| Regents of the University of California Medical Center Pooled Revenue            | UNIV OF CALIFORNIA-H                     | CUSIP: 913366EP1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   9465000 | PA      | $10053436.21   | 0.01%             | 2048-05-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Mars Inc                                                                         | MARS INC                                 | CUSIP: 571676BB0<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |  18355000 | PA      | $18092560.50   | 0.02%             | 2045-05-01      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | AERCAP IRELAND                           | CUSIP: 00774MAX3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   3550000 | PA      | $3249266.25    | 0.00%             | 2032-01-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                                 | CUSIP: 00206RBH4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |  53231000 | PA      | $44966293.46   | 0.04%             | 2042-12-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Tampa Electric Co                                                                | TAMPA ELECTRIC                           | CUSIP: 875127BM3<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |   8065000 | PA      | $8249192.91    | 0.01%             | 2029-03-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                             | GLENCORE FDG LLC                         | CUSIP: 378272BH0<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   8466000 | PA      | $5598261.14    | 0.00%             | 2051-09-23      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| SBA Tower Trust                                                                  | SBA TOWER TRUST                          | CUSIP: 78403DAP5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8960000 | PA      | $8858028.93    | 0.01%             | 2050-07-15      | Fixed         | 1.88%                 | Yes           |                  2 | On Loan: No      |
| Dominion Energy Inc                                                              | DOMINION ENERGY                          | CUSIP: 25746UDY2<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |  21520000 | PA      | $21754322.74   | 0.02%             | 2028-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| SoFi Professional Loan Program 2021-B Trust                                      | SOFI 2021-B AFX                          | CUSIP: 83405NAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   9823556 | PA      | $8608981.92    | 0.01%             | 2047-02-15      | Fixed         | 1.14%                 | Yes           |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HLDGS PLC                           | CUSIP: 404280AG4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |  22500000 | PA      | $24428830.32   | 0.02%             | 2036-05-02      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                              | CUSIP: 68389XBN4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |  48711000 | PA      | $47760128.16   | 0.04%             | 2027-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Kenvue Inc                                                                       | KENVUE INC                               | CUSIP: 49177JAP7<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |  10935000 | PA      | $9971394.58    | 0.01%             | 2053-03-22      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                           | CUSIP: 61747YGA7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  25000000 | PA      | $26018708.27   | 0.02%             | 2036-04-17      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| Constellation Software Inc/Canada                                                | CONSTELLATION ST                         | CUSIP: 21037XAC4<br>LEI: 549300B6PYHMCTDWQV29 | Long             | DBT              | CORP              | CA        |  19494000 | PA      | $19970318.79   | 0.02%             | 2029-02-16      | Fixed         | 5.16%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                           | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |   3024782 | NS      | $455169195.36  | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern Co Gas Capital Corp                                                     | SOUTHERN GAS                             | CUSIP: 8426EPAG3<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |   6670000 | PA      | $7024615.26    | 0.01%             | 2033-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Pricoa Global Funding I                                                          | PRICOA GLOB FUND                         | CUSIP: 74153WCV9<br>LEI: 635400IBXEBMD9ADYA79 | Long             | DBT              | CORP              | US        |  17999000 | PA      | $18155922.85   | 0.02%             | 2031-08-27      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| Penske Truck Leasing Co Lp / PTL Finance Corp                                    | PENSKE TRUCK LE                          | CUSIP: 709599BS2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  37855000 | PA      | $38982088.91   | 0.03%             | 2028-02-01      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                          | CUSIP: 91282CGZ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  63526000 | PA      | $63029703.13   | 0.05%             | 2030-04-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd                                        | AUST & NZ BANK                           | CUSIP: 052528AM8<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |  22135000 | PA      | $19740940.79   | 0.02%             | 2035-11-25      | Variable      | 2.57%                 | Yes           |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT                         | CUSIP: 161175CQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4675000 | PA      | $4911978.49    | 0.00%             | 2029-06-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Synopsys Inc                                                                     | SYNOPSYS INC                             | CUSIP: 871607AC1<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |  38755000 | PA      | $39532909.79   | 0.03%             | 2030-04-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                                | FNR 2019-12 HA                           | CUSIP: 3136B4EJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  27016677 | PA      | $26161237.33   | 0.02%             | 2057-11-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP                         | CUSIP: 06051GHT9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  86705000 | PA      | $86250489.34   | 0.07%             | 2027-04-23      | Variable      | 3.56%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                             | CUSIP: 06738EBR5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |  40502000 | PA      | $36484149.03   | 0.03%             | 2032-03-10      | Variable      | 2.67%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                          | CUSIP: 91282CLU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6565200 | PA      | $6665729.63    | 0.01%             | 2031-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Public Service Enterprise Group Inc                                              | PUBLIC SERVICE                           | CUSIP: 744573AY2<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |  17595000 | PA      | $18152857.75   | 0.02%             | 2029-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Sutter Health                                                                    | SUTTER HEALTH                            | CUSIP: 86944BAG8<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |   9670000 | PA      | $8829683.96    | 0.01%             | 2030-08-15      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                             | CUSIP: 20030NAF8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   4725000 | PA      | $4949943.25    | 0.00%             | 2035-06-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                           | CUSIP: 95000U2J1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |  78648000 | PA      | $72816719.05   | 0.06%             | 2031-02-11      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| Healthpeak OP LLC                                                                | HEALTHPEAK OP                            | CUSIP: 42250PAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  30395000 | PA      | $28433837.53   | 0.02%             | 2028-12-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Columbia Pipelines Operating Co LLC                                              | COLUMBIA PIPE OC                         | CUSIP: 19828TAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8253000 | PA      | $8701645.83    | 0.01%             | 2063-08-15      | Fixed         | 6.71%                 | Yes           |                  2 | On Loan: No      |
| Liberty Mutual Group Inc                                                         | LIBERTY MUTUAL                           | CUSIP: 53079EBG8<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |  23725000 | PA      | $23890235.62   | 0.02%             | 2029-02-01      | Fixed         | 4.57%                 | Yes           |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                           | CUSIP: 437076BW1<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |  10250000 | PA      | $10268753.02   | 0.01%             | 2028-12-06      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP                         | CUSIP: 06051GHZ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  50870000 | PA      | $46961462.46   | 0.04%             | 2031-02-13      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| American Tower Trust #1                                                          | AMERICAN TOWER T                         | CUSIP: 03027WAM4<br>LEI: 5493004YGM0MQZJOEJ36 | Long             | DBT              | CORP              | US        |  66310000 | PA      | $67516450.77   | 0.06%             | 2053-03-15      | Fixed         | 5.49%                 | Yes           |                  2 | On Loan: No      |
| Corning Inc                                                                      | CORNING INC                              | CUSIP: 219350105<br>LEI: 549300X2937PB0CJ7I56 | Long             | EC               | CORP              | US        |  12261842 | NS      | $821911269.26  | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Takeda Pharmaceutical Co Ltd                                                     | TAKEDA PHARM                             | CUSIP: 874060AX4<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |  26687000 | PA      | $24193646.47   | 0.02%             | 2030-03-31      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Shell International Finance BV                                                   | SHELL INTL FIN                           | CUSIP: 822582AN2<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |  21235000 | PA      | $21663489.83   | 0.02%             | 2040-03-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Public Service Co of New Hampshire                                               | PUB SVC NEW HAMP                         | CUSIP: 744538AF6<br>LEI: 549300SHPFALUPKK2351 | Long             | DBT              | CORP              | US        |   6460000 | PA      | $6741065.41    | 0.01%             | 2033-10-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AV1449                                | CUSIP: 3138XCTF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     58473 | PA      | $57109.82      | 0.00%             | 2028-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| University of California                                                         | UNIV OF CA-AP-TXBL                       | CUSIP: 91412GXE0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  22370000 | PA      | $20219290.04   | 0.02%             | 2045-05-15      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| UL Solutions Inc                                                                 | UL SOLUTIONS                             | CUSIP: 903731AA5<br>LEI: 549300F7CUV5ESKV9P71 | Long             | DBT              | CORP              | US        |  12800000 | PA      | $13556515.68   | 0.01%             | 2028-10-20      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Penske Truck Leasing Co Lp / PTL Finance Corp                                    | PENSKE TRUCK LE                          | CUSIP: 709599BE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  16450000 | PA      | $16419769.36   | 0.01%             | 2026-01-29      | Fixed         | 4.45%                 | Yes           |                  2 | On Loan: No      |
