# EDGAR Filing Document

**Accession Number:** 0001028621
**File Stem:** 0001752724-23-038575
**Filing Date:** 2023-2
**Character Count:** 389335
**Document Hash:** 138113c1d9cdf7f5a009a349e26c9252
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-038575.hdr.sgml**: 20230224

**ACCESSION NUMBER**: 0001752724-23-038575

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20221230

**FILED AS OF DATE**: 20230224

**DATE AS OF CHANGE**: 20230224

**PERIOD START**: 20230331

**FILER**: 

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07989
- **FILM NUMBER:** 23664511

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

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

## Series and Classes Contracts Data

### METROPOLITAN WEST LOW DURATION BOND FUND (Series ID: S000001146)

| Class ID   | Class Name           | Ticker Symbol   |
|:---|:---|:---|
| C000003063 | CLASS I              | MWLIX           |
| C000003064 | CLASS M              | MWLDX           |
| C000058169 | Administrative Class | MWLNX           |

## Nport-Ex

# Low Duration Bond Fund
Schedule of Portfolio Investments
December 31, 2022 (Unaudited)

| Items | Maturity Date | Principal Amount | Value | Items | Maturity Date | Principal Amount | Value |
| --- | --- | --- | --- | --- | --- | --- | --- |
| BONDS = 117.77% |  |  |  | ASSET-BACKED SECURITIES (continued) |  |  |  |
| ASSET-BACKED SECURITIES - 13.32%** |  |  |  | Canyon Capital CLO Ltd., Seawater, New York |  |  |  |
| Access Group, Inc., Series 2015-1, Class A |  |  |  | (Cayman Islands) |  |  |  |
| (LIBOR USD 1-Month plus 0.70%) |  |  |  | (LIBOR USD 3-Month plus 0.80%) |  |  |  |
| 5.09% | 07/25/56 1,2 | $973,422 | $938,293 | 4.88% | 04/15/34 1,2,3 | $675,000 | $672,637 |

1/ December 2022

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

| Maturity |  |  |  | Maturity |  |  |  |
| --- | --- | --- | --- | --- | --- | --- | --- |
| Issues | Date | Principal Amount | Value | Issues | Date | Principal Amount | Value |
| ASSET BACKED SECURITIES (continued) |  | 7,780,000 | 7,693,240 | ASSET BACKED SECURITIES (continued) |  | 3,270,000 | 3,162,620 |
| American Credit Acceptance Receivables Trust, |  |  |  | Capital Fund Receivables Trust, |  |  |  |
| Series 2021-1, Class C |  |  |  | Series 2021-1A, Class C |  |  |  |
| 2,000% | 12/12/2021 | $486,000 | $486,000 | (Cayman Islands) | 03/10/28 | 6,140,000 | 5,802,768 |
| American Credit Acceptance Receivables Trust, |  |  |  | Capital Fund Receivables Trust, |  |  |  |
| Series 2021-1, Class C |  |  |  | Series 2021-1A, Class N | 10/20/2021 | $1,953,125 | $1,920,371 |

December 2022 / 2

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

| Activity | Principal | Activity | Principal |
| --- | --- | --- | --- |
| Credit Card & Credit Card (continued) | 4,377,582 | Credit Card & Credit Card (continued) | 4,377,582 |
| Credit Card & Credit Card (continued) | 4,610,000 | Credit Card & Credit Card (continued) | 4,610,000 |
| Credit Card & Credit Card (continued) | 4,610,000 | Credit Card & Credit Card (continued) | 4,610,000 |
| Credit Card & Credit Card (continued) | 4,610,000 | Credit Card & Credit Card (continued) | 4,610,000 |
| Credit Card & Credit Card (continued) | $3,835,000 | Credit Card & Credit Card (continued) | $3,835,000 |
| Credit Card & Credit Card (continued) | 6,065,000 | Credit Card & Credit Card (continued) | 6,065,000 |
| Credit Card & Credit Card (continued) | 5,795,917 | Credit Card & Credit Card (continued) | 5,795,917 |

| Activity | Principal |
| --- | --- |
| Credit Card & Credit Card (continued) | 4,318,398 |
| Credit Card & Credit Card (continued) | 4,536,396 |
| Credit Card & Credit Card (continued) | 4,536,396 |
| Credit Card & Credit Card (continued) | 4,536,396 |
| Credit Card & Credit Card (continued) | $3,663,626 |
| Credit Card & Credit Card (continued) | 6,065,000 |
| Credit Card & Credit Card (continued) | 5,795,913 |
| Credit Card & Credit Card (continued) | 5,905,917 |

| Activity | Principal |
| --- | --- |
| Credit Card & Credit Card (continued) | 4,318,398 |
| Credit Card & Credit Card (continued) | 4,536,396 |
| Credit Card & Credit Card (continued) | 4,536,396 |
| Credit Card & Credit Card (continued) | $3,663,626 |
| Credit Card & Credit Card (continued) | 6,065,000 |
| Credit Card & Credit Card (continued) | 5,795,913 |

# Low Duration Bond Fund

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

3 / December 2022

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

| Industry | Principal | Industry | Principal |
| --- | --- | --- | --- |
| Bank of America, Inc. (2022) | 2,387,000 | 2,351,685 | Bank of America, Inc. (2022) |
| Bank of America, Inc. (2021) | 6,260,000 | 5,872,829 | Bank of America, Inc. (2021) |
| Bank of America, Inc. (2020) | 10,636,181 | 10,518,800 | Bank of America, Inc. (2020) |
| Bank of America, Inc. (2019) | 6,105,294 | 5,455,598 | Bank of America, Inc. (2019) |
| Bank of America, Inc. (2018) | 29,788 | 29,811 | Bank of America, Inc. (2018) |

Low Duration Bond Fund

December 2022 / 4

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

| Industry | Principal | Industry | Principal |
| --- | --- | --- | --- |
| Corporate Value 1,000,000 (Luxembourg) | 1,932,735 | Corporate Value 1,000,000 (Luxembourg) | 11,395,000 |
| Corporate Value 1,000,000 (Luxembourg) | 5,040,480 | Corporate Value 1,000,000 (Luxembourg) | 1,193,333 |
| Corporate Value 1,000,000 (Luxembourg) | 5,040,480 | Corporate Value 1,000,000 (Luxembourg) | 1,193,333 |
| Corporate Value 1,000,000 (Luxembourg) | 5,040,480 | Corporate Value 1,000,000 (Luxembourg) | 399,652 |
| Corporate Value 1,000,000 (Luxembourg) | 5,040,480 | Corporate Value 1,000,000 (Luxembourg) | 3,110,000 |
| Corporate Value 1,000,000 (Luxembourg) | 5,040,480 | Corporate Value 1,000,000 (Luxembourg) | 1,193,333 |

Low Duration Bond Fund

5 / December 2022

# Schedule of Portfolio Investments
December 31, 2022 (Unaudited)[{"box_2d": [25, 69, 706, 153], "label": "table", "caption": "

| Industry | Principal | Industry | Principal |
| --- | --- | --- | --- |
| Bank of America, Inc. (1) 2022 | 2,139,558 | Bank of America, Inc. (1) 2022 | 6,980,000 |
| Bank of America, Inc. (2) 2022 | 2,000,000 | Bank of America, Inc. (2) 2022 | 4,000,000 |
| Bank of America, Inc. (3) 2022 | 2,267,217 | Bank of America, Inc. (3) 2022 | 244,962 |
| Bank of America, Inc. (4) 2022 | 1,883,505 | Bank of America, Inc. (4) 2022 | 3,654,428 |
| Bank of America, Inc. (5) 2022 | 1,961,075 | Bank of America, Inc. (5) 2022 | 1,000,000 |

| Industry | Principal |  |
| --- | --- | --- |
| Bank of America, Inc. (1) 2022 | 6,980,000 |  |
| Bank of America, Inc. (2) 2022 | 6,118,471 |  |
| Bank of America, Inc. (3) 2022 | 4,000,000 | 3,843,817 |
| Bank of America, Inc. (4) 2022 | 244,962 | 219,547 |
| Bank of America, Inc. (5) 2022 | 3,654,428 | 3,788,005 |
| Bank of America, Inc. (6) 2022 | 1,000,000 | 1,000,000 |

| Industry | Principal |  |
| --- | --- | --- |
| Bank of America, Inc. (1) 2022 | 6,980,000 |  |
| Bank of America, Inc. (2) 2022 | 6,118,471 |  |
| Bank of America, Inc. (3) 2022 | 4,000,000 | 3,843,817 |
| Bank of America, Inc. (4) 2022 | 244,962 | 219,547 |
| Bank of America, Inc. (5) 2022 | 3,654,428 | 3,788,005 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (1) 2022 | 6,180,000 |
| Bank of America, Inc. (2) 2022 | 6,118,471 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (1) 2022 | 6,180,000 |
| Bank of America, Inc. (2) 2022 | 6,118,471 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (1) 2022 | 6,180,000 |
| Bank of America, Inc. (2) 2022 | 6,118,471 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (1) 2022 | 6,180,000 |
| Bank of America, Inc. (2) 2022 | 6,118,471 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (1) 2022 | 6,180,000 |
| Bank of America, Inc. (2) 2022 | 6,118,471 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (1) 2022 | 6,180,000 |
| Bank of America, Inc. (2) 2022 | 6,118,471 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (1) 2022 | 6,180,000 |
| Bank of America, Inc. (2) 2022 | 6,118,471 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (1) 2022 | 6,180,000 |
| Bank of America, Inc. (2) 2022 | 6,118,471 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (1) 2022 | 6,180,000 |
| Bank of America, Inc. (2) 2022 | 6,118,471 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (1) 2022 | 6,180,000 |
| Bank of America, Inc. (2) 2022 | 6,118,471 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (1) 2022 | 6,180,000 |
| Bank of America, Inc. (2) 2022 | 6,118,471 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (1) 2022 | 6,180,000 |
| Bank of America, Inc. (2) 2022 | 6,118,471 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (1) 2022 | 6,180,000 |
| Bank of America, Inc. (2) 2022 | 6,118,471 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (1) 2022 | 6,180,000 |
| Bank of America, Inc. (2) 2022 | 6,118,471 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (1) 2022 | 6,180,000 |
| Bank of America, Inc. (2) 2022 | 6,118,471 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (1) 2022 | 6,180,000 |
| Bank of America, Inc. (2) 2022 | 6,118,471 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (1) 2022 | 6,180,000 |
| Bank of America, Inc. (2) 2022 | 6,118,471 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (1) 2022 | 6,180,000 |
| Bank of America, Inc. (2) 2022 | 6,118,471 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (1) 2022 | 6,180,000 |
| Bank of America, Inc. (2) 2022 | 6,118,471 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (1) 2022 | 6,180,000 |
| Bank of America, Inc. (2) 2022 | 6,118,471 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (1) 2022 | 6,180,000 |
| Bank of America, Inc. (2) 2022 | 6,118,471 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (1) 2022 | 6,180,000 |
| Bank of America, Inc. (2) 2022 | 6,118,471 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (1) 2022 | 6,180,000 |
| Bank of America, Inc. (2) 2022 | 6,118,471 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (1) 2022 | 6,180,000 |
| Bank of America, Inc. (2) 2022 | 6,118,471 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (1) 2022 | 6,180,000 |
| Bank of America, Inc. (2) 2022 | 6,118,471 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (1) 2022 | 6,180,000 |
| Bank of America, Inc. (2) 2022 | 6,118,471 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (1) 2022 | 6,180,000 |
| Bank of America, Inc. (2) 2022 | 6,118,471 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (1) 2022 | 6,180,000 |
| Bank of America, Inc. (2) 2022 | 6,118,471 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (1) 2022 | 6,180,000 |
| Bank of America, Inc. (2) 2022 | 6,118,471 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (1) 2022 | 6,180,000 |
| Bank of America, Inc. (2) 2022 | 6,118,471 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (1) 2022 | 6,180,000 |
| Bank of America, Inc. (2) 2022 | 6,118,471 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (1) 2022 | 6,180,000 |
| Bank of America, Inc. (2) 2022 | 6,118,471 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (1) 2022 | 6,180,000 |
| Bank of America, Inc. (2) 2022 | 6,118,471 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (1) 2022 | 6,180,000 |
| Bank of America, Inc. (2) 2022 | 6,118,471 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (1) 2022 | 6,180,000 |
| Bank of America, Inc. (2) 2022 | 6,118,471 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (1) 2022 | 6,180,000 |
| Bank of America, Inc. (2) 2022 | 6,118,471 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (1) 2022 | 6,180,000 |
| Bank of America, Inc. (2) 2022 | 6,118,471 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (1) 2022 | 6,180,000 |
| Bank of America, Inc. (2) 2022 | 6,118,471 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (1) 2022 | 6,180,000 |
| Bank of America, Inc. (2) 2022 | 6,118,471 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (1) 2022 | 6,180,000 |
| Bank of America, Inc. (2) 2022 | 6,118,471 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (1) 2022 | 6,180,000 |
| Bank of America, Inc. (2) 2022 | 6,118,471 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (1) 2022 | 6,180,000 |
| Bank of America, Inc. (2) 2022 | 6,118,471 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (1) 2022 | 6,180,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (1) 2022 | 6,180,000 |
| Bank of America, Inc. (2) 2022 | 6,118,471 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (1) 2022 | 6,180,000 |
| Bank of America, Inc. (2) 2022 | 6,118,471 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (1) 2022 | 6,180,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (1) 2022 | 6,180,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (1) 2022 | 6,180,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (1) 2022 | 6,180,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (1) 2022 | 6,180,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (1) 2022 | 6,180,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (1) 2022 | 6,180,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (1) 2022 | 6,180,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (1) 2022 | 6,180,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (1) 2022 | 6,180,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (1) 2022 | 6,180,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (1) 2022 | 6,180,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (1) 2022 | 6,180,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (1) 2022 | 6,180,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (1) 2022 | 6,180,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (1) 2022 | 6,180,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (1) 2022 | 6,180,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (1) 2022 | 6,180,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (1) 2022 | 6,180,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (1) 2022 | 6,180,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (1) 2022 | 6,180,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (1) 2022 | 6,180,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (1) 2022 | 6,180,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (1) 2022 | 6,180,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (1) 2022 | 6,180,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (1) 2022 | 6,180,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (1) 2022 | 6,180,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (1) 2022 | 6,180,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (1) 2022 | 6,180,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (1) 2022 | 6,180,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (1) 2022 | 6,180,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (1) 2022 | 6,180,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (1) 2022 | 6,180,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (1) 2022 | 6,180,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (1) 2022 | 6,180,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (1) 2022 | 6,180,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (1) 2022 | 6,180,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (1) 2022 | 6,180,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (1) 2022 | 6,180,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (1) 2022 | 6,180,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (1) 2022 | 6,180,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (1) 2022 | 6,180,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (1) 2022 | 6,180,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (1) 2022 | 6,180,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (1) 2022 | 6,180,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (1) 2022 | 6,180,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (1) 2022 | 6,180,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (1) 2022 | 6,180,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (1) 2022 | 6,180,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (1) 2022 | 6,180,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (1) 2022 | 6,180,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (1) 2022 | 6,180,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (1) 2022 | 6,180,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (1) 2022 | 6,180,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (1) 2022 | 6,180,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (1) 2022 | 6,180,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (1) 2022 | 6,180,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (1) 2022 | 6,180,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (1) 2022 | 6,180,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (1) 2022 | 6,180,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (1) 2022 | 6,180,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (1) 2022 | 6,180,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (1) 2022 | 6,180,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (1) 2022 | 6,180,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (1) 2022 | 6,180,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (1) 2022 | 6,180,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (1) 2022 | 6,180,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (1) 2022 | 6,180,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (1) 2022 | 6,180,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (1) 2022 | 6,180,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (1) 2022 | 6,180,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (1) 2022 | 6,180,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (1) 2022 | 6,180,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (1) 2022 | 6,180,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (1) 2022 | 6,180,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (1) 2022 | 6,180,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (1) 2022 | 6,180,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (1) 2022 | 6,180,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (1) 2022 | 6,180,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (1) 2022 | 6,180,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (1) 2022 | 6,180,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (1) 2022 | 6,180,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (1) 2022 | 6,180,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (1) 2022 | 6,180,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (1) 2022 | 6,180,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (1) 2022 | 6,180,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (1) 2022 | 6,180,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (1) 2022 | 6,180,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (1) 2022 | 6,180,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (1) 2022 | 6,180,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (1) 2022 | 6,180,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (1) 2022 | 6,180,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (1) 2022 | 6,180,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (1) 2022 | 6,180,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (1) 2022 | 6,180,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (1) 2022 | 6,180,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (1) 2022 | 6,180,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (1) 2022 | 6,180,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (1) 2022 | 6,180,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (1) 2022 | 6,180,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (1) 2022 | 6,180,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (1) 2022 | 6,180,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (1) 2022 | 6,180,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (1) 2022 | 6,180,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (1) 2022 | 6,180,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (1) 2022 | 6,180,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (1) 2022 | 6,180,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (1) 2022 | 6,180,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (1) 2022 | 6,180,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (1) 2022 | 6,180,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (1) 2022 | 6,180,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (1) 2022 | 6,180,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (1) 2022 | 6,180,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (1) 2022 | 6,180,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (1) 2022 | 6,180,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (1) 2022 | 6,180,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (1) 2022 | 6,180,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (1) 2022 | 6,180,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (1) 2022 | 6,180,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (1) 2022 | 6,180,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (1) 2022 | 6,180,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (1) 2022 | 6,180,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (1) 2022 | 6,180,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (1) 2022 | 6,180,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (1) 2022 | 6,180,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (1) 2022 | 6,180,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (1) 2022 | 6,180,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (1) 2022 | 6,180,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (1) 2022 | 6,180,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (1) 2022 | 6,180,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (1) 2022 | 6,180,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (1) 2022 | 6,180,000 |

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

| Bank of America, Inc. (1) 2022 | 6,180,000 |
| --- | --- |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (1) 2022 | 6,180,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (1) 2022 | 6,180,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (1) 2022 | 6,180,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (1) 2022 | 6,180,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (1) 2022 | 6,180,000 |

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

| Bank of America, Inc. (1) 2022 | 6,180,000 |
| --- | --- |

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

| Bank of America, Inc. (1) 2022 | 6,180,000 |
| --- | --- |

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

| Bank of America, Inc. (1) 2022 | 6,180,000 |
| --- | --- |

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

| Bank of America, Inc. (1) 2022 | 6,180,000 |
| --- | --- |

<tabletable><thead><tr><th>Industry</th><th>Principal</th></tr></tabletabletable><thead><tr><td>Bank of America, Inc. (1) 2022</td><td>6,180,000</td></tr></tabletabletabletable><thead><tr><th>Industry</th><th>Principal</th></tr></tabletabletable><thead><tr><td>Bank of America, Inc. (1) 2022</td><td>6,180,000</td></tr></tabletabletabletable><thead><tr><th>Industry</th><th>Principal</th></tr></tabletabletable><thead><tr><td>Bank of America, Inc. (1) 2022</td><td>6,180,000</td></tr></tabletabletabletable><thead><tr><th>Industry</th><th>Principal</th></tr></tabletabletable><thead><tr><td>Bank of America, Inc. (1) 2022</td><td>6,180,000</td></tr></tabletabletabletable><thead><tr><th>Industry</th><th>Principal</th></tr></tabletabletable><thead><tr><td>Bank of America, Inc. (1) 2022</td><td>6,180,000</td></tr></tabletabletabletable><thead><tr><th>Industry</th><th>Principal</th></tr></tabletabletable><thead><tr><td>Bank of America, Inc. (1) 2022</td><td>6,180,000</td></tr></table

