# EDGAR Filing Document

**Accession Number:** 0000052848
**File Stem:** 0001752724-23-016385
**Filing Date:** 2023-1
**Character Count:** 330369
**Document Hash:** 4b73c8d6887d48fb614141341c6d8a84
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-016385.hdr.sgml**: 20230127

**ACCESSION NUMBER**: 0001752724-23-016385

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20221130

**FILED AS OF DATE**: 20230127

**DATE AS OF CHANGE**: 20230127

**PERIOD START**: 20230831

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** VANGUARD WORLD FUND
- **CENTRAL INDEX KEY:** 0000052848
- **IRS NUMBER:** 046035483
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0831

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-01027
- **FILM NUMBER:** 23561723

**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 WORLD FUNDS
- **DATE OF NAME CHANGE:** 20020402

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

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** IVEST FUND INC
- **DATE OF NAME CHANGE:** 19850923

## Series and Classes Contracts Data

### Vanguard Global Wellesley Income Fund (Series ID: S000059218)

| Class ID   | Class Name      | Ticker Symbol   |
|:---|:---|:---|
| C000194068 | Admiral Shares  | VGYAX           |
| C000194069 | Investor Shares | VGWIX           |

## Nport-Ex

Vanguard<sup>®</sup> Global Wellesley<sup>®</sup> Income Fund

Schedule of Investments (unaudited)

As of November 30, 2022

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;&nbsp;Shares | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| **Common Stocks (38.4%)** | **Common Stocks (38.4%)** | **Common Stocks (38.4%)** | **Common Stocks (38.4%)** |
| **Australia (0.8%)** | **Australia (0.8%)** | **Australia (0.8%)** | **Australia (0.8%)** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Rio Tinto plc | &nbsp;&nbsp;&nbsp; 60446 | &nbsp;&nbsp;&nbsp;&nbsp;4069 |
| **Canada (2.9%)** | **Canada (2.9%)** | **Canada (2.9%)** | **Canada (2.9%)** |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Bank of Nova Scotia | &nbsp;&nbsp;&nbsp; 81855 | &nbsp;&nbsp;&nbsp;&nbsp;4271 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Royal Bank of Canada | &nbsp;&nbsp;&nbsp; 39561 | &nbsp;&nbsp;&nbsp;&nbsp;3934 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TC Energy Corp. | &nbsp;&nbsp;&nbsp; 82166 | &nbsp;&nbsp;&nbsp;&nbsp;3640 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Enbridge Inc. | &nbsp;&nbsp;&nbsp; 82398 | &nbsp;&nbsp;&nbsp;&nbsp;3403 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**15248** |
| **China (0.8%)** | **China (0.8%)** | **China (0.8%)** | **China (0.8%)** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ENN Energy Holdings Ltd. | &nbsp;&nbsp;&nbsp;277700 | &nbsp;&nbsp;&nbsp;&nbsp;3935 |
| **France (3.8%)** | **France (3.8%)** | **France (3.8%)** | **France (3.8%)** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TotalEnergies SE | &nbsp;&nbsp;&nbsp;112814 | &nbsp;&nbsp;&nbsp;&nbsp;7051 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AXA SA | &nbsp;&nbsp;&nbsp;188083 | &nbsp;&nbsp;&nbsp;&nbsp;5317 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bureau Veritas SA | &nbsp;&nbsp;&nbsp;145324 | &nbsp;&nbsp;&nbsp;&nbsp;3811 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Vinci SA | &nbsp;&nbsp;&nbsp;&nbsp;33446 | &nbsp;&nbsp;&nbsp;&nbsp;3377 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**19556** |
| **Greece (0.4%)** | **Greece (0.4%)** | **Greece (0.4%)** | **Greece (0.4%)** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hellenic Telecommunications Organization SA | &nbsp;&nbsp;&nbsp;136848 | &nbsp;&nbsp;&nbsp;&nbsp;2117 |
| **Hong Kong (1.3%)** | **Hong Kong (1.3%)** | **Hong Kong (1.3%)** | **Hong Kong (1.3%)** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AIA Group Ltd. | &nbsp;&nbsp;&nbsp;463600 | &nbsp;&nbsp;&nbsp;&nbsp;4708 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Sands China Ltd. | &nbsp;&nbsp;&nbsp;655200 | &nbsp;&nbsp;&nbsp;&nbsp;1791 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**6499** |
| **Italy (0.7%)** | **Italy (0.7%)** | **Italy (0.7%)** | **Italy (0.7%)** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FinecoBank Banca Fineco SpA | &nbsp;&nbsp;&nbsp;237948 | &nbsp;&nbsp;&nbsp;&nbsp;3865 |
| **Japan (2.3%)** | **Japan (2.3%)** | **Japan (2.3%)** | **Japan (2.3%)** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tokio Marine Holdings Inc. | &nbsp;&nbsp;&nbsp;170000 | &nbsp;&nbsp;&nbsp;&nbsp;3507 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;&nbsp;582900 | &nbsp;&nbsp;&nbsp;&nbsp;3179 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Isuzu Motors Ltd. | &nbsp;&nbsp;&nbsp;206600 | &nbsp;&nbsp;&nbsp;&nbsp;2707 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;KDDI Corp. | &nbsp;&nbsp;&nbsp;&nbsp;85600 | &nbsp;&nbsp;&nbsp;&nbsp;2546 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**11939** |
| **Netherlands (0.4%)** | **Netherlands (0.4%)** | **Netherlands (0.4%)** | **Netherlands (0.4%)** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Koninklijke KPN NV | &nbsp;&nbsp;&nbsp;748559 | &nbsp;&nbsp;&nbsp;&nbsp;2303 |
| **Norway (0.6%)** | **Norway (0.6%)** | **Norway (0.6%)** | **Norway (0.6%)** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;DNB Bank ASA | &nbsp;&nbsp;&nbsp;167203 | &nbsp;&nbsp;&nbsp;&nbsp;3265 |
| **Spain (1.2%)** | **Spain (1.2%)** | **Spain (1.2%)** | **Spain (1.2%)** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Industria de Diseno Textil SA | &nbsp;&nbsp;&nbsp;139547 | &nbsp;&nbsp;&nbsp;&nbsp;3643 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Iberdrola SA | &nbsp;&nbsp;&nbsp;243374 | &nbsp;&nbsp;&nbsp;&nbsp;2749 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**6392** |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | &nbsp;&nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Market<br> Value<br> ($000)** |
| **Switzerland (2.2%)** | **Switzerland (2.2%)** | **Switzerland (2.2%)** | **Switzerland (2.2%)** | **Switzerland (2.2%)** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Novartis AG (Registered) | &nbsp;&nbsp;&nbsp;&nbsp;Novartis AG (Registered) | &nbsp;&nbsp;&nbsp; 53296 | &nbsp;&nbsp;&nbsp;&nbsp;4741 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;UBS Group AG (Registered) | &nbsp;&nbsp;&nbsp;&nbsp;UBS Group AG (Registered) | &nbsp;&nbsp;&nbsp;213492 | &nbsp;&nbsp;&nbsp;&nbsp;3939 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nestle SA (Registered) | &nbsp;&nbsp;&nbsp;&nbsp;Nestle SA (Registered) | &nbsp;&nbsp;&nbsp; 23723 | &nbsp;&nbsp;&nbsp;&nbsp;2824 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**11504** |
| **Taiwan (0.6%)** | **Taiwan (0.6%)** | **Taiwan (0.6%)** | **Taiwan (0.6%)** | **Taiwan (0.6%)** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Taiwan Semiconductor Manufacturing Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;Taiwan Semiconductor Manufacturing Co. Ltd. | &nbsp;&nbsp;&nbsp;190000 | &nbsp;&nbsp;&nbsp;&nbsp;3051 |
| **United Kingdom (3.9%)** | **United Kingdom (3.9%)** | **United Kingdom (3.9%)** | **United Kingdom (3.9%)** | **United Kingdom (3.9%)** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AstraZeneca plc | &nbsp;&nbsp;&nbsp;&nbsp;AstraZeneca plc | &nbsp;&nbsp;&nbsp; 42107 | &nbsp;&nbsp;&nbsp;&nbsp;5699 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;BAE Systems plc | &nbsp;&nbsp;&nbsp;&nbsp;BAE Systems plc | &nbsp;&nbsp;&nbsp;442279 | &nbsp;&nbsp;&nbsp;&nbsp;4380 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;National Grid plc | &nbsp;&nbsp;&nbsp;&nbsp;National Grid plc | &nbsp;&nbsp;&nbsp;313476 | &nbsp;&nbsp;&nbsp;&nbsp;3856 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;HSBC Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp;HSBC Holdings plc | &nbsp;&nbsp;&nbsp;570233 | &nbsp;&nbsp;&nbsp;&nbsp;3494 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;WPP plc | &nbsp;&nbsp;&nbsp;&nbsp;WPP plc | &nbsp;&nbsp;&nbsp;278031 | &nbsp;&nbsp;&nbsp;&nbsp;2922 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**20351** |
| **United States (16.5%)** | **United States (16.5%)** | **United States (16.5%)** | **United States (16.5%)** | **United States (16.5%)** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Merck & Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;Merck & Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;54550 | &nbsp;&nbsp;&nbsp;&nbsp;6007 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pfizer Inc. | &nbsp;&nbsp;&nbsp;&nbsp;Pfizer Inc. | &nbsp;&nbsp;&nbsp;117190 | &nbsp;&nbsp;&nbsp;&nbsp;5875 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Philip Morris International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;Philip Morris International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;56612 | &nbsp;&nbsp;&nbsp;&nbsp;5643 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;131001 | &nbsp;&nbsp;&nbsp;&nbsp;4958 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Johnson & Johnson | &nbsp;&nbsp;&nbsp;&nbsp;Johnson & Johnson | &nbsp;&nbsp;&nbsp;&nbsp;25017 | &nbsp;&nbsp;&nbsp;&nbsp;4453 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cisco Systems Inc. | &nbsp;&nbsp;&nbsp;&nbsp;Cisco Systems Inc. | &nbsp;&nbsp;&nbsp;&nbsp;89229 | &nbsp;&nbsp;&nbsp;&nbsp;4437 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Elevance Health Inc. | &nbsp;&nbsp;&nbsp;&nbsp;Elevance Health Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8311 | &nbsp;&nbsp;&nbsp;&nbsp;4429 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TJX Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;TJX Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;53150 | &nbsp;&nbsp;&nbsp;&nbsp;4255 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Johnson Controls International plc | &nbsp;&nbsp;&nbsp;&nbsp;Johnson Controls International plc | &nbsp;&nbsp;&nbsp;&nbsp;60014 | &nbsp;&nbsp;&nbsp;&nbsp;3987 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lockheed Martin Corp. | &nbsp;&nbsp;&nbsp;&nbsp;Lockheed Martin Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8177 | &nbsp;&nbsp;&nbsp;&nbsp;3967 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ares Management Corp. Class A | &nbsp;&nbsp;&nbsp;&nbsp;Ares Management Corp. Class A | &nbsp;&nbsp;&nbsp;&nbsp;49315 | &nbsp;&nbsp;&nbsp;&nbsp;3866 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Texas Instruments Inc. | &nbsp;&nbsp;&nbsp;&nbsp;Texas Instruments Inc. | &nbsp;&nbsp;&nbsp;&nbsp;21269 | &nbsp;&nbsp;&nbsp;&nbsp;3838 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FMC Corp. | &nbsp;&nbsp;&nbsp;&nbsp;FMC Corp. | &nbsp;&nbsp;&nbsp;&nbsp;28905 | &nbsp;&nbsp;&nbsp;&nbsp;3776 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Exelon Corp. | &nbsp;&nbsp;&nbsp;&nbsp;Exelon Corp. | &nbsp;&nbsp;&nbsp;&nbsp;81463 | &nbsp;&nbsp;&nbsp;&nbsp;3370 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;QUALCOMM Inc. | &nbsp;&nbsp;&nbsp;&nbsp;QUALCOMM Inc. | &nbsp;&nbsp;&nbsp;&nbsp;26137 | &nbsp;&nbsp;&nbsp;&nbsp;3306 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Duke Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;Duke Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;31437 | &nbsp;&nbsp;&nbsp;&nbsp;3142 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Microsoft Corp. | &nbsp;&nbsp;&nbsp;&nbsp;Microsoft Corp. | &nbsp;&nbsp;&nbsp;&nbsp;11898 | &nbsp;&nbsp;&nbsp;&nbsp;3036 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Comcast Corp. Class A | &nbsp;&nbsp;&nbsp;&nbsp;Comcast Corp. Class A | &nbsp;&nbsp;&nbsp;&nbsp;80196 | &nbsp;&nbsp;&nbsp;&nbsp;2938 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kellogg Co. | &nbsp;&nbsp;&nbsp;&nbsp;Kellogg Co. | &nbsp;&nbsp;&nbsp;&nbsp;38738 | &nbsp;&nbsp;&nbsp;&nbsp;2826 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Edison International | &nbsp;&nbsp;&nbsp;&nbsp;Edison International | &nbsp;&nbsp;&nbsp;&nbsp;41006 | &nbsp;&nbsp;&nbsp;&nbsp;2734 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Progressive Corp. | &nbsp;&nbsp;&nbsp;&nbsp;Progressive Corp. | &nbsp;&nbsp;&nbsp;&nbsp;20509 | &nbsp;&nbsp;&nbsp;&nbsp;2710 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Home Depot Inc. | &nbsp;&nbsp;&nbsp;&nbsp;Home Depot Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7588 | &nbsp;&nbsp;&nbsp;&nbsp;2458 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**86011** |
| **Total Common Stocks (Cost $162,606)** | **Total Common Stocks (Cost $162,606)** | **Total Common Stocks (Cost $162,606)** | **Total Common Stocks (Cost $162,606)** | **200105** |
|  | Coupon | Maturity<br> Date | &nbsp;&nbsp;&nbsp;Face<br> Amount<br> ($000) |  |
| **U.S. Government and Agency Obligations (13.9%)** | **U.S. Government and Agency Obligations (13.9%)** | **U.S. Government and Agency Obligations (13.9%)** | **U.S. Government and Agency Obligations (13.9%)** | **U.S. Government and Agency Obligations (13.9%)** |
| <sup>2,3</sup> | 2.000% | 9/25/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38 |
| <sup>2,3</sup> | 2.500% | 5/25/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;244 |
| <sup>2,3</sup> | 3.000% | 2/25/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65 |
| <sup>2,3</sup> | 3.500% | 6/25/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95 |
| <sup>2,3</sup> | 1.750% | 9/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;681 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;618 |
| <sup>2,3</sup> | 2.000% | 7/25/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;712 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;630 |
| <sup>2,3</sup> | 3.500% | 11/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13 |
| <sup>2,3</sup> | 4.000% | 12/15/39–9/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;999 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;971 |
| <sup>2,4</sup> | 2.000% | 12/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;658 |
| <sup>2,4</sup> | 2.500% | 12/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;1225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1073 |
| <sup>2,4</sup> | 3.000% | 12/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;1175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1059 |