| Pricoa Global Funding I                                                          | PRICOA GLOB FUND                         | CUSIP: 74153WCW7<br>LEI: 635400IBXEBMD9ADYA79 | Long             | DBT              | CORP              | US        |   6975000 | PA      | $7086513.43    | 0.01%             | 2030-05-28      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                   | LOWE'S COS INC                           | CUSIP: 548661EN3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |  16328000 | PA      | $15710678.58   | 0.01%             | 2062-09-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                            | FOUNDRY JV HOLDC                         | CUSIP: 350930AE3<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |  47413000 | PA      | $50546029.17   | 0.04%             | 2038-01-25      | Fixed         | 6.40%                 | Yes           |                  2 | On Loan: No      |
| BAT Capital Corp                                                                 | BAT CAPITAL CORP                         | CUSIP: 05526DCD5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |  15845000 | PA      | $16026951.28   | 0.01%             | 2055-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Sutter Health                                                                    | SUTTER HEALTH                            | CUSIP: 86944BAQ6<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |  34775000 | PA      | $36272252.98   | 0.03%             | 2035-08-15      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                            | CUSIP: 404280CT4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |  36410000 | PA      | $32866438.85   | 0.03%             | 2032-05-24      | Variable      | 2.80%                 | No            |                  2 | On Loan: No      |
| Boston Gas Co                                                                    | BOSTON GAS CO                            | CUSIP: 100743AL7<br>LEI: FN7P4E7K9JOBORDEUX61 | Long             | DBT              | CORP              | US        |   5970000 | PA      | $5698175.93    | 0.00%             | 2029-08-01      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                                          | CHARLES SCHWAB                           | CUSIP: 808513AQ8<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |  14750000 | PA      | $14562190.09   | 0.01%             | 2027-03-02      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                                                     | QUALCOMM INC                             | CUSIP: 747525BU6<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |  12495000 | PA      | $12694563.31   | 0.01%             | 2030-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federation des Caisses Desjardins du Quebec                                      | CAISS DESJARDINS                         | CUSIP: 31429KAL7<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |  62400000 | PA      | $64554882.74   | 0.06%             | 2029-04-26      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                           | CUSIP: 46647PDC7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  30000000 | PA      | $29843047.84   | 0.03%             | 2033-04-26      | Variable      | 4.59%                 | No            |                  2 | On Loan: No      |
| OhioHealth Corp                                                                  | OHIOHEALTH                               | CUSIP: 67777JAM0<br>LEI: JGYGIL4QGKKPZU7C1D18 | Long             | DBT              | CORP              | US        |  16515000 | PA      | $11766220.61   | 0.01%             | 2041-11-15      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| San Diego Gas & Electric Co                                                      | SAN DIEGO G & E                          | CUSIP: 797440CC6<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |  29320000 | PA      | $20875886.65   | 0.02%             | 2052-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Kenvue Inc                                                                       | KENVUE INC                               | CUSIP: 49177JAS1<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |  37460000 | PA      | $38128324.67   | 0.03%             | 2032-05-22      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                                   | MICROSOFT CORP                           | CUSIP: 594918CE2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        | 119367000 | PA      | $78246655.84   | 0.07%             | 2052-03-17      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                          | CUSIP: 91282CMY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 316290000 | PA      | $316635942.19  | 0.27%             | 2027-04-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP                         | CUSIP: 91324PES7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |  28326000 | PA      | $27982846.69   | 0.02%             | 2053-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Micron Technology Inc                                                            | MICRON TECH                              | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |   4547002 | NS      | $541138708.02  | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com Inc                                                                   | AMAZON.COM INC                           | CUSIP: 023135CA2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   2600000 | PA      | $1946985.04    | 0.00%             | 2041-05-12      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                          | CUSIP: 9128283F5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  24532000 | PA      | $23826705.00   | 0.02%             | 2027-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| UBS AG/Stamford CT                                                               | UBS AG STAMFORD                          | CUSIP: 22550L2M2<br>LEI: 254900R882POXXVAK772 | Long             | DBT              | CORP              | CH        |  38712000 | PA      | $41767574.43   | 0.04%             | 2028-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                             | CUSIP: 20030NCC3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |  33549000 | PA      | $25618727.59   | 0.02%             | 2047-11-01      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AT2894                                | CUSIP: 3138WQGC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1326 | PA      | $1300.72       | 0.00%             | 2028-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                       | CAPITAL ONE FINL                         | CUSIP: 14040HCY9<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   8000000 | PA      | $8317791.52    | 0.01%             | 2034-02-01      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp                                                             | TARGA RESOURCES                          | CUSIP: 87612G101<br>LEI: 5493003QENHHS261UR94 | Long             | EC               | CORP              | US        |   4298393 | NS      | $721098409.68  | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Mass General Brigham Inc                                                         | PARTNERS HEALTH                          | CUSIP: 70213HAF5<br>LEI: 5493007Z86EDN0QFYU66 | Long             | DBT              | CORP              | US        |  32045000 | PA      | $20676404.79   | 0.02%             | 2060-07-01      | Fixed         | 3.34%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp                                                            | NOVARTIS CAPITAL                         | CUSIP: 66989HAH1<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |  25896000 | PA      | $22921853.39   | 0.02%             | 2044-05-06      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | ENTERPRISE PRODU                         | CUSIP: 29379VBC6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |  30740000 | PA      | $28420858.76   | 0.02%             | 2045-02-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| LSEGA Financing PLC                                                              | LSEGA FIN PLC                            | CUSIP: 50220PAD5<br>LEI: 2138009YFYTGEHZNNZ09 | Long             | DBT              | CORP              | GB        |   8604000 | PA      | $7757794.08    | 0.01%             | 2031-04-06      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| M&T Bank Corp                                                                    | M&T BANK CORP                            | CUSIP: 55261FAS3<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |  10939000 | PA      | $11901233.55   | 0.01%             | 2029-10-30      | Variable      | 7.41%                 | No            |                  2 | On Loan: No      |
| Golden State Tobacco Securitization Corp                                         | GOLDEN ST TOBACCO -B                     | CUSIP: 38122NB50<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2430000 | PA      | $2135325.08    | 0.00%             | 2034-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANS                             | CUSIP: 29273VAW0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |  22860000 | PA      | $21449874.58   | 0.02%             | 2054-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| OhioHealth Corp                                                                  | OHIOHEALTH                               | CUSIP: 67777JAL2<br>LEI: JGYGIL4QGKKPZU7C1D18 | Long             | DBT              | CORP              | US        |  26665000 | PA      | $23856114.33   | 0.02%             | 2031-11-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Galaxy Pipeline Assets Bidco Ltd                                                 | GALAXY PIPELINE                          | CUSIP: 36321PAD2<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | JE        |  37921945 | PA      | $34163014.25   | 0.03%             | 2034-03-31      | Fixed         | 2.16%                 | Yes           |                  2 | On Loan: No      |
| Grand Parkway Transportation Corp                                                | GRAND PARKWAY TRANSPR                    | CUSIP: 38611TDL8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  28900000 | PA      | $19516276.93   | 0.02%             | 2052-10-01      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                    | INTERCONTINENT                           | CUSIP: 45866FAW4<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |  38595000 | PA      | $38574985.81   | 0.03%             | 2033-03-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP                                                               | VICI PROPERTIE                           | CUSIP: 925650AD5<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |   2670000 | PA      | $2676636.00    | 0.00%             | 2032-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Johns Hopkins University                                                         | JOHNS HOPKINS                            | CUSIP: 478115AB4<br>LEI: 549300Z1XKWYKTIOM958 | Long             | DBT              | CORP              | US        |   7625000 | PA      | $6043959.07    | 0.01%             | 2053-07-01      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| NVIDIA Corp                                                                      | NVIDIA CORP                              | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |  37472635 | NS      | $6526983564.30 | 5.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Corebridge Global Funding                                                        | COREBRIDGE GF                            | CUSIP: 00138CBA5<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |  14205000 | PA      | $14627042.04   | 0.01%             | 2029-06-24      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| Element Fleet Management Corp                                                    | ELEMENT FLEET MA                         | CUSIP: 286181AM4<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |  14900000 | PA      | $15178090.44   | 0.01%             | 2027-03-13      | Fixed         | 5.64%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                           | CUSIP: 95000U3V3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   9695000 | PA      | $10059405.45   | 0.01%             | 2036-04-23      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| Ameren Missouri Securitization Funding I LLC                                     | AMEREN MISSOURI                          | CUSIP: 023940AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  15255000 | PA      | $15225351.93   | 0.01%             | 2041-10-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT                         | CUSIP: 161175BV5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  21550000 | PA      | $13868480.39   | 0.01%             | 2051-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK INC                                | CUSIP: 682680DB6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |  19625000 | PA      | $19505428.31   | 0.02%             | 2032-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                          | CUSIP: 91282CGT2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  19195000 | PA      | $19212995.31   | 0.02%             | 2028-03-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust 2019-6                                                  | AOMT 2019-6 A1                           | CUSIP: 03464VAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1431804 | PA      | $1410385.84    | 0.00%             | 2059-11-25      | Variable      | 2.62%                 | Yes           |                  2 | On Loan: No      |