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

| Industry | Principal | Industry | Principal |
| --- | --- | --- | --- |
| (LIBOR) 1,000,000 | 2,000,000 | (LIBOR) 1,000,000 | 2,000,000 |
| (LIBOR) 1,000,000 | 2,000,000 | (LIBOR) 1,000,000 | 2,000,000 |
| (LIBOR) 1,000,000 | 2,000,000 | (LIBOR) 1,000,000 | 2,000,000 |

| Industry | Principal |  |  |
| --- | --- | --- | --- |
| (LIBOR) 1,000,000 | 2,000,000 | (LIBOR) 1,000,000 | 2,000,000 |

| (LIBOR) 1,000,000 | 2,000,000 | (LIBOR) 1,000,000 | 2,000,000 |
| --- | --- | --- | --- |

| (LIBOR) 1,000,000 | 2,000,000 | (LIBOR) 1,000,000 | 2,000,000 |
| --- | --- | --- | --- |

| (LIBOR) 1,000,000 | 2,000,000 | (LIBOR) 1,000,000 | 2,000,000 |
| --- | --- | --- | --- |

| (LIBOR) 1,000,000 | 2,000,000 | (LIBOR) 1,000,000 | 2,000,000 |
| --- | --- | --- | --- |

| (LIBOR) 1,000,000 | 2,000,000 | (LIBOR) 1,000,000 | 2,000,000 |
| --- | --- | --- | --- |

| (LIBOR) 1,000,000 | 2,000,000 | (LIBOR) 1,000,000 | 2,000,000 |
| --- | --- | --- | --- |

| (LIBOR) 1,000,000 | 2,000,000 | (LIBOR) 1,000,000 | 2,000,000 |
| --- | --- | --- | --- |

| (LIBOR) 1,000,000 | 2,000,000 | (LIBOR) 1,000,000 | 2,000,000 |
| --- | --- | --- | --- |

| (LIBOR) 1,000,000 | 2,000,000 | (LIBOR) 1,000,000 | 2,000,000 |
| --- | --- | --- | --- |

| (LIBOR) 1,000,000 | 2,000,000 | (LIBOR) 1,000,000 | 2,000,000 |
| --- | --- | --- | --- |

| (LIBOR) 1,000,000 | 2,000,000 | (LIBOR) 1,000,000 | 2,000,000 |
| --- | --- | --- | --- |

| (LIBOR) 1,000,000 | 2,000,000 | (LIBOR) 1,000,000 | 2,000,000 |
| --- | --- | --- | --- |

| (LIBOR) 1,000,000 | 2,000,000 | (LIBOR) 1,000,000 | 2,000,000 |
| --- | --- | --- | --- |

| (LIBOR) 1,000,000 | 2,000,000 | (LIBOR) 1,000,000 | 2,000,000 |
| --- | --- | --- | --- |

| (LIBOR) 1,000,000 | 2,000,000 | (LIBOR) 1,000,000 | 2,000,000 |
| --- | --- | --- | --- |

| (LIBOR) 1,000,000 | 2,000,000 | (LIBOR) 1,000,000 | 2,000,000 |
| --- | --- | --- | --- |

| (LIBOR) 1,000,000 | 2,000,000 | (LIBOR) 1,000,000 | 2,000,000 |
| --- | --- | --- | --- |

| (LIBOR) 1,000,000 | 2,000,000 | (LIBOR) 1,000,000 | 2,000,000 |
| --- | --- | --- | --- |

| (LIBOR) 1,000,000 | 2,000,000 | (LIBOR) 1,000,000 | 2,000,000 |
| --- | --- | --- | --- |

| (LIBOR) 1,000,000 | 2,000,000 | (LIBOR) 1,000,000 | 2,000,000 |
| --- | --- | --- | --- |

| (LIBOR) 1,000,000 | 2,000,000 | (LIBOR) 1,000,000 | 2,000,000 |
| --- | --- | --- | --- |

| (LIBOR) 1,000,000 | 2,000,000 | (LIBOR) 1,000,000 | 2,000,000 |
| --- | --- | --- | --- |

| (LIBOR) 1,000,000 | 2,000,000 | (LIBOR) 1,000,000 | 2,000,000 |
| --- | --- | --- | --- |

| (LIBOR) 1,000,000 | 2,000,000 | (LIBOR) 1,000,000 | 2,000,000 |
| --- | --- | --- | --- |

| (LIBOR) 1,000,000 | 2,000,000 | (LIBOR) 1,000,000 | 2,000,000 |
| --- | --- | --- | --- |

| (LIBOR) 1,000,000 | 2,000,000 | (LIBOR) 1,000,000 | 2,000,000 |
| --- | --- | --- | --- |

| (LIBOR) 1,000,000 | 2,000,000 | (LIBOR) 1,000,000 | 2,000,000 |
| --- | --- | --- | --- |

| (LIBOR) 1,000,000 | 2,000,000 | (LIBOR) 1,000,000 | 2,000,000 |
| --- | --- | --- | --- |

| (LIBOR) 1,000,000 | 2,000,000 | (LIBOR) 1,000,000 | 2,000,000 |
| --- | --- | --- | --- |

| (LIBOR) 1,000,000 | 2,000,000 | (LIBOR) 1,000,000 | 2,000,000 |
| --- | --- | --- | --- |

| (LIBOR) 1,000,000 | 2,000,000 | (LIBOR) 1,000,000 | 2,000,000 |
| --- | --- | --- | --- |

| (LIBOR) 1,000,000 | 2,000,000 | (LIBOR) 1,000,000 | 2,000,000 |
| --- | --- | --- | --- |

| (LIBOR) 1,000,000 | 2,000,000 | (LIBOR) 1,000,000 | 2,000,000 |
| --- | --- | --- | --- |

| (LIBOR) 1,000,000 | 2,000,000 | (LIBOR) 1,000,000 | 2,000,000 |
| --- | --- | --- | --- |

| (LIBOR) 1,000,000 | 2,000,000 | (LIBOR) 1,000,000 | 2,000,000 |
| --- | --- | --- | --- |

| (LIBOR) 1,000,000 | 2,000,000 | (LIBOR) 1,000,000 | 2,000,000 |
| --- | --- | --- | --- |

| (LIBOR) 1,000,000 | 2,000,000 | (LIBOR) 1,000,000 | 2,000,000 |
| --- | --- | --- | --- |

| (LIBOR) 1,000,000 | 2,000,000 | (LIBOR) 1,000,000 | 2,000,000 |
| --- | --- | --- | --- |

| (LIBOR) 1,000,000 | 2,000,000 | (LIBOR) 1,000,000 | 2,000,000 |
| --- | --- | --- | --- |

| (LIBOR) 1,000,000 | 2,000,000 | (LIBOR) 1,000,000 | 2,000,000 |
| --- | --- | --- | --- |

| (LIBOR) 1,000,000 | 2,000,000 | (LIBOR) 1,000,000 | 2,000,000 |
| --- | --- | --- | --- |

| (LIBOR) 1,000,000 | 2,000,000 | (LIBOR) 1,000,000 | 2,000,000 |
| --- | --- | --- | --- |

| (LIBOR) 1,000,000 | 2,000,000 | (LIBOR) 1,000,000 | 2,000,000 |
| --- | --- | --- | --- |

| (LIBOR) 1,000,000 | 2,000,000 | (LIBOR) 1,000,000 | 2,000,000 |
| --- | --- | --- | --- |

| (LIBOR) 1,000,000 | 2,000,000 | (LIBOR) 1,000,000 | 2,000,000 |
| --- | --- | --- | --- |

| (LIBOR) 1,000,000 | 2,000,000 | (LIBOR) 1,000,000 | 2,000,000 |
| --- | --- | --- | --- |

| (LIBOR) 1,000,000 | 2,000,000 | (LIBOR) 1,000,000 | 2,000,000 |
| --- | --- | --- | --- |

| (LIBOR) 1,000,000 | 2,000,000 | (LIBOR) 1,000,000 | 2,000,000 |
| --- | --- | --- | --- |

| (LIBOR) 1,000,000 | 2,000,000 | (LIBOR) 1,000,000 | 2,000,000 |
| --- | --- | --- | --- |

| (LIBOR) 1,000,000 | 2,000,000 | (LIBOR) 1,000,000 | 2,000,000 |
| --- | --- | --- | --- |

| (LIBOR) 1,000,000 | 2,000,000 | (LIBOR) 1,000,000 | 2,000,000 |
| --- | --- | --- | --- |

| (LIBOR) 1,000,000 | 2,000,000 | (LIBOR) 1,000,000 | 2,000,000 |
| --- | --- | --- | --- |

| (LIBOR) 1,000,000 | 2,000,000 | (LIBOR) 1,000,000 | 2,000,000 |
| --- | --- | --- | --- |

| (LIBOR) 1,000,000 | 2,000,000 | (LIBOR) 1,000,000 | 2,000,000 |
| --- | --- | --- | --- |

| (LIBOR) 1,000,000 | 2,000,000 | (LIBOR) 1,000,000 | 2,000,000 |
| --- | --- | --- | --- |

| (LIBOR) 1,000,000 | 2,000,000 | (LIBOR) 1,000,000 | 2,000,000 |
| --- | --- | --- | --- |

| (LIBOR) 1,000,000 | 2,000,000 | (LIBOR) 1,000,000 | 2,000,000 |
| --- | --- | --- | --- |

| (LIBOR) 1,000,000 | 2,000,000 | (LIBOR) 1,000,000 | 2,000,000 |
| --- | --- | --- | --- |

| (LIBOR) 1,000,000 | 2,000,000 | (LIBOR) 1,000,000 | 2,000,000 |
| --- | --- | --- | --- |

| (LIBOR) 1,000,000 | 2,000,000 | (LIBOR) 1,000,000 | 2,000,000 |
| --- | --- | --- | --- |

| (LIBOR) 1,000,000 | 2,000,000 | (LIBOR) 1,000,000 | 2,000,000 |
| --- | --- | --- | --- |

| (LIBOR) 1,000,000 | 2,000,000 | (LIBOR) 1,000,000 | 2,000,000 |
| --- | --- | --- | --- |

| (LIBOR) 1,000,000 | 2,000,000 | (LIBOR) 1,000,000 | 2,000,000 |
| --- | --- | --- | --- |

| (LIBOR) 1,000,000 | 2,000,000 | (LIBOR) 1,000,000 | 2,000,000 |
| --- | --- | --- | --- |

| (LIBOR) 1,000,000 | 2,000,000 | (LIBOR) 1,000,000 | 2,000,000 |
| --- | --- | --- | --- |

| (LIBOR) 1,000,000 | 2,000,000 | (LIBOR) 1,000,000 | 2,000,000 |
| --- | --- | --- | --- |

| (LIBOR) 1,000,000 | 2,000,000 | (LIBOR) 1,000,000 | 2,000,000 |
| --- | --- | --- | --- |

| (LIBOR) 1,000,000 | 2,000,000 | (LIBOR) 1,000,000 | 2,000,000 |
| --- | --- | --- | --- |

| (LIBOR) 1,000,000 | 2,000,000 | (LIBOR) 1,000,000 | 2,000,000 |
| --- | --- | --- | --- |

| (LIBOR) 1,000,000 | 2,000,000 | (LIBOR) 1,000,000 | 2,000,000 |
| --- | --- | --- | --- |

| (LIBOR) 1,000,000 | 2,000,000 | (LIBOR) 1,000,000 | 2,000,000 |
| --- | --- | --- | --- |

| (LIBOR) 1,000,000 | 2,000,000 | (LIBOR) 1,000,000 | 2,000,000 |
| --- | --- | --- | --- |

| (LIBOR) 1,000,000 | 2,000,000 | (LIBOR) 1,000,000 | 2,000,000 |
| --- | --- | --- | --- |

| (LIBOR) 1,000,000 | 2,000,000 | (LIBOR) 1,000,000 | 2,000,000 |
| --- | --- | --- | --- |

| (LIBOR) 1,000,000 | 2,000,000 | (LIBOR) 1,000,000 | 2,000,000 |
| --- | --- | --- | --- |

| (LIBOR) 1,000,000 | 2,000,000 | (LIBOR) 1,000,000 | 2,000,000 |
| --- | --- | --- | --- |

| (LIBOR) 1,000,000 | 2,000,000 | (LIBOR) 1,000,000 | 2,000,000 |
| --- | --- | --- | --- |

| (LIBOR) 1,000,000 | 2,000,000 | (LIBOR) 1,000,000 | 2,000,000 |
| --- | --- | --- | --- |

| (LIBOR) 1,000,000 | 2,000,000 | (LIBOR) 1,000,000 | 2,000,000 |
| --- | --- | --- | --- |

| (LIBOR) 1,000,000 | 2,000,000 | (LIBOR) 1,000,000 | 2,000,000 |
| --- | --- | --- | --- |

| (LIBOR) 1,000,000 | 2,000,000 | (LIBOR) 1,000,000 | 2,000,000 |
| --- | --- | --- | --- |

| (LIBOR) 1,000,000 | 2,000,000 | (LIBOR) 1,000,000 | 2,000,000 |
| --- | --- | --- | --- |

| (LIBOR) 1,000,000 | 2,000,000 | (LIBOR) 1,000,000 | 2,000,000 |
| --- | --- | --- | --- |

| (LIBOR) 1,000,000 | 2,000,000 | (LIBOR) 1,000,000 | 2,000,000 |
| --- | --- | --- | --- |

| (LIBOR) 1,000,000 | 2,000,000 | (LIBOR) 1,000,000 | 2,000,000 |
| --- | --- | --- | --- |

| (LIBOR) 1,000,000 | 2,000,000 | (LIBOR) 1,000,000 | 2,000,000 |
| --- | --- | --- | --- |

| (LIBOR) 1,000,000 | 2,000,000 | (LIBOR) 1,000,000 | 2,000,000 |
| --- | --- | --- | --- |

| (LIBOR) 1,000,000 | 2,000,000 | (LIBOR) 1,000,000 | 2,000,000 |
| --- | --- | --- | --- |

| (LIBOR) 1,000,000 | 2,000,000 | (LIBOR) 1,000,000 | 2,000,000 |
| --- | --- | --- | --- |

| (LIBOR) 1,000,000 | 2,000,000 | (LIBOR) 1,000,000 | 2,000,000 |
| --- | --- | --- | --- |

| (LIBOR) 1,000,000 | 2,000,000 | (LIBOR) 1,000,000 | 2,000,000 |
| --- | --- | --- | --- |

| (LIBOR) 1,000,000 | 2,000,000 | (LIBOR) 1,000,000 | 2,000,000 |
| --- | --- | --- | --- |

| (LIBOR) 1,000,000 | 2,000,000 | (LIBOR) 1,000,000 | 2,000,000 |
| --- | --- | --- | --- |

| (LIBOR) 1,000,000 | 2,000,000 | (LIBOR) 1,000,000 | 2,000,000 |
| --- | --- | --- | --- |

| (LIBOR) 1,000,000 | 2,000,000 | (LIBOR) 1,000,000 | 2,000,000 |
| --- | --- | --- | --- |

| (LIBOR) 1,000,000 | 2,000,000 | (LIBOR) 1,000,000 | 2,000,000 |
| --- | --- | --- | --- |

| (LIBOR) 1,000,000 | 2,000,000 | (LIBOR) 1,000,000 | 2,000,000 |
| --- | --- | --- | --- |

| (LIBOR) 1,000,000 | 2,000,000 | (LIBOR) 1,000,000 | 2,000,000 |
| --- | --- | --- | --- |

| (LIBOR) 1,000,000 | 2,000,000 | (LIBOR) 1,000,000 | 2,000,000 |
| --- | --- | --- | --- |

| (LIBOR) 1,000,000 | 2,000,000 | (LIBOR) 1,000,000 | 2,000,000 |
| --- | --- | --- | --- |

| (LIBOR) 1,000,000 | 2,000,000 | (LIBOR) 1,000,000 | 2,000,000 |
| --- | --- | --- | --- |

| (LIBOR) 1,000,000 | 2,000,000 | (LIBOR) 1,000,000 | 2,000,000 |
| --- | --- | --- | --- |

| (LIBOR) 1,000,000 | 2,000,000 | (LIBOR) 1,000,000 | 2,000,000 |
| --- | --- | --- | --- |

| (LIBOR) 1,000,000 | 2,000,000 | (LIBOR) 1,000,000 | 2,000,000 |
| --- | --- | --- | --- |

| (LIBOR) 1,000,000 | 2,000,000 | (LIBOR) 1,000,000 | 2,000,000 |
| --- | --- | --- | --- |

| (LIBOR) 1,000,000 | 2,000,000 | (LIBOR) 1,000,000 | 2,000,000 |
| --- | --- | --- | --- |

| (LIBOR) 1,000,000 | 2,000,000 | (LIBOR) 1,000,000 | 2,000,000 |
| --- | --- | --- | --- |

| (LIBOR) 1,000,000 | 2,000,000 | (LIBOR) 1,000,000 | 2,000,000 |
| --- | --- | --- | --- |

| (LIBOR) 1,000,000 | 2,000,000 | (LIBOR) 1,000,000 | 2,000,000 |
| --- | --- | --- | --- |

| (LIBOR) 1,000,000 | 2,000,000 | (LIBOR) 1,000,000 | 2,000,000 |
| --- | --- | --- | --- |

| (LIBOR) 1,000,000 | 2,000,000 | (LIBOR) 1,000,000 | 2,000,000 |
| --- | --- | --- | --- |

| (LIBOR) 1,000,000 | 2,000,000 | (LIBOR) 1,000,000 | 2,000,000 |
| --- | --- | --- | --- |

| (LIBOR) 1,000,000 | 2,000,000 | (LIBOR) 1,000,000 | 2,000,000 |
| --- | --- | --- | --- |

| (LIBOR) 1,000,000 | 2,000,000 | (LIBOR) 1,000,000 | 2,000,000 |
| --- | --- | --- | --- |

| (LIBOR) 1,000,000 | 2,000,000 | (LIBOR) 1,000,000 | 2,000,000 |
| --- | --- | --- | --- |

| (LIBOR) 1,000,000 | 2,000,000 | (LIBOR) 1,000,000 | 2,000,000 |