---

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---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | &nbsp;&nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Ginnie Mae II Pool | 4.000% | 12/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;850 | &nbsp;&nbsp;&nbsp; 811 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Ginnie Mae REMICS | 2.750% | 9/20/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82 | &nbsp;&nbsp;&nbsp; 78 |
| <sup>2,3,4</sup> | &nbsp;&nbsp;&nbsp;&nbsp;UMBS Pool | 2.000% | 4/01/41–12/25/52 | &nbsp;&nbsp;&nbsp;&nbsp;5704 | &nbsp;&nbsp;&nbsp; 4769 |
| <sup>2,3,4</sup> | &nbsp;&nbsp;&nbsp;&nbsp;UMBS Pool | 2.500% | 5/01/51–1/25/53 | &nbsp;&nbsp;&nbsp;&nbsp;4759 | &nbsp;&nbsp;&nbsp; 4110 |
| <sup>2,3,4</sup> | &nbsp;&nbsp;&nbsp;&nbsp;UMBS Pool | 3.000% | 10/01/51–12/25/52 | &nbsp;&nbsp;&nbsp;&nbsp;5134 | &nbsp;&nbsp;&nbsp; 4559 |
| <sup>2,3,4</sup> | &nbsp;&nbsp;&nbsp;&nbsp;UMBS Pool | 3.500% | 7/01/51–12/25/52 | &nbsp;&nbsp;&nbsp;&nbsp;4084 | &nbsp;&nbsp;&nbsp; 3754 |
| <sup>2,3,4</sup> | &nbsp;&nbsp;&nbsp;&nbsp;UMBS Pool | 4.000% | 12/25/52 | &nbsp;&nbsp;&nbsp;&nbsp;2675 | &nbsp;&nbsp;&nbsp; 2531 |
| <sup>2,3,4</sup> | &nbsp;&nbsp;&nbsp;&nbsp;UMBS Pool | 4.500% | 12/25/52–1/25/53 | &nbsp;&nbsp;&nbsp;&nbsp;6960 | &nbsp;&nbsp;&nbsp; 6775 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 1.125% | 10/31/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;145 | &nbsp;&nbsp;&nbsp; 130 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 1.250% | 11/30/26–12/31/26 | 11412 | &nbsp;&nbsp;&nbsp; 10271 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 1.750% | 8/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;670 | &nbsp;&nbsp;&nbsp; 467 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 1.875% | 2/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 | &nbsp;&nbsp;&nbsp; 40 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 2.000% | 11/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;6405 | &nbsp;&nbsp;&nbsp; 4664 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 2.375% | 2/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;1850 | &nbsp;&nbsp;&nbsp; 1439 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 2.625% | 5/31/27–7/31/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;280 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;261 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 2.750% | 5/31/29–8/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;1502 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1391 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 2.875% | 5/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;1745 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1450 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 3.000% | 8/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;3882 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3323 |
| <sup>5,6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 3.125% | 8/31/27 | &nbsp;&nbsp;&nbsp;&nbsp;4240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4111 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 3.250% | 6/30/27–5/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;1605 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1551 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 3.375% | 8/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;4110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3760 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 4.000% | 10/31/29–11/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;1094 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1121 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 4.125% | 9/30/27–11/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;5431 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5535 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 4.250% | 9/30/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8 |
| **Total U.S. Government and Agency Obligations (Cost $76,350)** | **Total U.S. Government and Agency Obligations (Cost $76,350)** | **Total U.S. Government and Agency Obligations (Cost $76,350)** | **Total U.S. Government and Agency Obligations (Cost $76,350)** | **Total U.S. Government and Agency Obligations (Cost $76,350)** | &nbsp;&nbsp;**72373** |
| **Asset-Backed/Commercial Mortgage-Backed Securities (1.3%)** | **Asset-Backed/Commercial Mortgage-Backed Securities (1.3%)** | **Asset-Backed/Commercial Mortgage-Backed Securities (1.3%)** | **Asset-Backed/Commercial Mortgage-Backed Securities (1.3%)** | **Asset-Backed/Commercial Mortgage-Backed Securities (1.3%)** | **Asset-Backed/Commercial Mortgage-Backed Securities (1.3%)** |
| **Bermuda (0.0%)** | **Bermuda (0.0%)** | **Bermuda (0.0%)** | **Bermuda (0.0%)** | **Bermuda (0.0%)** | **Bermuda (0.0%)** |
| <sup>2,7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Start II Ltd. Series 2019-1 | 4.089% | 3/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;123 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;104 |
| **United States (1.3%)** | **United States (1.3%)** | **United States (1.3%)** | **United States (1.3%)** | **United States (1.3%)** | **United States (1.3%)** |
| <sup>2,7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Aligned Data Centers Issuer LLC Series 2021-1A | 1.937% | 8/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;740 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;620 |
| <sup>2,7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Angel Oak Mortgage Trust I LLC Series 2018-3 | 3.649% | 9/25/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4 |
| <sup>2,7,8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;BX Trust Series 2021-ARIA, 1M USD LIBOR + 1.297% | 5.172% | 10/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;770 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;716 |
| <sup>2,7,8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;BX Trust Series 2021-LGCY, 1M USD LIBOR + 0.506% | 4.381% | 10/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;1750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1655 |
| <sup>2,7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Castlelake Aircraft Structured Trust Series 2019-1A | 3.967% | 4/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;155 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;131 |
| <sup>2,7,8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Connecticut Avenue Securities Trust Series 2021-R01, SOFR30A + 1.550% | 5.071% | 10/25/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;145 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;139 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Fannie Mae-Aces Series 2021-M2S | 2.386% | 10/25/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;364 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;287 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Ford Credit Auto Lease Trust Series 2021-A | 0.780% | 9/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;174 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass-Through Certificates Series K142 | 2.400% | 3/25/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;820 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;692 |
| <sup>2,3,7,8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Freddie Mac STACR REMICS Trust Series 2020-DNA5, SOFR30A + 2.800% | 6.321% | 10/25/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;227 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;227 |
| <sup>2,7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Home Partners of America Trust Series 2021-2 | 2.302% | 12/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;691 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;582 |
| <sup>2,7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;New Economy Assets Phase 1 Sponsor LLC Series 2021-1 | 2.410% | 10/20/61 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;245 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;202 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Seasoned Credit Risk Transfer Trust Series 2019-3 | 3.500% | 10/25/58 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;167 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;161 |
| <sup>2,7,8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;SREIT Trust Series 2021-MFP, 1M USD LIBOR + 1.080% | 4.955% | 11/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;829 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | &nbsp;&nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| <sup>2,7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Towd Point Mortgage Trust Series 2018-1 | 3.000% | 1/25/58 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81 | &nbsp;&nbsp;&nbsp; 78 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**6497** |
| **Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $7,257)** | **Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $7,257)** | **Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $7,257)** | **Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $7,257)** | **Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $7,257)** | &nbsp;&nbsp;&nbsp;&nbsp;**6601** |
| **Corporate Bonds (36.9%)** | **Corporate Bonds (36.9%)** | **Corporate Bonds (36.9%)** | **Corporate Bonds (36.9%)** | **Corporate Bonds (36.9%)** | **Corporate Bonds (36.9%)** |
| **Australia (0.1%)** | **Australia (0.1%)** | **Australia (0.1%)** | **Australia (0.1%)** | **Australia (0.1%)** | **Australia (0.1%)** |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;CSL Finance plc | 4.250% | 4/27/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;650 | &nbsp;&nbsp;&nbsp; 618 |
| **Austria (0.1%)** | **Austria (0.1%)** | **Austria (0.1%)** | **Austria (0.1%)** | **Austria (0.1%)** | **Austria (0.1%)** |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;JAB Holdings BV | 2.200% | 11/23/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;260 | &nbsp;&nbsp;&nbsp; 197 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;JAB Holdings BV | 3.750% | 5/28/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp; 295 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;JAB Holdings BV | 4.500% | 4/8/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;445 | &nbsp;&nbsp;&nbsp; 301 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**793** |
| **Belgium (0.4%)** | **Belgium (0.4%)** | **Belgium (0.4%)** | **Belgium (0.4%)** | **Belgium (0.4%)** | **Belgium (0.4%)** |
| <sup>2,9</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Anheuser-Busch InBev SA/NV | 1.650% | 3/28/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;355 | &nbsp;&nbsp;&nbsp; 327 |
| <sup>2,9</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Anheuser-Busch InBev SA/NV | 2.750% | 3/17/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;725 | &nbsp;&nbsp;&nbsp; 693 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Anheuser-Busch InBev Worldwide Inc. | 4.500% | 6/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;1050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;952 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**1972** |
| **Canada (0.4%)** | **Canada (0.4%)** | **Canada (0.4%)** | **Canada (0.4%)** | **Canada (0.4%)** | **Canada (0.4%)** |
| <sup>10</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Bank of Montreal | 2.850% | 3/6/24 | &nbsp;&nbsp;&nbsp;&nbsp;1890 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1367 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fortis Inc. | 3.055% | 10/4/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;583 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**1950** |
| **Denmark (0.6%)** | **Denmark (0.6%)** | **Denmark (0.6%)** | **Denmark (0.6%)** | **Denmark (0.6%)** | **Denmark (0.6%)** |
| <sup>9</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Danske Bank A/S | 0.500% | 8/27/25 | &nbsp;&nbsp;&nbsp;&nbsp;1650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1611 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Danske Bank A/S | 1.621% | 9/11/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;761 |
| <sup>2,11</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Danske Bank A/S | 2.250% | 1/14/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;560 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;577 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**2949** |
| **France (2.2%)** | **France (2.2%)** | **France (2.2%)** | **France (2.2%)** | **France (2.2%)** | **France (2.2%)** |
| <sup>2,9</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Airbus SE | 2.375% | 6/9/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;86 |
| <sup>2,9</sup> | &nbsp;&nbsp;&nbsp;&nbsp;APRR SA | 1.500% | 1/25/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93 |
| <sup>2,9</sup> | &nbsp;&nbsp;&nbsp;&nbsp;APRR SA | 1.625% | 1/13/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91 |
| <sup>2,9</sup> | &nbsp;&nbsp;&nbsp;&nbsp;AXA SA | 5.125% | 7/4/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;786 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;BNP Paribas SA | 2.819% | 11/19/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;360 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;339 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;BNP Paribas SA | 2.219% | 6/9/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;770 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;707 |
| <sup>2,9</sup> | &nbsp;&nbsp;&nbsp;&nbsp;BNP Paribas SA | 0.125% | 9/4/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;366 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;BNP Paribas SA | 2.591% | 1/20/28 | &nbsp;&nbsp;&nbsp;&nbsp;1145 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1004 |
| <sup>9</sup> | &nbsp;&nbsp;&nbsp;&nbsp;BNP Paribas SA | 0.500% | 9/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;789 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;BNP Paribas SA | 2.159% | 9/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;935 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;762 |
| <sup>2,9</sup> | &nbsp;&nbsp;&nbsp;&nbsp;BNP Paribas SA | 1.125% | 1/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;354 |
| <sup>2,9</sup> | &nbsp;&nbsp;&nbsp;&nbsp;BPCE SA | 1.125% | 1/18/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;936 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;BPCE SA | 3.250% | 1/11/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;451 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;BPCE SA | 2.277% | 1/20/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;760 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;568 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Danone SA | 2.947% | 11/2/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;285 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;266 |
| <sup>2,9</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Orange SA | 1.000% | 5/12/25 | &nbsp;&nbsp;&nbsp;&nbsp;1200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1194 |
| <sup>2,9</sup> | &nbsp;&nbsp;&nbsp;&nbsp;RCI Banque SA | 1.375% | 3/8/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;584 |
| <sup>2,9</sup> | &nbsp;&nbsp;&nbsp;&nbsp;RCI Banque SA | 1.625% | 4/11/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;305 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;302 |
| <sup>9</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Societe Generale SFH SA | 0.750% | 1/29/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;767 |
| <sup>2,9</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Suez SACA | 2.875% | 5/24/34 | &nbsp;&nbsp;&nbsp;&nbsp;1100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1014 |
| <sup>2,9</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Veolia Environnement SA | 0.800% | 1/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;330 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**11789** |
| **Germany (1.2%)** | **Germany (1.2%)** | **Germany (1.2%)** | **Germany (1.2%)** | **Germany (1.2%)** | **Germany (1.2%)** |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Bayer US Finance II LLC | 4.250% | 12/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;660 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;640 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Bayer US Finance LLC | 3.375% | 10/8/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;765 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;740 |
| <sup>2,9</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Deutsche Bank AG | 1.875% | 2/23/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;641 |
| <sup>2,9</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Volkswagen Financial Services AG | 0.125% | 2/12/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;780 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | &nbsp;&nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Volkswagen Group of America Finance LLC | 3.350% | 5/13/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp; 192 |
| <sup>2,9</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Volkswagen Leasing GmbH | 2.625% | 1/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;525 | &nbsp;&nbsp;&nbsp; 543 |
| <sup>2,9</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Volkswagen Leasing GmbH | 1.375% | 1/20/25 | &nbsp;&nbsp;&nbsp;&nbsp;1825 | &nbsp;&nbsp;&nbsp; 1811 |
| <sup>9</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Wintershall Dea Finance BV | 1.823% | 9/25/31 | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp; 805 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**6152** |
| **Ireland (0.4%)** | **Ireland (0.4%)** | **Ireland (0.4%)** | **Ireland (0.4%)** | **Ireland (0.4%)** | **Ireland (0.4%)** |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Avolon Holdings Funding Ltd. | 2.125% | 2/21/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;178 | &nbsp;&nbsp;&nbsp; 152 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Avolon Holdings Funding Ltd. | 2.528% | 11/18/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;891 | &nbsp;&nbsp;&nbsp; 717 |
| <sup>9</sup> | &nbsp;&nbsp;&nbsp;&nbsp;CRH Finance DAC | 3.125% | 4/3/23 | &nbsp;&nbsp;&nbsp;&nbsp;1177 | &nbsp;&nbsp;&nbsp; 1227 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**2096** |
| **Italy (0.1%)** | **Italy (0.1%)** | **Italy (0.1%)** | **Italy (0.1%)** | **Italy (0.1%)** | **Italy (0.1%)** |
| <sup>2,9</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Hera SpA | 1.000% | 4/25/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;530 | &nbsp;&nbsp;&nbsp; 403 |
| **Japan (0.5%)** | **Japan (0.5%)** | **Japan (0.5%)** | **Japan (0.5%)** | **Japan (0.5%)** | **Japan (0.5%)** |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;NTT Finance Corp. | 1.162% | 4/3/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp; 622 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;NTT Finance Corp. | 2.065% | 4/3/31 | &nbsp;&nbsp;&nbsp;&nbsp;2395 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1945 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**2567** |
| **Kuwait (0.3%)** | **Kuwait (0.3%)** | **Kuwait (0.3%)** | **Kuwait (0.3%)** | **Kuwait (0.3%)** | **Kuwait (0.3%)** |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;NBK SPC Ltd. | 1.625% | 9/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;1750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1534 |
| **Netherlands (0.8%)** | **Netherlands (0.8%)** | **Netherlands (0.8%)** | **Netherlands (0.8%)** | **Netherlands (0.8%)** | **Netherlands (0.8%)** |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Cooperatieve Rabobank UA | 1.106% | 2/24/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;530 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;459 |
| <sup>2,11</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Cooperatieve Rabobank UA | 4.625% | 5/23/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;111 |
| <sup>2,9</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Cooperatieve Rabobank UA | 0.010% | 7/2/30 | &nbsp;&nbsp;&nbsp;&nbsp;1100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;936 |
| <sup>9</sup> | &nbsp;&nbsp;&nbsp;&nbsp;ING Groep NV | 0.250% | 2/18/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;509 |
| <sup>9</sup> | &nbsp;&nbsp;&nbsp;&nbsp;ING Groep NV | 0.250% | 2/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1229 |
| <sup>2,9</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Koninklijke KPN NV | 0.875% | 11/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;392 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shell International Finance BV | 4.000% | 5/10/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;232 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shell International Finance BV | 3.000% | 11/26/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;340 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;240 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**4108** |
| **Norway (0.8%)** | **Norway (0.8%)** | **Norway (0.8%)** | **Norway (0.8%)** | **Norway (0.8%)** | **Norway (0.8%)** |
| <sup>2,9</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Aker BP ASA | 1.125% | 5/12/29 | &nbsp;&nbsp;&nbsp;&nbsp;1090 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;937 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Aker BP ASA | 3.750% | 1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;2155 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1912 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Aker BP ASA | 4.000% | 1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;645 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Var Energi ASA | 8.000% | 11/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;950 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**4444** |
| **Portugal (0.2%)** | **Portugal (0.2%)** | **Portugal (0.2%)** | **Portugal (0.2%)** | **Portugal (0.2%)** | **Portugal (0.2%)** |
| <sup>2,9</sup> | &nbsp;&nbsp;&nbsp;&nbsp;EDP Finance BV | 1.875% | 9/21/29 | &nbsp;&nbsp;&nbsp;&nbsp;1100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1041 |
| **Saudi Arabia (0.2%)** | **Saudi Arabia (0.2%)** | **Saudi Arabia (0.2%)** | **Saudi Arabia (0.2%)** | **Saudi Arabia (0.2%)** | **Saudi Arabia (0.2%)** |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;EIG Pearl Holdings Sarl | 3.545% | 8/31/36 | &nbsp;&nbsp;&nbsp;&nbsp;1105 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;922 |
| **South Korea (0.0%)** | **South Korea (0.0%)** | **South Korea (0.0%)** | **South Korea (0.0%)** | **South Korea (0.0%)** | **South Korea (0.0%)** |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;SK Telecom Co. Ltd. | 3.750% | 4/16/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;199 |
| **Spain (0.1%)** | **Spain (0.1%)** | **Spain (0.1%)** | **Spain (0.1%)** | **Spain (0.1%)** | **Spain (0.1%)** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Telefonica Emisiones SA | 4.665% | 3/6/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;845 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;683 |
| **Sweden (0.2%)** | **Sweden (0.2%)** | **Sweden (0.2%)** | **Sweden (0.2%)** | **Sweden (0.2%)** | **Sweden (0.2%)** |
| <sup>2,9</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Volvo Treasury AB | 2.000% | 8/19/27 | &nbsp;&nbsp;&nbsp;&nbsp;1125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1105 |
| **Switzerland (0.9%)** | **Switzerland (0.9%)** | **Switzerland (0.9%)** | **Switzerland (0.9%)** | **Switzerland (0.9%)** | **Switzerland (0.9%)** |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Alcon Finance Corp. | 3.000% | 9/23/29 | &nbsp;&nbsp;&nbsp;&nbsp;2965 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2598 |
| <sup>2,9</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Credit Suisse Group AG | 1.250% | 7/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;564 |
| <sup>9</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Credit Suisse Group AG | 2.875% | 4/2/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;340 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;253 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Credit Suisse Group AG | 3.091% | 5/14/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;689 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;468 |
| <sup>9</sup> | &nbsp;&nbsp;&nbsp;&nbsp;UBS Group AG | 0.250% | 2/24/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;818 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**4701** |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | &nbsp;&nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| **United Arab Emirates (0.6%)** | **United Arab Emirates (0.6%)** | **United Arab Emirates (0.6%)** | **United Arab Emirates (0.6%)** | **United Arab Emirates (0.6%)** | **United Arab Emirates (0.6%)** |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;DAE Funding LLC | 1.550% | 8/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;1125 | &nbsp;&nbsp;&nbsp; 1047 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Galaxy Pipeline Assets Bidco Ltd. | 2.160% | 3/31/34 | &nbsp;&nbsp;&nbsp;&nbsp;2423 | &nbsp;&nbsp;&nbsp; 2048 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**3095** |
| **United Kingdom (3.5%)** | **United Kingdom (3.5%)** | **United Kingdom (3.5%)** | **United Kingdom (3.5%)** | **United Kingdom (3.5%)** | **United Kingdom (3.5%)** |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Ashtead Capital Inc. | 5.500% | 8/11/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp; 288 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AstraZeneca plc | 4.000% | 1/17/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;720 | &nbsp;&nbsp;&nbsp; 700 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Barclays plc | 4.338% | 5/16/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;772 | &nbsp;&nbsp;&nbsp; 765 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Barclays plc | 2.894% | 11/24/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;760 | &nbsp;&nbsp;&nbsp; 582 |
| <sup>2,9</sup> | &nbsp;&nbsp;&nbsp;&nbsp;BP Capital Markets BV | 0.933% | 12/4/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;680 | &nbsp;&nbsp;&nbsp; 473 |
| <sup>2,10</sup> | &nbsp;&nbsp;&nbsp;&nbsp;BP Capital Markets plc | 3.470% | 5/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;1325 | &nbsp;&nbsp;&nbsp; 959 |
| <sup>9</sup> | &nbsp;&nbsp;&nbsp;&nbsp;BP Capital Markets plc | 1.104% | 11/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;525 | &nbsp;&nbsp;&nbsp; 424 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;CK Hutchison International 17 II Ltd. | 2.750% | 3/29/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;975 | &nbsp;&nbsp;&nbsp; 968 |
| <sup>2,9</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Diageo Finance plc | 2.500% | 3/27/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;885 | &nbsp;&nbsp;&nbsp; 886 |
| <sup>2,11</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Heathrow Funding Ltd. | 2.750% | 10/13/29 | &nbsp;&nbsp;&nbsp;&nbsp;1350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1366 |
| <sup>2,11</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Heathrow Funding Ltd. | 2.750% | 8/9/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;264 |
| <sup>2,11</sup> | &nbsp;&nbsp;&nbsp;&nbsp;HSBC Holdings plc | 2.256% | 11/13/26 | &nbsp;&nbsp;&nbsp;&nbsp;1725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1872 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;HSBC Holdings plc | 1.589% | 5/24/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;420 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;360 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;HSBC Holdings plc | 7.390% | 11/3/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;454 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;476 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;HSBC Holdings plc | 2.206% | 8/17/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;770 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;622 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;HSBC Holdings plc | 2.804% | 5/24/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;210 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;163 |
| <sup>2,11</sup> | &nbsp;&nbsp;&nbsp;&nbsp;National Grid Electricity Transmission plc | 2.000% | 9/16/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;635 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;503 |
| <sup>2,11</sup> | &nbsp;&nbsp;&nbsp;&nbsp;National Grid Electricity Transmission plc | 2.000% | 4/17/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;480 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;369 |
| <sup>2,9</sup> | &nbsp;&nbsp;&nbsp;&nbsp;National Grid plc | 0.250% | 9/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;585 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;503 |
| <sup>2,9</sup> | &nbsp;&nbsp;&nbsp;&nbsp;NatWest Group plc | 1.750% | 3/2/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;970 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;951 |
| <sup>11</sup> | &nbsp;&nbsp;&nbsp;&nbsp;NatWest Group plc | 3.622% | 8/14/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;967 |
| <sup>2,9</sup> | &nbsp;&nbsp;&nbsp;&nbsp;NatWest Group plc | 1.043% | 9/14/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;525 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;442 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Santander UK Group Holdings plc | 1.089% | 3/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;1725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1602 |
| <sup>2,11</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Scottish Hydro Electric Transmission plc | 2.250% | 9/27/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;535 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;476 |
| <sup>2,9</sup> | &nbsp;&nbsp;&nbsp;&nbsp;SSE plc | 1.750% | 4/16/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;490 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;446 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Standard Chartered plc | 0.991% | 1/12/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;530 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;496 |
| <sup>11</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Tritax Big Box REIT plc | 1.500% | 11/27/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;210 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;172 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**18095** |
| **United States (23.3%)** | **United States (23.3%)** | **United States (23.3%)** | **United States (23.3%)** | **United States (23.3%)** | **United States (23.3%)** |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Alabama Power Co. | 4.300% | 7/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;233 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;American International Group Inc. | 3.400% | 6/30/30 | &nbsp;&nbsp;&nbsp;&nbsp;3965 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3547 |
| <sup>9</sup> | &nbsp;&nbsp;&nbsp;&nbsp;American Tower Corp. | 0.450% | 1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;735 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;669 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;American Transmission Systems Inc. | 2.650% | 1/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;605 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;495 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;American Water Capital Corp. | 2.300% | 6/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;1395 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1151 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;American Water Capital Corp. | 4.450% | 6/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;825 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;797 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AT&T Inc. | 2.250% | 2/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;2420 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1918 |
| <sup>9</sup> | &nbsp;&nbsp;&nbsp;&nbsp;AT&T Inc. | 2.050% | 5/19/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;274 |
| <sup>9</sup> | &nbsp;&nbsp;&nbsp;&nbsp;AT&T Inc. | 3.150% | 9/4/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;242 |
| <sup>9</sup> | &nbsp;&nbsp;&nbsp;&nbsp;AT&T Inc. | 2.600% | 5/19/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;244 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AT&T Inc. | 3.500% | 9/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;577 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;407 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Athene Global Funding | 2.500% | 1/14/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;812 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;762 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Athene Global Funding | 2.500% | 3/24/28 | &nbsp;&nbsp;&nbsp;&nbsp;1475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1250 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Bank of America Corp. | 3.593% | 7/21/28 | &nbsp;&nbsp;&nbsp;&nbsp;1090 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1011 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank of America Corp. | 2.687% | 4/22/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;745 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;604 |
| <sup>2,9</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Bank of America Corp. | 1.102% | 5/24/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;709 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank of America Corp. | 3.311% | 4/22/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;473 |
| <sup>9</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Becton Dickinson Euro Finance Sarl | 0.334% | 8/13/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;770 |
| <sup>9</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Berkshire Hathaway Finance Corp. | 2.000% | 3/18/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;330 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;297 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Bon Secours Mercy Health Inc. | 3.555% | 8/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;535 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;492 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Bon Secours Mercy Health Inc. | 2.095% | 6/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;218 |

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | &nbsp;&nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| <sup>9</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Booking Holdings Inc. | 4.500% | 11/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;1185 | &nbsp;&nbsp;&nbsp; 1299 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Boston Gas Co. | 3.001% | 8/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;105 | &nbsp;&nbsp;&nbsp; 90 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;BP Capital Markets America Inc. | 3.001% | 3/17/52 | &nbsp;&nbsp;&nbsp;&nbsp;1115 | &nbsp;&nbsp;&nbsp; 764 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Brooklyn Union Gas Co. | 4.273% | 3/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;760 | &nbsp;&nbsp;&nbsp; 576 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Charter Communications Operating LLC | 2.250% | 1/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65 | &nbsp;&nbsp;&nbsp; 53 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Charter Communications Operating LLC | 5.050% | 3/30/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;435 | &nbsp;&nbsp;&nbsp; 414 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Charter Communications Operating LLC | 6.384% | 10/23/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;305 | &nbsp;&nbsp;&nbsp; 300 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Charter Communications Operating LLC | 3.700% | 4/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp; 26 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cigna Corp. | 4.375% | 10/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;435 | &nbsp;&nbsp;&nbsp; 424 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cigna Corp. | 2.400% | 3/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;220 | &nbsp;&nbsp;&nbsp; 187 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cleco Corporate Holdings LLC | 3.375% | 9/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;270 | &nbsp;&nbsp;&nbsp; 229 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;CNO Global Funding | 2.650% | 1/6/29 | &nbsp;&nbsp;&nbsp;&nbsp;1115 | &nbsp;&nbsp;&nbsp; 947 |
| <sup>9</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Coca-Cola Co. | 1.100% | 9/2/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;900 | &nbsp;&nbsp;&nbsp; 736 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Comcast Corp. | 3.950% | 10/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;255 | &nbsp;&nbsp;&nbsp; 251 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Comcast Corp. | 6.500% | 11/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;156 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;173 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Comcast Corp. | 4.000% | 3/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Comcast Corp. | 2.887% | 11/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;961 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;641 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Comcast Corp. | 4.049% | 11/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Comcast Corp. | 2.650% | 8/15/62 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Comcast Corp. | 2.987% | 11/1/63 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CommonSpirit Health | 4.200% | 8/1/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;895 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;889 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CommonSpirit Health | 3.347% | 10/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;145 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;127 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CommonSpirit Health | 2.782% | 10/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;411 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;331 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CommonSpirit Health | 4.187% | 10/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;155 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;119 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CommonSpirit Health | 3.910% | 10/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Consolidated Edison Co. of New York Inc. | 4.500% | 5/15/58 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Corebridge Financial Inc. | 3.900% | 4/5/32 | &nbsp;&nbsp;&nbsp;&nbsp;2990 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2637 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Cox Communications Inc. | 3.500% | 8/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;1255 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1171 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Crown Castle Inc. | 2.100% | 4/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;1695 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1345 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CVS Health Corp. | 2.875% | 6/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;938 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CVS Health Corp. | 4.300% | 3/25/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93 |
| <sup>9</sup> | &nbsp;&nbsp;&nbsp;&nbsp;DH Europe Finance II Sarl | 0.750% | 9/18/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;119 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dignity Health | 3.812% | 11/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;659 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;643 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Discovery Communications LLC | 3.625% | 5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;565 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;478 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dominion Energy South Carolina Inc. | 6.625% | 2/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;156 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;173 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dominion Energy South Carolina Inc. | 5.300% | 5/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;129 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;132 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dominion Energy South Carolina Inc. | 5.450% | 2/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;249 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dominion Energy South Carolina Inc. | 4.600% | 6/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;280 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;251 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Duke Energy Corp. | 2.550% | 6/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;530 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;438 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Duke Energy Corp. | 4.500% | 8/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;1520 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1443 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Duke Energy Corp. | 5.000% | 8/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;173 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Duke Energy Progress LLC | 3.400% | 4/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;185 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;165 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Duke Energy Progress LLC | 4.200% | 8/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;297 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Eastern Gas Transmission & Storage Inc. | 4.600% | 12/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;522 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Eaton Corp. | 4.150% | 3/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;380 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;359 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Eaton Corp. | 4.700% | 8/23/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Energy Transfer LP | 4.900% | 3/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;975 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;885 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Equitable Financial Life Global Funding | 1.400% | 7/7/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Equitable Financial Life Global Funding | 1.300% | 7/12/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;525 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Equitable Financial Life Global Funding | 1.400% | 8/27/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;565 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;478 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;ERAC USA Finance LLC | 3.300% | 12/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;235 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;218 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;ERAC USA Finance LLC | 4.500% | 2/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;295 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;241 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Evergy Metro Inc. | 2.250% | 6/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150 |