| Schlumberger Holdings Corp                                                       | SCHLUMBERGER HLD                         | CUSIP: 806851AM3<br>LEI: 529900IKZG65COT1D505 | Long             | DBT              | CORP              | US        |  14400000 | PA      | $14846625.14   | 0.01%             | 2029-11-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Scentre Group Trust 1 / Scentre Group Trust 2                                    | SCENTRE GROUP TR                         | CUSIP: 80622GAE4<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |  19110000 | PA      | $19135250.22   | 0.02%             | 2030-05-28      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| NTT Finance Corp                                                                 | NTT FINANCE                              | CUSIP: 62954WAU9<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |  22290000 | PA      | $22704029.54   | 0.02%             | 2032-07-16      | Fixed         | 5.17%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                           | CUSIP: 46647PEB8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  24600000 | PA      | $25182357.00   | 0.02%             | 2030-01-23      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                           | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |   3455917 | NS      | $1041682502.14 | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange Inc                                                    | INTERCONTINENT                           | CUSIP: 45866FAL8<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |  55832000 | PA      | $36278397.65   | 0.03%             | 2050-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                  | CUSIP: 55336VBU3<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   7275000 | PA      | $7230307.68    | 0.01%             | 2032-09-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                          | BRISTOL-MYERS                            | CUSIP: 110122DV7<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |  63155000 | PA      | $49882248.15   | 0.04%             | 2042-03-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                              | CUSIP: 68389XBJ3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   3800000 | PA      | $2893204.17    | 0.00%             | 2046-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                                                   | MASTERCARD INC-A                         | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |   2052826 | NS      | $1222026789.54 | 1.04%             |  |  |  | No            |                  1 | On Loan: No      |
| American Water Capital Corp                                                      | AMERICAN WATER                           | CUSIP: 03040WAQ8<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |   9975000 | PA      | $9769514.45    | 0.01%             | 2027-09-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO & CO                         | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |  29347822 | NS      | $2411804011.96 | 2.06%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                           | CUSIP: 46647PBD7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  16000000 | PA      | $15690242.49   | 0.01%             | 2030-05-06      | Variable      | 3.70%                 | No            |                  2 | On Loan: No      |
| JBS USA Holding Lux Sarl / JBS USA Foods Group Holdings Inc / JBS USA Food Co    | JBS HLD/FOOD/GRP                         | CUSIP: 472140AJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  22795000 | PA      | $22507889.95   | 0.02%             | 2066-04-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Merck & Co Inc                                                                   | MERCK & CO INC                           | CUSIP: 58933YAW5<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |  32385000 | PA      | $25471552.20   | 0.02%             | 2049-03-07      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Southwestern Electric Power Co                                                   | SOUTHWESTN EL PR                         | CUSIP: 845437BL5<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |   9800000 | PA      | $10221136.38   | 0.01%             | 2040-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                                 | CUSIP: 00206RCQ3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |  20379000 | PA      | $17700751.73   | 0.02%             | 2046-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                 | DUKE ENERGY COR                          | CUSIP: 26441CBF1<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |  25820000 | PA      | $19956995.27   | 0.02%             | 2049-06-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K511 A2                             | CUSIP: 3137HB3G7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  40745000 | PA      | $41698477.82   | 0.04%             | 2028-10-25      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| New York Life Insurance Co                                                       | NEW YORK LIFE                            | CUSIP: 64952GAE8<br>LEI: TAE73CY392TBWJ3O3305 | Long             | DBT              | CORP              | US        |  55395000 | PA      | $58260692.78   | 0.05%             | 2033-05-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Kaiser Foundation Hospitals                                                      | KAISER FOUN HOSP                         | CUSIP: 48305QAG8<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |  36720000 | PA      | $23523934.13   | 0.02%             | 2051-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                          | CUSIP: 91282CKD2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 230394900 | PA      | $235218793.22  | 0.20%             | 2029-02-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP                         | CUSIP: 06051GKD0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  17275000 | PA      | $15415154.76   | 0.01%             | 2032-10-20      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co LLC                                                   | ONCOR ELECTRIC D                         | CUSIP: 68233JCD4<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |  23120000 | PA      | $13626927.07   | 0.01%             | 2051-11-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                                   | MICROSOFT CORP                           | CUSIP: 594918CW2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |  16363000 | PA      | $9937924.98    | 0.01%             | 2050-09-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Oglethorpe Power Corp                                                            | OGLETHORPE POWER                         | CUSIP: 677050AG1<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |   6075000 | PA      | $6269971.03    | 0.01%             | 2039-11-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| GA Global Funding Trust                                                          | GA GLOBAL FNDING                         | CUSIP: 36143L2N4<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |  49745000 | PA      | $49828674.89   | 0.04%             | 2027-09-23      | Fixed         | 4.40%                 | Yes           |                  2 | On Loan: No      |
| Eversource Energy                                                                | EVERSOURCE ENERG                         | CUSIP: 30040WAF5<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |   2182000 | PA      | $2174654.85    | 0.00%             | 2029-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| New York Life Insurance Co                                                       | NEW YORK LIFE                            | CUSIP: 64952GAT5<br>LEI: TAE73CY392TBWJ3O3305 | Long             | DBT              | CORP              | US        |   9245000 | PA      | $6765781.36    | 0.01%             | 2050-05-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| East Ohio Gas Co/The                                                             | EAST OHIO GAS CO                         | CUSIP: 27409LAE3<br>LEI: BC95Y6MXLT75BGO7UM71 | Long             | DBT              | CORP              | US        |  13050000 | PA      | $8108048.38    | 0.01%             | 2050-06-15      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Northrop Grumman Corp                                                            | NORTHROP GRUMMAN                         | CUSIP: 666807CN0<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |   7535000 | PA      | $7656170.61    | 0.01%             | 2030-07-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP                         | CUSIP: 91324PED0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |  14960000 | PA      | $13357189.16   | 0.01%             | 2031-05-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Kenvue Inc                                                                       | KENVUE INC                               | CUSIP: 49177JAM4<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |  15025000 | PA      | $14411538.60   | 0.01%             | 2043-03-22      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Pennsylvania Electric Co                                             | FIRSTENERGY PENN                         | CUSIP: 708696CA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    910000 | PA      | $913083.36     | 0.00%             | 2026-03-30      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| Ameriprise Financial Inc                                                         | AMERIPRISE FINL                          | CUSIP: 03076CAM8<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |  16715000 | PA      | $17179622.32   | 0.01%             | 2033-05-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMERICA                          | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |   9191951 | NS      | $466399593.74  | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Foundry JV Holdco LLC                                                            | FOUNDRY JV HOLDC                         | CUSIP: 350930AB9<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |  27040000 | PA      | $28538948.07   | 0.02%             | 2030-01-25      | Fixed         | 5.90%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BZ4572                                | CUSIP: 3140Q0CJ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  23548000 | PA      | $23809839.63   | 0.02%             | 2030-08-01      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| QatarEnergy                                                                      | QATAR ENERGY                             | CUSIP: 74730DAC7<br>LEI: 254900QTESJKJ3P87J26 | Long             | DBT              | CORP              | QA        |  31765000 | PA      | $28209889.46   | 0.02%             | 2031-07-12      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| Beth Israel Lahey Health Inc                                                     | BETH ISRAEL LAHE                         | CUSIP: 08661UAB2<br>LEI: 549300QPZ5W3279DU141 | Long             | DBT              | CORP              | US        |   7920000 | PA      | $5022634.02    | 0.00%             | 2051-07-01      | Fixed         | 3.08%                 | No            |                  2 | On Loan: No      |