| --- | --- | --- | --- |

| (LIBOR) 1,000,000 | 2,000,000 | (LIBOR) 1,000,000 | 2,000,000 |
| --- | --- | --- | --- |

| (LIBOR) 1,000,000 | 2,000,000 | (LIBOR) 1,000,000 | 2,000,000 |
| --- | --- | --- | --- |

| (LIBOR) 1,000,000 | 2,000,000 | (LIBOR) 1,000,000 | 2,000,000 |
| --- | --- | --- | --- |

| (LIBOR) 1,000,000 | 2,000,000 | (LIBOR) 1,000,000 | 2,000,000 |
| --- | --- | --- | --- |

| (LIBOR) 1,000,000 | 2,000,000 | (LIBOR) 1,000,000 | 2,000,000 |
| --- | --- | --- | --- |

| (LIBOR) 1,000,000 | 2,000,000 | (LIBOR) 1,000,000 | 2,000,000 |
| --- | --- | --- | --- |

| (LIBOR) 1,000,000 | 2,000,000 | (LIBOR) 1,000,000 | 2,000,000 |
| --- | --- | --- | --- |

| (LIBOR) 1,000,000 | 2,000,000 | (LIBOR) 1,000,000 | 2,000,000 |
| --- | --- | --- | --- |

| (LIBOR) 1,000,000 | 2,000,000 | (LIBOR) 1,000,000 | 2,000,000 |
| --- | --- | --- | --- |

| (LIBOR) 1,000,000 | 2,000,000 | (LIBOR) 1,000,000 | 2,000,000 |
| --- | --- | --- | --- |

| (LIBOR) 1,000,000 | 2,000,000 | (LIBOR) 1,000,000 | 2,000,000 |
| --- | --- | --- | --- |

| (LIBOR) 1,000,000 | 2,000,000 | (LIBOR) 1,000,000 | 2,000,000 |
| --- | --- | --- | --- |

| (LIBOR) 1,000,000 | 2,000,000 | (LIBOR) 1,000,000 | 2,000,000 |
| --- | --- | --- | --- |

| (LIBOR) 1,000,000 | 2,000,000 | (LIBOR) 1,000,000 | 2,000,000 |
| --- | --- | --- | --- |

| (LIBOR) 1,000,000 | 2,000,000 | (LIBOR) 1,000,000 | 2,000,000 |
| --- | --- | --- | --- |

| (LIBOR) 1,000,000 | 2,000,000 | (LIBOR) 1,000,000 | 2,000,000 |
| --- | --- | --- | --- |

| (LIBOR) 1,000,000 | 2,000,000 | (LIBOR) 1,000,000 | 2,000,000 |
| --- | --- | --- | --- |

| (LIBOR) 1,000,000 | 2,000,000 | (LIBOR) 1,000,000 | 2,000,000 |
| --- | --- | --- | --- |

| (LIBOR) 1,000,000 | 2,000,000 | (LIBOR) 1,000,000 | 2,000,000 |
| --- | --- | --- | --- |

| (LIBOR) 1,000,000 | 2,000,000 | (LIBOR) 1,000,000 | 2,000,000 |
| --- | --- | --- | --- |

| (LIBOR) 1,000,000 | 2,000,000 | (LIBOR) 1,000,000 | 2,000,000 |
| --- | --- | --- | --- |

| (LIBOR) 1,000,000 | 2,000,000 | (LIBOR) 1,000,000 | 2,000,000 |
| --- | --- | --- | --- |

| (LIBOR) 1,000,000 | 2,000,000 | (LIBOR) 1,000,000 | 2,000,000 |
| --- | --- | --- | --- |

| (LIBOR) 1,000,000 | 2,000,000 | (LIBOR) 1,000,000 | 2,000,000 |
| --- | --- | --- | --- |

| (LIBOR) 1,000,000 | 2,000,000 | (LIBOR) 1,000,000 | 2,000,000 |
| --- | --- | --- | --- |

| (LIBOR) 1,000,000 | 2,000,000 | (LIBOR) 1,000,000 | 2,000,000 |
| --- | --- | --- | --- |

| (LIBOR) 1,000,000 | 2,000,000 | (LIBOR) 1,000,000 | 2,000,000 |
| --- | --- | --- | --- |

| (LIBOR) 1,000,000 | 2,000,000 | (LIBOR) 1,000,000 | 2,000,000 |
| --- | --- | --- | --- |

| (LIBOR) 1,000,000 | 2,000,000 | (LIBOR) 1,000,000 | 2,000,000 |
| --- | --- | --- | --- |

| (LIBOR) 1,000,000 | 2,000,000 | (LIBOR) 1,000,000 | 2,000,000 |
| --- | --- | --- | --- |

| (LIBOR) 1,000,000 | 2,000,000 | (LIBOR) 1,000,000 | 2,000,000 |
| --- | --- | --- | --- |

| (LIBOR) 1,000,000 | 2,000,000 | (LIBOR) 1,000,000 | 2,000,000 |
| --- | --- | --- | --- |

| (LIBOR) 1,000,000 | 2,000,000 | (LIBOR) 1,000,000 | 2,000,000 |
| --- | --- | --- | --- |

| (LIBOR) 1,000,000 | 2,000,000 | (LIBOR) 1,000,000 | 2,000,000 |
| --- | --- | --- | --- |

| (LIBOR) 1,000,000 | 2,000,000 | (LIBOR) 1,000,000 | 2,000,000 |
| --- | --- | --- | --- |

| (LIBOR) 1,000,000 | 2,000,000 | (LIBOR) 1,000,000 | 2,000,000 |
| --- | --- | --- | --- |

| (LIBOR) 1,000,000 | 2,000,000 | (LIBOR) 1,000,000 | 2,000,000 |
| --- | --- | --- | --- |

| (LIBOR) 1,000,000 | 2,000,000 | (LIBOR) 1,000,000 | 2,000,000 |
| --- | --- | --- | --- |

| (LIBOR) 1,000,000 | 2,000,000 | (LIBOR) 1,000,000 | 2,000,000 |
| --- | --- | --- | --- |

| (LIBOR) 1,000,000 | 2,000,000 | (LIBOR) 1,000,000 | 2,000,000 |
| --- | --- | --- | --- |

| (LIBOR) 1,000,000 | 2,000,000 | (LIBOR) 1,000,000 | 2,000,000 |
| --- | --- | --- | --- |

| (LIBOR) 1,000,000 | 2,000,000 | (LIBOR) 1,000,000 | 2,000,000 |
| --- | --- | --- | --- |

| (LIBOR) 1,000,000 | 2,000,000 | (LIBOR) 1,000,000 | 2,000,000 |
| --- | --- | --- | --- |

| (LIBOR) 1,000,000 | 2,000,000 | (LIBOR) 1,000,000 | 2,000,000 |
| --- | --- | --- | --- |

| (LIBOR) 1,000,000 | 2,000,000 | (LIBOR) 1,000,000 | 2,000,000 |
| --- | --- | --- | --- |

| (LIBOR) 1,000,000 | 2,000,000 | (LIBOR) 1,000,000 | 2,000,000 |
| --- | --- | --- | --- |

| (LIBOR) 1,000,000 | 2,000,000 | (LIBOR) 1,000,000 | 2,000,000 |
| --- | --- | --- | --- |

| (LIBOR) 1,000,000 | 2,000,000 | (LIBOR) 1,000,000 | 2,000,000 |
| --- | --- | --- | --- |

| (LIBOR) 1,000,000 | 2,000,000 | (LIBOR) 1,000,000 | 2,000,000 |
| --- | --- | --- | --- |

| (LIBOR) 1,000,000 | 2,000,000 | (LIBOR) 1,000,000 | 2,000,000 |
| --- | --- | --- | --- |

| (LIBOR) 1,000,000 | 2,000,000 | (LIBOR) 1,000,000 | 2,000,000 |
| --- | --- | --- | --- |

| (LIBOR) 1,000,000 | 2,000,000 | (LIBOR) 1,000,000 | 2,000,000 |
| --- | --- | --- | --- |

| (LIBOR) 1,000,000 | 2,000,000 | (LIBOR) 1,000,000 | 2,000,000 |
| --- | --- | --- | --- |

| (LIBOR) 1,000,000 | 2,000,000 | (LIBOR) 1,000,000 | 2,000,000 |
| --- | --- | --- | --- |

| (LIBOR) 1,000,000 | 2,000,000 | (LIBOR) 1,000,000 | 2,000,000 |
| --- | --- | --- | --- |

| (LIBOR) 1,000,000 | 2,000,000 | (LIBOR) 1,000,000 | 2,000,000 |
| --- | --- | --- | --- |

| (LIBOR) 1,000,000 | 2,000,000 | (LIBOR) 1,000,000 | 2,000,000 |
| --- | --- | --- | --- |

| (LIBOR) 1,000,000 | 2,000,000 | (LIBOR) 1,000,000 | 2,000,000 |
| --- | --- | --- | --- |

| (LIBOR) 1,000,000 | 2,000,000 | (LIBOR) 1,000,000 | 2,000,000 |
| --- | --- | --- | --- |

| (LIBOR) 1,000,000 | 2,000,000 | (LIBOR) 1,000,000 | 2,000,000 |
| --- | --- | --- | --- |

| (LIBOR) 1,000,000 | 2,000,000 | (LIBOR) 1,000,000 | 2,000,000 |
| --- | --- | --- | --- |

| (LIBOR) 1,000,000 | 2,000,000 | (LIBOR) 1,000,000 | 2,000,000 |
| --- | --- | --- | --- |

| (LIBOR) 1,000,000 | 2,000,000 | (LIBOR) 1,000,000 | 2,000,000 |
| --- | --- | --- | --- |

| (LIBOR) 1,000,000 | 2,000,000 | (LIBOR) 1,000,000 | 2,000,000 |
| --- | --- | --- | --- |

| (LIBOR) 1,000,000 | 2,000,000 | (LIBOR) 1,000,000 | 2,000,000 |
| --- | --- | --- | --- |

| (LIBOR) 1,000,000 | 2,000,000 | (LIBOR) 1,000,000 | 2,000,000 |
| --- | --- | --- | --- |

| (LIBOR) 1,000,000 | 2,000,000 | (LIBOR) 1,000,000 | 2,000,000 |
| --- | --- | --- | --- |

| (LIBOR) 1,000,000 | 2,000,000 | (LIBOR) 1,000,000 | 2,000,000 |
| --- | --- | --- | --- |

| (LIBOR) 1,000,000 | 2,000,000 | (LIBOR) 1,000,000 | 2,000,000 |
| --- | --- | --- | --- |

| (LIBOR) 1,000,000 | 2,000,000 | (LIBOR) 1,000,000 | 2,000,000 |
| --- | --- | --- | --- |

| (LIBOR) 1,000,000 | 2,000,000 | (LIBOR) 1,000,000 | 2,000,000 |
| --- | --- | --- | --- |

| (LIBOR) 1,000,000 | 2,000,000 | (LIBOR) 1,000,000 | 2,000,000 |
| --- | --- | --- | --- |

| (LIBOR) 1,000,000 | 2,000,000 | (LIBOR) 1,000,000 | 2,000,000 |
| --- | --- | --- | --- |

| (LIBOR) 1,000,000 | 2,000,000 | (LIBOR) 1,000,000 | 2,000,000 |
| --- | --- | --- | --- |

| (LIBOR) 1,000,000 | 2,000,000 | (LIBOR) 1,000,000 | 2,000,000 |
| --- | --- | --- | --- |

| (LIBOR) 1,000,000 | 2,000,000 | (LIBOR) 1,000,000 | 2,000,000 |
| --- | --- | --- | --- |

| (LIBOR) 1,000,000 | 2,000,000 | (LIBOR) 1,000,000 | 2,000,000 |
| --- | --- | --- | --- |

| (LIBOR) 1,000,000 | 2,000,000 | (LIBOR) 1,000,000 | 2,000,000 |
| --- | --- | --- | --- |

| (LIBOR) 1,000,000 | 2,000,000 | (LIBOR) 1,000,000 | 2,000,000 |
| --- | --- | --- | --- |

| (LIBOR) 1,000,000 | 2,000,000 | (LIBOR) 1,000,000 | 2,000,000 |
| --- | --- | --- | --- |

| (LIBOR) 1,000,000 | 2,000,000 | (LIBOR) 1,000,000 | 2,000,000 |
| --- | --- | --- | --- |

| (LIBOR) 1,000,000 | 2,000,000 | (LIBOR) 1,000,000 | 2,000,000 |
| --- | --- | --- | --- |

| (LIBOR) 1,000,000 | 2,000,000 | (LIBOR) 1,000,000 | 2,000,000 |
| --- | --- | --- | --- |

| (LIBOR) 1,000,000 | 2,000,000 | (LIBOR) 1,000,000 | 2,000,000 |
| --- | --- | --- | --- |

| (LIBOR) 1,000,000 | 2,000,000 | (LIBOR) 1,000,000 | 2,000,000 |
| --- | --- | --- | --- |

<table><tr><td>(LIBOR) 1,000,000</td><td>2,000,000</td><td>(LIBOR) 1,000,000</td><td>2,000,000</td></tr></tabletable>

Low Duration Bond Fund

7 / December 2022

# Schedule of Portfolio Investments
December 31, 2022 (Unaudited)[{"box_2d": [25, 69, 704, 151], "label": "table", "caption": "

| Industry | Principal | Industry | Principal |
| --- | --- | --- | --- |
| 1,000,000 | 2,000,000 | 1,000,000 | 1,000,000 |
| 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| Industry | Principal |
| --- | --- |
| 1,000,000 | 1,000,000 |
| 1,000,000 | 1,000,000 |
| 1,000,000 | 1,000,000 |

| Industry | Principal |
| --- | --- |
| 1,000,000 | 1,000,000 |
| 1,000,000 | 1,000,000 |
| 1,000,000 | 1,000,000 |

| Industry | Principal |
| --- | --- |
| 1,000,000 | 1,000,000 |
| 1,000,000 | 1,000,000 |
| 1,000,000 | 1,000,000 |

| Industry | Principal |
| --- | --- |
| 1,000,000 | 1,000,000 |
| 1,000,000 | 1,000,000 |
| 1,000,000 | 1,000,000 |

| Industry | Principal |
| --- | --- |
| 1,000,000 | 1,000,000 |
| 1,000,000 | 1,000,000 |
| 1,000,000 | 1,000,000 |

| Industry | Principal |
| --- | --- |
| 1,000,000 | 1,000,000 |
| 1,000,000 | 1,000,000 |
| 1,000,000 | 1,000,000 |

| Industry | Principal |
| --- | --- |
| 1,000,000 | 1,000,000 |
| 1,000,000 | 1,000,000 |
| 1,000,000 | 1,000,000 |

| Industry | Principal |
| --- | --- |
| 1,000,000 | 1,000,000 |
| 1,000,000 | 1,000,000 |
| 1,000,000 | 1,000,000 |

| Industry | Principal |
| --- | --- |
| 1,000,000 | 1,000,000 |
| 1,000,000 | 1,000,000 |

| Industry | Principal |
| --- | --- |
| 1,000,000 | 1,000,000 |
| 1,000,000 | 1,000,000 |

| Industry | Principal |
| --- | --- |
| 1,000,000 | 1,000,000 |
| 1,000,000 | 1,000,000 |

| Industry | Principal |
| --- | --- |
| 1,000,000 | 1,000,000 |
| 1,000,000 | 1,000,000 |

| Industry | Principal |
| --- | --- |
| 1,000,000 | 1,000,000 |
| 1,000,000 | 1,000,000 |

| Industry | Principal |
| --- | --- |
| 1,000,000 | 1,000,000 |
| 1,000,000 | 1,000,000 |

| Industry | Principal |
| --- | --- |
| 1,000,000 | 1,000,000 |
| 1,000,000 | 1,000,000 |

| Industry | Principal |
| --- | --- |
| 1,000,000 | 1,000,000 |
| 1,000,000 | 1,000,000 |

| Industry | Principal |
| --- | --- |
| 1,000,000 | 1,000,000 |
| 1,000,000 | 1,000,000 |

| Industry | Principal |
| --- | --- |
| 1,000,000 | 1,000,000 |
| 1,000,000 | 1,000,000 |

| Industry | Principal |
| --- | --- |
| 1,000,000 | 1,000,000 |
| 1,000,000 | 1,000,000 |

| Industry | Principal |
| --- | --- |
| 1,000,000 | 1,000,000 |
| 1,000,000 | 1,000,000 |

| Industry | Principal |
| --- | --- |
| 1,000,000 | 1,000,000 |
| 1,000,000 | 1,000,000 |

| Industry | Principal |
| --- | --- |
| 1,000,000 | 1,000,000 |
| 1,000,000 | 1,000,000 |

| Industry | Principal |
| --- | --- |
| 1,000,000 | 1,000,000 |
| 1,000,000 | 1,000,000 |

| Industry | Principal |
| --- | --- |
| 1,000,000 | 1,000,000 |
| 1,000,000 | 1,000,000 |

| Industry | Principal |
| --- | --- |
| 1,000,000 | 1,000,000 |
| 1,000,000 | 1,000,000 |

| Industry | Principal |
| --- | --- |
| 1,000,000 | 1,000,000 |
| 1,000,000 | 1,000,000 |

| Industry | Principal |
| --- | --- |
| 1,000,000 | 1,000,000 |
| 1,000,000 | 1,000,000 |

| Industry | Principal |
| --- | --- |
| 1,000,000 | 1,000,000 |
| 1,000,000 | 1,000,000 |