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | &nbsp;&nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Exxon Mobil Corp. | 2.275% | 8/16/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;865 | &nbsp;&nbsp;&nbsp; 808 |
| <sup>9</sup> | &nbsp;&nbsp;&nbsp;&nbsp;General Mills Inc. | 0.450% | 1/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;900 | &nbsp;&nbsp;&nbsp; 860 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;General Motors Co. | 4.200% | 10/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;550 | &nbsp;&nbsp;&nbsp; 524 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;General Motors Co. | 5.000% | 10/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;1095 | &nbsp;&nbsp;&nbsp; 1054 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Genting New York LLC | 3.300% | 2/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;1002 | &nbsp;&nbsp;&nbsp; 887 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Georgia Power Co. | 4.700% | 5/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;1510 | &nbsp;&nbsp;&nbsp; 1470 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Georgia Power Co. | 4.300% | 3/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp; 435 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Georgia Power Co. | 3.700% | 1/30/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35 | &nbsp;&nbsp;&nbsp; 27 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Georgia Power Co. | 5.125% | 5/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;1050 | &nbsp;&nbsp;&nbsp; 1015 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | 5.700% | 11/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;1502 | &nbsp;&nbsp;&nbsp; 1520 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | 3.272% | 9/29/25 | &nbsp;&nbsp;&nbsp;&nbsp;1425 | &nbsp;&nbsp;&nbsp; 1372 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | 1.431% | 3/9/27 | &nbsp;&nbsp;&nbsp;&nbsp;1310 | &nbsp;&nbsp;&nbsp; 1152 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | 3.814% | 4/23/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;235 | &nbsp;&nbsp;&nbsp; 216 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | 4.223% | 5/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;285 | &nbsp;&nbsp;&nbsp; 268 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | 2.615% | 4/22/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;420 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;339 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | 2.383% | 7/21/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;545 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;431 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | 2.650% | 10/21/32 | &nbsp;&nbsp;&nbsp;&nbsp;1055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;847 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Gray Oak Pipeline LLC | 2.600% | 10/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;291 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;264 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Gray Oak Pipeline LLC | 3.450% | 10/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;HCA Inc. | 4.625% | 3/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;460 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;370 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hess Corp. | 4.300% | 4/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;810 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;779 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hess Corp. | 7.300% | 8/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;590 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;649 |
| <sup>9</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Honeywell International Inc. | 4.125% | 11/2/34 | &nbsp;&nbsp;&nbsp;&nbsp;1410 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1513 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Hyundai Capital America | 0.800% | 4/3/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;830 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;817 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Intel Corp. | 3.050% | 8/12/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;730 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;492 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Intel Corp. | 4.900% | 8/5/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;930 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;847 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Intercontinental Exchange Inc. | 4.350% | 6/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;4055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4001 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Intercontinental Exchange Inc. | 4.950% | 6/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;183 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;ITC Holdings Corp. | 4.950% | 9/22/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;295 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;293 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 0.563% | 2/16/25 | &nbsp;&nbsp;&nbsp;&nbsp;1735 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1628 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 2.947% | 2/24/28 | &nbsp;&nbsp;&nbsp;&nbsp;2395 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2177 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 3.964% | 11/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;405 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Kaiser Foundation Hospitals | 2.810% | 6/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;710 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;522 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kaiser Foundation Hospitals | 4.875% | 4/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;235 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;226 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;KeySpan Gas East Corp. | 2.742% | 8/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;450 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kroger Co. | 4.450% | 2/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;220 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;189 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kyndryl Holdings Inc. | 3.150% | 10/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;605 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;401 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Liberty Mutual Group Inc. | 4.569% | 2/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;2681 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2505 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Marathon Oil Corp. | 6.600% | 10/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;820 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;842 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Marsh & McLennan Cos. Inc. | 4.375% | 3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;705 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;688 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Massachusetts Mutual Life Insurance Co. | 3.375% | 4/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;McCormick & Co. Inc. | 2.500% | 4/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;118 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Merck & Co. Inc. | 3.400% | 3/7/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;471 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Microchip Technology Inc. | 0.972% | 2/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;1080 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1023 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Microsoft Corp. | 2.921% | 3/17/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;483 |
| <sup>2,10</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Molson Coors International LP | 2.840% | 7/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;1825 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1337 |
| <sup>2,9</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Mondelez International Holdings Netherlands BV | 0.875% | 10/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;358 |
| <sup>2,9</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Mondelez International Holdings Netherlands BV | 0.625% | 9/9/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;155 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125 |
| <sup>9</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Mondelez International Inc. | 0.250% | 3/17/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;605 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;541 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Morgan Stanley | 0.864% | 10/21/25 | &nbsp;&nbsp;&nbsp;&nbsp;1750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1602 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Morgan Stanley | 3.125% | 7/27/26 | &nbsp;&nbsp;&nbsp;&nbsp;2100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1971 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Morgan Stanley | 3.772% | 1/24/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;161 |
| <sup>9</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Morgan Stanley | 0.497% | 2/7/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;549 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Morgan Stanley | 2.511% | 10/20/32 | &nbsp;&nbsp;&nbsp;&nbsp;2170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1726 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;National Retail Properties Inc. | 3.900% | 6/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;392 |

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | &nbsp;&nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| <sup>2,11</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Nestle Holdings Inc. | 1.375% | 6/23/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;560 | &nbsp;&nbsp;&nbsp; 514 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Niagara Mohawk Power Corp. | 1.960% | 6/27/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;670 | &nbsp;&nbsp;&nbsp; 535 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Northwestern Mutual Life Insurance Co. | 3.850% | 9/30/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;280 | &nbsp;&nbsp;&nbsp; 218 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Northwestern Mutual Life Insurance Co. | 3.625% | 9/30/59 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12 | &nbsp;&nbsp;&nbsp; 8 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Ochsner LSU Health System of North Louisiana | 2.510% | 5/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;520 | &nbsp;&nbsp;&nbsp; 402 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Oglethorpe Power Corp. | 6.191% | 1/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;285 | &nbsp;&nbsp;&nbsp; 290 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Oglethorpe Power Corp. | 4.550% | 6/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp; 15 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Oglethorpe Power Corp. | 4.250% | 4/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81 | &nbsp;&nbsp;&nbsp; 61 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Oglethorpe Power Corp. | 4.500% | 4/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp; 242 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Oracle Corp. | 2.875% | 3/25/31 | &nbsp;&nbsp;&nbsp;&nbsp;1015 | &nbsp;&nbsp;&nbsp; 850 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pacific Gas & Electric Co. | 5.900% | 6/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;635 | &nbsp;&nbsp;&nbsp; 623 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PacifiCorp | 2.700% | 9/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;160 | &nbsp;&nbsp;&nbsp; 137 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Pennsylvania Electric Co. | 3.600% | 6/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;124 | &nbsp;&nbsp;&nbsp; 112 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Penske Truck Leasing Co. LP | 4.250% | 1/17/23 | &nbsp;&nbsp;&nbsp;&nbsp;1125 | &nbsp;&nbsp;&nbsp; 1123 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Penske Truck Leasing Co. LP | 2.700% | 11/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;170 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Penske Truck Leasing Co. LP | 3.950% | 3/10/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;740 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;713 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Penske Truck Leasing Co. LP | 4.000% | 7/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;134 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pfizer Inc. | 1.700% | 5/28/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;195 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;162 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Philip Morris International Inc. | 5.125% | 11/17/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;420 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;421 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Philip Morris International Inc. | 5.625% | 11/17/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;290 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;295 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Philip Morris International Inc. | 5.750% | 11/17/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;721 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Piedmont Natural Gas Co. Inc. | 5.050% | 5/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;360 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;329 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Providence St. Joseph Health Obligated Group | 3.930% | 10/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;245 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;192 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Prudential Financial Inc. | 3.700% | 3/13/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;830 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;645 |
| <sup>9</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Public Storage | 0.500% | 9/9/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;615 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;509 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;QUALCOMM Inc. | 4.250% | 5/20/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;584 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;QUALCOMM Inc. | 4.500% | 5/20/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;143 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Raytheon Technologies Corp. | 3.950% | 8/16/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;310 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;304 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Raytheon Technologies Corp. | 4.450% | 11/16/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;507 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Realty Income Corp. | 3.400% | 1/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;365 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;338 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Realty Income Corp. | 2.200% | 6/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;185 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;159 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Realty Income Corp. | 3.100% | 12/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;483 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Realty Income Corp. | 2.850% | 12/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66 |
| <sup>11</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Realty Income Corp. | 1.750% | 7/13/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;635 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;548 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;S&P Global Inc. | 2.700% | 3/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;385 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;343 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;S&P Global Inc. | 2.900% | 3/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;390 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;337 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;S&P Global Inc. | 3.700% | 3/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;135 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;109 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sabine Pass Liquefaction LLC | 4.500% | 5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;1700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1608 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Sabine Pass Liquefaction LLC | 5.900% | 9/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;520 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;527 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;San Diego Gas & Electric Co. | 4.100% | 6/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;174 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;SBA Tower Trust | 3.448% | 3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;755 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;751 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;SBA Tower Trust | 1.884% | 1/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;SBA Tower Trust | 1.631% | 11/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;615 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;525 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;SCE Recovery Funding LLC | 0.861% | 11/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;217 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;181 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;SCE Recovery Funding LLC | 1.942% | 5/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;105 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;SCE Recovery Funding LLC | 2.510% | 11/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38 |
| <sup>2,9</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Schneider Electric SE | 1.500% | 1/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;390 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sempra Energy | 3.250% | 6/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;930 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sierra Pacific Power Co. | 2.600% | 5/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;169 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Southern California Edison Co. | 3.700% | 8/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Southern California Edison Co. | 5.950% | 11/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;1250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1325 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Southern California Edison Co. | 2.950% | 2/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;515 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;338 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Southern California Gas Co. | 2.950% | 4/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;635 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;587 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Sprint Spectrum Co. LLC | 4.738% | 3/20/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;687 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;678 |

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | &nbsp;&nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;SSM Health Care Corp. | 3.823% | 6/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;380 | &nbsp;&nbsp;&nbsp; 361 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Teledyne Technologies Inc. | 2.750% | 4/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;490 | &nbsp;&nbsp;&nbsp; 404 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Texas Electric Market Stabilization Funding N LLC | 4.265% | 8/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;875 | &nbsp;&nbsp;&nbsp; 840 |
| <sup>9</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Thermo Fisher Scientific Inc. | 3.650% | 11/21/34 | &nbsp;&nbsp;&nbsp;&nbsp;1695 | &nbsp;&nbsp;&nbsp; 1808 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;T-Mobile USA Inc. | 3.375% | 4/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;1685 | &nbsp;&nbsp;&nbsp; 1490 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;T-Mobile USA Inc. | 2.700% | 3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;1155 | &nbsp;&nbsp;&nbsp; 951 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Toledo Hospital | 5.750% | 11/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp; 141 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Union Pacific Corp. | 4.950% | 9/9/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;785 | &nbsp;&nbsp;&nbsp; 770 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Union Pacific Corp. | 3.750% | 2/5/70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;190 | &nbsp;&nbsp;&nbsp; 142 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;United Airlines Pass-Through Trust Class B Series 2018-1 | 4.600% | 3/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47 | &nbsp;&nbsp;&nbsp; 43 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | 3.850% | 6/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;415 | &nbsp;&nbsp;&nbsp; 401 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | 2.000% | 5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;215 | &nbsp;&nbsp;&nbsp; 179 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | 4.200% | 5/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;260 | &nbsp;&nbsp;&nbsp; 251 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | 4.625% | 7/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90 | &nbsp;&nbsp;&nbsp; 88 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | 4.750% | 5/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;US Bancorp | 2.491% | 11/3/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;569 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;441 |
| <sup>9</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Verizon Communications Inc. | 1.250% | 4/8/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;673 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Verizon Communications Inc. | 2.355% | 3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;2227 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1792 |
| <sup>9</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Verizon Communications Inc. | 1.500% | 9/19/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;455 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;VICI Properties LP | 4.125% | 8/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;285 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;249 |
| <sup>9</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Visa Inc. | 2.375% | 6/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;420 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;407 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Warnermedia Holdings Inc. | 4.054% | 3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;1218 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1067 |
| <sup>2,10</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Wells Fargo & Co. | 2.975% | 5/19/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;416 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Wells Fargo & Co. | 3.526% | 3/24/28 | &nbsp;&nbsp;&nbsp;&nbsp;1695 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1575 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Wells Fargo & Co. | 4.611% | 4/25/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;511 |
|  |  |  |  |  | &nbsp;&nbsp;**121326** |
| **Total Corporate Bonds (Cost $215,860)** | **Total Corporate Bonds (Cost $215,860)** | **Total Corporate Bonds (Cost $215,860)** | **Total Corporate Bonds (Cost $215,860)** | **Total Corporate Bonds (Cost $215,860)** | **192542** |
| **Sovereign Bonds (5.0%)** | **Sovereign Bonds (5.0%)** | **Sovereign Bonds (5.0%)** | **Sovereign Bonds (5.0%)** | **Sovereign Bonds (5.0%)** | **Sovereign Bonds (5.0%)** |
| **Australia (0.2%)** | **Australia (0.2%)** | **Australia (0.2%)** | **Australia (0.2%)** | **Australia (0.2%)** | **Australia (0.2%)** |
| <sup>2,12</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Commonwealth of Australia | 2.750% | 11/21/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;106 |
| <sup>2,12</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Commonwealth of Australia | 2.250% | 5/21/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;870 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;561 |
| <sup>2,12</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Commonwealth of Australia | 1.000% | 11/21/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;955 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;526 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**1193** |
| **Bermuda (0.0%)** | **Bermuda (0.0%)** | **Bermuda (0.0%)** | **Bermuda (0.0%)** | **Bermuda (0.0%)** | **Bermuda (0.0%)** |
| <sup>2,7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Bermuda | 2.375% | 8/20/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;165 |
| **Canada (1.1%)** | **Canada (1.1%)** | **Canada (1.1%)** | **Canada (1.1%)** | **Canada (1.1%)** | **Canada (1.1%)** |
| <sup>10</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Canadian Government Bond | 1.000% | 9/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;1065 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;725 |
| <sup>10</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Canadian Government Bond | 2.750% | 9/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;660 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;481 |
| <sup>10</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Canadian Government Bond | 1.500% | 12/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;659 |
| <sup>10</sup> | &nbsp;&nbsp;&nbsp;&nbsp;City of Montreal | 3.500% | 12/1/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;910 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;609 |
| <sup>10</sup> | &nbsp;&nbsp;&nbsp;&nbsp;City of Toronto | 3.200% | 8/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;615 |
| <sup>10</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Municipal Finance Authority of British Columbia | 4.950% | 12/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;471 |
| <sup>10</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Province of Ontario | 2.900% | 6/2/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;815 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;586 |
| <sup>2,13</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Province of Ontario | 0.250% | 6/28/29 | &nbsp;&nbsp;&nbsp;&nbsp;1075 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1049 |
| <sup>10</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Regional Municipality of York | 2.150% | 6/22/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;329 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**5524** |
| **Chile (0.2%)** | **Chile (0.2%)** | **Chile (0.2%)** | **Chile (0.2%)** | **Chile (0.2%)** | **Chile (0.2%)** |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Corp. Nacional del Cobre de Chile | 3.625% | 8/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;760 |
| **Japan (0.1%)** | **Japan (0.1%)** | **Japan (0.1%)** | **Japan (0.1%)** | **Japan (0.1%)** | **Japan (0.1%)** |
| <sup>2,14</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Japan | 0.700% | 6/20/51 | &nbsp;&nbsp;&nbsp;80700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;482 |
| **Qatar (0.4%)** | **Qatar (0.4%)** | **Qatar (0.4%)** | **Qatar (0.4%)** | **Qatar (0.4%)** | **Qatar (0.4%)** |
| <sup>2,7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Qatar Energy | 2.250% | 7/12/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;480 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;402 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | &nbsp;&nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| <sup>2,7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Qatar Energy | 3.125% | 7/12/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;405 | &nbsp;&nbsp;&nbsp; 308 |
| <sup>2,7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;State of Qatar | 3.875% | 4/23/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;785 | &nbsp;&nbsp;&nbsp; 782 |
| <sup>2,7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;State of Qatar | 5.103% | 4/23/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;285 | &nbsp;&nbsp;&nbsp; 287 |
| <sup>2,7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;State of Qatar | 4.400% | 4/16/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;205 | &nbsp;&nbsp;&nbsp; 188 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**1967** |
| **Romania (0.1%)** | **Romania (0.1%)** | **Romania (0.1%)** | **Romania (0.1%)** | **Romania (0.1%)** | **Romania (0.1%)** |
| <sup>2,7,9</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Republic of Romania | 2.000% | 4/14/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;412 | &nbsp;&nbsp;&nbsp; 290 |
| <sup>2,9</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Republic of Romania | 2.625% | 12/2/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;280 | &nbsp;&nbsp;&nbsp; 170 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**460** |
| **Saudi Arabia (0.1%)** | **Saudi Arabia (0.1%)** | **Saudi Arabia (0.1%)** | **Saudi Arabia (0.1%)** | **Saudi Arabia (0.1%)** | **Saudi Arabia (0.1%)** |
| <sup>2,7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Saudi Arabian Oil Co. | 3.500% | 4/16/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;585 | &nbsp;&nbsp;&nbsp; 544 |
| **Spain (0.1%)** | **Spain (0.1%)** | **Spain (0.1%)** | **Spain (0.1%)** | **Spain (0.1%)** | **Spain (0.1%)** |
| <sup>7,9</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Kingdom of Spain | 0.600% | 10/31/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;775 | &nbsp;&nbsp;&nbsp; 707 |
| **Supranational (2.7%)** | **Supranational (2.7%)** | **Supranational (2.7%)** | **Supranational (2.7%)** | **Supranational (2.7%)** | **Supranational (2.7%)** |
| <sup>2,9</sup> | &nbsp;&nbsp;&nbsp;&nbsp;European Financial Stability Facility | 0.875% | 7/26/27 | &nbsp;&nbsp;&nbsp;&nbsp;5485 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5326 |
| <sup>2,9</sup> | &nbsp;&nbsp;&nbsp;&nbsp;European Investment Bank | 3.000% | 10/14/33 | &nbsp;&nbsp;&nbsp;&nbsp;1035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1113 |
| <sup>9</sup> | &nbsp;&nbsp;&nbsp;&nbsp;European Stability Mechanism | 0.000% | 12/16/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;525 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;520 |
| <sup>9</sup> | &nbsp;&nbsp;&nbsp;&nbsp;European Stability Mechanism | 0.000% | 12/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;732 |
| <sup>2,9</sup> | &nbsp;&nbsp;&nbsp;&nbsp;European Union | 0.000% | 7/4/31 | &nbsp;&nbsp;&nbsp;&nbsp;2310 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1942 |
| <sup>2,9</sup> | &nbsp;&nbsp;&nbsp;&nbsp;European Union | 1.000% | 7/6/32 | &nbsp;&nbsp;&nbsp;&nbsp;1475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1330 |
| <sup>2,9</sup> | &nbsp;&nbsp;&nbsp;&nbsp;European Union | 0.000% | 7/4/35 | &nbsp;&nbsp;&nbsp;&nbsp;1815 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1347 |
| <sup>2,9</sup> | &nbsp;&nbsp;&nbsp;&nbsp;European Union | 0.200% | 6/4/36 | &nbsp;&nbsp;&nbsp;&nbsp;2475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1841 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**14151** |
| **Total Sovereign Bonds (Cost $29,583)** | **Total Sovereign Bonds (Cost $29,583)** | **Total Sovereign Bonds (Cost $29,583)** | **Total Sovereign Bonds (Cost $29,583)** | **Total Sovereign Bonds (Cost $29,583)** | &nbsp;&nbsp;**25953** |
| **Taxable Municipal Bonds (1.1%)** | **Taxable Municipal Bonds (1.1%)** | **Taxable Municipal Bonds (1.1%)** | **Taxable Municipal Bonds (1.1%)** | **Taxable Municipal Bonds (1.1%)** | **Taxable Municipal Bonds (1.1%)** |
| **United States (1.1%)** | **United States (1.1%)** | **United States (1.1%)** | **United States (1.1%)** | **United States (1.1%)** | **United States (1.1%)** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Broward County FL Airport System Revenue | 3.477% | 10/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chicago IL Transit Authority Sales & Transfer Tax Receipts Revenue | 6.899% | 12/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Connecticut GO | 2.000% | 7/1/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;135 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;133 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Connecticut GO | 5.770% | 3/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;257 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dallas-Fort Worth TX International Airport Revenue | 3.089% | 11/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dallas-Fort Worth TX International Airport Revenue | 4.087% | 11/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dallas-Fort Worth TX International Airport Revenue | 4.507% | 11/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;195 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;175 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Foothill-Eastern Transportation Corridor Agency CA Toll Road Revenue | 4.094% | 1/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Georgia Municipal Electric Power Authority Revenue | 6.637% | 4/1/57 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;532 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;556 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Golden State Tobacco Securitization Corp. California Revenue | 2.746% | 6/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Golden State Tobacco Securitization Corp. California Revenue | 3.293% | 6/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Golden State Tobacco Securitization Corp. California Revenue | 3.000% | 6/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Grand Parkway Transportation Corp. Texas System Toll Revenue | 3.236% | 10/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;210 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;148 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Illinois GO | 5.100% | 6/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;2485 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2396 |
| <sup>15</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Kansas Development Finance Authority Revenue (Employees Retirement System) | 5.371% | 5/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;530 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;535 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;New York Metropolitan Transportation Authority Revenue (Build America Bonds) | 6.200% | 11/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | &nbsp;&nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;New York Metropolitan Transportation Authority Revenue (Build America Bonds) | 6.668% | 11/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;155 | &nbsp;&nbsp;&nbsp; 165 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;New York Metropolitan Transportation Authority Revenue (Build America Bonds) | 6.814% | 11/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;380 | &nbsp;&nbsp;&nbsp; 411 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;New York State Dormitory Authority Revenue (Personal Income Tax) | 3.110% | 2/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;210 | &nbsp;&nbsp;&nbsp; 165 |
| <sup>16</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Philadelphia PA Authority for Industrial Development Revenue | 6.550% | 10/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;525 | &nbsp;&nbsp;&nbsp; 555 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Port Authority of New York & New Jersey Revenue | 3.175% | 7/15/60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;160 | &nbsp;&nbsp;&nbsp; 107 |
| **Total Taxable Municipal Bonds (Cost $6,853)** | **Total Taxable Municipal Bonds (Cost $6,853)** | **Total Taxable Municipal Bonds (Cost $6,853)** | **Total Taxable Municipal Bonds (Cost $6,853)** | **Total Taxable Municipal Bonds (Cost $6,853)** | &nbsp;&nbsp;&nbsp;&nbsp;**5956** |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  | Coupon | &nbsp;&nbsp;&nbsp;Shares | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| **Temporary Cash Investments (5.6%)** | **Temporary Cash Investments (5.6%)** | **Temporary Cash Investments (5.6%)** | **Temporary Cash Investments (5.6%)** | **Temporary Cash Investments (5.6%)** |
| **Money Market Fund (5.6%)** | **Money Market Fund (5.6%)** | **Money Market Fund (5.6%)** | **Money Market Fund (5.6%)** | **Money Market Fund (5.6%)** |
| <sup>17,18</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Vanguard Market Liquidity Fund<br> **(Cost $29,401)** | 3.877% | 294084 | &nbsp;&nbsp;&nbsp; **29405** |
| **Total Investments (102.2%) (Cost $527,910)** | **Total Investments (102.2%) (Cost $527,910)** | **Total Investments (102.2%) (Cost $527,910)** |  | **532935** |
| **Other Assets and Liabilities—Net (-2.2%)** | **Other Assets and Liabilities—Net (-2.2%)** | **Other Assets and Liabilities—Net (-2.2%)** |  | &nbsp;&nbsp;**(11421)** |
| **Net Assets (100%)** | **Net Assets (100%)** | **Net Assets (100%)** |  | **521514** |