| Northwestern University                                                          | NORTHWESTERN UNI                         | CUSIP: 668444AS1<br>LEI: OBWWNZE695DUK77DTI34 | Long             | DBT              | CORP              | US        |    805000 | PA      | $496812.42     | 0.00%             | 2050-12-01      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                 | BAT CAPITAL CORP                         | CUSIP: 05526DBZ7<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   1655000 | PA      | $1756885.20    | 0.00%             | 2034-02-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts School Building Authority                                          | MA SCH BLDG AUTH-B                       | CUSIP: 576000ZJ5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  27675000 | PA      | $25272760.19   | 0.02%             | 2030-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                          | CUSIP: 91282CNL1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 221694100 | PA      | $222075136.73  | 0.19%             | 2027-06-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                          | CUSIP: 91282CEF4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 122366600 | PA      | $120120025.09  | 0.10%             | 2027-03-31      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co                                                      | CANADIAN PACIFIC                         | CUSIP: 13645RBF0<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |   6400000 | PA      | $5671123.78    | 0.00%             | 2031-12-02      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Shell Finance US Inc                                                             | SHELL FINANCE US                         | CUSIP: 822905AE5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  10000000 | PA      | $7965443.53    | 0.01%             | 2046-05-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                              | AMERICAN EXPRESS                         | CUSIP: 025816DA4<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   8245000 | PA      | $8103299.73    | 0.01%             | 2033-08-03      | Variable      | 4.42%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS GROUP                                | CUSIP: 902613BJ6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |  11550000 | PA      | $11924628.75   | 0.01%             | 2030-02-08      | Variable      | 5.43%                 | Yes           |                  2 | On Loan: No      |
| Simon Property Group LP                                                          | SIMON PROP GP LP                         | CUSIP: 828807DY0<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |  16100000 | PA      | $15827734.13   | 0.01%             | 2034-09-26      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                           | CUSIP: 61747YEL5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  31555000 | PA      | $28437216.21   | 0.02%             | 2033-01-21      | Variable      | 2.94%                 | No            |                  2 | On Loan: No      |
| Columbia Pipelines Operating Co LLC                                              | COLUMBIA PIPE OC                         | CUSIP: 19828TAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  25380000 | PA      | $26861625.64   | 0.02%             | 2033-11-15      | Fixed         | 6.04%                 | Yes           |                  2 | On Loan: No      |
| Tucson Electric Power Co                                                         | TUCSON ELEC PWR                          | CUSIP: 898813AX8<br>LEI: YLF139GXSRKPBBTNZL03 | Long             | DBT              | CORP              | US        |   6740000 | PA      | $6652539.35    | 0.01%             | 2055-04-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Mars Inc                                                                         | MARS INC                                 | CUSIP: 571676AZ8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |  33400000 | PA      | $34069495.94   | 0.03%             | 2032-03-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP                         | CUSIP: 06051GLC1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   9700000 | PA      | $10105411.27   | 0.01%             | 2028-11-10      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| NTT Finance Corp                                                                 | NTT FINANCE                              | CUSIP: 62954WAS4<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |  23315000 | PA      | $23676549.04   | 0.02%             | 2030-07-16      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AQ7337                                | CUSIP: 3138MPEK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     46998 | PA      | $46183.92      | 0.00%             | 2027-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Greensaif Pipelines Bidco Sarl                                                   | GREENSAIF PIPELI                         | CUSIP: N/A<br>LEI: 549300YWDGUXPB8GRP47       | Long             | DBT              | CORP              | LU        |   8075000 | PA      | $8535522.10    | 0.01%             | 2038-02-23      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | DUKE ENERGY CAR                          | CUSIP: 26442CBJ2<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |   4810000 | PA      | $4916070.14    | 0.00%             | 2033-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                           | CUSIP: 46647PEX0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  19395000 | PA      | $20170860.65   | 0.02%             | 2036-04-22      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP                         | CUSIP: 06051GHM4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  65865000 | PA      | $66028874.89   | 0.06%             | 2029-07-23      | Variable      | 4.27%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                   | BP CAP MKTS AMER                         | CUSIP: 10373QBR0<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |  20000000 | PA      | $14813376.72   | 0.01%             | 2041-06-17      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co                                               | PUBLIC SERVICE                           | CUSIP: 74456QCU8<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |  25502000 | PA      | $25844726.91   | 0.02%             | 2035-03-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP                         | CUSIP: 91324PDT6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   7480000 | PA      | $6067309.22    | 0.01%             | 2039-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Anglo American PLC                                                               | ANGLO AMER PLC                           | CUSIP: N/A<br>LEI: 549300S9XF92D1X8ME43       | Long             | EC               | CORP              | GB        |  14845991 | NS      | $457181643.06  | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                   | MERCK & CO INC                           | CUSIP: 58933YBN4<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   9700000 | PA      | $8797261.77    | 0.01%             | 2063-05-17      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                          | CUSIP: 91282CNG2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 161137700 | PA      | $163391109.22  | 0.14%             | 2030-05-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co                                                                 | ALABAMA POWER CO                         | CUSIP: 010392EC8<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $15877192.39   | 0.01%             | 2033-02-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Galaxy Pipeline Assets Bidco Ltd                                                 | GALAXY PIPELINE                          | CUSIP: 36321PAE0<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | JE        |  39285632 | PA      | $32877078.97   | 0.03%             | 2040-09-30      | Fixed         | 2.94%                 | Yes           |                  2 | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK INC                                | CUSIP: 682680BJ1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |  10995000 | PA      | $11421346.83   | 0.01%             | 2028-11-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                          | CUSIP: 912810TM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 110357000 | PA      | $99911882.11   | 0.09%             | 2042-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Horizon Aircraft Finance III Ltd                                                 | HORZN 2019-2 A                           | CUSIP: 44040JAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   6249093 | PA      | $5954003.58    | 0.01%             | 2039-11-15      | Fixed         | 3.42%                 | Yes           |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO                                | CUSIP: 097023CX1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |  39443000 | PA      | $37855792.62   | 0.03%             | 2060-05-01      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Foothill-Eastern Transportation Corridor Agency                                  | FOOTHILL ESTRN TRANSP                    | CUSIP: 345105JG6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  11545000 | PA      | $8611534.41    | 0.01%             | 2053-01-15      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                    | INTERCONTINENT                           | CUSIP: 45866FAP9<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |   3310000 | PA      | $2419529.82    | 0.00%             | 2040-09-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Royalty Pharma PLC                                                               | ROYALTY PHARM                            | CUSIP: 78081BAS2<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |  17095000 | PA      | $16399579.69   | 0.01%             | 2054-09-02      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                          | CUSIP: 91282CGP0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  55524600 | PA      | $56051650.05   | 0.05%             | 2028-02-29      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Advocate Health & Hospitals Corp                                                 | ADVOCATE HEALTH                          | CUSIP: 007589AD6<br>LEI: 549300AEHU3PPOUCIL87 | Long             | DBT              | CORP              | US        |   7210000 | PA      | $6609209.46    | 0.01%             | 2030-06-15      | Fixed         | 2.21%                 | No            |                  2 | On Loan: No      |
| Nomura Securities International, Inc.                                            | NOM TSY FICC                             | CUSIP: N/A<br>LEI: OXTKY6Q8X53C9ILVV871       | Long             | RA               | CORP              | US        |  35000000 | PA      | $35000000.00   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Evergy Kansas Central Inc                                                        | WESTAR ENERGY                            | CUSIP: 95709TAQ3<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |   5062000 | PA      | $3340379.65    | 0.00%             | 2049-09-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                 | CROWN CASTLE INT                         | CUSIP: 22822VAT8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   4561000 | PA      | $4039079.36    | 0.00%             | 2031-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                          | CUSIP: 91282CFZ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  67100000 | PA      | $67469574.05   | 0.06%             | 2027-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Daimler Truck Finance North America LLC                                          | DAIMLER TRUCK                            | CUSIP: 233853AW0<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |  11760000 | PA      | $11954471.23   | 0.01%             | 2034-01-18      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Nationwide Building Society                                                      | NATIONWIDE BLDG                          | CUSIP: 63861VAN7<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |  15515000 | PA      | $15797879.21   | 0.01%             | 2036-07-14      | Variable      | 5.54%                 | Yes           |                  2 | On Loan: No      |