| Industry | Principal |
| --- | --- |
| 1,000,000 | 1,000,000 |

| Industry | Principal |
| --- | --- |
| 1,000,000 | 1,000,000 |

| Industry | Principal |
| --- | --- |
| 1,000,000 | 1,000,000 |

| Industry | Principal |
| --- | --- |
| 1,000,000 | 1,000,000 |

| Industry | Principal |
| --- | --- |
| 1,000,000 | 1,000,000 |

| Industry | Principal |
| --- | --- |
| 1,000,000 | 1,000,000 |

| Industry | Principal |
| --- | --- |
| 1,000,000 | 1,000,000 |

| Industry | Principal |
| --- | --- |
| 1,000,000 | 1,000,000 |

| Industry | Principal |
| --- | --- |
| 1,000,000 | 1,000,000 |

| Industry | Principal |
| --- | --- |
| 1,000,000 | 1,000,000 |

| Industry | Principal |
| --- | --- |
| 1,000,000 | 1,000,000 |

| Industry | Principal |
| --- | --- |
| 1,000,000 | 1,000,000 |

| Industry | Principal |
| --- | --- |
| 1,000,000 | 1,000,000 |

| Industry | Principal |
| --- | --- |
| 1,000,000 | 1,000,000 |

| Industry | Principal |
| --- | --- |
| 1,000,000 | 1,000,000 |

| Industry | Principal |
| --- | --- |
| 1,000,000 | 1,000,000 |

| Industry | Principal |
| --- | --- |
| 1,000,000 | 1,000,000 |

| Industry | Principal |
| --- | --- |
| 1,000,000 | 1,000,000 |

| Industry | Principal |
| --- | --- |
| 1,000,000 | 1,000,000 |

| Industry | Principal |
| --- | --- |
| 1,000,000 | 1,000,000 |

| Industry | Principal |
| --- | --- |
| 1,000,000 | 1,000,000 |

| Industry | Principal |
| --- | --- |
| 1,000,000 | 1,000,000 |

| Industry | Principal |
| --- | --- |
| 1,000,000 | 1,000,000 |

| Industry | Principal |
| --- | --- |
| 1,000,000 | 1,000,000 |

| Industry | Principal |
| --- | --- |
| 1,000,000 | 1,000,000 |

| Industry | Principal |
| --- | --- |
| 1,000,000 | 1,000,000 |

| Industry | Principal |
| --- | --- |
| 1,000,000 | 1,000,000 |

| Industry | Principal |
| --- | --- |
| 1,000,000 | 1,000,000 |

| Industry | Principal |
| --- | --- |
| 1,000,000 | 1,000,000 |

| Industry | Principal |
| --- | --- |
| 1,000,000 | 1,000,000 |

| Industry | Principal |
| --- | --- |
| 1,000,000 | 1,000,000 |

| Industry | Principal |
| --- | --- |
| 1,000,000 | 1,000,000 |

| Industry | Principal |
| --- | --- |
| 1,000,000 | 1,000,000 |

| Industry | Principal |
| --- | --- |
| 1,000,000 | 1,000,000 |

| Industry | Principal |
| --- | --- |
| 1,000,000 | 1,000,000 |

| Industry | Principal |
| --- | --- |
| 1,000,000 | 1,000,000 |

| Industry | Principal |
| --- | --- |
| 1,000,000 | 1,000,000 |

| Industry | Principal |
| --- | --- |
| 1,000,000 | 1,000,000 |

| Industry | Principal |
| --- | --- |
| 1,000,000 | 1,000,000 |

| Industry | Principal |
| --- | --- |
| 1,000,000 | 1,000,000 |

| Industry | Principal |
| --- | --- |
| 1,000,000 | 1,000,000 |

| Industry | Principal |
| --- | --- |
| 1,000,000 | 1,000,000 |

| Industry | Principal |
| --- | --- |
| 1,000,000 | 1,000,000 |

| Industry | Principal |
| --- | --- |
| 1,000,000 | 1,000,000 |

| Industry | Principal |
| --- | --- |
| 1,000,000 | 1,000,000 |

| Industry | Principal |
| --- | --- |
| 1,000,000 | 1,000,000 |

| Industry | Principal |
| --- | --- |
| 1,000,000 | 1,000,000 |

| Industry | Principal |
| --- | --- |
| 1,000,000 | 1,000,000 |

| Industry | Principal |
| --- | --- |
| 1,000,000 | 1,000,000 |

| Industry | Principal |
| --- | --- |
| 1,000,000 | 1,000,000 |

| Industry | Principal |
| --- | --- |
| 1,000,000 | 1,000,000 |

| Industry | Principal |
| --- | --- |
| 1,000,000 | 1,000,000 |

| Industry | Principal |
| --- | --- |
| 1,000,000 | 1,000,000 |

| Industry | Principal |
| --- | --- |
| 1,000,000 | 1,000,000 |

| Industry | Principal |
| --- | --- |
| 1,000,000 | 1,000,000 |

| Industry | Principal |
| --- | --- |
| 1,000,000 | 1,000,000 |

| Industry | Principal |
| --- | --- |
| 1,000,000 | 1,000,000 |

| Industry | Principal |
| --- | --- |
| 1,000,000 | 1,000,000 |

| Industry | Principal |
| --- | --- |
| 1,000,000 | 1,000,000 |

| Industry | Principal |
| --- | --- |
| 1,000,000 | 1,000,000 |

| Industry | Principal |
| --- | --- |
| 1,000,000 | 1,000,000 |

| Industry | Principal |
| --- | --- |
| 1,000,000 | 1,000,000 |

| Industry | Principal |
| --- | --- |
| 1,000,000 | 1,000,000 |

| Industry | Principal |
| --- | --- |
| 1,000,000 | 1,000,000 |

| Industry | Principal |
| --- | --- |
| 1,000,000 | 1,000,000 |

| Industry | Principal |
| --- | --- |
| 1,000,000 | 1,000,000 |

| Industry | Principal |
| --- | --- |
| 1,000,000 | 1,000,000 |

| Industry | Principal |
| --- | --- |
| 1,000,000 | 1,000,000 |

| Industry | Principal |
| --- | --- |
| 1,000,000 | 1,000,000 |

| Industry | Principal |
| --- | --- |
| 1,000,000 | 1,000,000 |

| Industry | Principal |
| --- | --- |
| 1,000,000 | 1,000,000 |

| Industry | Principal |
| --- | --- |
| 1,000,000 | 1,000,000 |

| Industry | Principal |
| --- | --- |
| 1,000,000 | 1,000,000 |

| Industry | Principal |
| --- | --- |
| 1,000,000 | 1,000,000 |

| Industry | Principal |
| --- | --- |
| 1,000,000 | 1,000,000 |

| Industry | Principal |
| --- | --- |
| 1,000,000 | 1,000,000 |

| Industry | Principal |
| --- | --- |
| 1,000,000 | 1,000,000 |

| Industry | Principal |
| --- | --- |
| 1,000,000 | 1,000,000 |

| Industry | Principal |
| --- | --- |
| 1,000,000 | 1,000,000 |

| Industry | Principal |
| --- | --- |
| 1,000,000 | 1,000,000 |

| Industry | Principal |
| --- | --- |
| 1,000,000 | 1,000,000 |

| Industry | Principal |
| --- | --- |
| 1,000,000 | 1,000,000 |

| Industry | Principal |
| --- | --- |
| 1,000,000 | 1,000,000 |

| Industry | Principal |
| --- | --- |
| 1,000,000 | 1,000,000 |

| Industry | Principal |
| --- | --- |
| 1,000,000 | 1,000,000 |

| Industry | Principal |
| --- | --- |
| 1,000,000 | 1,000,000 |

| Industry | Principal |
| --- | --- |
| 1,000,000 | 1,000,000 |

| Industry | Principal |
| --- | --- |
| 1,000,000 | 1,000,000 |

| Industry | Principal |
| --- | --- |
| 1,000,000 | 1,000,000 |

| Industry | Principal |
| --- | --- |
| 1,000,000 | 1,000,000 |

| Industry | Principal |
| --- | --- |
| 1,000,000 | 1,000,000 |

| Industry | Principal |
| --- | --- |
| 1,000,000 | 1,000,000 |

| Industry | Principal |
| --- | --- |
| 1,000,000 | 1,000,000 |

| Industry | Principal |
| --- | --- |
| 1,000,000 | 1,000,000 |

| Industry Principal | Principal |
| --- | --- |
| 1,000,000 | 1,000,000 |

| Industry Principal | Principal |
| --- | --- |
| 1,000,000 | 1,000,000 |

| Industry Principal | Principal |
| --- | --- |
| 1,000,000 | 1,000,000 |

| Industry Principal | Principal |
| --- | --- |
| 1,000,000 | 1,000,000 |

| Industry Principal | Principal |
| --- | --- |
| 1,000,000 | 1,000,000 |

| Industry Principal | Principal |
| --- | --- |
| 1,000,000 | 1,000,000 |

| Industry Principal | Principal |
| --- | --- |
| 1,000,000 | 1,000,000 |

| Industry Principal | Principal |
| --- | --- |
| 1,000,000 | 1,000,000 |

| Industry Principal | Principal |
| --- | --- |
| 1,000,000 | 1,000,000 |

| Industry Principal | Principal |
| --- | --- |
| 1,000,000 | 1,000,000 |

| Industry Principal | Principal |
| --- | --- |
| 1,000,000 | 1,000,000 |

| Industry Principal | Principal |
| --- | --- |
| 1,000,000 | 1,000,000 |

| Industry Principal | Principal |
| --- | --- |
| 1,000,000 | 1,000,000 |

| Industry Principal | Principal |
| --- | --- |
| 1,000,000 | 1,000,000 |

| Industry Principal | Principal |
| --- | --- |
| 1,000,000 | 1,000,000 |

| Industry Principal | Principal |
| --- | --- |
| 1,000,000 | 1,000,000 |

| Industry Principal | Principal |
| --- | --- |
| 1,000,000 | 1,000,000 |

| Industry Principal | Principal |
| --- | --- |
| 1,000,000 | 1,000,000 |

| Industry Principal | Principal |
| --- | --- |
| 1,000,000 | 1,000,000 |

| Industry Principal | Principal |
| --- | --- |
| 1,000,000 | 1,000,000 |

| Industry Principal | Principal |
| --- | --- |
| 1,000,000 | 1,000,000 |

| Industry Principal | Principal |
| --- | --- |
| 1,000,000 | 1,000,000 |

| Industry Principal | Principal |
| --- | --- |
| 1,000,000 | 1,000,000 |

| Industry Principal | Principal |
| --- | --- |
| 1,000,000 | 1,000,000 |

| Industry Principal | Principal |
| --- | --- |
| 1,000,000 | 1,000,000 |

| Industry Principal | Principal |
| --- | --- |
| 1,000,000 | 1,000,000 |

| Industry Principal | Principal |
| --- | --- |
| 1,000,000 | 1,000,000 |

| Industry Principal | Principal |
| --- | --- |
| 1,000,000 | 1,000,000 |

| Industry Principal | Principal |
| --- | --- |
| 1,000,000 | 1,000,000 |

| Industry Principal | Principal |
| --- | --- |
| 1,000,000 | 1,000,000 |

| Industry Principal | Principal |
| --- | --- |
| 1,000,000 | 1,000,000 |

| Industry Principal | Principal |
| --- | --- |
| 1,000,000 | 1,000,000 |

| Industry Principal | Principal |
| --- | --- |
| 1,000,000 | 1,000,000 |

| Industry Principal | Principal |
| --- | --- |
| 1,000,000 | 1,000,000 |

| Industry Principal | Principal |
| --- | --- |
| 1,000,000 | 1,000,000 |

| Industry Principal | Principal |
| --- | --- |
| 1,000,000 | 1,000,000 |

| Industry Principal | Principal |
| --- | --- |
| 1,000,000 | 1,000,000 |

| Industry Principal | Principal |
| --- | --- |
| 1,000,000 | 1,000,000 |

| Industry Principal | Principal |
| --- | --- |
| 1,000,000 | 1,000,000 |

| Industry Principal | Principal |
| --- | --- |
| 1,000,000 | 1,000,000 |

| Industry Principal | Principal |
| --- | --- |
| 1,000,000 | 1,000,000 |

| Industry Principal | Principal |
| --- | --- |
| 1,000,000 | 1,000,000 |

| Industry Principal | Principal |
| --- | --- |
| 1,000,000 | 1,000,000 |

| Industry Principal | Principal |
| --- | --- |
| 1,000,000 | 1,000,000 |

| Industry Principal | Principal |
| --- | --- |
| 1,000,000 | 1,000,000 |

| Industry Principal | Principal |
| --- | --- |
| 1,000,000 | 1,000,000 |

| Industry Principal | Principal |
| --- | --- |
| 1,000,000 | 1,000,000 |

| Industry Principal | Principal |
| --- | --- |
| 1,000,000 | 1,000,000 |

| Industry Principal | Principal |
| --- | --- |
| 1,000,000 | 1,000,000 |

| Industry Principal | Principal |
| --- | --- |
| 1,000,000 | 1,000,000 |

| Industry Principal | Principal |
| --- | --- |
| 1,000,000 | 1,000,000 |

| Industry Principal | Principal |
| --- | --- |
| 1,000,000 | 1,000,000 |

| Industry Principal | Principal |
| --- | --- |
| 1,000,000 | 1,000,000 |

| Industry Principal | Principal |
| --- | --- |
| 1,000,000 | 1,000,000 |

| Industry Principal | Principal |
| --- | --- |
| 1,000,000 | 1,000,000 |

| Industry Principal | Principal |
| --- | --- |
| 1,000,000 | 1,000,000 |

| Industry Principal | Principal |
| --- | --- |
| 1,000,000 | 1,000,000 |

| Industry Principal | Principal |
| --- | --- |
| 1,000,000 | 1,000,000 |

| Industry Principal | Principal |
| --- | --- |
| 1,000,000 | 1,000,000 |

| Industry Principal | Principal |
| --- | --- |
| 1,000,000 | 1,000,000 |

| Industry Principal | Principal |
| --- | --- |
| 1,000,000 | 1,000,000 |

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

<tr><td>1,000,000</td><td>1,000,000</td></tr></table>

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

<tr><td>1,000,000</td><td>1,000,000</td></tr></table>

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

| 1,000,000 | 1,000,000 |
| --- | --- |

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

| 1,000,000 | 1,000,000 |
| --- | --- |

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

| 1,000,000 | 1,000,000 |
| --- | --- |

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

| 1,000,000 | 1,000,000 |
| --- | --- |

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

| 1,000,000 | 1,000,000 |
| --- | --- |

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

| 1,000,000 | 1,000,000 |
| --- | --- |

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

| 1,000,000 | 1,000,000 |
| --- | --- |

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

| 1,000,000 | 1,000,000 |
| --- | --- |

| 1,000,000 | 1,000,000 |
| --- | --- |

| 1,000,000 | 1,000,000 |
| --- | --- |

</table>

| 1,000,000 | 1,000,000 |
| --- | --- |

</table>

| 1,000,000 | 1,000,000 |
| --- | --- |

</table>

| 1,000,000 | 1,000,000 |
| --- | --- |

</table>

| 1,000,000 | 1,000,000 |
| --- | --- |

</table></table>

| 1,000,000 | 1,000,000 |
| --- | --- |

</table></table></table></table></table></table>"

Low Duration Bond Fund

December 2022 / 8

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

| Industry | Principal | Industry | Principal |
| --- | --- | --- | --- |
| General Electric (GWh) 2022 | 4,000,000 | General Electric (GWh) 2022 | 4,000,000 |
| General Electric (GWh) 2021 | 4,000,000 | General Electric (GWh) 2021 | 4,000,000 |
| General Electric (GWh) 2020 | 4,000,000 | General Electric (GWh) 2020 | 4,000,000 |
| General Electric (GWh) 2019 | 4,000,000 | General Electric (GWh) 2019 | 4,000,000 |
| General Electric (GWh) 2018 | 347,835 | General Electric (GWh) 2018 | 347,835 |
| General Electric (GWh) 2017 | $17,000,000 | General Electric (GWh) 2017 | $17,000,000 |
| General Electric (GWh) 2016 | $8,000,000 | General Electric (GWh) 2016 | $8,000,000 |
| General Electric (GWh) 2015 | $8,000,000 | General Electric (GWh) 2015 | $8,000,000 |
| General Electric (GWh) 2014 | $8,000,000 | General Electric (GWh) 2014 | $8,000,000 |
| General Electric (GWh) 2013 | $8,000,000 | General Electric (GWh) 2013 | $8,000,000 |
| General Electric (GWh) 2012 | $8,000,000 | General Electric (GWh) 2012 | $8,000,000 |
| General Electric (GWh) 2011 | $8,000,000 | General Electric (GWh) 2011 | $8,000,000 |
| General Electric (GWh) 2010 | $8,000,000 | General Electric (GWh) 2010 | $8,000,000 |

Low Duration Bond Fund

9 / December 2022

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

| Industry | Principal | Industry | Principal |
| --- | --- | --- | --- |
| Cashflow (1,000,000) (1,000,000) | 4,000,000 | Cashflow (1,000,000) (1,000,000) | 7,000,000 |
| Cashflow (1,000,000) (1,000,000) | 1,000,000 | Cashflow (1,000,000) (1,000,000) | 1,000,000 |
| Cashflow (1,000,000) (1,000,000) | 1,000,000 | Cashflow (1,000,000) (1,000,000) | 1,000,000 |
| Cashflow (1,000,000) (1,000,000) | 1,000,000 | Cashflow (1,000,000) (1,000,000) | 1,000,000 |

| Industry | Principal |
| --- | --- |
| Cashflow (1,000,000) (1,000,000) | 4,000,000 |
| Cashflow (1,000,000) (1,000,000) | 1,000,000 |
| Cashflow (1,000,000) (1,000,000) | 1,000,000 |

| Industry | Principal |
| --- | --- |
| Cashflow (1,000,000) (1,000,000) | 4,000,000 |
| Cashflow (1,000,000) (1,000,000) | 1,000,000 |

| Industry | Principal |
| --- | --- |
| Cashflow (1,000,000) (1,000,000) | 4,000,000 |
| Cashflow (1,000,000) (1,000,000) | 1,000,000 |

| Industry | Principal |
| --- | --- |
| Cashflow (1,000,000) (1,000,000) | 4,000,000 |
| Cashflow (1,000,000) (1,000,000) | 1,000,000 |

| Industry | Principal |
| --- | --- |
| Cashflow (1,000,000) (1,000,000) | 4,000,000 |
| Cashflow (1,000,000) (1,000,000) | 1,000,000 |

| Industry | Principal |
| --- | --- |
| Cashflow (1,000,000) (1,000,000) | 4,000,000 |
| Cashflow (1,000,000) (1,000,000) | 1,000,000 |

| Industry | Principal |
| --- | --- |
| Cashflow (1,000,000) (1,000,000) | 4,000,000 |
| Cashflow (1,000,000) (1,000,000) | 1,000,000 |

| Industry | Principal |
| --- | --- |
| Cashflow (1,000,000) (1,000,000) | 4,000,000 |
| Cashflow (1,000,000) (1,000,000) | 1,000,000 |

| Industry | Principal |
| --- | --- |
| Cashflow (1,000,000) (1,000,000) | 4,000,000 |
| Cashflow (1,000,000) (1,000,000) | 1,000,000 |

| Industry | Principal |
| --- | --- |
| Cashflow (1,000,000) (1,000,000) | 4,000,000 |
| Cashflow (1,000,000) (1,000,000) | 1,000,000 |

| Industry | Principal |
| --- | --- |
| Cashflow (1,000,000) (1,000,000) | 4,000,000 |
| Cashflow (1,000,000) (1,000,000) | 1,000,000 |

| Industry | Principal |
| --- | --- |
| Cashflow (1,000,000) (1,000,000) | 4,000,000 |
| Cashflow (1,000,000) (1,000,000) | 1,000,000 |

| Industry | Principal |
| --- | --- |
| Cashflow (1,000,000) (1,000,000) | 4,000,000 |
| Cashflow (1,000,000) (1,000,000) | 1,000,000 |

| Industry | Principal |
| --- | --- |
| Cashflow (1,000,000) (1,000,000) | 4,000,000 |
| Cashflow (1,000,000) (1,000,000) | 1,000,000 |

| Industry | Principal |
| --- | --- |
| Cashflow (1,000,000) (1,000,000) | 4,000,000 |
| Cashflow (1,000,000) (1,000,000) | 1,000,000 |

| Industry | Principal |
| --- | --- |
| Cashflow (1,000,000) (1,000,000) | 4,000,000 |
| Cashflow (1,000,000) (1,000,000) | 1,000,000 |

| Industry | Principal |
| --- | --- |
| Cashflow (1,000,000) (1,000,000) | 4,000,000 |
| Cashflow (1,000,000) (1,000,000) | 1,000,000 |

| Industry | Principal |
| --- | --- |
| Cashflow (1,000,000) (1,000,000) | 4,000,000 |
| Cashflow (1,000,000) (1,000,000) | 1,000,000 |

| Industry | Principal |
| --- | --- |
| Cashflow (1,000,000) (1,000,000) | 4,000,000 |
| Cashflow (1,000,000) (1,000,000) | 1,000,000 |

| Industry | Principal |
| --- | --- |
| Cashflow (1,000,000) (1,000,000) | 4,000,000 |
| Cashflow (1,000,000) (1,000,000) | 1,000,000 |