---

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 $522,000. |
| 2 | 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. |
| 3 | 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. |
| 4 | Includes securities purchased on a when-issued or delayed-delivery basis for which the fund has not taken delivery as of November 30, 2022. |
| 5 | Securities with a value of $4,398,000 have been segregated as collateral for open forward currency contracts. |
| 6 | Securities with a value of $1,340,000 have been segregated as initial margin for open futures contracts. |
| 7 | Security exempt from registration under Rule 144A of the Securities Act of 1933. Such securities may be sold in transactions exempt from registration, normally to qualified institutional buyers. At November 30, 2022, the aggregate value was $59,044,000, representing 11.3% of net assets. |
| 8 | 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. |
| 9 | Face amount denominated in euro. |
| 10 | Face amount denominated in Canadian dollars. |
| 11 | Face amount denominated in British pounds. |
| 12 | Face amount denominated in Australian dollars. |
| 13 | Face amount denominated in Swiss francs. |
| 14 | Face amount denominated in Japanese yen. |
| 15 | Scheduled principal and interest payments are guaranteed by Assured Guaranty Municipal Corp. |
| 16 | Scheduled principal and interest payments are guaranteed by National Public Finance Guarantee Corp. |
| 17 | Affiliated money market fund available only to Vanguard funds and certain trusts and accounts managed by Vanguard. Rate shown is the 7-day yield. |
| 18 | Collateral of $540,000 was received for securities on loan. |

---

---

| |
|:---|
| 1M—1-month. |
| DAC—Designated Activity Company. |
| GO—General Obligation Bond. |
| LIBOR—London Interbank Offered Rate. |
| REIT—Real Estate Investment Trust. |
| REMICS—Real Estate Mortgage Investment Conduits. |
| SOFR30A—30 Day Average Secured Overnight Financing Rate. |
| UMBS—Uniform Mortgage-Backed Securities. |
| USD—U.S. dollar. |

---

------

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

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Futures Contracts | Futures Contracts | Futures Contracts | Futures Contracts | Futures Contracts |
|  |  |  | ($000) | ($000) |
|  | Expiration | Number of<br> Long (Short)<br> Contracts | Notional<br> Amount | &nbsp;&nbsp;Value and<br> Unrealized<br> Appreciation<br> (Depreciation) |
| Long Futures Contracts | Long Futures Contracts | Long Futures Contracts | Long Futures Contracts | Long Futures Contracts |
| 2-Year U.S. Treasury Note | March 2023 | &nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;8214 | &nbsp;&nbsp;&nbsp;&nbsp;20 |
| 5-Year U.S. Treasury Note | March 2023 | &nbsp;&nbsp;&nbsp;&nbsp;57 | &nbsp;&nbsp;&nbsp;&nbsp;6188 | &nbsp;&nbsp;&nbsp;&nbsp;27 |
| Euro-Bobl | December 2022 | &nbsp;&nbsp;&nbsp;108 | &nbsp;&nbsp;13490 | &nbsp;&nbsp;(124) |
| Euro-BTP | December 2022 | &nbsp;&nbsp;&nbsp;&nbsp;10 | &nbsp;&nbsp;&nbsp;&nbsp;1241 | &nbsp;&nbsp;&nbsp;&nbsp;18 |
| Euro-Buxl | December 2022 | &nbsp;&nbsp;&nbsp;&nbsp;13 | &nbsp;&nbsp;&nbsp;&nbsp;2141 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1) |
| Euro-OAT | December 2022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8 | &nbsp;&nbsp;&nbsp;&nbsp;1137 | &nbsp;&nbsp;&nbsp;&nbsp;(11) |
| Euro-Schatz | December 2022 | &nbsp;&nbsp;&nbsp;&nbsp;61 | &nbsp;&nbsp;&nbsp;&nbsp;6778 | &nbsp;&nbsp;&nbsp;&nbsp;(83) |
| Long Gilt | March 2023 | &nbsp;&nbsp;&nbsp;&nbsp;27 | &nbsp;&nbsp;&nbsp;&nbsp;3417 | &nbsp;&nbsp;&nbsp;&nbsp;(35) |
|  |  |  |  | &nbsp;&nbsp;(189) |
| Short Futures Contracts | Short Futures Contracts | Short Futures Contracts | Short Futures Contracts | Short Futures Contracts |
| 10-Year U.S. Treasury Note | March 2023 | (302) | (34277) | &nbsp;&nbsp;(268) |
| Euro-Bund | December 2022 | &nbsp;&nbsp;&nbsp;(79) | (11581) | &nbsp;&nbsp;(149) |
| Ultra 10-Year U.S. Treasury Note | March 2023 | &nbsp;&nbsp;&nbsp;(55) | &nbsp;&nbsp;&nbsp;(6581) | &nbsp;&nbsp;&nbsp;&nbsp;(39) |
|  |  |  |  | &nbsp;&nbsp;(456) |
|  |  |  |  | &nbsp;&nbsp;(645) |

---

------

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| Forward Currency Contracts | Forward Currency Contracts | Forward Currency Contracts | Forward Currency Contracts | Forward Currency Contracts | Forward Currency Contracts | Forward Currency Contracts | Forward Currency Contracts |
|  | Contract<br> Settlement<br> Date | &nbsp;&nbsp;&nbsp;Contract Amount (000) | &nbsp;&nbsp;&nbsp;Contract Amount (000) | &nbsp;&nbsp;&nbsp;Contract Amount (000) | &nbsp;&nbsp;&nbsp;Contract Amount (000) | &nbsp;&nbsp;&nbsp;Unrealized<br> Appreciation<br> ($000) | &nbsp;&nbsp;&nbsp;Unrealized<br> (Depreciation)<br> ($000) |
| Counterparty | Contract<br> Settlement<br> Date |  | &nbsp;&nbsp;&nbsp;Receive |  | &nbsp;&nbsp;&nbsp;Deliver | &nbsp;&nbsp;&nbsp;Unrealized<br> Appreciation<br> ($000) | &nbsp;&nbsp;&nbsp;Unrealized<br> (Depreciation)<br> ($000) |
| Goldman Sachs International | 1/10/23 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;3829 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4024 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(25) |
| Goldman Sachs International | 1/10/23 | &nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;1119 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1346 | &nbsp;&nbsp;&nbsp;&nbsp;5 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Goldman Sachs International | 1/10/23 | &nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;46443 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;331 | &nbsp;&nbsp;&nbsp;&nbsp;8 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Bank of America, N.A. | 1/10/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;3971 | &nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5967 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(87) |
| Bank of America, N.A. | 1/10/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;8836 | &nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp;&nbsp;&nbsp;11813 | &nbsp;&nbsp;&nbsp;48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Bank of America, N.A. | 1/10/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;1053 | &nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;997 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(6) |
| Goldman Sachs International | 1/10/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;64445 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;62158 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(461) |
| JPMorgan Chase Bank, N.A. | 1/10/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;8217 | &nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6874 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(80) |
| Bank of America, N.A. | 1/10/23 | &nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp;&nbsp;&nbsp;1970 | &nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1101 | &nbsp;&nbsp;&nbsp;10 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Goldman Sachs International | 1/10/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;546 | &nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;458 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(7) |
| JPMorgan Chase Bank, N.A. | 1/10/23 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;281 | &nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;244 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1) |
| JPMorgan Chase Bank, N.A. | 1/10/23 | &nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp;&nbsp;&nbsp;2242 | &nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;209400 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Bank of America, N.A. | 1/10/23 | &nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;389 | &nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;&nbsp;65000 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4) |
|  |  |  |  |  |  | &nbsp;&nbsp;&nbsp;71 | &nbsp;&nbsp;&nbsp;(671) |

---

---

| |
|:---|
| AUD—Australian dollar. |
| CAD—Canadian dollar. |
| CHF—Swiss franc. |
| EUR—euro. |
| GBP—British pound. |
| JPY—Japanese yen. |
| USD—U.S. dollar. |

---

------

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

At November 30, 2022, counterparties had deposited in segregated accounts cash of $250,000 in connection with TBA transactions.

D. Mortgage Dollar Rolls: The fund enters into mortgage-dollar-roll transactions, in which the fund sells mortgage-backed securities to a dealer and simultaneously agrees to purchase similar securities in the future at a predetermined price. The proceeds of the securities sold in mortgage-dollar-roll transactions are typically invested in high-quality short-term fixed income

------

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

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

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

------

G. 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 November 30, 2022, 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—North and South America | &nbsp;&nbsp;101259 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;101259 |
| Common Stocks—Other | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;98846 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;98846 |
| U.S. Government and Agency Obligations | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;72373 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;72373 |
| Asset-Backed/Commercial Mortgage-Backed Securities | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6601 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6601 |
| Corporate Bonds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;192542 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;192542 |
| Sovereign Bonds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;25953 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;25953 |
| Taxable Municipal Bonds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5956 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5956 |
| Temporary Cash Investments | &nbsp;&nbsp;&nbsp;29405 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;29405 |
| Total | 130664 | &nbsp;&nbsp;&nbsp;402271 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;532935 |
| **Derivative Financial Instruments** |  |  |  |  |
| Assets |  |  |  |  |
| Futures Contracts<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65 |
| Forward Currency Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71 |
| Total | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;136 |
| Liabilities |  |  |  |  |
| Futures Contracts<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;710 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;710 |
| Forward Currency Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;671 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;671 |
| Total | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;710 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;671 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1381 |

---

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

- **b. Investment Company Act file number:** 811-01027

- **c. CIK number of Registrant:** 0000052848

- **d. LEI of Registrant:** 549300MP6BT0L4Q61L10

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

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

  - **City:** Malvern

  - **State:** PA

  - **Foreign country:** US

  - **Zip / Postal Code:** 19355

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

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

- **a. Name of Series:** VANGUARD GLOBAL WELLESLEY INCOME FUND

- **b. EDGAR series identifier (if any):** S000059218

- **c. LEI of Series:** 549300H6U6518MSWEQ81

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

- **a. Date of fiscal year-end:** 2023-08-31

- **b. Date as of which information is reported:** 2022-11-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $559164690.02

**Total Liabilities:** $37667915.61

**Net Assets:** $521496774.41

**Delayed Delivery Securities:** $34920794.65

**Cash Not Reported:** $3746895.70

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -475.21695220 | **1-Year:** -10659.66671571 | **5-Year:** -50700.12200280 | **10-Year:** -75050.18647995 | **30-Year:** -23349.00614182

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

- **3-Month:** -1.26925500 | **1-Year:** -32.69152258 | **5-Year:** -290.61021638 | **10-Year:** -316.83810039 | **30-Year:** -49.70090083

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000194069 | -5.72%               | 2.36%                | 6.44%                |
| Class ID C000194068 | -5.72%               | 2.40%                | 6.41%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-4143013.33             | $-30989813.66                              |
| Month 2  | $-7494229.49             | $17896438.32                               |
| Month 3  | $-1544986.78             | $36834157.88                               |

**Designated Index Information**

- **Index Name:** 6.50% Bloomberg Global Aggregate Treasuries Index Hedged,35.00% FTSE Custom Developed High Dividend Yield UK UCITS  Index,52.00% Bloomberg Global Aggregate Credit Index Hedged in USD,6.50% Bloomberg Global Aggregate Securitized Bond Index Hedged

- **Index Identifier:** 6.50% H03432US,35.00% GPVAN103,52.00% H03434US,6.50% H03444US