| Simon Property Group LP                                                          | SIMON PROP GP LP                         | CUSIP: 828807DF1<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |  19865000 | PA      | $18628359.61   | 0.02%             | 2029-09-13      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Swedbank AB                                                                      | SWEDBANK AB                              | CUSIP: 870195AC8<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |  43980000 | PA      | $45317163.56   | 0.04%             | 2029-11-20      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Johnson Controls International plc                                               | JOHNSON CONTROLS                         | CUSIP: G51502105<br>LEI: 549300XQ6S1GYKGBL205 | Long             | EC               | CORP              | US        |   3987050 | NS      | $426175774.50  | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| RGA Global Funding                                                               | RGA GLOBAL                               | CUSIP: 76209PAJ2<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |   8585000 | PA      | $8625623.55    | 0.01%             | 2032-08-25      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Banco Santander SA                                                               | BANCO SANTANDER                          | CUSIP: 05971KAG4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   8400000 | PA      | $7572785.11    | 0.01%             | 2030-12-03      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Siemens Financieringsmaatschappij NV                                             | SIEMENS FINAN                            | CUSIP: 82620KBE2<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |  33030000 | PA      | $29680068.22   | 0.03%             | 2031-03-11      | Fixed         | 2.15%                 | Yes           |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC                               | CUSIP: 00287YDV8<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |  18173000 | PA      | $17781685.56   | 0.02%             | 2044-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Texas Electric Market Stabilization Funding N LLC                                | TX ELECTRIC MRKT                         | CUSIP: 88240TAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  17640000 | PA      | $16636484.20   | 0.01%             | 2052-02-01      | Fixed         | 5.17%                 | Yes           |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                      | PACIFIC GAS&ELEC                         | CUSIP: 694308JN8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   6749136 | PA      | $5585231.25    | 0.00%             | 2050-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Belrose Funding Trust II                                                         | BELROSE FU TR II                         | CUSIP: 08079KAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  39130000 | PA      | $40563268.38   | 0.03%             | 2055-05-15      | Fixed         | 6.79%                 | Yes           |                  2 | On Loan: No      |
| Gilead Sciences Inc                                                              | GILEAD SCIENCES                          | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |   5770490 | NS      | $651892255.30  | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                          | CUSIP: 91282CMF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  56098400 | PA      | $56909196.91   | 0.05%             | 2028-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP                         | CUSIP: 91324PDF6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   4985000 | PA      | $3704287.52    | 0.00%             | 2047-10-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Reynolds American Inc                                                            | REYNOLDS AMERICA                         | CUSIP: 761713BB1<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |   8075000 | PA      | $7793804.64    | 0.01%             | 2045-08-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                            | MET TRANS-C2-UNREFUND                    | CUSIP: 59261A2P1<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |   2425000 | PA      | $2159982.18    | 0.00%             | 2049-11-15      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| Brooklyn Union Gas Co/The                                                        | BROOKLYN UNION                           | CUSIP: 114259AQ7<br>LEI: 83BQ1DXS6VA5GZFK8S35 | Long             | DBT              | CORP              | US        |  27737000 | PA      | $21540885.40   | 0.02%             | 2048-03-15      | Fixed         | 4.27%                 | Yes           |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP                         | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |   1627749 | NS      | $504390582.63  | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP                         | CUSIP: 91324PDZ2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |  31449000 | PA      | $19356618.71   | 0.02%             | 2050-05-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bond                                              | CHILE                                    | CUSIP: 168863DT2<br>LEI: N/A                  | Long             | DBT              | NUSS              | CL        |  36780000 | PA      | $31368990.19   | 0.03%             | 2033-07-27      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| UAE INTERNATIONAL GOVERNMENT BOND                                                | UAE INTL BOND                            | CUSIP: 31424EAE2<br>LEI: N/A                  | Long             | DBT              | NUSS              | AE        |  13725000 | PA      | $12860202.81   | 0.01%             | 2052-07-07      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                           | CUSIP: 46647PEK8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  18000000 | PA      | $18359806.69   | 0.02%             | 2035-07-22      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| Sempra                                                                           | SEMPRA                                   | CUSIP: 816851BA6<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |  80765000 | PA      | $79344273.50   | 0.07%             | 2027-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Providence St Joseph Health Obligated Group                                      | ST JOSEPH HLTH                           | CUSIP: 743820AC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  14986000 | PA      | $15259625.06   | 0.01%             | 2033-10-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                                | EVERSOURCE ENERG                         | CUSIP: 30040WAW8<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2622816.89    | 0.00%             | 2029-02-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CA ST-BABS                               | CUSIP: 13063A7D0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  48825000 | PA      | $56367046.58   | 0.05%             | 2039-10-01      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN                         | CUSIP: 718172DA4<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        | 107792000 | PA      | $111483425.90  | 0.10%             | 2030-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Simon Property Group Inc                                                         | SIMON PROPERTY                           | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               | CORP              | US        |   1519835 | NS      | $274573391.10  | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Oglethorpe Power Corp                                                            | OGLETHORPE POWER                         | CUSIP: 677050AW6<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |   5525000 | PA      | $5323757.25    | 0.00%             | 2054-06-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AU1950                                | CUSIP: 3138X1EY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     66025 | PA      | $64643.17      | 0.00%             | 2028-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                          | CUSIP: 91282CMV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 303423300 | PA      | $304229268.14  | 0.26%             | 2027-03-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                 | DUKE ENERGY CORP                         | CUSIP: 26441CAP0<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |  44700000 | PA      | $38785472.38   | 0.03%             | 2045-12-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                          | CUSIP: 91282CKA8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 180870300 | PA      | $181817042.07  | 0.16%             | 2027-02-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Liberty Mutual Insurance Co                                                      | LIBERTY MUT INS                          | CUSIP: 53079QAC1<br>LEI: CNC20I6IOMGF7KY49D67 | Long             | DBT              | CORP              | US        |  31210000 | PA      | $32135427.55   | 0.03%             | 2026-10-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                            | CUSIP: 209111FY4<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |   1690000 | PA      | $1307078.87    | 0.00%             | 2050-04-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| City of Riverside CA                                                             | RIVERSIDE CA PENSN OB                    | CUSIP: 769036BT0<br>LEI: 549300FG48YQF1N4C302 | Long             | DBT              | MUN               | US        |   8775000 | PA      | $7417148.60    | 0.01%             | 2045-06-01      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| Providence St Joseph Health Obligated Group                                      | ST JOSEPH HLTH                           | CUSIP: 743820AG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  31285000 | PA      | $32118672.82   | 0.03%             | 2032-10-01      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                 | CROWN CASTLE INC                         | CUSIP: 22822VBF7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |  12995000 | PA      | $13163560.88   | 0.01%             | 2029-09-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                              | NEW YORK-TXBL-D-1                        | CUSIP: 64966SHN9<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |   9070000 | PA      | $8476698.65    | 0.01%             | 2054-10-01      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                      | EQUINOR ASA                              | CUSIP: 29446MAF9<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |  53605000 | PA      | $51393077.33   | 0.04%             | 2030-04-06      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                          | CUSIP: 91282CKP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 178094800 | PA      | $184175066.89  | 0.16%             | 2029-04-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Alcon Finance Corp                                                               | ALCON FINANCE CO                         | CUSIP: 01400EAD5<br>LEI: 549300CUZUI9VU7XNK42 | Long             | DBT              | CORP              | US        |   5665000 | PA      | $5249841.86    | 0.00%             | 2030-05-27      | Fixed         | 2.60%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                          | CUSIP: 91282CKT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 117991700 | PA      | $121559104.71  | 0.10%             | 2029-05-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                 | BAT CAPITAL CORP                         | CUSIP: 054989AA6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |  10115000 | PA      | $10916200.70   | 0.01%             | 2030-08-02      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                 | CROWN CASTLE INT                         | CUSIP: 22822VAL5<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   7829000 | PA      | $7787158.86    | 0.01%             | 2029-02-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | DUKE ENERGY CAR                          | CUSIP: 26442CAT1<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |  17085000 | PA      | $12804842.63   | 0.01%             | 2047-12-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Monongahela Power Co                                                             | MONONGAHELA PWR                          | CUSIP: 610202BP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4570000 | PA      | $4446785.67    | 0.00%             | 2043-12-15      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| Fortis Inc/Canada                                                                | FORTIS INC                               | CUSIP: 349553AM9<br>LEI: 549300MQYQ9Y065XPR71 | Long             | DBT              | CORP              | CA        |  28565000 | PA      | $28135138.25   | 0.02%             | 2026-10-04      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| RGA Global Funding                                                               | RGA GLOBAL                               | CUSIP: 76209PAF0<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |  39225000 | PA      | $39909542.21   | 0.03%             | 2031-12-06      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| Massachusetts School Building Authority                                          | MASSACHUSETTS ST SCH                     | CUSIP: 576000ZW6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  21350000 | PA      | $16245543.79   | 0.01%             | 2043-05-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                           | CUSIP: 61748UAF9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  15950000 | PA      | $16489447.01   | 0.01%             | 2036-01-18      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co                                                                 | ALABAMA POWER CO                         | CUSIP: 010392FS2<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |  28015000 | PA      | $23266455.26   | 0.02%             | 2048-07-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Metropolitan Life Global Funding I                                               | MET LIFE GLOB                            | CUSIP: 59217GET2<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |  53825000 | PA      | $47084658.14   | 0.04%             | 2032-01-11      | Fixed         | 2.40%                 | Yes           |                  2 | On Loan: No      |
| State of California                                                              | CA TXB-VAR PURP                          | CUSIP: 13063A5G5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  12375000 | PA      | $14839293.15   | 0.01%             | 2039-04-01      | Fixed         | 7.55%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                  | CUSIP: 55336VBX7<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |  10810000 | PA      | $10894901.06   | 0.01%             | 2034-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                           | CUSIP: 46647PAX4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  84735000 | PA      | $85370137.00   | 0.07%             | 2029-12-05      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                          | CUSIP: 91282CHF1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11316000 | PA      | $11345174.01   | 0.01%             | 2030-05-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Saudi Government International Bond                                              | SAUDI INT BOND                           | CUSIP: 80413TBH1<br>LEI: N/A                  | Long             | DBT              | NUSS              | SA        |  23848000 | PA      | $23082868.60   | 0.02%             | 2054-01-16      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| VICI Properties LP                                                               | VICI PROPERTIE                           | CUSIP: 925650AG8<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |  25062000 | PA      | $24366128.82   | 0.02%             | 2054-04-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                               | CAN IMPERIAL BK                          | CUSIP: 13607L8C0<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |  35885000 | PA      | $36581024.76   | 0.03%             | 2027-06-28      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| Shell International Finance BV                                                   | SHELL INTL FIN                           | CUSIP: 822582CK6<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |  15000000 | PA      | $10781017.39   | 0.01%             | 2041-11-26      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd                                                        | TRANSCANADA PL                           | CUSIP: 89352HAT6<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |  26481000 | PA      | $26480533.41   | 0.02%             | 2026-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Piedmont Natural Gas Co Inc                                                      | PIEDMONT NAT GAS                         | CUSIP: 720186AP0<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |   9130000 | PA      | $8024768.75    | 0.01%             | 2052-05-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | UNION PAC CORP                           | CUSIP: 907818GH5<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |   7600000 | PA      | $7475962.35    | 0.01%             | 2054-12-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Wheels Fleet Lease Funding 1 LLC                                                 | WFLF 2023-2A A                           | CUSIP: 96328GBG1<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-CBDO         | CORP              | US        |  50125649 | PA      | $50787633.04   | 0.04%             | 2038-08-18      | Fixed         | 6.46%                 | Yes           |                  2 | On Loan: No      |
| HSBC Bank USA                                                                    | HSBC TRIPARTY MTGE                       | CUSIP: N/A<br>LEI: CYYGQCGNHMHPSMRL3R97       | Long             | RA               | CORP              | US        | 165800000 | PA      | $165800000.00  | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| PG&E Wildfire Recovery Funding LLC                                               | PG&E WILDFIRE                            | CUSIP: 693342AD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  12150000 | PA      | $10592376.43   | 0.01%             | 2049-12-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Dallas Fort Worth International Airport                                          | DALLAS-FORT WORTH-A                      | CUSIP: 23503CAP2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2695000 | PA      | $2168011.08    | 0.00%             | 2051-11-01      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| CommonSpirit Health                                                              | COMMONSPIRIT                             | CUSIP: 20268JAG8<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |   4370000 | PA      | $3185974.03    | 0.00%             | 2050-10-01      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                               | META PLATFORMS                           | CUSIP: 30303M8N5<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |  30472000 | PA      | $31281605.09   | 0.03%             | 2033-05-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                             | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |   6557021 | NS      | $1949992475.19 | 1.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                           | CUSIP: 91087BBA7<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |  18655000 | PA      | $17315693.28   | 0.01%             | 2054-05-07      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                           | CUSIP: 95000U3N1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |  23800000 | PA      | $24008924.07   | 0.02%             | 2035-12-03      | Variable      | 5.21%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables 2024-D Owner Trust                                       | TAOT 2024-D A3                           | CUSIP: 89239TAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  29410000 | PA      | $29567675.83   | 0.03%             | 2029-06-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Canadian National Railway Co                                                     | CANADIAN NATL RR                         | CUSIP: 136375CZ3<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |   6870000 | PA      | $4009090.81    | 0.00%             | 2050-05-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                           | CUSIP: 46647PBM7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  19440000 | PA      | $14970215.73   | 0.01%             | 2041-04-22      | Variable      | 3.11%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                     | ENBRIDGE INC                             | CUSIP: 29250NCJ2<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |  10795000 | PA      | $11018276.10   | 0.01%             | 2030-06-20      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| American International Group Inc                                                 | AMERICAN INTERNA                         | CUSIP: 026874DS3<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |  20145000 | PA      | $20561530.91   | 0.02%             | 2033-03-27      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP PARIBAS                              | CUSIP: 05581KAF8<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |  36955000 | PA      | $37932925.53   | 0.03%             | 2029-06-12      | Variable      | 5.33%                 | Yes           |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc                                               | ANHEUSER-BUSCH                           | CUSIP: 035240AG5<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |  51856000 | PA      | $48743655.04   | 0.04%             | 2042-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | BURLINGTON NORTH                         | CUSIP: 12189LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  14790000 | PA      | $15461563.12   | 0.01%             | 2040-05-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP                         | CUSIP: 06051GMW6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   9695000 | PA      | $9959477.02    | 0.01%             | 2036-05-09      | Variable      | 5.46%                 | No            |                  2 | On Loan: No      |
| DNB Bank ASA                                                                     | DNB BANK ASA                             | CUSIP: 25601B2B0<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |  45870000 | PA      | $44034587.70   | 0.04%             | 2028-03-30      | Variable      | 1.60%                 | Yes           |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT                         | CUSIP: 161175CS1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2810000 | PA      | $2815626.36    | 0.00%             | 2035-12-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Vanguard Cmt Funds-Vanguard Market Liquidity Fund                                | Vanguard Market Liquidity Fund           | CUSIP: N/A<br>LEI: 1I6HV0TLSTR3A4XQ6L78       | Long             | STIV             | CORP              | US        |    709104 | NS      | $70903328.96   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| FirstKey Homes 2021-SFR1 Trust                                                   | FKH 2021-SFR1 A                          | CUSIP: 33767WAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  59234655 | PA      | $57592564.01   | 0.05%             | 2038-08-17      | Fixed         | 1.54%                 | Yes           |                  2 | On Loan: No      |
| Ashtead Capital Inc                                                              | ASHTEAD CAPITAL                          | CUSIP: 045054AS2<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |  32455000 | PA      | $33576420.36   | 0.03%             | 2034-04-15      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| Horizon Aircraft Finance II Ltd                                                  | HORZN 2019-1 A                           | CUSIP: 44040HAA0<br>LEI: 549300KSCDSEIWTVMM32 | Long             | ABS-CBDO         | CORP              | KY        |   3308852 | PA      | $3217726.54    | 0.00%             | 2039-07-15      | Fixed         | 3.72%                 | Yes           |                  2 | On Loan: No      |