| Industry | Principal |
| --- | --- |
| Cashflow (1,000,000) (1,000,000) | 4,000,000 |
| Cashflow (1,000,000) (1,000,000) | 1,000,000 |

| Industry | Principal |
| --- | --- |
| Cashflow (1,000,000) (1,000,000) | 4,000,000 |
| Cashflow (1,000,000) (1,000,000) | 1,000,000 |

| Industry | Principal |
| --- | --- |
| Cashflow (1,000,000) (1,000,000) | 4,000,000 |
| Cashflow (1,000,000) (1,000,000) | 1,000,000 |

| Industry | Principal |
| --- | --- |
| Cashflow (1,000,000) (1,000,000) | 4,000,000 |
| Cashflow (1,000,000) (1,000,000) | 1,000,000 |

| Industry | Principal |
| --- | --- |
| Cashflow (1,000,000) (1,000,000) | 4,000,000 |
| Cashflow (1,000,000) (1,000,000) | 1,000,000 |

| Industry | Principal |
| --- | --- |
| Cashflow (1,000,000) (1,000,000) | 4,000,000 |
| Cashflow (1,000,000) (1,000,000) | 1,000,000 |

| Industry | Principal |
| --- | --- |
| Cashflow (1,000,000) (1,000,000) | 4,000,000 |
| Cashflow (1,000,000) (1,000,000) | 1,000,000 |

| Industry | Principal |
| --- | --- |
| Cashflow (1,000,000) (1,000,000) | 4,000,000 |
| Cashflow (1,000,000) (1,000,000) | 1,000,000 |

| Industry | Principal |
| --- | --- |
| Cashflow (1,000,000) (1,000,000) | 4,000,000 |
| Cashflow (1,000,000) (1,000,000) | 1,000,000 |

| Industry | Principal |
| --- | --- |
| Cashflow (1,000,000) (1,000,000) | 4,000,000 |
| Cashflow (1,000,000) (1,000,000) | 1,000,000 |

| Industry | Principal |
| --- | --- |
| Cashflow (1,000,000) (1,000,000) | 4,000,000 |
| Cashflow (1,000,000) (1,000,000) | 1,000,000 |

| Industry | Principal |
| --- | --- |
| Cashflow (1,000,000) (1,000,000) | 4,000,000 |
| Cashflow (1,000,000) (1,000,000) | 1,000,000 |

| Industry | Principal |
| --- | --- |
| Cashflow (1,000,000) (1,000,000) | 4,000,000 |
| Cashflow (1,000,000) (1,000,000) | 1,000,000 |

| Industry | Principal |
| --- | --- |
| Cashflow (1,000,000) (1,000,000) | 4,000,000 |
| Cashflow (1,000,000) (1,000,000) | 1,000,000 |

| Industry | Principal |
| --- | --- |
| Cashflow (1,000,000) (1,000,000) | 4,000,000 |
| Cashflow (1,000,000) (1,000,000) | 1,000,000 |

| Industry | Principal |
| --- | --- |
| Cashflow (1,000,000) (1,000,000) | 4,000,000 |
| Cashflow (1,000,000) (1,000,000) | 1,000,000 |

| Industry | Principal |
| --- | --- |
| Cashflow (1,000,000) (1,000,000) | 4,000,000 |
| Cashflow (1,000,000) (1,000,000) | 1,000,000 |

| Industry | Principal |
| --- | --- |
| Cashflow (1,000,000) (1,000,000) | 4,000,000 |
| Cashflow (1,000,000) (1,000,000) | 1,000,000 |

| Industry | Principal |
| --- | --- |
| Cashflow (1,000,000) (1,000,000) | 4,000,000 |
| Cashflow (1,000,000) (1,000,000) | 1,000,000 |

| Industry | Principal |
| --- | --- |
| Cashflow (1,000,000) (1,000,000) | 4,000,000 |
| Cashflow (1,000,000) (1,000,000) | 1,000,000 |

| Industry | Principal |
| --- | --- |
| Cashflow (1,000,000) (1,000,000) | 4,000,000 |
| Cashflow (1,000,000) (1,000,000) | 1,000,000 |

| Industry | Principal |
| --- | --- |
| Cashflow (1,000,000) (1,000,000) | 4,000,000 |
| Cashflow (1,000,000) (1,000,000) | 1,000,000 |

| Industry | Principal |
| --- | --- |
| Cashflow (1,000,000) (1,000,000) | 4,000,000 |
| Cashflow (1,000,000) (1,000,000) | 1,000,000 |

| Industry | Principal |
| --- | --- |
| Cashflow (1,000,000) (1,000,000) | 4,000,000 |
| Cashflow (1,000,000) (1,000,000) | 1,000,000 |

| Industry | Principal |
| --- | --- |
| Cashflow (1,000,000) (1,000,000) | 4,000,000 |
| Cashflow (1,000,000) (1,000,000) | 1,000,000 |

| Industry | Principal |
| --- | --- |
| Cashflow (1,000,000) (1,000,000) | 4,000,000 |
| Cashflow (1,000,000) (1,000,000) | 1,000,000 |

| Industry | Principal |
| --- | --- |
| Cashflow (1,000,000) (1,000,000) | 4,000,000 |
| Cashflow (1,000,000) (1,000,000) | 1,000,000 |

| Industry | Principal |
| --- | --- |
| Cashflow (1,000,000) (1,000,000) | 4,000,000 |
| Cashflow (1,000,000) (1,000,000) | 1,000,000 |

| Industry | Principal |
| --- | --- |
| Cashflow (1,000,000) (1,000,000) | 4,000,000 |
| Cashflow (1,000,000) (1,000,000) | 1,000,000 |

| Industry | Principal |
| --- | --- |
| Cashflow (1,000,000) (1,000,000) | 4,000,000 |
| Cashflow (1,000,000) (1,000,000) | 1,000,000 |

| Industry | Principal |
| --- | --- |
| Cashflow (1,000,000) (1,000,000) | 4,000,000 |
| Cashflow (1,000,000) (1,000,000) | 1,000,000 |

| Industry | Principal |
| --- | --- |
| Cashflow (1,000,000) (1,000,000) | 4,000,000 |
| Cashflow (1,000,000) (1,000,000) | 1,000,000 |

| Industry | Principal |
| --- | --- |
| Cashflow (1,000,000) (1,000,000) | 4,000,000 |
| Cashflow (1,000,000) (1,000,000) | 1,000,000 |

| Industry | Principal |
| --- | --- |
| Cashflow (1,000,000) (1,000,000) | 4,000,000 |
| Cashflow (1,000,000) (1,000,000) | 1,000,000 |

| Industry | Principal |
| --- | --- |
| Cashflow (1,000,000) (1,000,000) | 4,000,000 |
| Cashflow (1,000,000) (1,000,000) | 1,000,000 |

| Industry | Principal |
| --- | --- |
| Cashflow (1,000,000) (1,000,000) | 4,000,000 |
| Cashflow (1,000,000) (1,000,000) | 1,000,000 |

| Industry | Principal |
| --- | --- |
| Cashflow (1,000,000) (1,000,000) | 4,000,000 |
| Cashflow (1,000,000) (1,000,000) | 1,000,000 |

| Industry | Principal |
| --- | --- |
| Cashflow (1,000,000) (1,000,000) | 4,000,000 |
| Cashflow (1,000,000) (1,000,000) | 1,000,000 |

| Industry | Principal |
| --- | --- |
| Cashflow (1,000,000) (1,000,000) | 4,000,000 |
| Cashflow (1,000,000) (1,000,000) | 1,000,000 |

| Industry | Principal |
| --- | --- |
| Cashflow (1,000,000) (1,000,000) | 4,000,000 |
| Cashflow (1,000,000) (1,000,000) | 1,000,000 |

| Industry | Principal |
| --- | --- |
| Cashflow (1,000,000) (1,000,000) | 4,000,000 |
| Cashflow (1,000,000) (1,000,000) | 1,000,000 |

| Industry | Principal |
| --- | --- |
| Cashflow (1,000,000) (1,000,000) | 4,000,000 |
| Cashflow (1,000,000) (1,000,000) | 1,000,000 |

| Industry | Principal |
| --- | --- |
| Cashflow (1,000,000) (1,000,000) | 4,000,000 |
| Cashflow (1,000,000) (1,000,000) | 1,000,000 |

| Industry | Principal |
| --- | --- |
| Cashflow (1,000,000) (1,000,000) | 4,000,000 |
| Cashflow (1,000,000) (1,000,000) | 1,000,000 |

| Industry | Principal |
| --- | --- |
| Cashflow (1,000,000) (1,000,000) | 4,000,000 |
| Cashflow (1,000,000) (1,000,000) | 1,000,000 |

| Industry | Principal |
| --- | --- |
| Cashflow (1,000,000) (1,000,000) | 4,000,000 |
| Cashflow (1,000,000) (1,000,000) | 1,000,000 |

| Industry | Principal |
| --- | --- |
| Cashflow (1,000,000) (1,000,000) | 4,000,000 |
| Cashflow (1,000,000) (1,000,000) | 1,000,000 |

| Industry | Principal |
| --- | --- |
| Cashflow (1,000,000) (1,000,000) | 4,000,000 |
| Cashflow (1,000,000) (1,000,000) | 1,000,000 |

| Industry | Principal |
| --- | --- |
| Cashflow (1,000,000) (1,000,000) | 4,000,000 |
| Cashflow (1,000,000) (1,000,000) | 1,000,000 |

| Industry | Principal |
| --- | --- |
| Cashflow (1,000,000) (1,000,000) | 4,000,000 |
| Cashflow (1,000,000) (1,000,000) | 1,000,000 |

| Industry | Principal |
| --- | --- |
| Cashflow (1,000,000) (1,000,000) | 4,000,000 |
| Cashflow (1,000,000) (1,000,000) | 1,000,000 |

| Industry | Principal |
| --- | --- |
| Cashflow (1,000,000) (1,000,000) | 4,000,000 |
| Cashflow (1,000,000) (1,000,000) | 1,000,000 |

| Industry | Principal |
| --- | --- |
| Cashflow (1,000,000) (1,000,000) | 4,000,000 |
| Cashflow (1,000,000) (1,000,000) | 1,000,000 |

| Industry | Principal |
| --- | --- |
| Cashflow (1,000,000) (1,000,000) | 4,000,000 |
| Cashflow (1,000,000) (1,000,000) | 1,000,000 |

| Industry | Principal |
| --- | --- |
| Cashflow (1,000,000) (1,000,000) | 4,000,000 |
| Cashflow (1,000,000) (1,000,000) | 1,000,000 |

| Industry | Principal |
| --- | --- |
| Cashflow (1,000,000) (1,000,000) | 4,000,000 |
| Cashflow (1,000,000) (1,000,000) | 1,000,000 |

| Industry | Principal |
| --- | --- |
| Cashflow (1,000,000) (1,000,000) | 4,000,000 |
| Cashflow (1,000,000) (1,000,000) | 1,000,000 |

| Industry | Principal |
| --- | --- |
| Cashflow (1,000,000) (1,000,000) | 4,000,000 |
| Cashflow (1,000,000) (1,000,000) | 1,000,000 |

| Industry | Principal |
| --- | --- |
| Cashflow (1,000,000) (1,000,000) | 4,000,000 |
| Cashflow (1,000,000) (1,000,000) | 1,000,000 |

| Industry | Principal |
| --- | --- |
| Cashflow (1,000,000) (1,000,000) | 4,000,000 |
| Cashflow (1,000,000) (1,000,000) | 1,000,000 |

| Industry | Principal |
| --- | --- |
| Cashflow (1,000,000) (1,000,000) | 4,000,000 |
| Cashflow (1,000,000) (1,000,000) | 1,000,000 |

| Industry | Principal |
| --- | --- |
| Cashflow (1,000,000) (1,000,000) | 4,000,000 |
| Cashflow (1,000,000) (1,000,000) | 1,000,000 |

| Industry | Principal |
| --- | --- |
| Cashflow (1,000,000) (1,000,000) | 4,000,000 |
| Cashflow (1,000,000) (1,000,000) | 1,000,000 |

| Industry | Principal |
| --- | --- |
| Cashflow (1,000,000) (1,000,000) | 4,000,000 |
| Cashflow (1,000,000) (1,000,000) | 1,000,000 |

| Industry | Principal |
| --- | --- |
| Cashflow (1,000,000) (1,000,000) | 4,000,000 |
| Cashflow (1,000,000) (1,000,000) | 1,000,000 |

| Industry | Principal |
| --- | --- |
| Cashflow (1,000,000) (1,000,000) | 4,000,000 |
| Cashflow (1,000,000) (1,000,000) | 1,000,000 |

| Industry | Principal |
| --- | --- |
| Cashflow (1,000,000) (1,000,000) | 4,000,000 |
| Cashflow (1,000,000) (1,000,000) | 1,000,000 |

| Industry | Principal |
| --- | --- |
| Cashflow (1,000,000) (1,000,000) | 4,000,000 |
| Cashflow (1,000,000) (1,000,000) | 1,000,000 |

| Industry | Principal |
| --- | --- |
| Cashflow (1,000,000) (1,000,000) | 4,000,000 |
| Cashflow (1,000,000) (1,000,000) | 1,000,000 |

| Industry | Principal |
| --- | --- |
| Cashflow (1,000,000) (1,000,000) | 4,000,000 |
| Cashflow (1,000,000) (1,000,000) | 1,000,000 |

| Industry | Principal |
| --- | --- |
| Cashflow (1,000,000) (1,000,000) | 4,000,000 |
| Cashflow (1,000,000) (1,000,000) | 1,000,000 |

| Industry | Principal |
| --- | --- |
| Cashflow (1,000,000) (1,000,000) | 4,000,000 |
| Cashflow (1,000,000) (1,000,000) | 1,000,000 |

| Industry | Principal |
| --- | --- |
| Cashflow (1,000,000) (1,000,000) | 4,000,000 |
| Cashflow (1,000,000) (1,000,000) | 1,000,000 |

| Industry | Principal |
| --- | --- |
| Cashflow (1,000,000) (1,000,000) | 4,000,000 |
| Cashflow (1,000,000) (1,000,000) | 1,000,000 |

| Industry | Principal |
| --- | --- |
| Cashflow (1,000,000) (1,000,000) | 4,000,000 |
| Cashflow (1,000,000) (1,000,000) | 1,000,000 |

| Industry | Principal |
| --- | --- |
| Cashflow (1,000,000) (1,000,000) | 4,000,000 |

| Industry | Principal |
| --- | --- |
| Cashflow (1,000,000) (1,000,000) | 4,000,000 |

| Industry | Principal |
| --- | --- |
| Cashflow (1,000,000) (1,000,000) | 4,000,000 |

| Industry | Principal |
| --- | --- |
| Cashflow (1,000,000) (1,000,000) | 4,000,000 |

| Industry | Principal |
| --- | --- |
| Cashflow (1,000,000) (1,000,000) | 4,000,000 |

| Industry | Principal |
| --- | --- |
| Cashflow (1,000,000) (1,000,000) | 4,000,000 |

| Industry | Principal |
| --- | --- |
| Cashflow (1,000,000) (1,000,000) | 4,000,000 |

| Industry | Principal |
| --- | --- |
| Cashflow (1,000,000) (1,000,000) | 4,000,000 |

| Industry | Principal |
| --- | --- |
| Cashflow (1,000,000) (1,000,000) | 4,000,000 |

| Industry | Principal |
| --- | --- |
| Cashflow (1,000,000) (1,000,000) | 4,000,000 |

| Industry | Principal |
| --- | --- |
| Cashflow (1,000,000) (1,000,000) | 4,000,000 |

| Industry | Principal |
| --- | --- |
| Cashflow (1,000,000) (1,000,000) | 4,000,000 |

| Industry | Principal |
| --- | --- |
| Cashflow (1,000,000) (1,000,000) | 4,000,000 |

| Industry | Principal |
| --- | --- |
| Cashflow (1,000,000) (1,000,000) | 4,000,000 |

| Industry | Principal |
| --- | --- |
| Cashflow (1,000,000) (1,000,000) | 4,000,000 |

| Industry | Principal |
| --- | --- |
| Cashflow (1,000,000) (1,000,000) | 4,000,000 |

| Industry | Principal |
| --- | --- |
| Cashflow (1,000,000) (1,000,000) | 4,000,000 |

</table>

| Industry | Principal |
| --- | --- |
| Cashflow (1,000,000) (1,000,000) | 4,000,000 |

| Industry | Principal |
| --- | --- |
| Cashflow (1,000,000) (1,000,000) | 4,000,000 |

</table>

| Industry | Principal |
| --- | --- |
| Cashflow (1,000,000) (1,000,000) | 4,000,000 |

| Industry | Principal |
| --- | --- |
| Cashflow (1,000,000) (1,000,000) | 4,000,000 |

| Industry | Principal |
| --- | --- |
| Cashflow (1,000,000) (1,000,000) | 4,000,000 |

| Industry | Principal |
| --- | --- |
| Cashflow (1,000,000) (1,000,000) | 4,000,000 |

| Industry | Principal |
| --- | --- |
| Cashflow (1,000,000) (1,000,000) | 4,000,000 |