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| HSBC Holdings PLC                                                               | HSBC HOLDINGS                  | CUSIP: N/A<br>LEI: MLU0ZO3ML4LN2LL2TL39       | Long             | DBT              | CORP              | GB        |   1725000 | PA      | $1872427.17   | 0.36%             | 2026-11-13      | Variable      | 2.26%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                          | CON EDISON CO                  | CUSIP: 209111FQ1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    100000 | PA      | $84586.17     | 0.02%             | 2058-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | GBP/JPY FWD 20230110           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-4028.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Providence St Joseph Health Obligated Group                                     | ST JOSEPH HLTH                 | CUSIP: 743756AE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    245000 | PA      | $191862.83    | 0.04%             | 2048-10-01      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| Teledyne Technologies Inc                                                       | TELEDYNE TECH                  | CUSIP: 879360AE5<br>LEI: 549300VSMO9KYQWDND94 | Long             | DBT              | CORP              | US        |    490000 | PA      | $404169.82    | 0.08%             | 2031-04-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                                 | DANSKE BANK A/S                | CUSIP: N/A<br>LEI: MAES062Z21O4RZ2U7M96       | Long             | DBT              | CORP              | DK        |   1650000 | PA      | $1611051.21   | 0.31%             | 2025-08-27      | Variable      | 0.50%                 | No            |                  2 | On Loan: No      |
| Volkswagen Leasing GmbH                                                         | VOLKSWAGEN LEAS                | CUSIP: N/A<br>LEI: 5299004GLEUX88BSNB74       | Long             | DBT              | CORP              | DE        |   1825000 | PA      | $1811497.73   | 0.35%             | 2025-01-20      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                | DUKE ENERGY CORP               | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |     31437 | NS      | $3141499.41   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Corp Nacional del Cobre de Chile                                                | CODELCO INC                    | CUSIP: N/A<br>LEI: 549300UVMBCBCIPSUI70       | Long             | DBT              | CORP              | CL        |    800000 | PA      | $760057.04    | 0.15%             | 2027-08-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Raytheon Technologies Corp                                                      | UNITED TECH CORP               | CUSIP: 913017CW7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    550000 | PA      | $506661.20    | 0.10%             | 2038-11-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                 | CVS HEALTH CORP                | CUSIP: 126650CX6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     96000 | PA      | $93328.38     | 0.02%             | 2028-03-25      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EURO-BUXL 30Y BND Dec22        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |        13 | NC      | $-1808.43     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| US Bancorp                                                                      | US BANCORP                     | CUSIP: 91159HJB7<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    569000 | PA      | $441124.35    | 0.08%             | 2036-11-03      | Variable      | 2.49%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                          | UNITEDHEALTH GRP               | CUSIP: 91324PCQ3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     90000 | PA      | $88208.39     | 0.02%             | 2035-07-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Schneider Electric SE                                                           | SCHNEIDER ELEC                 | CUSIP: N/A<br>LEI: 969500A1YF1XUYYXS284       | Long             | DBT              | CORP              | FR        |    400000 | PA      | $389506.28    | 0.07%             | 2028-01-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| DAE Funding LLC                                                                 | DAE FUNDING LLC                | CUSIP: 23371DAJ3<br>LEI: 635400SZTPQL3Y1P2C76 | Long             | DBT              | CORP              | US        |   1125000 | PA      | $1047147.21   | 0.20%             | 2024-08-01      | Fixed         | 1.55%                 | Yes           |                  2 | On Loan: No      |
| State of Connecticut                                                            | CT ST-SER A                    | CUSIP: 20772GE79<br>LEI: 5493007GRO6CU0IKP741 | Long             | DBT              | MUN               | US        |    250000 | PA      | $256446.73    | 0.05%             | 2025-03-15      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                    | COMCAST CORP                   | CUSIP: 20030NCG4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      6000 | PA      | $4906.26      | 0.00%             | 2052-11-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY                 | CUSIP: 61744YAP3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    175000 | PA      | $161497.15    | 0.03%             | 2029-01-24      | Variable      | 3.77%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                              | REALTY INCOME                  | CUSIP: 756109BL7<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     80000 | PA      | $66136.18     | 0.01%             | 2032-12-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Novartis AG                                                                     | NOVARTIS AG-REG                | CUSIP: H5820Q150<br>LEI: 5493007HIVTX6SY6XD66 | Long             | EC               | CORP              | CH        |     53296 | NS      | $4740921.96   | 0.91%             |  |  |  | No            |                  2 | On Loan: No      |
| Eaton Corp                                                                      | EATON CORP                     | CUSIP: 278062AJ3<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |     80000 | PA      | $74587.36     | 0.01%             | 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        |    380000 | PA      | $361213.49    | 0.07%             | 2027-06-01      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| Toledo Hospital/The                                                             | TOLEDO HOSPITAL                | CUSIP: 889184AD9<br>LEI: 5493009DCR7NWV6K4T34 | Long             | DBT              | CORP              | US        |    150000 | PA      | $140732.19    | 0.03%             | 2038-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EURO-BUND FUTURE  Dec22        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |       -81 | NC      | $-154019.61   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Equitable Financial Life Global Funding                                         | EQUITABLE FINANC               | CUSIP: 29449W7M3<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |    600000 | PA      | $525259.29    | 0.10%             | 2026-07-12      | Fixed         | 1.30%                 | Yes           |                  2 | On Loan: No      |
| Veolia Environnement SA                                                         | VEOLIA ENVRNMT                 | CUSIP: N/A<br>LEI: 969500LENY69X51OOT31       | Long             | DBT              | CORP              | FR        |    400000 | PA      | $330371.77    | 0.06%             | 2032-01-15      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMER CRP               | CUSIP: 06051GGR4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1090000 | PA      | $1010867.08   | 0.19%             | 2028-07-21      | Variable      | 3.59%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMER CRP               | CUSIP: N/A<br>LEI: 9DJT3UXIJIZJI4WXO774       | Long             | DBT              | CORP              | US        |    850000 | PA      | $709373.66    | 0.14%             | 2032-05-24      | Variable      | 1.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | US 2YR NOTE (CBT) Mar23        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |        40 | NC      | $20239.34     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SSE PLC                                                                         | SSE PLC                        | CUSIP: BH6216197<br>LEI: 549300KI75VYLLMSK856 | Long             | DBT              | CORP              | GB        |    490000 | PA      | $446337.60    | 0.09%             | 2030-04-16      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                | WELLS FARGO CO                 | CUSIP: 95000U2Z5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    575000 | PA      | $510680.78    | 0.10%             | 2053-04-25      | Variable      | 4.61%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY                 | CUSIP: 61761J3R8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2100000 | PA      | $1970698.19   | 0.38%             | 2026-07-27      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| RCI Banque SA                                                                   | RCI BANQUE                     | CUSIP: N/A<br>LEI: 96950001WI712W7PQG45       | Long             | DBT              | CORP              | FR        |    575000 | PA      | $584051.32    | 0.11%             | 2024-03-08      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                              | FHR 4143 AH                    | CUSIP: 3137AX6T5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    680559 | PA      | $618438.08    | 0.12%             | 2042-09-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CNO Global Funding                                                              | CNO GLOBAL FUND                | CUSIP: 18977W2C3<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |   1115000 | PA      | $946991.82    | 0.18%             | 2029-01-06      | Fixed         | 2.65%                 | Yes           |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                              | MITSUBISHI UFJ F               | CUSIP: N/A<br>LEI: 353800V2V8PUY9TK3E06       | Long             | EC               | CORP              | JP        |    582900 | NS      | $3178871.08   | 0.61%             |  |  |  | No            |                  2 | On Loan: No      |
| Alcon Finance Corp                                                              | ALCON FINANCE CO               | CUSIP: 01400EAB9<br>LEI: 549300CUZUI9VU7XNK42 | Long             | DBT              | CORP              | US        |   2965000 | PA      | $2598301.79   | 0.50%             | 2029-09-23      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Public Storage                                                                  | PUBLIC STORAGE                 | CUSIP: N/A<br>LEI: 549300LMZF40TKJ6DM64       | Long             | DBT              | CORP              | US        |    615000 | PA      | $508673.08    | 0.10%             | 2030-09-09      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Qatar Energy                                                                    | QATAR ENERGY                   | CUSIP: 74730DAE3<br>LEI: 254900QTESJKJ3P87J26 | Long             | DBT              | CORP              | QA        |    405000 | PA      | $308216.34    | 0.06%             | 2041-07-12      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| City of Toronto Canada                                                          | CITY OF TORONTO                | CUSIP: 891288DR0<br>LEI: 54930037NB6NXS8EKP78 | Long             | DBT              | NUSS              | CA        |   1000000 | PA      | $614886.07    | 0.12%             | 2048-08-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Golden State Tobacco Securitization Corp                                        | GOLDEN ST TOBACCO -B           | CUSIP: 38122NB68<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     40000 | PA      | $29819.92     | 0.01%             | 2042-06-01      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| Booking Holdings Inc                                                            | BOOKING HLDS INC               | CUSIP: N/A<br>LEI: FXM8FAOHMYDIPD38UZ17       | Long             | DBT              | CORP              | US        |   1185000 | PA      | $1299162.83   | 0.25%             | 2031-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Finance I BV                                           | THERMO FISHER                  | CUSIP: N/A<br>LEI: 549300SM0PJC1F3RPL91       | Long             | DBT              | CORP              | NL        |    525000 | PA      | $396209.66    | 0.08%             | 2041-10-18      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Eastern Gas Transmission & Storage Inc                                          | EASTERN GAS TRAN               | CUSIP: 276480AD2<br>LEI: H2VQBNB3NSKRM5QWBI71 | Long             | DBT              | CORP              | US        |    625000 | PA      | $522100.10    | 0.10%             | 2044-12-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Australia Government Bond                                                       | AUSTRALIAN GOVT.               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AU        |    955000 | PA      | $525910.28    | 0.10%             | 2031-11-21      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                               | NATWEST GROUP                  | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | DBT              | CORP              | GB        |    875000 | PA      | $966566.92    | 0.19%             | 2030-08-14      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                              | DASNY -REV - F                 | CUSIP: 64990FRB2<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    210000 | PA      | $165395.83    | 0.03%             | 2039-02-15      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| Diageo Finance PLC                                                              | DIAGEO FIN PLC                 | CUSIP: N/A<br>LEI: BPF79TJMIH3DK8XCKI50       | Long             | DBT              | CORP              | GB        |    885000 | PA      | $885579.40    | 0.17%             | 2032-03-27      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                      | VERIZON COMM INC               | CUSIP: 92343VGN8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   2227000 | PA      | $1791607.54   | 0.34%             | 2032-03-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                   | INTERCONTINENT                 | CUSIP: 45866FAX2<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    190000 | PA      | $183252.81    | 0.04%             | 2052-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2SF 4 12/22                   | CUSIP: 21H0406C2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    850000 | PA      | $810820.27    | 0.16%             | 2022-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc                                                     | HONEYWELL INTL                 | CUSIP: N/A<br>LEI: ISRPG12PN4EIEOEMW547       | Long             | DBT              | CORP              | US        |   1410000 | PA      | $1513366.97   | 0.29%             | 2034-11-02      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                       | FNCL 4.5 1/23                  | CUSIP: 01F042616<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4580000 | PA      | $4458522.83   | 0.85%             | 2023-01-12      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| S&P Global Inc                                                                  | S&P GLOBAL INC                 | CUSIP: 78409VBB9<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    385000 | PA      | $342797.57    | 0.07%             | 2029-03-01      | Fixed         | 2.70%                 | Yes           |                  2 | On Loan: No      |
| Intel Corp                                                                      | INTEL CORP                     | CUSIP: 458140BW9<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    730000 | PA      | $491993.98    | 0.09%             | 2051-08-12      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| BX Trust 2021-LGCY                                                              | BX 2021-LGCY A                 | CUSIP: 12434DAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1750000 | PA      | $1655059.88   | 0.32%             | 2036-10-15      | Floating      | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                               | FNR 2016-66 DE                 | CUSIP: 3136ATPH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     39352 | PA      | $37868.53     | 0.01%             | 2040-09-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Qatar Government International Bond                                             | QATAR STATE OF                 | CUSIP: 74727PAY7<br>LEI: N/A                  | Long             | DBT              | NUSS              | QA        |    285000 | PA      | $286929.66    | 0.06%             | 2048-04-23      | Fixed         | 5.10%                 | Yes           |                  2 | On Loan: No      |
| Crown Castle Inc                                                                | CROWN CASTLE INT               | CUSIP: 22822VAW1<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   1695000 | PA      | $1345467.10   | 0.26%             | 2031-04-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Dallas Fort Worth International Airport                                         | DALLAS-FORT WORTH-A            | CUSIP: 23503CAN7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    195000 | PA      | $175097.29    | 0.03%             | 2051-11-01      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | ENERGY TRANSFER                | CUSIP: 29273RBE8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    975000 | PA      | $884575.08    | 0.17%             | 2035-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| SBA Tower Trust                                                                 | SBA TOWER TRUST                | CUSIP: 78403DAM2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    755000 | PA      | $751368.45    | 0.14%             | 2048-03-15      | Fixed         | 3.45%                 | Yes           |                  2 | On Loan: No      |
| National Retail Properties Inc                                                  | NATIONAL RETAIL                | CUSIP: 637417AG1<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |    400000 | PA      | $391730.00    | 0.08%             | 2024-06-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp                                                                | EXXON MOBIL CORP               | CUSIP: 30231GBD3<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    865000 | PA      | $807828.15    | 0.15%             | 2026-08-16      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | LONG GILT FUTURE  Mar23        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |        29 | NC      | $-37333.41    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Kroger Co/The                                                                   | KROGER CO                      | CUSIP: 501044DG3<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    220000 | PA      | $189186.76    | 0.04%             | 2047-02-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co                                                                | GEORGIA POWER                  | CUSIP: 373334KQ3<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |   1510000 | PA      | $1469921.28   | 0.28%             | 2032-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Dominion Energy South Carolina Inc                                              | SOUTH CAROL E&G                | CUSIP: 837004CE8<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |    250000 | PA      | $248721.67    | 0.05%             | 2041-02-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ERAC USA Finance LLC                                                            | ERAC USA FINANCE               | CUSIP: 26884TAR3<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |    235000 | PA      | $218199.84    | 0.04%             | 2026-12-01      | Fixed         | 3.30%                 | Yes           |                  2 | On Loan: No      |
| Ares Management Corp                                                            | ARES MANAGEM- A                | CUSIP: 03990B101<br>LEI: 529900JUV61FH7B8VW38 | Long             | EC               | CORP              | US        |     49315 | NS      | $3865802.85   | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Sabine Pass Liquefaction LLC                                                    | SABINE PASS LIQU               | CUSIP: 785592AX4<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1607706.10   | 0.31%             | 2030-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Pennsylvania Electric Co                                                        | PENN ELEC CO                   | CUSIP: 708696BZ1<br>LEI: O1PLQWO3TX952VMBJ146 | Long             | DBT              | CORP              | US        |    124000 | PA      | $112184.06    | 0.02%             | 2029-06-01      | Fixed         | 3.60%                 | Yes           |                  2 | On Loan: No      |
| Cigna Corp                                                                      | CIGNA CORP                     | CUSIP: 125523CL2<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    220000 | PA      | $186925.31    | 0.04%             | 2030-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                          | UNITEDHEALTH GRP               | CUSIP: 91324PDX7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    215000 | PA      | $179457.30    | 0.03%             | 2030-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                | CUSIP: 91282CFH9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3390000 | PA      | $3286710.77   | 0.63%             | 2027-08-31      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                    | COMCAST CORP                   | CUSIP: 20030NAK7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    156000 | PA      | $173307.50    | 0.03%             | 2035-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ochsner LSU Health System of North Louisiana                                    | OCHSNER LSU HLTH               | CUSIP: 67555JAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    520000 | PA      | $402456.88    | 0.08%             | 2031-05-15      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                | CUSIP: 91282CFU0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1026700 | PA      | $1039694.12   | 0.20%             | 2027-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN FM7130                      | CUSIP: 3140XA4Q2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    385922 | PA      | $331180.39    | 0.06%             | 2041-05-01      | Fixed         | 2.00%                 | No            |                  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        |     80000 | PA      | $60816.70     | 0.01%             | 2043-10-01      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                                  | MICROSOFT CORP                 | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |     11898 | NS      | $3035655.72   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Prudential Financial Inc                                                        | PRUDENTIAL FIN                 | CUSIP: 74432QCF0<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    830000 | PA      | $645105.10    | 0.12%             | 2051-03-13      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                                               | GENERAL MOTORS C               | CUSIP: 37045VAN0<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    550000 | PA      | $523943.26    | 0.10%             | 2027-10-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Mondelez International Inc                                                      | MONDELEZ INT INC               | CUSIP: N/A<br>LEI: 549300DV9GIB88LZ5P30       | Long             | DBT              | CORP              | US        |    605000 | PA      | $540592.66    | 0.10%             | 2028-03-17      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                    | BARCLAYS PLC                   | CUSIP: 06738EBB0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    772000 | PA      | $764963.41    | 0.15%             | 2024-05-16      | Variable      | 4.34%                 | No            |                  2 | On Loan: No      |
| Marathon Oil Corp                                                               | MARATHON OIL COR               | CUSIP: 565849AE6<br>LEI: 1FRVQX2CRLGC1XLP5727 | Long             | DBT              | CORP              | US        |    820000 | PA      | $842491.91    | 0.16%             | 2037-10-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev SA/NV                                                      | AB INBEV SA/NV                 | CUSIP: N/A<br>LEI: 5493008H3828EMEXB082       | Long             | DBT              | CORP              | BE        |    725000 | PA      | $693396.68    | 0.13%             | 2036-03-17      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/GBP FWD 20230110           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-807.66      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Orange SA                                                                       | ORANGE                         | CUSIP: N/A<br>LEI: 969500MCOONR8990S771       | Long             | DBT              | CORP              | FR        |   1200000 | PA      | $1194206.75   | 0.23%             | 2025-05-12      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Bayer US Finance II LLC                                                         | BAYER US FIN II                | CUSIP: 07274NAJ2<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |    660000 | PA      | $640067.51    | 0.12%             | 2025-12-15      | Fixed         | 4.25%                 | Yes           |                  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        |     40000 | PA      | $45130.06     | 0.01%             | 2040-12-01      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Progressive Corp/The                                                            | PROGRESSIVE CORP               | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |     20509 | NS      | $2710264.35   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                | CUSIP: 912810TH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    170000 | PA      | $152601.55    | 0.03%             | 2042-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                | CUSIP: 91282CFN6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      8000 | PA      | $7976.25      | 0.00%             | 2024-09-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                | DEUTSCHE BANK AG               | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |    700000 | PA      | $640712.62    | 0.12%             | 2028-02-23      | Variable      | 1.88%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                     | PACIFIC GAS&ELEC               | CUSIP: 694308KG1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    635000 | PA      | $622693.09    | 0.12%             | 2032-06-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co Lp / PTL Finance Corp                                   | PENSKE TRUCK LE                | CUSIP: 709599BJ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    140000 | PA      | $134380.58    | 0.03%             | 2025-07-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                           | MET TRANSN-TXB-E-BABS          | CUSIP: 59259YGF0<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |    380000 | PA      | $411150.35    | 0.08%             | 2040-11-15      | Fixed         | 6.81%                 | No            |                  2 | On Loan: No      |
| American International Group Inc                                                | AMER INTL GROUP                | CUSIP: 026874DR5<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |   3965000 | PA      | $3547267.43   | 0.68%             | 2030-06-30      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2SF 3 12/22                   | CUSIP: 21H0306C3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1175000 | PA      | $1059152.29   | 0.20%             | 2022-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| European Stability Mechanism                                                    | ESM                            | CUSIP: N/A<br>LEI: 222100W4EEAQ77386N50       | Long             | DBT              | CORP              | N/A       |    775000 | PA      | $732055.38    | 0.14%             | 2026-12-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN FS0434                      | CUSIP: 3140XFPU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1077523 | PA      | $936670.95    | 0.18%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                    | ING GROEP NV                   | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | DBT              | CORP              | NL        |    600000 | PA      | $508925.26    | 0.10%             | 2029-02-18      | Variable      | 0.25%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                          | UNITEDHEALTH GRP               | CUSIP: 91324PEK4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47279.28     | 0.01%             | 2052-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co Lp / PTL Finance Corp                                   | PENSKE TRUCK LE                | CUSIP: 709599AN4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1125000 | PA      | $1123123.35   | 0.22%             | 2023-01-17      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| BPCE SA                                                                         | BPCE                           | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |    900000 | PA      | $935659.75    | 0.18%             | 2023-01-18      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Taiwan Semiconductor Manufacturing Co Ltd                                       | TSMC                           | CUSIP: N/A<br>LEI: 549300KB6NK5SBD14S87       | Long             | EC               | CORP              | TW        |    190000 | NS      | $3051372.19   | 0.59%             |  |  |  | No            |                  2 | On Loan: No      |
| Bon Secours Mercy Health Inc                                                    | BON SECOURS HLTH               | CUSIP: 09778PAB1<br>LEI: 5493006NA7JSVYYYF398 | Long             | DBT              | CORP              | US        |    275000 | PA      | $217909.30    | 0.04%             | 2031-06-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Koninklijke KPN NV                                                              | KPN (KONIN) NV                 | CUSIP: N/A<br>LEI: 549300YO0JZHAL7FVP81       | Long             | EC               | CORP              | NL        |    748559 | NS      | $2302789.94   | 0.44%             |  |  |  | No            |                  2 | On Loan: No      |
| American Tower Corp                                                             | AMERICAN TOWER                 | CUSIP: N/A<br>LEI: 5493006ORUSIL88JOE18       | Long             | DBT              | CORP              | US        |    735000 | PA      | $668849.48    | 0.13%             | 2027-01-15      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | GOLDMAN SACHS GP               | CUSIP: 38141GWV2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    235000 | PA      | $216311.74    | 0.04%             | 2029-04-23      | Variable      | 3.81%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                         | NY & NJ PORT AUTH              | CUSIP: 73358XCN0<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |    160000 | PA      | $107161.79    | 0.02%             | 2060-07-15      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| Evergy Metro Inc                                                                | EVERGY METRO                   | CUSIP: 30037DAA3<br>LEI: 1128SIJQ26096WL7IO82 | Long             | DBT              | CORP              | US        |    180000 | PA      | $149764.51    | 0.03%             | 2030-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                | T-MOBILE USA INC               | CUSIP: 87264ABV6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1685000 | PA      | $1489956.70   | 0.29%             | 2029-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Sabine Pass Liquefaction LLC                                                    | SABINE PASS LIQU               | CUSIP: 785592AY2<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    520000 | PA      | $526942.50    | 0.10%             | 2037-09-15      | Fixed         | 5.90%                 | Yes           |                  2 | On Loan: No      |
| NatWest Group PLC                                                               | NATWEST GROUP                  | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | DBT              | CORP              | GB        |    970000 | PA      | $950847.33    | 0.18%             | 2026-03-02      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                | DUKE ENERGY COR                | CUSIP: 26441CBU8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    190000 | PA      | $172862.48    | 0.03%             | 2052-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                        | RABOBANK                       | CUSIP: N/A<br>LEI: DG3RU1DBUFHT4ZF9WN62       | Long             | DBT              | CORP              | NL        |    100000 | PA      | $110618.36    | 0.02%             | 2029-05-23      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Municipal Finance Authority of British Columbia                                 | BRIT COL MUN FIN               | CUSIP: 626209JC5<br>LEI: 549300XJ89QPG8565B79 | Long             | DBT              | NUSS              | CA        |    600000 | PA      | $471109.79    | 0.09%             | 2027-12-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                        | DUKE ENERGY PROG               | CUSIP: 26442UAN4<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    185000 | PA      | $165281.23    | 0.03%             | 2032-04-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                      | ONTARIO PROVINCE               | CUSIP: N/A<br>LEI: C7PVKCRGLG18EBQGZV36       | Long             | DBT              | NUSS              | CA        |   1075000 | PA      | $1049577.41   | 0.20%             | 2029-06-28      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                        | COOPERATIEVE RAB               | CUSIP: N/A<br>LEI: DG3RU1DBUFHT4ZF9WN62       | Long             | DBT              | CORP              | NL        |   1100000 | PA      | $935800.99    | 0.18%             | 2030-07-02      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                    | COMCAST CORP                   | CUSIP: 20030NDS7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    961000 | PA      | $641233.78    | 0.12%             | 2051-11-01      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| CommonSpirit Health                                                             | CATHOLIC HEALTH                | CUSIP: 14916RAF1<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    895000 | PA      | $889465.74    | 0.17%             | 2023-08-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Koninklijke KPN NV                                                              | KONINKLIJKE KPN                | CUSIP: N/A<br>LEI: 549300YO0JZHAL7FVP81       | Long             | DBT              | CORP              | NL        |    500000 | PA      | $392007.76    | 0.08%             | 2033-11-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                        | DUKE ENERGY PROG               | CUSIP: 26442UAB0<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    350000 | PA      | $296905.33    | 0.06%             | 2045-08-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                       | FNCL 5.5 12/22                 | CUSIP: 01F0526C1<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |  -4700000 | PA      | $-4755812.50  | -0.91%            | 2022-12-13      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AIA Group Ltd                                                                   | AIA                            | CUSIP: Y002A1105<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | EC               | CORP              | HK        |    463600 | NS      | $4707676.89   | 0.90%             |  |  |  | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                              | REALTY INCOME                  | CUSIP: 756109BC7<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    635000 | PA      | $547750.90    | 0.11%             | 2033-07-13      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Spain Government Bond                                                           | SPANISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ES        |    775000 | PA      | $706652.29    | 0.14%             | 2029-10-31      | Fixed         | 0.60%                 | Yes           |                  2 | On Loan: No      |