| Extra Space Storage LP                                                           | EXTRA SPACE STOR                         | CUSIP: 30225VAK3<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |  16310000 | PA      | $17038715.78   | 0.01%             | 2030-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Prologis Targeted US Logistics Fund LP                                           | PROLOGIS TARGETE                         | CUSIP: 74350LAC8<br>LEI: 5493004DTBWUQ9F2VJ87 | Long             | DBT              | CORP              | US        |  18116000 | PA      | $18352557.41   | 0.02%             | 2035-01-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                           | CUSIP: 437076BD3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |  15605000 | PA      | $14403725.22   | 0.01%             | 2044-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Texas Natural Gas Securitization Finance Corp                                    | TX NATURAL GAS SECZ                      | CUSIP: 88258MAB1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  10694000 | PA      | $10916415.95   | 0.01%             | 2041-04-01      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| Grand Parkway Transportation Corp                                                | GRAND PARKWAY-E                          | CUSIP: 38611TAV9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5645000 | PA      | $5602425.97    | 0.00%             | 2042-10-01      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| Ameren Illinois Co                                                               | AMEREN ILLINOIS                          | CUSIP: 02361DAA8<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |  54000000 | PA      | $56865381.08   | 0.05%             | 2028-12-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS GROUP                                | CUSIP: 225401AF5<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |  15905000 | PA      | $15748258.04   | 0.01%             | 2029-01-12      | Variable      | 3.87%                 | Yes           |                  2 | On Loan: No      |
| Oncor Electric Delivery Co LLC                                                   | ONCOR ELECTRIC D                         | CUSIP: 68233JCF9<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |   4425000 | PA      | $4289768.27    | 0.00%             | 2032-06-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS GROUP                                | CUSIP: 225401AZ1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |  18965000 | PA      | $20727232.14   | 0.02%             | 2033-08-12      | Variable      | 6.54%                 | Yes           |                  2 | On Loan: No      |
| ERAC USA Finance LLC                                                             | ERAC USA FINANCE                         | CUSIP: 26884TAW2<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |  45854000 | PA      | $46287041.27   | 0.04%             | 2033-05-01      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| Brighthouse Financial Global Funding                                             | BRIGHTHS FIN GLB                         | CUSIP: 10921U2C1<br>LEI: 549300BLFX3KJ2IFOA78 | Long             | DBT              | CORP              | US        |  20210000 | PA      | $19771479.85   | 0.02%             | 2026-05-24      | Fixed         | 1.55%                 | Yes           |                  2 | On Loan: No      |
| JobsOhio Beverage System                                                         | JOBSOHIO BEVERAGE SYS                    | CUSIP: 47770VBQ2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5480000 | PA      | $4532346.34    | 0.00%             | 2038-01-01      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| Intuit Inc                                                                       | INTUIT INC                               | CUSIP: 46124HAG1<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |  35655000 | PA      | $36939094.51   | 0.03%             | 2033-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                                                       | HUMANA INC                               | CUSIP: 444859BV3<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |  17155000 | PA      | $17910800.98   | 0.02%             | 2033-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Tractor Supply Co                                                                | TRACTOR SUPPLY                           | CUSIP: 892356106<br>LEI: 549300OJ9VZHZRO6I137 | Long             | EC               | CORP              | US        |  10777561 | NS      | $665622167.36  | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                            | CUSIP: 404280EF2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |  69410000 | PA      | $70848128.52   | 0.06%             | 2028-05-17      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP                         | CUSIP: 91324PCX8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   8620000 | PA      | $6906412.53    | 0.01%             | 2047-01-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| DB Master Finance LLC                                                            | DNKN 2019-1A A2II                        | CUSIP: 233046AK7<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-CBDO         | CORP              | US        |  13390300 | PA      | $13318894.89   | 0.01%             | 2049-05-20      | Fixed         | 4.02%                 | Yes           |                  2 | On Loan: No      |
| CaixaBank SA                                                                     | CAIXABANK                                | CUSIP: 12803RAL8<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |  37050000 | PA      | $37504208.21   | 0.03%             | 2031-07-03      | Variable      | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BZ4711                                | CUSIP: 3140Q0GV8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  12790000 | PA      | $12955145.76   | 0.01%             | 2030-08-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Castlelake Aircraft Structured Trust 2019-1                                      | CLAST 2019-1A A                          | CUSIP: 14855MAA6<br>LEI: 549300MHTIBONNXM3R82 | Long             | ABS-CBDO         | CORP              | US        |   9671114 | PA      | $9310284.39    | 0.01%             | 2039-04-15      | Fixed         | 3.97%                 | Yes           |                  2 | On Loan: No      |
| International Business Machines Corp                                             | IBM CORP                                 | CUSIP: 459200KA8<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |  99238000 | PA      | $97249805.02   | 0.08%             | 2029-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                            | CUSIP: 404280AM1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |  38220000 | PA      | $40721989.61   | 0.03%             | 2042-01-14      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                               | REALTY INCOME                            | CUSIP: 756109BS2<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |  27200000 | PA      | $27662800.65   | 0.02%             | 2028-12-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co                                                      | CANADIAN PACIFIC                         | CUSIP: 13648TAE7<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |  16985000 | PA      | $15498174.85   | 0.01%             | 2045-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Northwestern Mutual Life Insurance Co/The                                        | NORTHWESTERN MUT                         | CUSIP: 668138AA8<br>LEI: 1DU7IM20QESYGDO4HO54 | Long             | DBT              | CORP              | US        |  30684000 | PA      | $23191207.50   | 0.02%             | 2047-09-30      | Fixed         | 3.85%                 | Yes           |                  2 | On Loan: No      |
| Omnis Funding Trust                                                              | OMNIS FUND TRUST                         | CUSIP: 68218WAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  46680000 | PA      | $48172127.21   | 0.04%             | 2055-05-15      | Fixed         | 6.72%                 | Yes           |                  2 | On Loan: No      |
| Columbia Pipelines Holding Co LLC                                                | COLUMBIA PIPE HC                         | CUSIP: 19828AAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4550000 | PA      | $4654129.68    | 0.00%             | 2034-01-15      | Fixed         | 5.68%                 | Yes           |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                            | CUSIP: 209111FN8<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |   9500000 | PA      | $6999999.49    | 0.01%             | 2057-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                            | CUSIP: 404280DV8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   9700000 | PA      | $10471599.78   | 0.01%             | 2034-03-09      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                              | CUSIP: 68389XAW5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |  33877000 | PA      | $28321258.19   | 0.02%             | 2044-07-08      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Abu Dhabi Developmental Holding Co PJSC                                          | ABU DHABI DEVELO                         | CUSIP: 00402D2B0<br>LEI: 254900G082ZFKTCR2Q75 | Long             | DBT              | CORP              | AE        |  59425000 | PA      | $62627524.45   | 0.05%             | 2034-05-08      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Potomac Electric Power Co                                                        | POTOMAC ELEC PWR                         | CUSIP: 737679DB3<br>LEI: 549300BXF2DWUNN57U06 | Long             | DBT              | CORP              | US        |  25000000 | PA      | $27892677.67   | 0.02%             | 2037-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                                  | DANSKE BANK A/S                          | CUSIP: 23636ABB6<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |  55460000 | PA      | $53885515.62   | 0.05%             | 2027-09-10      | Variable      | 1.55%                 | Yes           |                  2 | On Loan: No      |
| American Express Co                                                              | AMERICAN EXPRESS                         | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |   2774614 | NS      | $919174125.92  | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| Svenska Handelsbanken AB                                                         | SVENSKA HNDLSBKN                         | CUSIP: 86959LAH6<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |  62395000 | PA      | $61023152.38   | 0.05%             | 2027-06-11      | Variable      | 1.42%                 | Yes           |                  2 | On Loan: No      |
| CaixaBank SA                                                                     | CAIXABANK                                | CUSIP: 12803RAK0<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |  41295000 | PA      | $41611606.42   | 0.04%             | 2029-07-03      | Variable      | 4.63%                 | Yes           |                  2 | On Loan: No      |
| Republic Services Inc                                                            | REPUBLIC SVCS                            | CUSIP: 760759BA7<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |  29945000 | PA      | $25815789.50   | 0.02%             | 2033-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                             | CUSIP: 20030NDP3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |  13355000 | PA      | $7136533.06    | 0.01%             | 2052-08-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Aligned Data Centers Issuer LLC                                                  | ADC 2021-1A A2                           | CUSIP: 01627AAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  46825000 | PA      | $45531862.07   | 0.04%             | 2046-08-15      | Fixed         | 1.94%                 | Yes           |                  2 | On Loan: No      |