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

| Cashflow (1,000,000) (1,000,000) | 4,000,000 |
| --- | --- |

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

| Cashflow (1,000,000) (1,000,000) | 4,000,000 |
| --- | --- |

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

| Cashflow (1,000,000) (1,000,000) | 4,000,000 |
| --- | --- |

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

| Cashflow (1,000,000) (1,000,000) | 4,000,000 |
| --- | --- |

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

| Cashflow (1,000,000) (1,000,000) | 4,000,000 |
| --- | --- |

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

| Cashflow (1,000,000) (1,000,000) | 4,000,000 |
| --- | --- |

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

| Cashflow (1,000,000) (1,000,000) | 4,000,000 |
| --- | --- |

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

| Cashflow (1,000,000) (1,000,000) | 4,000,000 |
| --- | --- |

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

| Cashflow (1,000,000) (1,000,000) | 4,000,000 |
| --- | --- |

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

| Cashflow (1,000,000) (1,000,000) | 4,000,000 |
| --- | --- |

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

| Cashflow (1,000,000) (1,000,000) | 4,000,000 |
| --- | --- |

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

| Cashflow (1,000,000) (1,000,000) | 4,000,000 |
| --- | --- |

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

| Cashflow (1,000,000) (1,000,000) | 4,000,000 |
| --- | --- |

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

| Cashflow (1,000,000) (1,000,000) | 4,000,000 |
| --- | --- |

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

| Cashflow (1,000,000) (1,000,000) | 4,000,000 |
| --- | --- |

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

| Cashflow (1,000,000) (1,000,000) | 4,000,000 |
| --- | --- |

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

| Cashflow (1,000,000) (1,000,000) | 4,000,000 |
| --- | --- |

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

| Cashflow (1,000,000) (1,000,000) | 4,000,000 |
| --- | --- |

</table>

| Cashflow (1,000,000) (1,000,000) | 1,000,000 |
| --- | --- |

| Cashflow (1,000,000) (1,000,000) | 4,000,000 |
| --- | --- |

Low Duration Bond Fund

December 2022 / 10

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

| Industry | Principal | Industry | Principal |
| --- | --- | --- | --- |
| US$1,000,000 | 1,000,000 | US$1,000,000 | 1,000,000 |
| US$1,000,000 | 1,000,000 | US$1,000,000 | 1,000,000 |
| US$1,000,000 | 1,000,000 | US$1,000,000 | 1,000,000 |

| US$1,000,000 | 1,000,000 | US$1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| US$1,000,000 | 1,000,000 | US$1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| US$1,000,000 | 1,000,000 | US$1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| US$1,000,000 | 1,000,000 | US$1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| US$1,000,000 | 1,000,000 | US$1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| US$1,000,000 | 1,000,000 | US$1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| US$1,000,000 | 1,000,000 | US$1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| US$1,000,000 | 1,000,000 | US$1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| US$1,000,000 | 1,000,000 | US$1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| US$1,000,000 | 1,000,000 | US$1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| US$1,000,000 | 1,000,000 | US$1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| US$1,000,000 | 1,000,000 | US$1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| US$1,000,000 | 1,000,000 | US$1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| US$1,000,000 | 1,000,000 | US$1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| US$1,000,000 | 1,000,000 | US$1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| US$1,000,000 | 1,000,000 | US$1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| US$1,000,000 | 1,000,000 | US$1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| US$1,000,000 | 1,000,000 | US$1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| US$1,000,000 | 1,000,000 | US$1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| US$1,000,000 | 1,000,000 | US$1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| US$1,000,000 | 1,000,000 | US$1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| US$1,000,000 | 1,000,000 | US$1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| US$1,000,000 | 1,000,000 | US$1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| US$1,000,000 | 1,000,000 | US$1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| US$1,000,000 | 1,000,000 | US$1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| US$1,000,000 | 1,000,000 | US$1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| US$1,000,000 | 1,000,000 | US$1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| US$1,000,000 | 1,000,000 | US$1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| US$1,000,000 | 1,000,000 | US$1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| US$1,000,000 | 1,000,000 | US$1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| US$1,000,000 | 1,000,000 | US$1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| US$1,000,000 | 1,000,000 | US$1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| US$1,000,000 | 1,000,000 | US$1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| US$1,000,000 | 1,000,000 | US$1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| US$1,000,000 | 1,000,000 | US$1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| US$1,000,000 | 1,000,000 | US$1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| US$1,000,000 | 1,000,000 | US$1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| US$1,000,000 | 1,000,000 | US$1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| US$1,000,000 | 1,000,000 | US$1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| US$1,000,000 | 1,000,000 | US$1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| US$1,000,000 | 1,000,000 | US$1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| US$1,000,000 | 1,000,000 | US$1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| US$1,000,000 | 1,000,000 | US$1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| US$1,000,000 | 1,000,000 | US$1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| US$1,000,000 | 1,000,000 | US$1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| US$1,000,000 | 1,000,000 | US$1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| US$1,000,000 | 1,000,000 | US$1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| US$1,000,000 | 1,000,000 | US$1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| US$1,000,000 | 1,000,000 | US$1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| US$1,000,000 | 1,000,000 | US$1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| US$1,000,000 | 1,000,000 | US$1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| US$1,000,000 | 1,000,000 | US$1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| US$1,000,000 | 1,000,000 | US$1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| US$1,000,000 | 1,000,000 | US$1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| US$1,000,000 | 1,000,000 | US$1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| US$1,000,000 | 1,000,000 | US$1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| US$1,000,000 | 1,000,000 | US$1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| US$1,000,000 | 1,000,000 | US$1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| US$1,000,000 | 1,000,000 | US$1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| US$1,000,000 | 1,000,000 | US$1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| US$1,000,000 | 1,000,000 | US$1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| US$1,000,000 | 1,000,000 | US$1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| US$1,000,000 | 1,000,000 | US$1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| US$1,000,000 | 1,000,000 | US$1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| US$1,000,000 | 1,000,000 | US$1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| US$1,000,000 | 1,000,000 | US$1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| US$1,000,000 | 1,000,000 | US$1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| US$1,000,000 | 1,000,000 | US$1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| US$1,000,000 | 1,000,000 | US$1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| US$1,000,000 | 1,000,000 | US$1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| US$1,000,000 | 1,000,000 | US$1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| US$1,000,000 | 1,000,000 | US$1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| US$1,000,000 | 1,000,000 | US$1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| US$1,000,000 | 1,000,000 | US$1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| US$1,000,000 | 1,000,000 | US$1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| US$1,000,000 | 1,000,000 | US$1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| US$1,000,000 | 1,000,000 | US$1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| US$1,000,000 | 1,000,000 | US$1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| US$1,000,000 | 1,000,000 | US$1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| US$1,000,000 | 1,000,000 | US$1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| US$1,000,000 | 1,000,000 | US$1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| US$1,000,000 | 1,000,000 | US$1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| US$1,000,000 | 1,000,000 | US$1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| US$1,000,000 | 1,000,000 | US$1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| US$1,000,000 | 1,000,000 | US$1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| US$1,000,000 | 1,000,000 | US$1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| US$1,000,000 | 1,000,000 | US$1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| US$1,000,000 | 1,000,000 | US$1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| US$1,000,000 | 1,000,000 | US$1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| US$1,000,000 | 1,000,000 | US$1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| US$1,000,000 | 1,000,000 | US$1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| US$1,000,000 | 1,000,000 | US$1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| US$1,000,000 | 1,000,000 | US$1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| US$1,000,000 | 1,000,000 | US$1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| US$1,000,000 | 1,000,000 | US$1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| US$1,000,000 | 1,000,000 | US$1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| US$1,000,000 | 1,000,000 | US$1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| US$1,000,000 | 1,000,000 | US$1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| US$1,000,000 | 1,000,000 | US$1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| US$1,000,000 | 1,000,000 | US$1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| US$1,000,000 | 1,000,000 | US$1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| US$1,000,000 | 1,000,000 | US$1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| US$1,000,000 | 1,000,000 | US$1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| US$1,000,000 | 1,000,000 | US$1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| US$1,000,000 | 1,000,000 | US$1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| US$1,000,000 | 1,000,000 | US$1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| US$1,000,000 | 1,000,000 | US$1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| US$1,000,000 | 1,000,000 | US$1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| US$1,000,000 | 1,000,000 | US$1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| US$1,000,000 | 1,000,000 | US$1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| US$1,000,000 | 1,000,000 | US$1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| US$1,000,000 | 1,000,000 | US$1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| US$1,000,000 | 1,000,000 | US$1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| US$1,000,000 | 1,000,000 | US$1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| US$1,000,000 | 1,000,000 | US$1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| US$1,000,000 | 1,000,000 | US$1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| US$1,000,000 | 1,000,000 | US$1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| US$1,000,000 | 1,000,000 | US$1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| US$1,000,000 | 1,000,000 | US$1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| US$1,000,000 | 1,000,000 | US$1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| US$1,000,000 | 1,000,000 | US$1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| US$1,000,000 | 1,000,000 | US$1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| US$1,000,000 | 1,000,000 | US$1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| US$1,000,000 | 1,000,000 | US$1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| US$1,000,000 | 1,000,000 | US$1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| US$1,000,000 | 1,000,000 | US$1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| US$1,000,000 | 1,000,000 | US$1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| US$1,000,000 | 1,000,000 | US$1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| US$1,000,000 | 1,000,000 | US$1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| US$1,000,000 | 1,000,000 | US$1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| US$1,000,000 | 1,000,000 | US$1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| US$1,000,000 | 1,000,000 | US$1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| US$1,000,000 | 1,000,000 | US$1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| US$1,000,000 | 1,000,000 | US$1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| US$1,000,000 | 1,000,000 | US$1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| US$1,000,000 | 1,000,000 | US$1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| US$1,000,000 | 1,000,000 | US$1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| US$1,000,000 | 1,000,000 | US$1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| US$1,000,000 | 1,000,000 | US$1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| US$1,000,000 | 1,000,000 | US$1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| US$1,000,000 | 1,000,000 | US$1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| US$1,000,000 | 1,000,000 | US$1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| US$1,000,000 | 1,000,000 | US$1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| US$1,000,000 | 1,000,000 | US$1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| US$1,000,000 | 1,000,000 | US$1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| US$1,000,000 | 1,000,000 | US$1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| US$1,000,000 | 1,000,000 | US$1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| US$1,000,000 | 1,000,000 | US$1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| US$1,000,000 | 1,000,000 | US$1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| US$1,000,000 | 1,000,000 | US$1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| US$1,000,000 | 1,000,000 | US$1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| US$1,000,000 | 1,000,000 | US$1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| US$1,000,000 | 1,000,000 | US$1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| US$1,000,000 | 1,000,000 | US$1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| US$1,000,000 | 1,000,000 | US$1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| US$1,000,000 | 1,000,000 | US$1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| US$1,000,000 | 1,000,000 | US$1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| US$1,000,000 | 1,000,000 | US$1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| US$1,000,000 | 1,000,000 | US$1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| US$1,000,000 | 1,000,000 | US$1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| US$1,000,000 | 1,000,000 | US$1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| US$1,000,000 | 1,000,000 | US$1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| US$1,000,000 | 1,000,000 | US$1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| US$1,000,000 | 1,000,000 | US$1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| US$1,000,000 | 1,000,000 | US$1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| US$1,000,000 | 1,000,000 | US$1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| US$1,000,000 | 1,000,000 | US$1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| US$1,000,000 | 1,000,000 | US$1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| US$1,000,000 | 1,000,000 | US$1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| US$1,000,000 | 1,000,000 | US$1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| US$1,000,000 | 1,000,000 | US$1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| US$1,000,000 | 1,000,000 | US$1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| US$1,000,000 | 1,000,000 | US$1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| US$1,000,000 | 1,000,000 | US$1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| US$1,000,000 | 1,000,000 | US$1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| US$1,000,000 | 1,000,000 | US$1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| US$1,000,000 | 1,000,000 | US$1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| US$1,000,000 | 1,000,000 | US$1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| US$1,000,000 | 1,000,000 | US$1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| US$1,000,000 | 1,000,000 | US$1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| US$1,000,000 | 1,000,000 | US$1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| US$1,000,000 | 1,000,000 | US$1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| US$1,000,000 | 1,000,000 | US$1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| US$1,000,000 | 1,000,000 | US$1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| US$1,000,000 | 1,000,000 | US$1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| US$1,000,000 | 1,000,000 | US$1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| US$1,000,000 | 1,000,000 | US$1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| US$1,000,000 | 1,000,000 | US$1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| US$1,000,000 | 1,000,000 | US$1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| US$1,000,000 | 1,000,000 | US$1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| US$1,000,000 | 1,000,000 | US$1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| US$1,000,000 | 1,000,000 | US$1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| US$1,000,000 | 1,000,000 | US$1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| US$1,000,000 | 1,000,000 | US$1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| US$1,000,000 | 1,000,000 | US$1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| US$1,000,000 | 1,000,000 | US$1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| US$1,000,000 | 1,000,000 | US$1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| US$1,000,000 | 1,000,000 | US$1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| US$1,000,000 | 1,000,000 | US$1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| US$1,000,000 | 1,000,000 | US$1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| US$1,000,000 | 1,000,000 | US$1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| US$1,000,000 | 1,000,000 | US$1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| US$1,000,000 | 1,000,000 | US$1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| US$1,000,000 | 1,000,000 | US$1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| US$1,000,000 | 1,000,000 | US$1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| US$1,000,000 | 1,000,000 | US$1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| US$1,000,000 | 1,000,000 | US$1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| US$1,000,000 | 1,000,000 | US$1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

Low Duration Bond Fund

11/ December 2022

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

| Industry | Principal | Industry | Principal |
| --- | --- | --- | --- |
| General Motors, Inc. (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) | 13,000,000 | General Motors, Inc. (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) | 13,000,000 |
| General Motors, Inc. (2) (2) (2) (2) (2) (2) (2) (2) (2) (2) (2) (2) (2) (2) (2) (2) (2) (2) (2) (2) (2) (2) (2) (2) (2) (2) (2) (2) (2) (2) (2) (2) (2) | 4,000,000 | General Motors, Inc. (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) | 4,000,000 |
| General Motors, Inc. (3) (3) (3) (3) (3) (3) (3) (3) (3) (3) (3) (3) (3) (3) (3) (3) (3) (3) (3) (3) (3) (3) (3) (3) (3) (3) (3) (3) (3) (3) (3) (3) (3) (3) | 8,000,000 | General Motors, Inc. (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) | 8,000,000 |
| General Motors, Inc. (4) (4) (4) (4) (4) (4) (4) (4) (4) (4) (4) (4) (4) (4) (4) (4) (4) (4) (4) (4) (4) (4) (4) (4) (4) (4) (4) (4) (4) (4) (4) (4) (4) (4) | 8,000,000 | General Motors, Inc. (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) | 8,000,000 |

Low Duration Bond Fund

December 2022 / 12

# Schedule of Portfolio Investments
December 31, 2022 (Unaudited)[{"box_2d": [25, 69, 704, 151], "label": "table", "caption": "