| Ashtead Capital Inc                                                             | ASHTEAD CAPITAL                | CUSIP: 04505AAA7<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |    300000 | PA      | $287805.36    | 0.06%             | 2032-08-11      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Province of Ontario Canada                                                      | ONTARIO PROVINCE               | CUSIP: 68333ZAC1<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |    815000 | PA      | $585588.48    | 0.11%             | 2028-06-02      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                | CUSIP: 91282CFF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1453700 | PA      | $1346489.63   | 0.26%             | 2032-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                  | MERCK & CO                     | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |     54550 | NS      | $6007046.00   | 1.15%             |  |  |  | No            |                  1 | On Loan: No      |
| San Diego Gas & Electric Co                                                     | SAN DIEGO G & E                | CUSIP: 797440BX1<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    174000 | PA      | $144390.16    | 0.03%             | 2049-06-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones SA                                                         | TELEFONICA EMIS                | CUSIP: 87938WAV5<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |    845000 | PA      | $683340.19    | 0.13%             | 2038-03-06      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Kansas Development Finance Authority                                            | KS ST DEV EMPLOYEES-C          | CUSIP: 485428ZX7<br>LEI: 549300WTL7BL8KBDPR87 | Long             | DBT              | MUN               | US        |    530000 | PA      | $535107.82    | 0.10%             | 2026-05-01      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| Bermuda Government International Bond                                           | BERMUDA-GOVT OF                | CUSIP: 085209AG9<br>LEI: N/A                  | Long             | DBT              | NUSS              | BM        |    200000 | PA      | $164786.13    | 0.03%             | 2030-08-20      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| Massachusetts Mutual Life Insurance Co                                          | MASS MUTUAL LIFE               | CUSIP: 575767AQ1<br>LEI: R6ZXK5P01NP6HXSY1S07 | Long             | DBT              | CORP              | US        |    140000 | PA      | $98959.45     | 0.02%             | 2050-04-15      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| Georgia Power Co                                                                | GEORGIA POWER                  | CUSIP: 373334KN0<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |     35000 | PA      | $26661.62     | 0.01%             | 2050-01-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                 | PHILIP MORRIS IN               | CUSIP: 718172CV9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    420000 | PA      | $420951.73    | 0.08%             | 2027-11-17      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co Lp / PTL Finance Corp                                   | PENSKE TRUCK LE                | CUSIP: 709599BG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    180000 | PA      | $169751.69    | 0.03%             | 2024-11-01      | Fixed         | 2.70%                 | Yes           |                  2 | On Loan: No      |
| European Union                                                                  | EUROPEAN UNION                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | CORP              | N/A       |   1475000 | PA      | $1330310.93   | 0.26%             | 2032-07-06      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                  | MERCK & CO INC                 | CUSIP: 58933YAX3<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    500000 | PA      | $471201.14    | 0.09%             | 2029-03-07      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP / VICI Note Co Inc                                           | VICI PROPERTIES                | CUSIP: 92564RAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    285000 | PA      | $249053.31    | 0.05%             | 2030-08-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| CRH Finance DAC                                                                 | CRH FINANCE                    | CUSIP: N/A<br>LEI: 549300C4ROP5J6I59W35       | Long             | DBT              | CORP              | IE        |   1177000 | PA      | $1227361.56   | 0.24%             | 2023-04-03      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Shell International Finance BV                                                  | SHELL INTL FIN                 | CUSIP: 822582CL4<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    340000 | PA      | $239729.58    | 0.05%             | 2051-11-26      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SCE Recovery Funding LLC                                                        | SCE REC FUND                   | CUSIP: 78433LAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    216581 | PA      | $180747.68    | 0.03%             | 2033-11-15      | Fixed         | 0.86%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | GOLDMAN SACHS GP               | CUSIP: 38141GYJ7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    545000 | PA      | $431074.10    | 0.08%             | 2032-07-21      | Variable      | 2.38%                 | No            |                  2 | On Loan: No      |
| FMC Corp                                                                        | FMC CORP                       | CUSIP: 302491303<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | EC               | CORP              | US        |     28905 | NS      | $3776149.20   | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Discovery Communications LLC                                                    | DISCOVERY COMMUN               | CUSIP: 25470DBJ7<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |    565000 | PA      | $478181.76    | 0.09%             | 2030-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Isuzu Motors Ltd                                                                | ISUZU MOTORS                   | CUSIP: N/A<br>LEI: 529900C0QSXVCC7AR494       | Long             | EC               | CORP              | JP        |    206600 | NS      | $2707093.17   | 0.52%             |  |  |  | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                        | AT&T INC                       | CUSIP: 00206REF5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    250000 | PA      | $241948.43    | 0.05%             | 2036-09-04      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| RCI Banque SA                                                                   | RCI BANQUE                     | CUSIP: N/A<br>LEI: 96950001WI712W7PQG45       | Long             | DBT              | CORP              | FR        |    305000 | PA      | $301523.37    | 0.06%             | 2025-04-11      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| AXA SA                                                                          | AXA SA                         | CUSIP: N/A<br>LEI: F5WCUMTUM4RKZ1MAIE39       | Long             | DBT              | CORP              | FR        |    750000 | PA      | $786304.78    | 0.15%             | 2043-07-04      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Shell International Finance BV                                                  | SHELL INTL FIN                 | CUSIP: 822582BQ4<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    275000 | PA      | $232521.36    | 0.04%             | 2046-05-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                        | AT&T INC                       | CUSIP: 00206RJV5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    300000 | PA      | $273869.71    | 0.05%             | 2032-05-19      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co Lp / PTL Finance Corp                                   | PENSKE TRUCK LE                | CUSIP: 709599AZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    740000 | PA      | $712531.98    | 0.14%             | 2025-03-10      | Fixed         | 3.95%                 | Yes           |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC HOLDINGS                  | CUSIP: 404280CM9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    420000 | PA      | $360017.85    | 0.07%             | 2027-05-24      | Variable      | 1.59%                 | No            |                  2 | On Loan: No      |
| KDDI Corp                                                                       | KDDI CORP                      | CUSIP: J31843105<br>LEI: 5299003FU7V4I45FU310 | Long             | EC               | CORP              | JP        |     85600 | NS      | $2546135.88   | 0.49%             |  |  |  | No            |                  2 | On Loan: No      |
| Gray Oak Pipeline LLC                                                           | GRAY OAK PIPE                  | CUSIP: 38937LAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $40051.58     | 0.01%             | 2027-10-15      | Fixed         | 3.45%                 | Yes           |                  2 | On Loan: No      |
| European Investment Bank                                                        | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |   1035000 | PA      | $1112761.61   | 0.21%             | 2033-10-14      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Aker BP ASA                                                                     | AKER BP ASA                    | CUSIP: 00973RAF0<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |   2155000 | PA      | $1911908.31   | 0.37%             | 2030-01-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| NTT Finance Corp                                                                | NTT FINANCE                    | CUSIP: 62954WAE5<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |   2395000 | PA      | $1944821.96   | 0.37%             | 2031-04-03      | Fixed         | 2.06%                 | Yes           |                  2 | On Loan: No      |
| Intel Corp                                                                      | INTEL CORP                     | CUSIP: 458140CB4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    930000 | PA      | $847079.90    | 0.16%             | 2052-08-05      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Danone SA                                                                       | DANONE                         | CUSIP: 23636TAE0<br>LEI: 969500KMUQ2B6CBAF162 | Long             | DBT              | CORP              | FR        |    285000 | PA      | $265502.34    | 0.05%             | 2026-11-02      | Fixed         | 2.95%                 | Yes           |                  2 | On Loan: No      |
| Mondelez International Holdings Netherlands BV                                  | MONDELEZ INTL                  | CUSIP: N/A<br>LEI: 549300CW356R8I7N8D33       | Long             | DBT              | CORP              | NL        |    425000 | PA      | $358273.43    | 0.07%             | 2031-10-01      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| NTT Finance Corp                                                                | NTT FINANCE                    | CUSIP: 62954WAC9<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    700000 | PA      | $621868.46    | 0.12%             | 2026-04-03      | Fixed         | 1.16%                 | Yes           |                  2 | On Loan: No      |
| Suez SACA                                                                       | SUEZ                           | CUSIP: N/A<br>LEI: 5493007LKZ37MXEN5D79       | Long             | DBT              | CORP              | FR        |   1100000 | PA      | $1014426.31   | 0.19%             | 2034-05-24      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMER CRP               | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    745000 | PA      | $604420.26    | 0.12%             | 2032-04-22      | Variable      | 2.69%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | JPY/USD FWD 20230110           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $7549.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| APRR SA                                                                         | APRR SA                        | CUSIP: N/A<br>LEI: 9695002SV2VP9CU42826       | Long             | DBT              | CORP              | FR        |    100000 | PA      | $93174.18     | 0.02%             | 2030-01-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CSL Finance PLC                                                                 | CSL FINANCE PLC                | CUSIP: 12661PAC3<br>LEI: 2549007CCNBNAF4HBC02 | Long             | DBT              | CORP              | GB        |    650000 | PA      | $618355.11    | 0.12%             | 2032-04-27      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Kaiser Foundation Hospitals                                                     | KAISER FOUN HOSP               | CUSIP: 48305QAF0<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |    710000 | PA      | $521695.21    | 0.10%             | 2041-06-01      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | GOLDMAN SACHS GP               | CUSIP: 38141GWZ3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    285000 | PA      | $267533.30    | 0.05%             | 2029-05-01      | Variable      | 4.22%                 | No            |                  2 | On Loan: No      |
| State of Connecticut                                                            | CONNECTICUT ST-A-TXBL          | CUSIP: 20772KJV2<br>LEI: 5493007GRO6CU0IKP741 | Long             | DBT              | MUN               | US        |    135000 | PA      | $133023.29    | 0.03%             | 2023-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CommonSpirit Health                                                             | COMMONSPIRIT                   | CUSIP: 20268JAB9<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    145000 | PA      | $126884.61    | 0.02%             | 2029-10-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                       | FNCL 2.5 12/22                 | CUSIP: 01F0226C4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    265000 | PA      | $226285.14    | 0.04%             | 2022-12-13      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev SA/NV                                                      | AB INBEV SA/NV                 | CUSIP: N/A<br>LEI: 5493008H3828EMEXB082       | Long             | DBT              | CORP              | BE        |    350000 | PA      | $351908.01    | 0.07%             | 2032-04-02      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                                               | GENERAL MOTORS C               | CUSIP: 37045VAS9<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |   1095000 | PA      | $1053829.30   | 0.20%             | 2028-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd                                                     | AVOLON HDGS                    | CUSIP: 05401AAR2<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   1881000 | PA      | $1512467.67   | 0.29%             | 2027-11-18      | Fixed         | 2.53%                 | Yes           |                  2 | On Loan: No      |
| Nestle SA                                                                       | NESTLE SA-REG                  | CUSIP: H57312649<br>LEI: KY37LUS27QQX7BB93L28 | Long             | EC               | CORP              | CH        |     23723 | NS      | $2823596.96   | 0.54%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | GBP/USD FWD 20230110           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-80423.05    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Credit Suisse Group AG                                                          | CREDIT SUISSE                  | CUSIP: 225401AU2<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    689000 | PA      | $468071.13    | 0.09%             | 2032-05-14      | Variable      | 3.09%                 | Yes           |                  2 | On Loan: No      |
| Dignity Health                                                                  | DIGNITY HEALTH                 | CUSIP: 254010AD3<br>LEI: TFVG45LTYVO3XKPZWP18 | Long             | DBT              | CORP              | US        |    659000 | PA      | $642733.18    | 0.12%             | 2024-11-01      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                              | HOME DEPOT INC                 | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |      7588 | NS      | $2458436.12   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital | CHARTER COMM OPT               | CUSIP: 161175AZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    305000 | PA      | $299668.36    | 0.06%             | 2035-10-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20230110           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-438017.33   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | US 10YR NOTE (CBT)Mar23        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |      -302 | NC      | $-267650.98   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| QUALCOMM Inc                                                                    | QUALCOMM INC                   | CUSIP: 747525BQ5<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    600000 | PA      | $584033.00    | 0.11%             | 2032-05-20      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| EDP Finance BV                                                                  | EDP FINANCE BV                 | CUSIP: N/A<br>LEI: 5299007L43AQDFOW5739       | Long             | DBT              | CORP              | NL        |   1100000 | PA      | $1040517.57   | 0.20%             | 2029-09-21      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Saudi Arabian Oil Co                                                            | SAUDI ARAB OIL                 | CUSIP: 80414L2D6<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |    585000 | PA      | $544523.87    | 0.10%             | 2029-04-16      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| TJX Cos Inc/The                                                                 | TJX COS INC                    | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |     53150 | NS      | $4254657.50   | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                | CUSIP: 912810TK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4109800 | PA      | $3760467.00   | 0.72%             | 2042-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                          | UNITEDHEALTH GRP               | CUSIP: 91324PDK5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    415000 | PA      | $400623.25    | 0.08%             | 2028-06-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                        | GNR 2015-179 NC                | CUSIP: 38379TAR0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     82037 | PA      | $77761.57     | 0.01%             | 2044-09-20      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | GOLDMAN SACHS GP               | CUSIP: 38141GYA6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1310000 | PA      | $1152068.18   | 0.22%             | 2027-03-09      | Variable      | 1.43%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc                                              | ANHEUSER-BUSCH                 | CUSIP: 035240AT7<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $951593.70    | 0.18%             | 2050-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Visa Inc                                                                        | VISA INC                       | CUSIP: 92826CAT9<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    420000 | PA      | $406999.73    | 0.08%             | 2034-06-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd                                                     | AVOLON HDGS                    | CUSIP: 05401AAM3<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    178000 | PA      | $152102.17    | 0.03%             | 2026-02-21      | Fixed         | 2.12%                 | Yes           |                  2 | On Loan: No      |
| AXA SA                                                                          | AXA                            | CUSIP: N/A<br>LEI: F5WCUMTUM4RKZ1MAIE39       | Long             | EC               | CORP              | FR        |    188083 | NS      | $5316836.07   | 1.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                      | PFIZER INC                     | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |    117190 | NS      | $5874734.70   | 1.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Municipal Electric Authority of Georgia                                         | MEAG TXB-PLT VOGTLE            | CUSIP: 626207YF5<br>LEI: JA0WNILDDF2KUPS83B16 | Long             | DBT              | MUN               | US        |    532000 | PA      | $555569.67    | 0.11%             | 2057-04-01      | Fixed         | 6.64%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR QC9119                      | CUSIP: 3133AUDY1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1316138 | PA      | $1181172.65   | 0.23%             | 2051-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                       | FNCL 4.5 12/22                 | CUSIP: 01F0426C2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4580000 | PA      | $4458343.75   | 0.85%             | 2022-12-13      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Northwestern Mutual Life Insurance Co/The                                       | NORTHWESTERN MUT               | CUSIP: 668138AC4<br>LEI: 1DU7IM20QESYGDO4HO54 | Long             | DBT              | CORP              | US        |     12000 | PA      | $8451.66      | 0.00%             | 2059-09-30      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                | CUSIP: 91282CFC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    270000 | PA      | $251943.75    | 0.05%             | 2029-07-31      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| FinecoBank Banca Fineco SpA                                                     | FINECOBANK SPA                 | CUSIP: N/A<br>LEI: 549300L7YCATGO57ZE10       | Long             | EC               | CORP              | IT        |    237948 | NS      | $3864682.04   | 0.74%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                    | UBS GROUP                      | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | DBT              | CORP              | CH        |    950000 | PA      | $818048.00    | 0.16%             | 2028-02-24      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Bayer US Finance LLC                                                            | BAYER US FINANCE               | CUSIP: 07274EAG8<br>LEI: 54930093Q75GSEM74I71 | Long             | DBT              | CORP              | US        |    765000 | PA      | $740044.50    | 0.14%             | 2024-10-08      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| Iberdrola SA                                                                    | IBERDROLA SA                   | CUSIP: N/A<br>LEI: 5QK37QC7NWOJ8D7WVQ45       | Long             | EC               | CORP              | ES        |    243374 | NS      | $2749499.39   | 0.53%             |  |  |  | No            |                  2 | On Loan: No      |
| Georgia Power Co                                                                | GEORGIA POWER                  | CUSIP: 373334KR1<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1015003.91   | 0.19%             | 2052-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Golden State Tobacco Securitization Corp                                        | GOLDEN ST TOBACCO -B           | CUSIP: 38122NB76<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     85000 | PA      | $78604.91     | 0.02%             | 2046-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bureau Veritas SA                                                               | BUREAU VERITAS S               | CUSIP: N/A<br>LEI: 969500TPU5T3HA5D1F11       | Long             | EC               | CORP              | FR        |    145324 | NS      | $3811220.07   | 0.73%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC HOLDINGS                  | CUSIP: 404280DR7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    454000 | PA      | $476155.36    | 0.09%             | 2028-11-03      | Variable      | 7.39%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                                                        | MARSH & MCLENNAN               | CUSIP: 571748BG6<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    705000 | PA      | $688120.10    | 0.13%             | 2029-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                             | ELEVANCE HEALTH                | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |      8311 | NS      | $4429098.12   | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae REMICS                                                               | FNR 2015-28 HP                 | CUSIP: 3136ANUU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    100538 | PA      | $95470.79     | 0.02%             | 2044-06-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN FS1219                      | CUSIP: 3140XGK99<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1283797 | PA      | $1189002.21   | 0.23%             | 2051-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                       | FNCL 2.5 1/23                  | CUSIP: 01F022618<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    260000 | PA      | $222249.22    | 0.04%             | 2023-01-12      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | CHF/USD FWD 20230110           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-5957.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Kaiser Foundation Hospitals                                                     | KAISER FOUN HOSP               | CUSIP: 48305QAB9<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |    235000 | PA      | $226169.41    | 0.04%             | 2042-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Cleco Corporate Holdings LLC                                                    | CLECO CORP                     | CUSIP: 18551PAE9<br>LEI: 5493002H80P81B3HXL31 | Long             | DBT              | CORP              | US        |    270000 | PA      | $228930.47    | 0.04%             | 2029-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                        | COOPERATIEVE RAB               | CUSIP: 74977RDK7<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    530000 | PA      | $459464.46    | 0.09%             | 2027-02-24      | Variable      | 1.11%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                | CUSIP: 91282CDQ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7085000 | PA      | $6372071.88   | 1.22%             | 2026-12-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Texas Electric Market Stabilization Funding N LLC                               | TX ELECTRIC MRKT               | CUSIP: 88240TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    875000 | PA      | $840271.94    | 0.16%             | 2036-08-01      | Fixed         | 4.26%                 | Yes           |                  2 | On Loan: No      |
| Tokio Marine Holdings Inc                                                       | TOKIO MARINE HD                | CUSIP: J86298106<br>LEI: 5299009QN2NZ191KLS29 | Long             | EC               | CORP              | JP        |    170000 | NS      | $3506891.93   | 0.67%             |  |  |  | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev SA/NV                                                      | AB INBEV SA/NV                 | CUSIP: N/A<br>LEI: 5493008H3828EMEXB082       | Long             | DBT              | CORP              | BE        |    355000 | PA      | $327010.92    | 0.06%             | 2031-03-28      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                                                 | ASTRAZENECA PLC                | CUSIP: 046353AT5<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    720000 | PA      | $699777.15    | 0.13%             | 2029-01-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Hess Corp                                                                       | HESS CORP                      | CUSIP: 023551AJ3<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    590000 | PA      | $649361.72    | 0.12%             | 2031-08-15      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                 | FNA 2021-M2S 2A2               | CUSIP: 3136BJD77<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    363730 | PA      | $286887.49    | 0.06%             | 2036-10-25      | Variable      | 2.39%                 | No            |                  2 | On Loan: No      |
| ITC Holdings Corp                                                               | ITC HOLDINGS COR               | CUSIP: 465685AR6<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |    295000 | PA      | $293015.98    | 0.06%             | 2027-09-22      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| BNP Paribas SA                                                                  | BNP PARIBAS                    | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |    400000 | PA      | $365702.30    | 0.07%             | 2026-09-04      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| CK Hutchison International 17 II Ltd                                            | CK HUTCHISON INT               | CUSIP: 12563XAB7<br>LEI: 254900F7C0PB6TKONV55 | Long             | DBT              | CORP              | KY        |    975000 | PA      | $967756.60    | 0.19%             | 2023-03-29      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| Danske Bank A/S                                                                 | DANSKE BANK A/S                | CUSIP: N/A<br>LEI: MAES062Z21O4RZ2U7M96       | Long             | DBT              | CORP              | DK        |    560000 | PA      | $577382.69    | 0.11%             | 2028-01-14      | Variable      | 2.25%                 | No            |                  2 | On Loan: No      |
| European Stability Mechanism                                                    | ESM                            | CUSIP: N/A<br>LEI: 222100W4EEAQ77386N50       | Long             | DBT              | CORP              | N/A       |    525000 | PA      | $519946.18    | 0.10%             | 2024-12-16      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                               | FNR 2019-6 GJ                  | CUSIP: 3136B3T59<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     67744 | PA      | $64528.47     | 0.01%             | 2049-02-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                | CUSIP: 912810TA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    670000 | PA      | $467220.35    | 0.09%             | 2041-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CommonSpirit Health                                                             | COMMONSPIRIT                   | CUSIP: 20268JAC7<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    155000 | PA      | $119345.98    | 0.02%             | 2049-10-01      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                  | BNP PARIBAS                    | CUSIP: 09659W2J2<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    360000 | PA      | $338651.50    | 0.06%             | 2025-11-19      | Variable      | 2.82%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20230110           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-25505.35    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                | CUSIP: 912810TJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3881800 | PA      | $3322578.19   | 0.64%             | 2052-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets PLC                                                          | BP CAPITAL PLC                 | CUSIP: 05565QDS4<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |   1325000 | PA      | $958779.41    | 0.18%             | 2025-05-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co                                                                | GEORGIA POWER                  | CUSIP: 373334JW2<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    500000 | PA      | $435437.08    | 0.08%             | 2042-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN FS0601                      | CUSIP: 3140XFU33<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2286564 | PA      | $1978084.40   | 0.38%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust I LLC 2018-3                                           | AOMT 2018-3 A1                 | CUSIP: 03464NAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4370 | PA      | $4348.83      | 0.00%             | 2048-09-25      | Variable      | 3.65%                 | Yes           |                  2 | On Loan: No      |
| QUALCOMM Inc                                                                    | QUALCOMM INC                   | CUSIP: 747525BR3<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    160000 | PA      | $142973.28    | 0.03%             | 2052-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp                                                     | AMERICAN WATER                 | CUSIP: 03040WBA2<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    825000 | PA      | $796587.23    | 0.15%             | 2032-06-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Cox Communications Inc                                                          | COX COMMUN INC                 | CUSIP: 224044CJ4<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |   1255000 | PA      | $1170854.85   | 0.22%             | 2027-08-15      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Sands China Ltd                                                                 | SANDS CHINA LTD                | CUSIP: N/A<br>LEI: 549300EVO6UZDGY05787       | Long             | EC               | CORP              | HK        |    655200 | NS      | $1791292.14   | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| Foothill-Eastern Transportation Corridor Agency                                 | FOOTHILL ESTRN TRANSP          | CUSIP: 345105JE1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     45000 | PA      | $34883.00     | 0.01%             | 2049-01-15      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                  | BNP PARIBAS                    | CUSIP: 09659W2T0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   1145000 | PA      | $1004435.78   | 0.19%             | 2028-01-20      | Variable      | 2.59%                 | Yes           |                  2 | On Loan: No      |
| Comcast Corp                                                                    | COMCAST CORP                   | CUSIP: 20030NCK5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     20000 | PA      | $16464.61     | 0.00%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                                          | ROMANIA                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |    412000 | PA      | $290197.60    | 0.06%             | 2033-04-14      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| BAE Systems PLC                                                                 | BAE SYSTEMS PLC                | CUSIP: N/A<br>LEI: 8SVCSVKSGDWMW2QHOH83       | Long             | EC               | CORP              | GB        |    442279 | NS      | $4380212.91   | 0.84%             |  |  |  | No            |                  2 | On Loan: No      |
| Airbus SE                                                                       | AIRBUS SE                      | CUSIP: N/A<br>LEI: MINO79WLOO247M1IL051       | Long             | DBT              | CORP              | NL        |    100000 | PA      | $85931.52     | 0.02%             | 2040-06-09      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | Euro-OAT Future   Dec22        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |         8 | NC      | $-11527.58    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Hyundai Capital America                                                         | HYUNDAI CAP AMER               | CUSIP: 44891ABU0<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    830000 | PA      | $816702.59    | 0.16%             | 2023-04-03      | Fixed         | 0.80%                 | Yes           |                  2 | On Loan: No      |