| Protective Life Global Funding                                                   | PROTECTIVE LIFE                          | CUSIP: 74368CCB8<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |  20580000 | PA      | $21378632.96   | 0.02%             | 2032-01-14      | Fixed         | 5.43%                 | Yes           |                  2 | On Loan: No      |
| Eversource Energy                                                                | EVERSOURCE ENERG                         | CUSIP: 30040WAP3<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |   5495000 | PA      | $5043733.00    | 0.00%             | 2032-03-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Synopsys Inc                                                                     | SYNOPSYS INC                             | CUSIP: 871607AD9<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |  42325000 | PA      | $43161959.23   | 0.04%             | 2032-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | ENTERPRISE PRODU                         | CUSIP: 29379VBJ1<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   7125000 | PA      | $6381381.27    | 0.01%             | 2046-05-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                          | BRISTOL-MYERS                            | CUSIP: 110122EJ3<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |  11320000 | PA      | $11211766.27   | 0.01%             | 2044-02-22      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Trustees of Princeton University/The                                             | PRINCETON UNIV                           | CUSIP: 89837LAG0<br>LEI: 549300PJZYINN64GDJ90 | Long             | DBT              | CORP              | US        |   1997000 | PA      | $1207231.19    | 0.00%             | 2050-07-01      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| Nuveen LLC                                                                       | NUVEEN LLC                               | CUSIP: 67080LAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   9655000 | PA      | $10091722.31   | 0.01%             | 2034-04-15      | Fixed         | 5.85%                 | Yes           |                  2 | On Loan: No      |
| Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc                      | ANHEUSER-BUSCH                           | CUSIP: 03522AAH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  66850000 | PA      | $65242521.78   | 0.06%             | 2036-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                   | AMAZON.COM INC                           | CUSIP: 023135CH7<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |  84875000 | PA      | $81624755.45   | 0.07%             | 2032-04-13      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Republic Services Inc                                                            | REPUBLIC SVCS                            | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               | CORP              | US        |   3027772 | NS      | $708407814.84  | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                           | CUSIP: 6174468X0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  50000000 | PA      | $43387553.71   | 0.04%             | 2032-04-28      | Variable      | 1.93%                 | No            |                  2 | On Loan: No      |
| JBS USA Holding Lux Sarl / JBS USA Foods Group Holdings Inc / JBS USA Food Co    | JBS HLD/FOOD/GRP                         | CUSIP: 472140AG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  69750000 | PA      | $68967426.58   | 0.06%             | 2056-03-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Jersey Central Power & Light Co                                                  | JERSEY CENT P&L                          | CUSIP: 476556DF9<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |  35095000 | PA      | $35156227.40   | 0.03%             | 2035-01-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| SCE Recovery Funding LLC                                                         | SCE REC FUND                             | CUSIP: 78433LAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3655000 | PA      | $2810863.52    | 0.00%             | 2040-05-15      | Fixed         | 1.94%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                            | FOUNDRY JV HOLDC                         | CUSIP: 350930AJ2<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |  28810000 | PA      | $30303475.80   | 0.03%             | 2037-01-25      | Fixed         | 6.20%                 | Yes           |                  2 | On Loan: No      |
| America Movil SAB de CV                                                          | AMERICA MOVIL SA                         | CUSIP: 02364WBH7<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |  26990000 | PA      | $26332340.34   | 0.02%             | 2029-04-22      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                             | GLENCORE FDG LLC                         | CUSIP: 378272BS6<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |  37393000 | PA      | $38536062.90   | 0.03%             | 2029-04-04      | Fixed         | 5.37%                 | Yes           |                  2 | On Loan: No      |
| Crown Castle Inc                                                                 | CROWN CASTLE INC                         | CUSIP: 22822VBE0<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |  19258000 | PA      | $20095834.17   | 0.02%             | 2034-03-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP                         | CUSIP: 38141GYN8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  14050000 | PA      | $12545859.53   | 0.01%             | 2032-10-21      | Variable      | 2.65%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                                     | ALPHABET INC-A                           | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |  16874030 | NS      | $3592649727.30 | 3.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                            | CUSIP: 209111FD0<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |   4900000 | PA      | $4223787.17    | 0.00%             | 2044-03-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                          | CUSIP: 91282CMM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  95983200 | PA      | $99278873.40   | 0.08%             | 2035-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Northwestern Mutual Global Funding                                               | NW MUTUAL GLOBAL                         | CUSIP: 66815L2S7<br>LEI: 635400LZXFVELZDVP257 | Long             | DBT              | CORP              | US        |  27865000 | PA      | $28848374.95   | 0.02%             | 2031-05-28      | Fixed         | 5.16%                 | Yes           |                  2 | On Loan: No      |
| Exelon Corp                                                                      | EXELON CO                                | CUSIP: 30161NBE0<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |  18315000 | PA      | $17012113.83   | 0.01%             | 2032-03-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                             | IBM CORP                                 | CUSIP: 459200LK5<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |  64628000 | PA      | $63451132.40   | 0.05%             | 2055-02-10      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN                         | CUSIP: 718172CW7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |  39305000 | PA      | $41350713.84   | 0.04%             | 2029-11-17      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| NNN REIT Inc                                                                     | NNN REIT                                 | CUSIP: 637417AT3<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |  16311000 | PA      | $16781973.23   | 0.01%             | 2034-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                   | BP CAP MKTS AMER                         | CUSIP: 10373QBQ2<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |  12750000 | PA      | $8166919.68    | 0.01%             | 2061-02-08      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                       | PFIZER INC                               | CUSIP: 717081ET6<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |  70335000 | PA      | $69259153.35   | 0.06%             | 2029-03-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| ACE Capital Trust II                                                             | ACE CAP TRUST II                         | CUSIP: 00440FAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  20000000 | PA      | $24087807.79   | 0.02%             | 2030-04-01      | Fixed         | 9.70%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                          | CUSIP: 842400JK0<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |  26338000 | PA      | $26138846.07   | 0.02%             | 2055-09-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                          | CUSIP: 91282CMU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 169068600 | PA      | $171393293.25  | 0.15%             | 2030-03-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| American International Group Inc                                                 | AMERICAN INTERNA                         | CUSIP: 026874DL8<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |   4675000 | PA      | $4112770.47    | 0.00%             | 2048-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP                         | CUSIP: 38141GFD1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  43995000 | PA      | $48830806.80   | 0.04%             | 2037-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                             | GLENCORE FDG LLC                         | CUSIP: 378272CA4<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |  29650000 | PA      | $30289029.88   | 0.03%             | 2035-04-01      | Fixed         | 5.67%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                           | CUSIP: 95000U2V4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |  19500000 | PA      | $19294186.80   | 0.02%             | 2028-03-24      | Variable      | 3.53%                 | No            |                  2 | On Loan: No      |
| TWDC Enterprises 18 Corp                                                         | WALT DISNEY CO                           | CUSIP: 25468PCP9<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |  26724000 | PA      | $23520616.64   | 0.02%             | 2041-08-16      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Progressive Corp/The                                                             | PROGRESSIVE CORP                         | CUSIP: 743315BB8<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |  54414000 | PA      | $55402692.40   | 0.05%             | 2033-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                           | CUSIP: 437076CD2<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |  17300000 | PA      | $12029004.76   | 0.01%             | 2050-04-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                          | NY & NJ PORT AUTH-239                    | CUSIP: 73358XJB9<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |  34900000 | PA      | $32537353.76   | 0.03%             | 2053-07-15      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| Cox Communications Inc                                                           | COX COMMUN INC                           | CUSIP: 224044CF2<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |  30000000 | PA      | $28131801.86   | 0.02%             | 2035-02-01      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                             | CUSIP: 20030NDH1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   8140000 | PA      | $6758572.81    | 0.01%             | 2040-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital SA                                                         | TOTALENERGIES                            | CUSIP: 89157XAF8<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |  38337000 | PA      | $35568000.42   | 0.03%             | 2064-09-10      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-10-28

**Name of Applicant:** VANGUARD WELLINGTON FUND

**Signature:** Ashley Grim

**Name of Signer:** Ashley Grim

**Title:** Treasurer