| Industry | Principal | Industry | Principal |
| --- | --- | --- | --- |
| General Electric (Total) (Total) | 3,000,000 | 3,000,000 | 3,000,000 |
| General Electric (Total) (Total) | 3,000,000 | 3,000,000 | 3,000,000 |
| General Electric (Total) (Total) | 3,000,000 | 3,000,000 | 3,000,000 |
| General Electric (Total) (Total) | 3,000,000 | 3,000,000 | 3,000,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Electric (Total) (Total) | 3,000,000 | 3,000,000 |
| General Electric (Total) (Total) | 3,000,000 | 3,000,000 |
| General Electric (Total) (Total) | 3,000,000 | 3,000,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Electric (Total) (Total) | 3,000,000 | 3,000,000 |
| General Electric (Total) (Total) | 3,000,000 | 3,000,000 |
| General Electric (Total) (Total) | 3,000,000 | 3,000,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Electric (Total) (Total) | 3,000,000 | 3,000,000 |
| General Electric (Total) (Total) | 3,000,000 | 3,000,000 |
| General Electric (Total) (Total) | 3,000,000 | 3,000,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Electric (Total) (Total) | 3,000,000 | 3,000,000 |
| General Electric (Total) (Total) | 3,000,000 | 3,000,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Electric (Total) (Total) | 3,000,000 | 3,000,000 |
| General Electric (Total) (Total) | 3,000,000 | 3,000,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Electric (Total) (Total) | 3,000,000 | 3,000,000 |
| General Electric (Total) (Total) | 3,000,000 | 3,000,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Electric (Total) (Total) | 3,000,000 | 3,000,000 |
| General Electric (Total) (Total) | 3,000,000 | 3,000,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Electric (Total) (Total) | 3,000,000 | 3,000,000 |
| General Electric (Total) (Total) | 3,000,000 | 3,000,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Electric (Total) (Total) | 3,000,000 | 3,000,000 |
| General Electric (Total) (Total) | 3,000,000 | 3,000,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Electric (Total) (Total) | 3,000,000 | 3,000,000 |
| General Electric (Total) (Total) | 3,000,000 | 3,000,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Electric (Total) (Total) | 3,000,000 | 3,000,000 |
| General Electric (Total) (Total) | 3,000,000 | 3,000,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Electric (Total) (Total) | 3,000,000 | 3,000,000 |
| General Electric (Total) (Total) | 3,000,000 | 3,000,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Electric (Total) (Total) | 3,000,000 | 3,000,000 |
| General Electric (Total) (Total) | 3,000,000 | 3,000,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Electric (Total) (Total) | 3,000,000 | 3,000,000 |
| General Electric (Total) (Total) | 3,000,000 | 3,000,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Electric (Total) (Total) | 3,000,000 | 3,000,000 |
| General Electric (Total) (Total) | 3,000,000 | 3,000,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Electric (Total) (Total) | 3,000,000 | 3,000,000 |
| General Electric (Total) (Total) | 3,000,000 | 3,000,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Electric (Total) (Total) | 3,000,000 | 3,000,000 |
| General Electric (Total) (Total) | 3,000,000 | 3,000,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Electric (Total) (Total) | 3,000,000 | 3,000,000 |
| General Electric (Total) (Total) | 3,000,000 | 3,000,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Electric (Total) (Total) | 3,000,000 | 3,000,000 |
| General Electric (Total) (Total) | 3,000,000 | 3,000,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Electric (Total) (Total) | 3,000,000 | 3,000,000 |
| General Electric (Total) (Total) | 3,000,000 | 3,000,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Electric (Total) (Total) | 3,000,000 | 3,000,000 |
| General Electric (Total) (Total) | 3,000,000 | 3,000,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Electric (Total) (Total) | 3,000,000 | 3,000,000 |
| General Electric (Total) (Total) | 3,000,000 | 3,000,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Electric (Total) (Total) | 3,000,000 | 3,000,000 |
| General Electric (Total) (Total) | 3,000,000 | 3,000,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Electric (Total) (Total) | 3,000,000 | 3,000,000 |
| General Electric (Total) (Total) | 3,000,000 | 3,000,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Electric (Total) (Total) | 3,000,000 | 3,000,000 |
| General Electric (Total) (Total) | 3,000,000 | 3,000,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Electric (Total) (Total) | 3,000,000 | 3,000,000 |
| General Electric (Total) (Total) | 3,000,000 | 3,000,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Electric (Total) (Total) | 3,000,000 | 3,000,000 |
| General Electric (Total) (Total) | 3,000,000 | 3,000,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Electric (Total) (Total) | 3,000,000 | 3,000,000 |
| General Electric (Total) (Total) | 3,000,000 | 3,000,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Electric (Total) (Total) | 3,000,000 | 3,000,000 |
| General Electric (Total) (Total) | 3,000,000 | 3,000,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Electric (Total) (Total) | 3,000,000 | 3,000,000 |
| General Electric (Total) (Total) | 3,000,000 | 3,000,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Electric (Total) (Total) | 3,000,000 | 3,000,000 |
| General Electric (Total) (Total) | 3,000,000 | 3,000,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Electric (Total) (Total) | 3,000,000 | 3,000,000 |
| General Electric (Total) (Total) | 3,000,000 | 3,000,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Electric (Total) (Total) | 3,000,000 | 3,000,000 |
| General Electric (Total) (Total) | 3,000,000 | 3,000,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Electric (Total) (Total) | 3,000,000 | 3,000,000 |
| General Electric (Total) (Total) | 3,000,000 | 3,000,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Electric (Total) (Total) | 3,000,000 | 3,000,000 |
| General Electric (Total) (Total) | 3,000,000 | 3,000,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Electric (Total) (Total) | 3,000,000 | 3,000,000 |
| General Electric (Total) (Total) | 3,000,000 | 3,000,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Electric (Total) (Total) | 3,000,000 | 3,000,000 |
| General Electric (Total) (Total) | 3,000,000 | 3,000,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Electric (Total) (Total) | 3,000,000 | 3,000,000 |
| General Electric (Total) (Total) | 3,000,000 | 3,000,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Electric (Total) (Total) | 3,000,000 | 3,000,000 |
| General Electric (Total) (Total) | 3,000,000 | 3,000,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Electric (Total) (Total) | 3,000,000 | 3,000,000 |
| General Electric (Total) (Total) | 3,000,000 | 3,000,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Electric (Total) (Total) | 3,000,000 | 3,000,000 |
| General Electric (Total) (Total) | 3,000,000 | 3,000,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Electric (Total) (Total) | 3,000,000 | 3,000,000 |
| General Electric (Total) (Total) | 3,000,000 | 3,000,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Electric (Total) (Total) | 3,000,000 | 3,000,000 |
| General Electric (Total) (Total) | 3,000,000 | 3,000,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Electric (Total) (Total) | 3,000,000 | 3,000,000 |
| General Electric (Total) (Total) | 3,000,000 | 3,000,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Electric (Total) (Total) | 3,000,000 | 3,000,000 |
| General Electric (Total) (Total) | 3,000,000 | 3,000,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Electric (Total) (Total) | 3,000,000 | 3,000,000 |
| General Electric (Total) (Total) | 3,000,000 | 3,000,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Electric (Total) (Total) | 3,000,000 | 3,000,000 |
| General Electric (Total) (Total) | 3,000,000 | 3,000,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Electric (Total) (Total) | 3,000,000 | 3,000,000 |
| General Electric (Total) (Total) | 3,000,000 | 3,000,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Electric (Total) (Total) | 3,000,000 | 3,000,000 |
| General Electric (Total) (Total) | 3,000,000 | 3,000,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Electric (Total) (Total) | 3,000,000 | 3,000,000 |
| General Electric (Total) (Total) | 3,000,000 | 3,000,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Electric (Total) (Total) | 3,000,000 | 3,000,000 |
| General Electric (Total) (Total) | 3,000,000 | 3,000,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Electric (Total) (Total) | 3,000,000 | 3,000,000 |
| General Electric (Total) (Total) | 3,000,000 | 3,000,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Electric (Total) (Total) | 3,000,000 | 3,000,000 |
| General Electric (Total) (Total) | 3,000,000 | 3,000,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Electric (Total) (Total) | 3,000,000 | 3,000,000 |
| General Electric (Total) (Total) | 3,000,000 | 3,000,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Electric (Total) (Total) | 3,000,000 | 3,000,000 |
| General Electric (Total) (Total) | 3,000,000 | 3,000,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Electric (Total) (Total) | 3,000,000 | 3,000,000 |
| General Electric (Total) (Total) | 3,000,000 | 3,000,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Electric (Total) (Total) | 3,000,000 | 3,000,000 |
| General Electric (Total) (Total) | 3,000,000 | 3,000,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Electric (Total) (Total) | 3,000,000 | 3,000,000 |
| General Electric (Total) (Total) | 3,000,000 | 3,000,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Electric (Total) (Total) | 3,000,000 | 3,000,000 |
| General Electric (Total) (Total) | 3,000,000 | 3,000,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Electric (Total) (Total) | 3,000,000 | 3,000,000 |
| General Electric (Total) (Total) | 3,000,000 | 3,000,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Electric (Total) (Total) | 3,000,000 | 3,000,000 |
| General Electric (Total) (Total) | 3,000,000 | 3,000,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Electric (Total) (Total) | 3,000,000 | 3,000,000 |
| General Electric (Total) (Total) | 3,000,000 | 3,000,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Electric (Total) (Total) | 3,000,000 | 3,000,000 |
| General Electric (Total) (Total) | 3,000,000 | 3,000,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Electric (Total) (Total) | 3,000,000 | 3,000,000 |
| General Electric (Total) (Total) | 3,000,000 | 3,000,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Electric (Total) (Total) | 3,000,000 | 3,000,000 |
| General Electric (Total) (Total) | 3,000,000 | 3,000,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Electric (Total) (Total) | 3,000,000 | 3,000,000 |
| General Electric (Total) (Total) | 3,000,000 | 3,000,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Electric (Total) (Total) | 3,000,000 | 3,000,000 |
| General Electric (Total) (Total) | 3,000,000 | 3,000,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Electric (Total) (Total) | 3,000,000 | 3,000,000 |
| General Electric (Total) (Total) | 3,000,000 | 3,000,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Electric (Total) (Total) | 3,000,000 | 3,000,000 |
| General Electric (Total) (Total) | 3,000,000 | 3,000,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Electric (Total) (Total) | 3,000,000 | 3,000,000 |
| General Electric (Total) (Total) | 3,000,000 | 3,000,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Electric (Total) (Total) | 3,000,000 | 3,000,000 |
| General Electric (Total) (Total) | 3,000,000 | 3,000,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Electric (Total) (Total) | 3,000,000 | 3,000,000 |
| General Electric (Total) (Total) | 3,000,000 | 3,000,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Electric (Total) (Total) | 3,000,000 | 3,000,000 |
| General Electric (Total) (Total) | 3,000,000 | 3,000,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Electric (Total) (Total) | 3,000,000 | 3,000,000 |
| General Electric (Total) (Total) | 3,000,000 | 3,000,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Electric (Total) (Total) | 3,000,000 | 3,000,000 |
| General Electric (Total) (Total) | 3,000,000 | 3,000,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Electric (Total) (Total) | 3,000,000 | 3,000,000 |
| General Electric (Total) (Total) | 3,000,000 | 3,000,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Electric (Total) (Total) | 3,000,000 | 3,000,000 |
| General Electric (Total) (Total) | 3,000,000 | 3,000,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Electric (Total) (Total) | 3,000,000 | 3,000,000 |
| General Electric (Total) (Total) | 3,000,000 | 3,000,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Electric (Total) (Total) | 3,000,000 | 3,000,000 |
| General Electric (Total) (Total) | 3,000,000 | 3,000,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Electric (Total) (Total) | 3,000,000 | 3,000,000 |
| General Electric (Total) (Total) | 3,000,000 | 3,000,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Electric (Total) (Total) | 3,000,000 | 3,000,000 |
| General Electric (Total) (Total) | 3,000,000 | 3,000,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Electric (Total) (Total) | 3,000,000 | 3,000,000 |
| General Electric (Total) (Total) | 3,000,000 | 3,000,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Electric (Total) (Total) | 3,000,000 | 3,000,000 |
| General Electric (Total) (Total) | 3,000,000 | 3,000,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Electric (Total) (Total) | 3,000,000 | 3,000,000 |
| General Electric (Total) (Total) | 3,000,000 | 3,000,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Electric (Total) (Total) | 3,000,000 | 3,000,000 |
| General Electric (Total) (Total) | 3,000,000 | 3,000,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Electric (Total) (Total) | 3,000,000 | 3,000,000 |
| General Electric (Total) (Total) | 3,000,000 | 3,000,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Electric (Total) (Total) | 3,000,000 | 3,000,000 |
| General Electric (Total) (Total) | 3,000,000 | 3,000,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Electric (Total) (Total) | 3,000,000 | 3,000,000 |
| General Electric (Total) (Total) | 3,000,000 | 3,000,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Electric (Total) (Total) | 3,000,000 | 3,000,000 |
| General Electric (Total) (Total) | 3,000,000 | 3,000,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Electric (Total) (Total) | 3,000,000 | 3,000,000 |
| General Electric (Total) (Total) | 3,000,000 | 3,000,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Electric (Total) (Total) | 3,000,000 | 3,000,000 |
| General Electric (Total) (Total) | 3,000,000 | 3,000,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Electric (Total) (Total) | 3,000,000 | 3,000,000 |
| General Electric (Total) (Total) | 3,000,000 | 3,000,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Electric (Total) (Total) | 3,000,000 | 3,000,000 |
| General Electric (Total) (Total) | 3,000,000 | 3,000,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Electric (Total) (Total) | 3,000,000 | 3,000,000 |
| General Electric (Total) (Total) | 3,000,000 | 3,000,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Electric (Total) (Total) | 3,000,000 | 3,000,000 |
| General Electric (Total) (Total) | 3,000,000 | 3,000,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Electric (Total) (Total) | 3,000,000 | 3,000,000 |
| General Electric (Total) (Total) | 3,000,000 | 3,000,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Electric (Total) (Total) | 3,000,000 | 3,000,000 |
| General Electric (Total) (Total) | 3,000,000 | 3,000,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Electric (Total) (Total) | 3,000,000 | 3,000,000 |
| General Electric (Total) (Total) | 3,000,000 | 3,000,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Electric (Total) (Total) | 3,000,000 | 3,000,000 |
| General Electric (Total) (Total) | 3,000,000 | 3,000,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Electric (Total) (Total) | 3,000,000 | 3,000,000 |
| General Electric (Total) (Total) | 3,000,000 | 3,000,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Electric (Total) (Total) | 3,000,000 | 3,000,000 |
| General Electric (Total) (Total) | 3,000,000 | 3,000,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Electric (Total) (Total) | 3,000,000 | 3,000,000 |
| General Electric (Total) (Total) | 3,000,000 | 3,000,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Electric (Total) (Total) | 3,000,000 | 3,000,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Electric (Total) (Total) | 3,000,000 | 3,000,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Electric (Total) (Total) | 3,000,000 | 3,000,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Electric (Total) (Total) | 3,000,000 | 3,000,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Electric (Total) (Total) | 3,000,000 | 3,000,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Electric (Total) (Total) | 3,000,000 | 3,000,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Electric (Total) (Total) | 3,000,000 | 3,000,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Electric (Total) (Total) | 3,000,000 | 3,000,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Electric (Total) (Total) | 3,000,000 | 3,000,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Electric (Total) (Total) | 3,000,000 | 3,000,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Electric (Total) (Total) | 3,000,000 | 3,000,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Electric (Total) (Total) | 3,000,000 | 3,000,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Electric (Total) (Total) | 3,000,000 | 3,000,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Electric (Total) (Total) | 3,000,000 | 3,000,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Electric (Total) (Total) | 3,000,000 | 3,000,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Electric (Total) (Total) | 3,000,000 | 3,000,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Electric (Total) (Total) | 3,000,000 | 3,000,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Electric (Total) (Total) | 3,000,000 | 3,000,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Electric (Total) (Total) | 3,000,000 | 3,000,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Electric (Total) (Total) | 3,000,000 | 3,000,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Electric (Total) (Total) | 3,000,000 | 3,000,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Electric (Total) (Total) | 3,000,000 | 3,000,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Electric (Total) (Total) | 3,000,000 | 3,000,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Electric (Total) (Total) | 3,000,000 | 3,000,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Electric (Total) (Total) | 3,000,000 | 3,000,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Electric (Total) (Total) | 3,000,000 | 3,000,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Electric (Total) (Total) | 3,000,000 | 3,000,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Electric (Total) (Total) | 3,000,000 | 3,000,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Electric (Total) (Total) | 3,000,000 | 3,000,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Electric (Total) (Total) | 3,000,000 | 3,000,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Electric (Total) (Total) | 3,000,000 | 3,000,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Electric (Total) (Total) | 3,000,000 | 3,000,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Electric (Total) (Total) | 3,000,000 | 3,000,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Electric (Total) (Total) | 3,000,000 | 3,000,000 |

| Industry | Principal |  |
| --- | --- | --- |
| General Electric (Total) (Total) | 3,000,000 | 3,000,000 |

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

<tr><td>General Electric (Total) (Total)</td><td>3,000,000</td><td>3,000,000</td></tr></table>

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

<tr><td>General Electric (Total) (Total)</td><td>3,000,000</td><td>3,000,000</td></tr></table>

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

<tr><td>General Electric (Total) (Total)</td><td>3,000,000</td><td>3,000,000</td></tr></table>

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

<tr><td>General Electric (Total) (Total)</td><td>3,000,000</td><td>3,000,000</td></tr></table>

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

<tr><td>General Electric (Total) (Total)</td><td>3,000,000</td><td>3,000,000</td></tr></table>

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

<tr><td>General Electric (Total) (Total)</td><td>3,000,000</td><td>3,000,000</td></tr></table>

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

<tr><td>General Electric (Total) (Total)</td><td>3,000,000</td><td>3,000,000</td></tr></table>

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

<tr><td>General Electric (Total) (Total)</td><td>3,000,000</td><td>3,000,000</td></tr></table>

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

<tr><td>General Electric (Total) (Total)</td><td>3,000,000</td><td>3,000,000</td></tr></table>

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

<tr><td>General Electric (Total) (Total)</td><td>3,000,000</td><td>3,000,000</td></tr></table>

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

<tr><td>General Electric (Total) (Total)</td><td>3,000,000</td><td>3,000,000</td></tr></table>

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

<tr><td>General Electric (Total) (Total)</td><td>3,000,000</td><td>3,000,000</td></tr></table>

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

<tr><td>General Electric (Total) (Total)</td><td>3,000,000</td><td>3,000,000</td></tr></tabletabletable><thead><tr><th>Industry</th><th>Principal</th></tr></table><tr><td>General Electric (Total) (Total)</td><td>3,000,000</td><td>3,000,000</td></tr></tabletabletable><thead><tr><th>Industry</th><th>Principal</th></tr></table><tr><td>General Electric (Total) (Total)</td><td>3,000,000</td><td>3,000,000</td></tr></tabletabletable><thead><tr><th>Industry</th><th>Principal</th></tr></table><tr><td>General Electric (Total) (Total)</td><td>3,000,000</td><td>3,000,000</td></tr></tabletabletable><thead><tr><th>Industry</th><th>Principal</th></tr></table><tr><td>General Electric (Total) (Total)</td><td>3,000,000</td><td>3,000,000</td></tr></tabletabletable><thead><tr><th>Industry</th><th>Principal</th></tr></table><tr><td>General Electric (Total) (Total)</td><td>3,000,000</td><td>3,000,000</

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

| Industry | Principal | Industry | Principal |
| --- | --- | --- | --- |
| General Electric Power (GPE) 1,126,093 | 1,126,107 | General Electric Power (GPE) 4,272,099 | 4,126,913 |
| General Electric Power (GPE) 4,492,609 | 4,492,609 | General Electric Power (GPE) 2,593,009 | 2,391,863 |
| General Electric Power (GPE) 1,779,572 | 1,778,571 | General Electric Power (GPE) 4,881,000 | 3,196,140 |
| General Electric Power (GPE) 5,177,286 | 5,244 | General Electric Power (GPE) 8,200,000 | 8,001,520 |
| General Electric Power (GPE) 3,406,600 | 3,406,600 | General Electric Power (GPE) 8,196,000 | 9,795,000 |
| General Electric Power (GPE) 12,633,909 | 12,633,909 | General Electric Power (GPE) 4,000,000 |  |
| General Electric Power (GPE) $3,406,600 | $3,406,600 | General Electric Power (GPE) $4,000,000 | $4,000,000 |

Low Duration Bond Fund

December 2022 / 14

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

| Industry | Principal | Industry | Principal |
| --- | --- | --- | --- |
| General (1) (Total $44%) | 5,000,000 | General (1) (Total $44%) | General (1) (Total $44%) |
| General (2) (Total $44%) | 4,200,000 | General (2) (Total $44%) | General (2) (Total $44%) |
| General (3) (Total $44%) | 4,200,000 | General (3) (Total $44%) | General (3) (Total $44%) |
| General (4) (Total $44%) | 4,200,000 | General (4) (Total $44%) | General (4) (Total $44%) |
| General (5) (Total $44%) | 4,200,000 | General (5) (Total $44%) | General (5) (Total $44%) |
| General (6) (Total $44%) | 4,200,000 | General (6) (Total $44%) | General (6) (Total $44%) |
| General (7) (Total $44%) | 4,200,000 | General (7) (Total $44%) | General (7) (Total $44%) |
| General (8) (Total $44%) | 4,200,000 | General (8) (Total $44%) | General (8) (Total $44%) |
| General (9) (Total $44%) | 4,200,000 | General (9) (Total $44%) | General (9) (Total $44%) |
| General (10) (Total $44%) | 4,200,000 | General (10) (Total $44%) | General (10) (Total $44%) |

Low Duration Bond Fund

15 / December 2022

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

| Industry | Principal | Industry | Principal |
| --- | --- | --- | --- |
| General 2022 (2022-2023) | 4,000,000 | General 2022 (2022-2023) | 4,000,000 |
| General 2023 (2023-2024) | 4,400,000 | General 2023 (2023-2024) | 4,400,000 |
| General 2024 (2024-2025) | 8,500,000 | General 2024 (2024-2025) | 8,500,000 |
| General 2025 (2025-2026) | 2,610,000 | General 2025 (2025-2026) | 2,610,000 |
| General 2026 (2026-2027) | 7,220,000 | General 2026 (2026-2027) | 7,220,000 |
| General 2027 (2027-2028) | 2,900,000 | General 2027 (2027-2028) | 2,900,000 |