| National Grid Electricity Transmission PLC                                      | NATL GRID ELECT                | CUSIP: N/A<br>LEI: 5XJXCCYG4SDKFJ5WLB02       | Long             | DBT              | CORP              | GB        |    635000 | PA      | $502868.66    | 0.10%             | 2038-09-16      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Wintershall Dea Finance BV                                                      | WINTERSHALL FIN                | CUSIP: N/A<br>LEI: 529900SUC9JUI6M74U66       | Long             | DBT              | CORP              | NL        |   1000000 | PA      | $804544.57    | 0.15%             | 2031-09-25      | Fixed         | 1.82%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                 | PHILIP MORRIS IN               | CUSIP: 718172CX5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    700000 | PA      | $720994.75    | 0.14%             | 2032-11-17      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Scottish Hydro Electric Transmission PLC                                        | SCOTTISH HYDRO                 | CUSIP: N/A<br>LEI: 549300ECJZDA7203MK64       | Long             | DBT              | CORP              | GB        |    535000 | PA      | $475953.45    | 0.09%             | 2035-09-27      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Warnermedia Holdings Inc                                                        | WARNERMEDIA HLDG               | CUSIP: 55903VAJ2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   1218000 | PA      | $1067233.22   | 0.20%             | 2029-03-15      | Fixed         | 4.05%                 | Yes           |                  2 | On Loan: No      |
| Union Pacific Corp                                                              | UNION PAC CORP                 | CUSIP: 907818FL7<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    190000 | PA      | $141916.98    | 0.03%             | 2070-02-05      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC HOLDINGS                  | CUSIP: 404280CV9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    770000 | PA      | $622025.51    | 0.12%             | 2029-08-17      | Variable      | 2.21%                 | No            |                  2 | On Loan: No      |
| National Grid PLC                                                               | NATL GRID PLC                  | CUSIP: N/A<br>LEI: 8R95QZMKZLJX5Q2XR704       | Long             | DBT              | CORP              | GB        |    585000 | PA      | $503172.58    | 0.10%             | 2028-09-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| TC Energy Corp                                                                  | TC ENERGY CORP                 | CUSIP: 87807B107<br>LEI: 549300UGKOFV2IWJJG27 | Long             | EC               | CORP              | CA        |     82166 | NS      | $3640555.77   | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| TotalEnergies SE                                                                | TOTALENERGIES SE               | CUSIP: N/A<br>LEI: 529900S21EQ1BO4ESM68       | Long             | EC               | CORP              | FR        |    112814 | NS      | $7050885.82   | 1.35%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                              | FHR 3836 NM                    | CUSIP: 3137A8XN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      7352 | PA      | $7311.59      | 0.00%             | 2040-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EURO-SCHATZ FUT   Dec22        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |        61 | NC      | $-82698.63    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| National Grid Electricity Transmission PLC                                      | NATL GRID ELECT                | CUSIP: N/A<br>LEI: 5XJXCCYG4SDKFJ5WLB02       | Long             | DBT              | CORP              | GB        |    480000 | PA      | $369252.89    | 0.07%             | 2040-04-17      | Fixed         | 2.00%                 | 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        |    322387 | NS      | $32235524.83  | 6.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Standard Chartered PLC                                                          | STANDARD CHART                 | CUSIP: 853254BY5<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    530000 | PA      | $495563.80    | 0.10%             | 2025-01-12      | Variable      | 0.99%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                       | FNCL 5 12/22                   | CUSIP: 01F0506C5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4650000 | PA      | $4628929.92   | 0.89%             | 2022-12-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | AUD/GBP FWD 20230110           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $10290.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                | CUSIP: 91282CFT3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    308000 | PA      | $312716.25    | 0.06%             | 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        |   3020800 | PA      | $3057616.00   | 0.59%             | 2027-09-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| JAB Holdings BV                                                                 | JAB HOLDINGS                   | CUSIP: 46653KAA6<br>LEI: 529900RRNKUM3INJGF98 | Long             | DBT              | CORP              | NL        |    260000 | PA      | $196726.67    | 0.04%             | 2030-11-23      | Fixed         | 2.20%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                       | FNCL 3.5 12/22                 | CUSIP: 01F0326C3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2800000 | PA      | $2564625.00   | 0.49%             | 2022-12-13      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                | CUSIP: 912810TG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1745000 | PA      | $1450258.68   | 0.28%             | 2052-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Philadelphia Authority for Industrial Development                               | PHILADELPHIA INDL-C            | CUSIP: 71781LBH1<br>LEI: 549300DIY68KQZEW7M79 | Long             | DBT              | MUN               | US        |    525000 | PA      | $555330.41    | 0.11%             | 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        |     60000 | PA      | $46616.57     | 0.01%             | 2040-11-01      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                | DUKE ENERGY COR                | CUSIP: 26441CBL8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    530000 | PA      | $437751.53    | 0.08%             | 2031-06-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                    | UBS GROUP AG                   | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | EC               | CORP              | CH        |    213492 | NS      | $3939501.43   | 0.76%             |  |  |  | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                      | PACIFICORP                     | CUSIP: 695114CW6<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    160000 | PA      | $137378.29    | 0.03%             | 2030-09-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| SCE Recovery Funding LLC                                                        | SCE REC FUND                   | CUSIP: 78433LAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $37741.69     | 0.01%             | 2043-11-15      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| Sierra Pacific Power Co                                                         | SIERRA PAC POWER               | CUSIP: 826418BM6<br>LEI: QB888G5GSVGE1LD1WV84 | Long             | DBT              | CORP              | US        |    180000 | PA      | $168859.47    | 0.03%             | 2026-05-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                         | HCA INC                        | CUSIP: 404119CG2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    460000 | PA      | $370053.72    | 0.07%             | 2052-03-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Hellenic Telecommunications Organization SA                                     | HELLENIC TELECOM               | CUSIP: N/A<br>LEI: ELPUFM0XZRZO4LFXW404       | Long             | EC               | CORP              | GR        |    136848 | NS      | $2116986.89   | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                          | UNITEDHEALTH GRP               | CUSIP: 91324PEJ7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    260000 | PA      | $250901.34    | 0.05%             | 2032-05-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                            | ROYAL BANK OF CA               | CUSIP: 780087102<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | EC               | CORP              | CA        |     39561 | NS      | $3934483.57   | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Enbridge Inc                                                                    | ENBRIDGE INC                   | CUSIP: 29250N105<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | EC               | CORP              | CA        |     82398 | NS      | $3402749.80   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Hess Corp                                                                       | HESS CORP                      | CUSIP: 42809HAG2<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    810000 | PA      | $778661.90    | 0.15%             | 2027-04-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Volkswagen Leasing GmbH                                                         | VOLKSWAGEN LEAS                | CUSIP: N/A<br>LEI: 5299004GLEUX88BSNB74       | Long             | DBT              | CORP              | DE        |    525000 | PA      | $542860.81    | 0.10%             | 2024-01-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                               | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |  80700000 | PA      | $481938.25    | 0.09%             | 2051-06-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                         | BANK OF NOVA SCO               | CUSIP: 064149107<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | EC               | CORP              | CA        |     81855 | NS      | $4270589.82   | 0.82%             |  |  |  | No            |                  1 | On Loan: —       |
| Start II LTD                                                                    | STARR 2019-1 A                 | CUSIP: 85573LAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |    122672 | PA      | $104538.28    | 0.02%             | 2044-03-15      | Fixed         | 4.09%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY                 | CUSIP: 6174468R3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1601510.68   | 0.31%             | 2025-10-21      | Variable      | 0.86%                 | No            |                  2 | On Loan: No      |
| Dominion Energy South Carolina Inc                                              | SOUTH CAROL E&G                | CUSIP: 837004BX7<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |    129000 | PA      | $131547.41    | 0.03%             | 2033-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| DH Europe Finance II Sarl                                                       | DH EUROPE                      | CUSIP: 23291KAC9<br>LEI: 222100KDGL314CKTZ511 | Long             | DBT              | CORP              | LU        |    140000 | PA      | $118853.68    | 0.02%             | 2031-09-18      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | GOLDMAN SACHS GP               | CUSIP: 38141GYB4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    420000 | PA      | $339294.90    | 0.07%             | 2032-04-22      | Variable      | 2.62%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | GOLDMAN SACHS GP               | CUSIP: 38141GZV9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1502000 | PA      | $1520198.74   | 0.29%             | 2024-11-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2021-R01                                    | CAS 2021-R01 1M2               | CUSIP: 20754RAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    145000 | PA      | $139200.00    | 0.03%             | 2041-10-25      | Floating      | 5.07%                 | Yes           |                  2 | On Loan: No      |
| CVS Health Corp                                                                 | CVS HEALTH CORP                | CUSIP: 126650CU2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $937967.03    | 0.18%             | 2026-06-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital | CHARTER COMM OPT               | CUSIP: 161175BR4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    435000 | PA      | $414408.17    | 0.08%             | 2029-03-30      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial Inc                                                        | COREBRIDGE FIN                 | CUSIP: 21871XAG4<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |   2990000 | PA      | $2636855.59   | 0.51%             | 2032-04-05      | Fixed         | 3.90%                 | Yes           |                  2 | On Loan: No      |
| Niagara Mohawk Power Corp                                                       | NIAGARA MOHAWK                 | CUSIP: 65364UAN6<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |    670000 | PA      | $534601.69    | 0.10%             | 2030-06-27      | Fixed         | 1.96%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                             | AUD/JPY FWD 20230110           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-245.79      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                    | BARCLAYS PLC                   | CUSIP: 06738EBV6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    760000 | PA      | $582030.32    | 0.11%             | 2032-11-24      | Variable      | 2.89%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                        | CANADA-GOV'T                   | CUSIP: 135087N83<br>LEI: N/A                  | Long             | DBT              | NUSS              | CA        |    660000 | PA      | $481397.91    | 0.09%             | 2027-09-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Cigna Corp                                                                      | CIGNA CORP                     | CUSIP: 125523AH3<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    435000 | PA      | $424119.93    | 0.08%             | 2028-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Oglethorpe Power Corp                                                           | OGLETHORPE POWER               | CUSIP: 677050AR7<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |    300000 | PA      | $242124.14    | 0.05%             | 2047-04-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Aker BP ASA                                                                     | AKER BP ASA                    | CUSIP: N/A<br>LEI: 549300NFTY73920OYK69       | Long             | DBT              | CORP              | NO        |   1090000 | PA      | $937165.91    | 0.18%             | 2029-05-12      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                                          | ROMANIA                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |    280000 | PA      | $169948.63    | 0.03%             | 2040-12-02      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                | CUSIP: 91282CFV8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1383000 | PA      | $1437023.44   | 0.28%             | 2032-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                    | COMCAST CORP                   | CUSIP: 20030NDQ1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    130000 | PA      | $77173.14     | 0.01%             | 2062-08-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN CB0609                      | CUSIP: 3140QKVB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    869643 | PA      | $747325.34    | 0.14%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                | DUKE ENERGY COR                | CUSIP: 26441CBT1<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   1520000 | PA      | $1443073.33   | 0.28%             | 2032-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Southern California Gas Co                                                      | SOUTHERN CAL GAS               | CUSIP: 842434CW0<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    635000 | PA      | $587215.75    | 0.11%             | 2027-04-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                | CUSIP: 912810TC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6405000 | PA      | $4663640.63   | 0.89%             | 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        |    285000 | PA      | $290370.87    | 0.06%             | 2031-01-01      | Fixed         | 6.19%                 | Yes           |                  2 | On Loan: No      |
| QUALCOMM Inc                                                                    | QUALCOMM INC                   | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |     26137 | NS      | $3306069.13   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Comcast Corp                                                                    | COMCAST CORP-A                 | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |     80196 | NS      | $2938381.44   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN MA4387                      | CUSIP: 31418D2V3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    435416 | PA      | $373658.06    | 0.07%             | 2041-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Volkswagen Financial Services AG                                                | VOLKSWAGEN FIN                 | CUSIP: N/A<br>LEI: 529900USFSZYPS075O24       | Long             | DBT              | CORP              | DE        |    875000 | PA      | $780184.99    | 0.15%             | 2027-02-12      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Texas Instruments Inc                                                           | TEXAS INSTRUMENT               | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |     21269 | NS      | $3838203.74   | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Athene Global Funding                                                           | ATHENE GLOBAL FU               | CUSIP: 04685A2V2<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   1475000 | PA      | $1249745.68   | 0.24%             | 2028-03-24      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                               | FNR 2015-28 P                  | CUSIP: 3136ANUP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    270431 | PA      | $243833.92    | 0.05%             | 2045-05-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Oglethorpe Power Corp                                                           | OGLETHORPE POWER               | CUSIP: 677050AK2<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |     20000 | PA      | $15359.69     | 0.00%             | 2044-06-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE                 | CUSIP: 46647PAL0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    500000 | PA      | $404669.94    | 0.08%             | 2048-11-15      | Variable      | 3.96%                 | No            |                  2 | On Loan: No      |
| Qatar Government International Bond                                             | QATAR STATE OF                 | CUSIP: 74727PBE0<br>LEI: N/A                  | Long             | DBT              | NUSS              | QA        |    205000 | PA      | $187738.77    | 0.04%             | 2050-04-16      | Fixed         | 4.40%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale SFH SA                                                         | SOCIETE GENERALE               | CUSIP: AW8228206<br>LEI: 969500KN90DZLHUN3566 | Long             | DBT              | CORP              | FR        |    800000 | PA      | $767022.35    | 0.15%             | 2027-01-29      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Eaton Corp                                                                      | EATON CORP                     | CUSIP: 278062AH7<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |    380000 | PA      | $358748.52    | 0.07%             | 2033-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY                 | CUSIP: N/A<br>LEI: IGJSJL3JD5P30I6NJZ34       | Long             | DBT              | CORP              | US        |    675000 | PA      | $549307.47    | 0.11%             | 2031-02-07      | Variable      | 0.50%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                  | BP CAP MKTS AMER               | CUSIP: 10373QBS8<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |   1115000 | PA      | $764379.63    | 0.15%             | 2052-03-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| General Mills Inc                                                               | GENERAL MILLS IN               | CUSIP: N/A<br>LEI: 2TGYMUGI08PO8X8L6150       | Long             | DBT              | CORP              | US        |    900000 | PA      | $860377.10    | 0.16%             | 2026-01-15      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | CAD/USD FWD 20230110           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $48274.28     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JAB Holdings BV                                                                 | JAB HOLDINGS                   | CUSIP: 46653KAC2<br>LEI: 529900RRNKUM3INJGF98 | Long             | DBT              | CORP              | NL        |    445000 | PA      | $300899.78    | 0.06%             | 2052-04-08      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Philip Morris International Inc                                                 | PHILIP MORRIS IN               | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |     56612 | NS      | $5642518.04   | 1.08%             |  |  |  | No            |                  1 | On Loan: No      |
| BP Capital Markets PLC                                                          | BP CAPITAL PLC                 | CUSIP: N/A<br>LEI: 549300CRVT18MXX0AG93       | Long             | DBT              | CORP              | GB        |    525000 | PA      | $424534.88    | 0.08%             | 2034-11-15      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| APRR SA                                                                         | APRR SA                        | CUSIP: N/A<br>LEI: 9695002SV2VP9CU42826       | Long             | DBT              | CORP              | FR        |    100000 | PA      | $90823.51     | 0.02%             | 2032-01-13      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| KeySpan Gas East Corp                                                           | KEYSPAN GAS EAST               | CUSIP: 49338CAB9<br>LEI: K8TS3HOE1568DUBUJL44 | Long             | DBT              | CORP              | US        |    500000 | PA      | $449703.17    | 0.09%             | 2026-08-15      | Fixed         | 2.74%                 | Yes           |                  2 | On Loan: No      |
| Oracle Corp                                                                     | ORACLE CORP                    | CUSIP: 68389XCE3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1015000 | PA      | $850022.08    | 0.16%             | 2031-03-25      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                | CUSIP: 912810SU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     60000 | PA      | $39534.37     | 0.01%             | 2051-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| DNB Bank ASA                                                                    | DNB BANK ASA                   | CUSIP: N/A<br>LEI: 549300GKFG0RYRRQ1414       | Long             | EC               | CORP              | NO        |    167203 | NS      | $3264829.63   | 0.63%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                | CUSIP: 912810TF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1850000 | PA      | $1438953.13   | 0.28%             | 2042-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Dominion Energy South Carolina Inc                                              | SOUTH CAROL E&G                | CUSIP: 837004CG3<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |    280000 | PA      | $250981.00    | 0.05%             | 2043-06-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMER CRP               | CUSIP: 06051GJW0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    625000 | PA      | $473277.75    | 0.09%             | 2042-04-22      | Variable      | 3.31%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                              | REALTY INCOME                  | CUSIP: 756109BJ2<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    185000 | PA      | $159241.61    | 0.03%             | 2028-06-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                            | LOCKHEED MARTIN                | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |      8177 | NS      | $3967398.63   | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                | CUSIP: 91282CET4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     10000 | PA      | $9490.63      | 0.00%             | 2027-05-31      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                       | FNCL 5.5 12/22                 | CUSIP: 01F0526C1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4700000 | PA      | $4755812.50   | 0.91%             | 2022-12-13      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Sprint Spectrum Co LLC / Sprint Spectrum Co II LLC / Sprint Spectrum Co III LLC | SPRINT SPECTRUM                | CUSIP: 85208NAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    687500 | PA      | $677512.73    | 0.13%             | 2029-09-20      | Fixed         | 4.74%                 | Yes           |                  2 | On Loan: No      |
| Verizon Communications Inc                                                      | VERIZON COMM INC               | CUSIP: 92343VEW0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    750000 | PA      | $673031.36    | 0.13%             | 2030-04-08      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                           | MET TRN-BABS-TXB-TR            | CUSIP: 59259YDK2<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |     15000 | PA      | $15243.81     | 0.00%             | 2026-11-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Group AG                                                          | CREDIT SUISSE                  | CUSIP: N/A<br>LEI: 549300506SI9CRFV9Z86       | Long             | DBT              | CORP              | CH        |    600000 | PA      | $563525.92    | 0.11%             | 2025-07-17      | Variable      | 1.25%                 | No            |                  2 | On Loan: No      |
| Australia Government Bond                                                       | AUSTRALIAN GOVT.               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AU        |    160000 | PA      | $106195.99    | 0.02%             | 2027-11-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO LEASE TRUST FORDL_21-A                                         | FORDL 2021-A C                 | CUSIP: 34532QAF5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    180000 | PA      | $174386.16    | 0.03%             | 2025-09-15      | Fixed         | 0.78%                 | No            |                  2 | On Loan: No      |
| Dominion Energy South Carolina Inc                                              | SOUTH CAROL E&G                | CUSIP: 837004BV1<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |    156000 | PA      | $173320.86    | 0.03%             | 2032-02-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                              | UNION PAC CORP                 | CUSIP: 907818GC6<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    785000 | PA      | $770229.84    | 0.15%             | 2052-09-09      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                | CUSIP: 912810TL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    536000 | PA      | $557105.00    | 0.11%             | 2052-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Heathrow Funding Ltd                                                            | HEATHROW FNDG                  | CUSIP: N/A<br>LEI: 7TI96JO3DYEIQWZ7Z726       | Long             | DBT              | CORP              | JE        |    350000 | PA      | $264372.70    | 0.05%             | 2051-08-09      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                                                 | ASTRAZENECA PLC                | CUSIP: N/A<br>LEI: PY6ZZQWO2IZFZC3IOL08       | Long             | EC               | CORP              | GB        |     42107 | NS      | $5698788.94   | 1.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Equitable Financial Life Global Funding                                         | EQUITABLE FINANC               | CUSIP: 29449WAB3<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |    565000 | PA      | $477617.70    | 0.09%             | 2027-08-27      | Fixed         | 1.40%                 | Yes           |                  2 | On Loan: No      |
| Berkshire Hathaway Finance Corp                                                 | BERKSHIRE HATH                 | CUSIP: N/A<br>LEI: 549300RLHFT5RU20WM87       | Long             | DBT              | CORP              | US        |    330000 | PA      | $297091.47    | 0.06%             | 2034-03-18      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                              | FHR 3877 BJ                    | CUSIP: 3137ACCY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     13539 | PA      | $13388.76     | 0.00%             | 2040-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY                 | CUSIP: 61747YEH4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2170000 | PA      | $1725922.93   | 0.33%             | 2032-10-20      | Variable      | 2.51%                 | No            |                  2 | On Loan: No      |
| SBA Tower Trust                                                                 | SBA TOWER TRUST                | CUSIP: 78403DAT7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    615000 | PA      | $525193.21    | 0.10%             | 2051-05-15      | Fixed         | 1.63%                 | Yes           |                  2 | On Loan: No      |
| SK Telecom Co Ltd                                                               | SK TELECOM CO                  | CUSIP: 78440PAE8<br>LEI: 9884003WEA1PHW006037 | Long             | DBT              | CORP              | KR        |    200000 | PA      | $199036.18    | 0.04%             | 2023-04-16      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Home Partners of America 2021-2 Trust                                           | HPA 2021-2 B                   | CUSIP: 43732VAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    691150 | PA      | $581605.51    | 0.11%             | 2026-12-17      | Fixed         | 2.30%                 | Yes           |                  2 | On Loan: No      |
| Seasoned Credit Risk Transfer Trust Series 2019-3                               | SCRT 2019-3 MA                 | CUSIP: 35563PLH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    166959 | PA      | $160435.34    | 0.03%             | 2058-10-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CommonSpirit Health                                                             | COMMONSPIRIT                   | CUSIP: 20268JAF0<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    411000 | PA      | $331152.80    | 0.06%             | 2030-10-01      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                    | COMCAST CORP                   | CUSIP: 20030NDW8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      4000 | PA      | $2530.74      | 0.00%             | 2063-11-01      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| ERAC USA Finance LLC                                                            | ERAC USA FINANCE               | CUSIP: 26884TAN2<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |    295000 | PA      | $240692.92    | 0.05%             | 2045-02-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Comcast Corp                                                                    | COMCAST CORP                   | CUSIP: 20030NCS8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    255000 | PA      | $250914.26    | 0.05%             | 2025-10-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN BR3714                      | CUSIP: 3140L2DU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    680211 | PA      | $565773.16    | 0.11%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                                 | DANSKE BANK A/S                | CUSIP: 23636AAZ4<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    875000 | PA      | $760948.55    | 0.15%             | 2026-09-11      | Variable      | 1.62%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                             | Euro-BTP Future   Dec22        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |        10 | NC      | $17546.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| State of Illinois                                                               | IL ST TXB-PENSION              | CUSIP: 452151LF8<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |   2485000 | PA      | $2395457.25   | 0.46%             | 2033-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                   | INTERCONTINENT                 | CUSIP: 45866FAV6<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |   4055000 | PA      | $4001188.85   | 0.77%             | 2029-06-15      | Fixed         | 4.35%                 | No            |                  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        |     47457 | PA      | $42739.40     | 0.01%             | 2027-09-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR QB9896                      | CUSIP: 3133AG7H6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    651251 | PA      | $537244.66    | 0.10%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                      | PFIZER INC                     | CUSIP: 717081EY5<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    195000 | PA      | $162063.37    | 0.03%             | 2030-05-28      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| European Union                                                                  | EUROPEAN UNION                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | CORP              | N/A       |   2475000 | PA      | $1841331.67   | 0.35%             | 2036-06-04      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                              | REALTY INCOME                  | CUSIP: 756109BH6<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    365000 | PA      | $337720.24    | 0.06%             | 2028-01-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets BV                                                           | BP CAP MKY BV                  | CUSIP: N/A<br>LEI: 7245003VD7E4T30HJD24       | Long             | DBT              | CORP              | NL        |    780000 | PA      | $542398.93    | 0.10%             | 2040-12-04      | Fixed         | 0.93%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                                | COCA-COLA CO/THE               | CUSIP: 191216CA6<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    900000 | PA      | $735802.20    | 0.14%             | 2036-09-02      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| Rio Tinto PLC                                                                   | RIO TINTO PLC                  | CUSIP: N/A<br>LEI: 213800YOEO5OQ72G2R82       | Long             | EC               | CORP              | GB        |     60446 | NS      | $4069145.65   | 0.78%             |  |  |  | No            |                  2 | On Loan: No      |
| Equitable Financial Life Global Funding                                         | EQUITABLE FINANC               | CUSIP: 29449WAA5<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90588.87     | 0.02%             | 2025-07-07      | Fixed         | 1.40%                 | Yes           |                  2 | On Loan: No      |
| Tritax Big Box REIT PLC                                                         | TRITAX BIG BOX                 | CUSIP: N/A<br>LEI: 213800L6X88MIYPVR714       | Long             | DBT              | CORP              | GB        |    210000 | PA      | $172546.10    | 0.03%             | 2033-11-27      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC HOLDINGS PL               | CUSIP: N/A<br>LEI: MLU0ZO3ML4LN2LL2TL39       | Long             | EC               | CORP              | GB        |    570233 | NS      | $3493670.97   | 0.67%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                | BANK OF MONTREAL               | CUSIP: 06368B2H0<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   1890000 | PA      | $1367531.58   | 0.26%             | 2024-03-06      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                | CUSIP: 91282CES6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     48000 | PA      | $45150.00     | 0.01%             | 2029-05-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Oglethorpe Power Corp                                                           | OGLETHORPE POWER               | CUSIP: 677050AL0<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |     81000 | PA      | $60717.76     | 0.01%             | 2046-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC                                         | VOLKSWAGEN GRP                 | CUSIP: 928668BE1<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    200000 | PA      | $191685.56    | 0.04%             | 2025-05-13      | Fixed         | 3.35%                 | Yes           |                  2 | On Loan: No      |
| EIG Pearl Holdings Sarl                                                         | EIG PEARL HOLDIN               | CUSIP: 28249NAA9<br>LEI: 549300KIMRL45BWA5H76 | Long             | DBT              | CORP              | LU        |   1105000 | PA      | $921909.09    | 0.18%             | 2036-08-31      | Fixed         | 3.54%                 | Yes           |                  2 | On Loan: No      |
| BPCE SA                                                                         | BPCE                           | CUSIP: 05583JAJ1<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    760000 | PA      | $568334.23    | 0.11%             | 2032-01-20      | Variable      | 2.28%                 | Yes           |                  2 | On Loan: No      |
| Industria de Diseno Textil SA                                                   | INDUSTRIA DE DISENO TEXTIL     | CUSIP: E6282J125<br>LEI: 549300TTCXZOGZM2EY83 | Long             | EC               | CORP              | ES        |    139547 | NS      | $3642708.51   | 0.70%             |  |  |  | No            |                  2 | On Loan: No      |
| NBK SPC Ltd                                                                     | NBK SPC LTD                    | CUSIP: 62877PAB0<br>LEI: 549300P1ANDK86KWB419 | Long             | DBT              | CORP              | AE        |   1750000 | PA      | $1534118.16   | 0.29%             | 2027-09-15      | Variable      | 1.62%                 | Yes           |                  2 | On Loan: No      |
| Verizon Communications Inc                                                      | VERIZON COMM INC               | CUSIP: 92343VEZ3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    600000 | PA      | $455432.35    | 0.09%             | 2039-09-19      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Aker BP ASA                                                                     | AKER BP ASA                    | CUSIP: 00973RAJ2<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |    725000 | PA      | $645185.40    | 0.12%             | 2031-01-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                    | FHMS K142 A2                   | CUSIP: 3137H73P6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    820000 | PA      | $691719.36    | 0.13%             | 2032-03-25      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2020-DNA5                                         | STACR 2020-DNA5 M2             | CUSIP: 35566AAH2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    226740 | PA      | $226962.37    | 0.04%             | 2050-10-25      | Floating      | 6.32%                 | Yes           |                  2 | On Loan: No      |
| New Economy Assets Phase 1 Sponsor LLC                                          | USRE 2021-1 B1                 | CUSIP: 643821AB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    245000 | PA      | $201742.92    | 0.04%             | 2061-10-20      | Fixed         | 2.41%                 | Yes           |                  2 | On Loan: No      |
| SBA Tower Trust                                                                 | SBA TOWER TRUST                | CUSIP: 78403DAP5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    110000 | PA      | $96377.53     | 0.02%             | 2050-07-15      | Fixed         | 1.88%                 | Yes           |                  2 | On Loan: No      |
| Nestle Holdings Inc                                                             | NESTLE HOLDINGS                | CUSIP: N/A<br>LEI: 549300EAEU8YV8MQXP30       | Long             | DBT              | CORP              | US        |    560000 | PA      | $514376.57    | 0.10%             | 2033-06-23      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| European Financial Stability Facility                                           | EFSF                           | CUSIP: N/A<br>LEI: 222100OW6UHQXNHKN143       | Long             | DBT              | CORP              | LU        |   5485000 | PA      | $5325868.73   | 1.02%             | 2027-07-26      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                        | AT&T INC                       | CUSIP: 00206RKH4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   2420000 | PA      | $1918095.39   | 0.37%             | 2032-02-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Microchip Technology Inc                                                        | MICROCHIP TECH                 | CUSIP: 595017BB9<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |   1080000 | PA      | $1022801.39   | 0.20%             | 2024-02-15      | Fixed         | 0.97%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                    | THERMO FISHER                  | CUSIP: N/A<br>LEI: HCHV7422L5HDJZCRFL38       | Long             | DBT              | CORP              | US        |   1695000 | PA      | $1807914.54   | 0.35%             | 2034-11-21      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp                                                     | AMERICAN WATER                 | CUSIP: 03040WAY1<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |   1395000 | PA      | $1151035.17   | 0.22%             | 2031-06-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Liberty Mutual Group Inc                                                        | LIBERTY MUTUAL                 | CUSIP: 53079EBG8<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |   2681000 | PA      | $2504741.25   | 0.48%             | 2029-02-01      | Fixed         | 4.57%                 | Yes           |                  2 | On Loan: No      |
| Towd Point Mortgage Trust 2018-1                                                | TPMT 2018-1 A1                 | CUSIP: 89176EAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     81032 | PA      | $77976.15     | 0.01%             | 2058-01-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Southern California Edison Co                                                   | SOUTHERN CAL ED                | CUSIP: 842400HT3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1324532.20   | 0.25%             | 2032-11-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Edison International                                                            | EDISON INTL                    | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |     41006 | NS      | $2733459.96   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| NatWest Group PLC                                                               | NATWEST GROUP                  | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | DBT              | CORP              | GB        |    525000 | PA      | $442054.55    | 0.08%             | 2032-09-14      | Variable      | 1.04%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                        | AT&T INC                       | CUSIP: 00206RJW3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    275000 | PA      | $243768.48    | 0.05%             | 2038-05-19      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC HOLDINGS                  | CUSIP: 404280CT4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    210000 | PA      | $162629.16    | 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        |    105000 | PA      | $89926.63     | 0.02%             | 2029-08-01      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| ING Groep NV                                                                    | ING GROEP NV                   | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | DBT              | CORP              | NL        |   1500000 | PA      | $1228904.06   | 0.24%             | 2030-02-01      | Variable      | 0.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | AUD/USD FWD 20230110           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-86679.63    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE                 | CUSIP: 46647PCW4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2395000 | PA      | $2177380.36   | 0.42%             | 2028-02-24      | Variable      | 2.95%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                                  | MICROSOFT CORP                 | CUSIP: 594918CE2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    650000 | PA      | $482574.67    | 0.09%             | 2052-03-17      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| Qatar Government International Bond                                             | QATAR STATE OF                 | CUSIP: 74727PAW1<br>LEI: N/A                  | Long             | DBT              | NUSS              | QA        |    785000 | PA      | $782402.25    | 0.15%             | 2023-04-23      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                | WELLS FARGO CO                 | CUSIP: 949746RX1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    600000 | PA      | $416187.99    | 0.08%             | 2026-05-19      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| Golden State Tobacco Securitization Corp                                        | GOLDEN ST TOBACCO -B           | CUSIP: 38122NB50<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $15973.57     | 0.00%             | 2034-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                  | BNP PARIBAS                    | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |    400000 | PA      | $354278.39    | 0.07%             | 2032-01-15      | Variable      | 1.12%                 | No            |                  2 | On Loan: No      |
| Galaxy Pipeline Assets Bidco Ltd                                                | GALAXY PIPELINE                | CUSIP: 36321PAD2<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | JE        |   2422609 | PA      | $2048079.41   | 0.39%             | 2034-03-31      | Fixed         | 2.16%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                       | FNCL 5 12/22                   | CUSIP: 01F0506C5<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |  -4650000 | PA      | $-4628929.92  | -0.89%            | 2022-12-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BX Trust 2021-ARIA                                                              | BX 2021-ARIA B                 | CUSIP: 05608RAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    770000 | PA      | $716274.94    | 0.14%             | 2036-10-15      | Floating      | 5.17%                 | Yes           |                  2 | On Loan: No      |
| Grand Parkway Transportation Corp                                               | GRAND PARKWAY TRANSPR          | CUSIP: 38611TDL8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    210000 | PA      | $148392.95    | 0.03%             | 2052-10-01      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Group AG                                                          | CREDIT SUISSE                  | CUSIP: N/A<br>LEI: 549300506SI9CRFV9Z86       | Long             | DBT              | CORP              | CH        |    340000 | PA      | $252828.19    | 0.05%             | 2032-04-02      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                              | FHR 3967 ZP                    | CUSIP: 3137AJUU6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    406734 | PA      | $394602.82    | 0.08%             | 2041-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WPP PLC                                                                         | WPP PLC                        | CUSIP: N/A<br>LEI: 549300LSGBXPYHXGDT93       | Long             | EC               | CORP              | GB        |    278031 | NS      | $2922016.46   | 0.56%             |  |  |  | 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        |     40000 | PA      | $25566.62     | 0.00%             | 2051-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                   | SOUTHERN CAL ED                | CUSIP: 842400GN7<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29134.00     | 0.01%             | 2025-08-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| American Transmission Systems Inc                                               | AMER TRANS SYST                | CUSIP: 030288AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    605000 | PA      | $494963.19    | 0.09%             | 2032-01-15      | Fixed         | 2.65%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                       | FNCL 4 12/22                   | CUSIP: 01F0406C6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2675000 | PA      | $2531218.75   | 0.49%             | 2022-12-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                         | BPCE                           | CUSIP: 05578AAJ7<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    500000 | PA      | $450524.61    | 0.09%             | 2028-01-11      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Hera SpA                                                                        | HERA SPA                       | CUSIP: N/A<br>LEI: 8156009414FD99443B48       | Long             | DBT              | CORP              | IT        |    530000 | PA      | $402506.16    | 0.08%             | 2034-04-25      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMERICA                | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |    131001 | NS      | $4958387.85   | 0.95%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T Inc                                                                        | AT&T INC                       | CUSIP: 00206RKJ0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    577000 | PA      | $407424.94    | 0.08%             | 2053-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2SF 2 12/22                   | CUSIP: 21H0206C4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    775000 | PA      | $657539.06    | 0.13%             | 2022-12-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Qatar Energy                                                                    | QATAR ENERGY                   | CUSIP: 74730DAC7<br>LEI: 254900QTESJKJ3P87J26 | Long             | DBT              | CORP              | QA        |    480000 | PA      | $401475.72    | 0.08%             | 2031-07-12      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| Var Energi ASA                                                                  | VAR ENERGI ASA                 | CUSIP: 92212WAE0<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |    900000 | PA      | $949731.79    | 0.18%             | 2032-11-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                       | FNCL 3 12/22                   | CUSIP: 01F0306C7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3818000 | PA      | $3378333.63   | 0.65%             | 2022-12-13      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Volvo Treasury AB                                                               | VOLVO TREAS AB                 | CUSIP: N/A<br>LEI: 549300PD69T87IGZG395       | Long             | DBT              | CORP              | SE        |   1125000 | PA      | $1104897.58   | 0.21%             | 2027-08-19      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| S&P Global Inc                                                                  | S&P GLOBAL INC                 | CUSIP: 78409VBD5<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    135000 | PA      | $108605.90    | 0.02%             | 2052-03-01      | Fixed         | 3.70%                 | Yes           |                  2 | On Loan: No      |
| Kyndryl Holdings Inc                                                            | KYNDRYL HOLDINGS               | CUSIP: 50155QAL4<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |    605000 | PA      | $401071.37    | 0.08%             | 2031-10-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| SREIT Trust 2021-MFP                                                            | SREIT 2021-MFP B               | CUSIP: 78472UAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    875000 | PA      | $829070.73    | 0.16%             | 2038-11-15      | Floating      | 4.96%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                | CUSIP: 91282CEW7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1435000 | PA      | $1397779.69   | 0.27%             | 2027-06-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Australia Government Bond                                                       | AUSTRALIAN GOVT.               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AU        |    870000 | PA      | $560828.03    | 0.11%             | 2028-05-21      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| European Union                                                                  | EUROPEAN UNION                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | CORP              | N/A       |   2310000 | PA      | $1941887.95   | 0.37%             | 2031-07-04      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Molson Coors International LP                                                   | MOLSON COORS INT               | CUSIP: N/A<br>LEI: 549300JY2HGCZWKZS671       | Long             | DBT              | CORP              | US        |   1825000 | PA      | $1336662.21   | 0.26%             | 2023-07-15      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| ENN Energy Holdings Ltd                                                         | ENN ENERGY                     | CUSIP: N/A<br>LEI: 549300V7BXPWT6WIPR03       | Long             | EC               | CORP              | HK        |    273800 | NS      | $3880036.32   | 0.74%             |  |  |  | No            |                  2 | On Loan: No      |
| JAB Holdings BV                                                                 | JAB HOLDINGS                   | CUSIP: 46653KAB4<br>LEI: 529900RRNKUM3INJGF98 | Long             | DBT              | CORP              | NL        |    500000 | PA      | $295004.52    | 0.06%             | 2051-05-28      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Johnson Controls International plc                                              | JOHNSON CONTROLS               | CUSIP: G51502105<br>LEI: 549300XQ6S1GYKGBL205 | Long             | EC               | CORP              | US        |     60014 | NS      | $3987330.16   | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | GOLDMAN SACHS GP               | CUSIP: 38141GWQ3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1425000 | PA      | $1372298.64   | 0.26%             | 2025-09-29      | Variable      | 3.27%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                              | FHR 4646 BM                    | CUSIP: 3137BUD96<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    585225 | PA      | $568945.30    | 0.11%             | 2039-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Brooklyn Union Gas Co/The                                                       | BROOKLYN UNION                 | CUSIP: 114259AQ7<br>LEI: 83BQ1DXS6VA5GZFK8S35 | Long             | DBT              | CORP              | US        |    760000 | PA      | $575711.82    | 0.11%             | 2048-03-15      | Fixed         | 4.27%                 | Yes           |                  2 | On Loan: No      |
| Exelon Corp                                                                     | EXELON CORP                    | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |     81463 | NS      | $3370124.31   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Pool                                                                | FR SD1090                      | CUSIP: 3132DNF73<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    925918 | PA      | $768828.16    | 0.15%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Sempra Energy                                                                   | SEMPRA ENERGY                  | CUSIP: 816851BA6<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $930143.35    | 0.18%             | 2027-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                           | MET TRANS AUTH                 | CUSIP: 59259YBY4<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |    155000 | PA      | $165079.25    | 0.03%             | 2039-11-15      | Fixed         | 6.67%                 | No            |                  2 | On Loan: No      |
| National Grid PLC                                                               | NATIONAL GRID PL               | CUSIP: N/A<br>LEI: 8R95QZMKZLJX5Q2XR704       | Long             | EC               | CORP              | GB        |    313476 | NS      | $3856092.87   | 0.74%             |  |  |  | No            |                  2 | On Loan: No      |
| Vinci SA                                                                        | VINCI SA                       | CUSIP: N/A<br>LEI: 213800WFQ334R8UXUG83       | Long             | EC               | CORP              | FR        |     33446 | NS      | $3376902.34   | 0.65%             |  |  |  | No            |                  2 | On Loan: No      |
| Becton Dickinson Euro Finance Sarl                                              | BECTON DICKINSON               | CUSIP: N/A<br>LEI: 549300W40NLZ25XUTH09       | Long             | DBT              | CORP              | LU        |    875000 | PA      | $770081.98    | 0.15%             | 2028-08-13      | Fixed         | 0.33%                 | No            |                  2 | On Loan: No      |
| Genting New York LLC / GENNY Capital Inc                                        | GENTING NEW YORK               | CUSIP: 37255JAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1002000 | PA      | $887265.59    | 0.17%             | 2026-02-15      | Fixed         | 3.30%                 | Yes           |                  2 | On Loan: No      |
| BNP Paribas SA                                                                  | BNP PARIBAS                    | CUSIP: 09659W2L7<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    770000 | PA      | $707015.86    | 0.14%             | 2026-06-09      | Variable      | 2.22%                 | Yes           |                  2 | On Loan: No      |
| Fortis Inc/Canada                                                               | FORTIS INC                     | CUSIP: 349553AM9<br>LEI: 549300MQYQ9Y065XPR71 | Long             | DBT              | CORP              | CA        |    625000 | PA      | $582705.96    | 0.11%             | 2026-10-04      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN FS0603                      | CUSIP: 3140XFU58<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    980704 | PA      | $820590.74    | 0.16%             | 2051-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| S&P Global Inc                                                                  | S&P GLOBAL INC                 | CUSIP: 78409VBC7<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    390000 | PA      | $336509.01    | 0.06%             | 2032-03-01      | Fixed         | 2.90%                 | Yes           |                  2 | On Loan: No      |
| Alabama Power Co                                                                | ALABAMA POWER CO               | CUSIP: 010392FS2<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    275000 | PA      | $233267.72    | 0.04%             | 2048-07-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital | CHARTER COMM OPT               | CUSIP: 161175CD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $53197.37     | 0.01%             | 2029-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                       | FNCL 2 12/22                   | CUSIP: 01F0206C8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    532000 | PA      | $437653.10    | 0.08%             | 2022-12-13      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Mondelez International Holdings Netherlands BV                                  | MONDELEZ INTL                  | CUSIP: N/A<br>LEI: 549300CW356R8I7N8D33       | Long             | DBT              | CORP              | NL        |    155000 | PA      | $125362.00    | 0.02%             | 2032-09-09      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Piedmont Natural Gas Co Inc                                                     | PIEDMONT NAT GAS               | CUSIP: 720186AP0<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |    360000 | PA      | $329273.58    | 0.06%             | 2052-05-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Regional Municipality of York                                                   | REG MUNI OF YORK               | CUSIP: 98704CRC2<br>LEI: 5493009S3CM37R37M402 | Long             | DBT              | NUSS              | CA        |    500000 | PA      | $328637.33    | 0.06%             | 2031-06-22      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Dallas Fort Worth International Airport                                         | DALLAS-FORT WORTH-A            | CUSIP: 23503CAP2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     30000 | PA      | $25140.53     | 0.00%             | 2051-11-01      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                   | SOUTHERN CAL ED                | CUSIP: 842400GY3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    515000 | PA      | $338374.98    | 0.06%             | 2051-02-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| CommonSpirit Health                                                             | COMMONSPIRIT                   | CUSIP: 20268JAG8<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |     20000 | PA      | $14644.54     | 0.00%             | 2050-10-01      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                           | ATHENE GLOBAL FU               | CUSIP: 04685A2L4<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    812000 | PA      | $761591.94    | 0.15%             | 2025-01-14      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                | CUSIP: 91282CDG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    145000 | PA      | $130182.81    | 0.02%             | 2026-10-31      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                        | CANADA-GOV'T                   | CUSIP: 135087N26<br>LEI: N/A                  | Long             | DBT              | NUSS              | CA        |   1000000 | PA      | $658826.15    | 0.13%             | 2031-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                | CUSIP: 91282CDK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4327000 | PA      | $3899032.87   | 0.75%             | 2026-11-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Santander UK Group Holdings PLC                                                 | SANTANDER UK GRP               | CUSIP: 80281LAN5<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |   1725000 | PA      | $1601913.14   | 0.31%             | 2025-03-15      | Variable      | 1.09%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                               | JOHNSON&JOHNSON                | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |     25017 | NS      | $4453026.00   | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| Vanguard Cmt Funds-Vanguard Market Liquidity Fund                               | Vanguard Market Liquidity Fund | CUSIP: N/A<br>LEI: 1I6HV0TLSTR3A4XQ6L78       | Long             | STIV             | CORP              | US        |      5640 | NS      | $563910.76    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                             | EURO-BOBL FUTURE  Dec22        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |       108 | NC      | $-124334.87   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| T-Mobile USA Inc                                                                | T-MOBILE USA INC               | CUSIP: 87264ACQ6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1155000 | PA      | $951449.59    | 0.18%             | 2032-03-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2SF 2.5 12/22                 | CUSIP: 21H0226C0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1225000 | PA      | $1073406.25   | 0.21%             | 2022-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                  | BNP PARIBAS                    | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |    900000 | PA      | $789156.23    | 0.15%             | 2028-09-01      | Variable      | 0.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | US 5YR NOTE (CBT) Mar23        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |        68 | NC      | $32601.78     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cisco Systems Inc                                                               | CISCO SYSTEMS                  | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |     89229 | NS      | $4436465.88   | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| European Union                                                                  | EUROPEAN UNION                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | CORP              | N/A       |   1815000 | PA      | $1346394.64   | 0.26%             | 2035-07-04      | Fixed         | 0.00%                 | 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        |    155203 | PA      | $130915.58    | 0.03%             | 2039-04-15      | Fixed         | 3.97%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR RA5287                      | CUSIP: 3133KL2U0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    763115 | PA      | $633489.56    | 0.12%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                              | FHR 5170 DP                    | CUSIP: 3137H4FG0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    711696 | PA      | $629626.13    | 0.12%             | 2050-07-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Northwestern Mutual Life Insurance Co/The                                       | NORTHWESTERN MUT               | CUSIP: 668138AA8<br>LEI: 1DU7IM20QESYGDO4HO54 | Long             | DBT              | CORP              | US        |    280000 | PA      | $218067.95    | 0.04%             | 2047-09-30      | Fixed         | 3.85%                 | Yes           |                  2 | On Loan: No      |
| Heathrow Funding Ltd                                                            | HEATHROW FNDG                  | CUSIP: N/A<br>LEI: 7TI96JO3DYEIQWZ7Z726       | Long             | DBT              | CORP              | JE        |   1350000 | PA      | $1366470.39   | 0.26%             | 2031-10-13      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN BR0918                      | CUSIP: 3140KYAU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    349893 | PA      | $300237.03    | 0.06%             | 2041-04-01      | Fixed         | 2.00%                 | 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        |    740000 | PA      | $619980.88    | 0.12%             | 2046-08-15      | Fixed         | 1.94%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                             | US 10yr Ultra Fut Mar23        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |       -64 | NC      | $-46022.30    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| SCE Recovery Funding LLC                                                        | SCE REC FUND                   | CUSIP: 78433LAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    105000 | PA      | $74854.67     | 0.01%             | 2040-05-15      | Fixed         | 1.94%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                              | REALTY INCOME                  | CUSIP: 756109BK9<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    550000 | PA      | $483065.98    | 0.09%             | 2029-12-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Raytheon Technologies Corp                                                      | UNITED TECH CORP               | CUSIP: 913017DD8<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    310000 | PA      | $304472.05    | 0.06%             | 2025-08-16      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                        | CANADA-GOV'T                   | CUSIP: 135087L93<br>LEI: N/A                  | Long             | DBT              | NUSS              | CA        |   1065000 | PA      | $725457.27    | 0.14%             | 2026-09-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | GOLDMAN SACHS GP               | CUSIP: 38141GYN8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1055000 | PA      | $846666.10    | 0.16%             | 2032-10-21      | Variable      | 2.65%                 | No            |                  2 | On Loan: No      |
| City of Montreal Canada                                                         | CITY OF MONTREAL               | CUSIP: 614852NZ0<br>LEI: 549300N5ZBGB87CAZW93 | Long             | DBT              | NUSS              | CA        |    910000 | PA      | $609007.73    | 0.12%             | 2038-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                 | PHILIP MORRIS IN               | CUSIP: 718172CW7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    290000 | PA      | $294861.51    | 0.06%             | 2029-11-17      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | GBP/USD FWD 20230110           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $4749.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                  | BNP PARIBAS                    | CUSIP: 09659W2R4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    935000 | PA      | $762284.65    | 0.15%             | 2029-09-15      | Variable      | 2.16%                 | Yes           |                  2 | On Loan: No      |
| McCormick & Co Inc/MD                                                           | MCCORMICK                      | CUSIP: 579780AQ0<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |    140000 | PA      | $117908.88    | 0.02%             | 2030-04-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Kellogg Co                                                                      | KELLOGG CO                     | CUSIP: 487836108<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | EC               | CORP              | US        |     38738 | NS      | $2825937.10   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo & Co                                                                | WELLS FARGO CO                 | CUSIP: 95000U2V4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1695000 | PA      | $1574953.08   | 0.30%             | 2028-03-24      | Variable      | 3.53%                 | No            |                  2 | On Loan: No      |
| Mercy Health/OH                                                                 | MERCY HEALTH                   | CUSIP: 58942HAB7<br>LEI: RV2KCMRGYKSCKT5REH48 | Long             | DBT              | CORP              | US        |    535000 | PA      | $492009.12    | 0.09%             | 2027-08-01      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE                 | CUSIP: 46647PBY1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1735000 | PA      | $1627681.75   | 0.31%             | 2025-02-16      | Variable      | 0.56%                 | No            |                  2 | On Loan: No      |
| Gray Oak Pipeline LLC                                                           | GRAY OAK PIPE                  | CUSIP: 38937LAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    291000 | PA      | $263669.84    | 0.05%             | 2025-10-15      | Fixed         | 2.60%                 | Yes           |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-01-27

**Name of Applicant:** VANGUARD WORLD FUND

**Signature:** Ashley Grim

**Name of Signer:** Ashley Grim

**Title:** Treasurer