Low Duration Bond Fund

December 2022 / 16

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

| Current Total | 429,054 | 441,541 |
| --- | --- | --- |
| Current Total | 429,054 | 441,541 |
| Current Total | 441,460 | 434,721 |
| Current Total | 3,278,867 | 3,248,423 |
| Current Total | 905,620 | 844,729 |

| Activity | Principal |
| --- | --- |
| Current Total | 1,000,000 |

2. Variable rate periods. Interest rate disclosed is as of the most recent information.
3. Variable rate periods. Interest rate disbursed is as of the most recent information.
4. Variable rate periods. Interest rate disbursed is as of the most recent information.
5. Variable rate periods. Interest rate disbursed is as of the most recent information.
6. Variable rate periods. Interest rate disbursed is as of the most recent information.
7. Variable rate periods. Interest rate disbursed is as of the most recent information.
8. Variable rate periods. Interest rate disbursed is as of the most recent information.
9. Variable rate periods. Interest rate disbursed is as of the most recent information.
10. Variable rate periods. Interest rate disbursed is as of the most recent information.
11. Variable rate periods. Interest rate disbursed is as of the most recent information.
12. Variable rate periods. Interest rate disbursed is as of the most recent information.
13. Variable rate periods. Interest rate disbursed is as of the most recent information.
14. Variable rate periods. Interest rate disbursed is as of the most recent information.
15. Variable rate periods. Interest rate disbursed is as of the most recent information.
16. Variable rate periods. Interest rate disbursed is as of the most recent information.
17. Variable rate periods. Interest rate disbursed is as of the most recent information.
18. Variable rate periods. Interest rate disbursed is as of the most recent information.
19. Variable rate periods. Interest rate disbursed is as of the most recent information.
20. Variable rate periods. Interest rate disbursed is as of the most recent information.
21. Variable rate periods. Interest rate disbursed is as of the most recent information.
22. Variable rate periods. Interest rate disbursed is as of the most recent information.
23. Variable rate periods. Interest rate disbursed is as of the most recent information.
24. Variable rate periods. Interest rate disbursed is as of the most recent information.
25. Variable rate periods. Interest rate disbursed is as of the most recent information.
26. Variable rate periods. Interest rate disbursed is as of the most recent information.
27. Variable rate periods. Interest rate disbursed is as of the most recent information.
28. Variable rate periods. Interest rate disbursed is as of the most recent information.
29. Variable rate periods. Interest rate disbursed is as of the most recent information.
30. Variable rate periods. Interest rate disbursed is as of the most recent information.
31. Variable rate periods. Interest rate disbursed is as of the most recent information.
32. Variable rate periods. Interest rate disbursed is as of the most recent information.
33. Variable rate periods. Interest rate disbursed is as of the most recent information.
34. Variable rate periods. Interest rate disbursed is as of the most recent information.
35. Variable rate periods. Interest rate disbursed is as of the most recent information.
36. Variable rate periods. Interest rate disbursed is as of the most recent information.
37. Variable rate periods. Interest rate disbursed is as of the most recent information.
38. Variable rate periods. Interest rate disbursed is as of the most recent information.
39. Variable rate periods. Interest rate disbursed is as of the most recent information.
40. Variable rate periods. Interest rate disbursed is as of the most recent information.
41. Variable rate periods. Interest rate disbursed is as of the most recent information.
42. Variable rate periods. Interest rate disbursed is as of the most recent information.
43. Variable rate periods. Interest rate disbursed is as of the most recent information.
44. Variable rate periods. Interest rate disbursed is as of the most recent information.
45. Variable rate periods. Interest rate disbursed is as of the most recent information.
46. Variable rate periods. Interest rate disbursed is as of the most recent information.
47. Variable rate periods. Interest rate disbursed is as of the most recent information.
48. Variable rate periods. Interest rate disbursed is as of the most recent information.
49. Variable rate periods. Interest rate disbursed is as of the most recent information.
50. Variable rate periods. Interest rate disbursed is as of the most recent information.
51. Variable rate periods. Interest rate disbursed is as of the most recent information.
52. Variable rate periods. Interest rate disbursed is as of the most recent information.
53. Variable rate periods. Interest rate disbursed is as of the most recent information.
54. Variable rate periods. Interest rate disbursed is as of the most recent information.
55. Variable rate periods. Interest rate disbursed is as of the most recent information.
56. Variable rate periods. Interest rate disbursed is as of the most recent information.
57. Variable rate periods. Interest rate disbursed is as of the most recent information.
58. Variable rate periods. Interest rate disbursed is as of the most recent information.
59. Variable rate periods. Interest rate disbursed is as of the most recent information.
60. Variable rate periods. Interest rate disbursed is as of the most recent information.
61. Variable rate periods. Interest rate disbursed is as of the most recent information.
62. Variable rate periods. Interest rate disbursed is as of the most recent information.
63. Variable rate periods. Interest rate disbursed is as of the most recent information.
64. Variable rate periods. Interest rate disbursed is as of the most recent information.
65. Variable rate periods. Interest rate disbursed is as of the most recent information.
66. Variable rate periods. Interest rate disbursed is as of the most recent information.
67. Variable rate periods. Interest rate disbursed is as of the most recent information.
68. Variable rate periods. Interest rate disbursed is as of the most recent information.
69. Variable rate periods. Interest rate disbursed is as of the most recent information.
70. Variable rate periods. Interest rate disbursed is as of the most recent information.
71. Variable rate periods. Interest rate disbursed is as of the most recent information.
72. Variable rate periods. Interest rate disbursed is as of the most recent information.
73. Variable rate periods. Interest rate disbursed is as of the most recent information.
74. Variable rate periods. Interest rate disbursed is as of the most recent information.
75. Variable rate periods. Interest rate disbursed is as of the most recent information.
76. Variable rate periods. Interest rate disbursed is as of the most recent information.
77. Variable rate periods. Interest rate disbursed is as of the most recent information.
78. Variable rate periods. Interest rate disbursed is as of the most recent information.
79. Variable rate periods. Interest rate disbursed is as of the most recent information.
80. Variable rate periods. Interest rate disbursed is as of the most recent information.
81. Variable rate periods. Interest rate disbursed is as of the most recent information.
82. Variable rate periods. Interest rate disbursed is as of the most recent information.
83. Variable rate periods. Interest rate disbursed is as of the most recent information.
84. Variable rate periods. Interest rate disbursed is as of the most recent information.
85. Variable rate periods. Interest rate disbursed is as of the most recent information.
86. Variable rate periods. Interest rate disbursed is as of the most recent information.
87. Variable rate periods. Interest rate disbursed is as of the most recent information.
88. Variable rate periods. Interest rate disbursed is as of the most recent information.
89. Variable rate periods. Interest rate disbursed is as of the most recent information.
90. Variable rate periods. Interest rate disbursed is as of the most recent information.
91. Variable rate periods. Interest rate disbursed is as of the most recent information.
92. Variable rate periods. Interest rate disbursed is as of the most recent information.
93. Variable rate periods. Interest rate disbursed is as of the most recent information.
94. Variable rate periods. Interest rate disbursed is as of the most recent information.
95. Variable rate periods. Interest rate disbursed is as of the most recent information.
96. Variable rate periods. Interest rate disbursed is as of the most recent information.
97. Variable rate periods. Interest rate disbursed is as of the most recent information.
98. Variable rate periods. Interest rate disbursed is as of the most recent information.
99. Variable rate periods. Interest rate disbursed is as of the most recent information.
100. Variable rate periods.

Low Duration Bond Fund

17 / December 2022

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

|  | Number of | Unrealized Appreciation |
| --- | --- | --- |
| Total | 317,222 | 100.00% |
| Total | 708,964 | 100.00% |
| Total | 68,599 | 100.00% |
| Total | 303,003,946 | 100.00% |
| Total | 3,026,696,032 | 100.00% |
| Total | 823 | 100.00% |

# Low Duration Bond Fund

December 2022 / 18

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

| Purchase Maturity | Received by the Fund | Paid by the Fund | National Amount | Premiums | Unrealized |
| --- | --- | --- | --- | --- | --- |
| December 31, 2022 | 3,000,000 | 3,000,000 | 4,000,000 | 4,000,000 | 4,000,000 |
| December 31, 2021 | 3,000,000 | 3,000,000 | 4,000,000 | 4,000,000 | 4,000,000 |
| Total 1,000,000 | 3,000,000 | 3,000,000 | 4,000,000 | 4,000,000 | 4,000,000 |
| Total 1,000,000 | 3,000,000 | 3,000,000 | 4,000,000 | 4,000,000 | 4,000,000 |

# Low Duration Bond Fund

19 / December 2022

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

| SWAPS | CREDIT | DEFAULT | SINGLE ISSUES |
| --- | --- | --- | --- |
| 1. 50% | 12,836,263 | 12,836,263 | 12,836,263 |
| 2. 50% | 12,836,263 | 12,836,263 | 12,836,263 |
| 3. 50% | 12,836,263 | 12,836,263 | 12,836,263 |
| 4. 50% | 12,836,263 | 12,836,263 | 12,836,263 |
| 5. 50% | 12,836,263 | 12,836,263 | 12,836,263 |
| 6. 50% | 12,836,263 | 12,836,263 | 12,836,263 |
| 7. 50% | 12,836,263 | 12,836,263 | 12,836,263 |
| 8. 50% | 12,836,263 | 12,836,263 | 12,836,263 |
| 9. 50% | 12,836,263 | 12,836,263 | 12,836,263 |
| 10. 50% | 12,836,263 | 12,836,263 | 12,836,263 |

Low Duration Bond Fund

SIGNIFICANT ACCOUNTING POLICIES

December 2022 / 20

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

| TOTAL | 16,075,000 | 15,073,085 | (CLO) Colateralized Loan Obligation | $243,808 | $202,747 | $41,061 |
| --- | --- | --- | --- | --- | --- | --- |
| 1. The Company's share of the company's share of the Company's share of the Company's share of the Company's share of the Company's share of the Company's share of the Company's share of the Company's share of the Company's share of the Company's share of the Company's share of the Company's share of the Company's share of the Company's share of the Company's share of the Company's share of the Company's share of the Company's share of the Company's share of the Company's share | 16,075,000 | 15,073,085 | 2. The Company's share of the Company's share of the Company's share of the Company's share of the Company's share of the Company's share of the Company's share of the Company's share of the Company's share of the Company's share of the Company's share of the Company's share of the Company's share of the Company's share of the Company's share of the Company's share of the Company's share of the Company's share of the Company's share of the Company's |  |  |  |
| 2. The Company's share of the Company's share of the Company's share of the Company's share of the Company's share of the Company's share of the Company's share of the Company's share of the Company's share of the Company's share of the Company's share of the Company's share of the Company's share of the Company's share of the Company's share of the Company's share of the Company's share of the Company's share of the Company's share of the Company's | 16,075,000 | 15,073,085 | 3. The Company's share of the Company's share of the Company's share of the Company's share of the Company's share of the Company's share of the Company's share of the Company's share of the Company's share of the Company's share of the Company's share of the Company's share of the Company's share of the Company's share of the Company's share of the Company's share of the Company's share of the Company's share of the Company's share of the Company's |  |  |  |
| 3. The Company's share of the Company's share of the Company's share of the Company's share of the Company's share of the Company's share of the Company's share of the Company's share of the Company's share of the Company's share of the Company's share of the Company's share of the Company's share of the Company's share of the Company's share of the Company's share of the Company's share of the Company's share of the Company's share of the Company's | 16,075,000 | 15,073,085 | 4. The Company's share of the Company's share of the Company's share of the Company's share of the Company's share of the Company's share of the Company's share of the Company's share of the Company's share of the Company's share of the Company's share of the Company's share of the Company's share of the Company's share of the Company's share of the Company's share of the Company's share of the Company's share of the Company's share of the Company's |  |  |  |
| 4. The Company's share of the Company's share of the Company's share of the Company's share of the Company's share of the Company's share of the Company's share of the Company's share of the Company's share of the Company's share of the Company's share of the Company's share of the Company's share of the Company's share of the Company's share of the Company's share of the Company's share of the Company's share of the Company's share of the Company's | 16,075,000 | 15,073,085 | 5. The Company's share of the Company's share of the Company's share of the Company's share of the Company's share of the Company's share of the Company's share of the Company's share of the Company's share of the Company's share of the Company's share of the Company's share of the Company's share of the Company's share of the Company's share of the Company's share of the Company's share of the Company's share of the Company's share of the Company's |  |  |  |
| 5. The Company's share of the Company's share of the Company's share of the Company's share of the Company's share of the Company's share of the Company's share of the Company's share of the Company's share of the Company's share of the Company's share of the Company's share of the Company's share of the Company's share of the Company's share of the Company's share of the Company's share of the Company's share of the Company's share of the Company's | 16,075,000 | 15,073,085 | 6. The Company's share of the Company's share of the Company's share of the Company's share of the Company's share of the Company's share of the Company's share of the Company's share of the Company's share of the Company's share of the Company's share of the Company's share of the Company's share of the Company's share of the Company's share of the Company's share of the Company's share of the Company's share of the Company's share of the Company's |  |  |  |

Low Duration Bond Fund

21 / December 2022

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

Municipal Bonds 1,379
Total Bonds 117,779
1,547 1,551
Total Bonds 117,779
2022/27
2022/28
2022/29
2022/30
2022/31
2022/32
2022/33
2022/34
2022/35
2022/36
2022/37
2022/38
2022/39
2022/40
2022/41
2022/42
2022/43
2022/44
2022/45
2022/46
2022/47
2022/48
2022/49
2022/50
2022/51
2022/52
2022/53
2022/54
2022/55
2022/56
2022/57
2022/58
2022/59
2022/60
2022/61
2022/62
2022/63
2022/64
2022/65
2022/66
2022/67
2022/68
2022/69
2022/70
2022/71
2022/72
2022/73
2022/74
2022/75
2022/76
2022/77
2022/78
2022/79
2022/80
2022/81
2022/82
2022/83
2022/84
2022/85
2022/86
2022/87
2022/88
2022/89
2022/90
2022/91
2022/92
2022/93
2022/94
2022/95
2022/96
2022/97
2022/98
2022/99
2022/100

__________

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

# Low Duration Bond Fund

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

__________

December 2022 / 22

| Subordinated Index | Total Common Stock | 01/13/23 | (1/13/24) |
| --- | --- | --- | --- |
| Securities valued upon and/or unfavorable impairment or impairment in the last 12 months of the year | Securities valued upon and/or unfavorable impairment or impairment in the last 12 months of the year |  |  |
| NET UNREALIZED DEPRECIATION | Total Common Stock | $ | (578,087) |
| Balance as of |  |  |  |
| April 1, 2022 | $6,034,776 | $2,096,305 | $317,177 |
| Investment Securities premiums | - | - | (167,324) |
| Asset/Realized gain (loss) | - | - | (49,841) |
| PURCHASED SWAPPTIONS |  |  |  |

| Option to enter |  | Proposed appreciation (depreciation) |  | $ | 65,837,047 | (334,073) | 360,054 | (20,052) | (110,790) |
| --- | --- | --- | --- | --- | --- | --- | --- | --- | --- |
| 30-year Interest |  | Goldman Sachs |  | USD |  | $ | $ | 2,790 | 65,837,047 |
| Rate Swap | Long-term Investment | 12/24/23 | LIBOR | Quarterly | 6.00% | (289,171) | 300,000 | 8,688 | (939,000) |
|  | Asset-Backed Securities |  |  |  |  | 254,998,599 |  | 5,411,532 | 260,410,041 |
|  | Standardized Level 3* |  |  |  |  | 45,946,406 |  |  | 45,946,406 |
|  | Bank Loans |  |  |  |  |  |  |  |  |
|  | Transfer's out of Level 3** |  |  |  |  |  |  |  |  |
|  | Common Stock |  |  |  |  |  |  |  |  |
|  | Balance as of |  |  |  |  |  |  |  |  |
|  | Corporation |  |  |  |  | 613,732,047 |  | 2,456,959 | 616,189,006 |
|  | December 31, 2022 |  |  |  | $ | 5,411,532 | 2,456,959 | 731,991 | 733,997 |
|  | Mortgage-Backed Securities |  |  |  |  | 949,471,139 |  | 731,693 | 950,202,832 |

| Myanmar Bonds | - | 28,798,987 | - | 28,798,987 |
| --- | --- | --- | --- | --- |
| *The change in U.S. Treasury (depreciation) on securities still held at December 31, 2022 was $(104,851,440.0) included in the related net realized gains (losses) and net change of depreciation (depreciation) in the Statements of Operations. |  |  |  |  |
| U.S. Treasury Securities | 403,461,341 | - | - | 403,461,341 |
| **There were no transfers between level 2 and 3 for the period ended December 31, 2022. |  |  |  |  |

# Other Financial Instruments

# Assets:

| Credit contracts | - | 111,817 | 131,991 | 243,808 |
| --- | --- | --- | --- | --- |
| Foreign currency exchange contracts | - | 32,829 | - | 32,829 |

| Interest rate contracts |  | 1,698,600 | - | - | 1,692,600 |
| --- | --- | --- | --- | --- | --- |
| Liabilities: |  |  |  |  |  |
| Funds, services, exchange contracts |  | - | (610,916) | - | (610,916) |
| Fair Value Measurements |  | (132,343) | (435) | - | (132,778) |
| Asset-Backed Securities | $5,411,532 | Broker Quote | Offered Quote | $88.64 | $88.64 |
| Common Stock | $- | Broker Quote | Offered Quote | $- | $- |
| Corporate Securities | $2,456,959 | Third-Party Vendor | Vendor Prices | $109.00 | $109.00 |
|  |  |  |  | $88.64 | $88.64 |
|  |  |  |  | $8,732,175 | $2,369,000,000 |
|  |  |  |  | $109.00 | $109.00 |
|  |  |  |  |  | Increase |

| Credit Default Swaps | $131,991 | Broker Quote | Offered Quote | $1.78 | $1.78 | Increase |
| --- | --- | --- | --- | --- | --- | --- |
| Mortgage-Backed |  |  |  |  |  |  |
| Securities-Non-Agency | $731,693 | Third-Party Vendor | Vendor Prices | $1.33 | $1.33 | Increase |

## COMMITMENTS AND CONTINGENCIES

Al Aqua Merger Sub, Inc., Delayed-Draw Term Loan B, 1st Lien
AthenaHealth Group, Inc., Delayed-Draw Term Loan B, 1st Lien

July 2028
February 2029

$313,085
277,902

(16,947)
(25,759)

Erasmus Materials Technology Group U.S. Holdings, Inc., Delayed-Draw

June 2029

261,819

8,085

Total Unfunded Commitments

$852,806 $

(34,621)

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** METROPOLITAN WEST FUNDS

- **b. Investment Company Act file number:** 811-07989

- **c. CIK number of Registrant:** 0001028621

- **d. LEI of Registrant:** 549300KGDNJW6FXNDC82

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

  - **Street Address 1:** 865 South Figueroa Street

  - **City:** Los Angeles

  - **State:** CA

  - **Foreign country:** US

  - **Zip / Postal Code:** 90017

  - **Telephone number:** 800-241-4671

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

- **a. Name of Series:** Metropolitan West Low Duration Bond Fund

- **b. EDGAR series identifier (if any):** S000001146

- **c. LEI of Series:** 549300D28XTSYBVUGU24

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $2463518810.35

**Total Liabilities:** $511305279.78

**Net Assets:** $1952213530.57

**Stand-by Commitments:** $426901946.31

**Cash Not Reported:** $17270000.49

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 3720.90130000 | **1-Year:** 139942.22147000 | **5-Year:** 345830.87972000 | **10-Year:** 101752.25449000 | **30-Year:** 6.32110000

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

- **3-Month:** 287.46554000 | **1-Year:** 19266.78736000 | **5-Year:** 33636.17390000 | **10-Year:** 2469.33036000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000003064 | -0.71%               | 1.26%                | 0.40%                |
| Class ID C000003063 | -0.69%               | 1.28%                | 0.42%                |
| Class ID C000058169 | -0.78%               | 1.36%                | 0.40%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-29692143.43            | $5979959.65                                |
| Month 2  | $-7679518.51             | $39798190.18                               |
| Month 3  | $11485434.73             | $-12261035.55                              |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| MASTR Alternative Loans Trust                                               | MASTR Alternative Loan Trust 2004-7                                             | CUSIP: 576434TC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1599628 | PA      | $1489598.51   | 0.08%             | 2034-07-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                              | Ginnie Mae                                                                      | CUSIP: 21H022614<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  52000000 | PA      | $45052771.40  | 2.31%             | 2053-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Genesee & Wyoming Inc                                                       | Genesee & Wyoming Inc                                                           | CUSIP: 55316HAB1<br>LEI: G617XSG94Z7G0RMW3L02 | Long             | LON              | CORP              | US        |    161243 | PA      | $160608.49    | 0.01%             | 2026-12-30      | Floating      | 6.73%                 | No            |                  2 | On Loan: No      |
| Asset Backed Securities Corp H                                              | Asset Backed Securities Corp Home Equity Loan Trust Series OOMC 2006-HE3        | CUSIP: 04541GXC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2508050 | PA      | $2387795.62   | 0.12%             | 2036-03-25      | Floating      | 2.89%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                                     | Dryden 30 Senior Loan Fund                                                      | CUSIP: 26249BAQ4<br>LEI: 549300AS2O1RYPD2ED41 | Long             | ABS-CBDO         | CORP              | KY        |   2370929 | PA      | $2345591.24   | 0.12%             | 2028-11-15      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                              | Government National Mortgage Association                                        | CUSIP: 38373M4R8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1469038 | PA      | $1452380.67   | 0.07%             | 2044-03-16      | Variable      | 5.56%                 | No            |                  2 | On Loan: No      |
| Tricon American Homes                                                       | Tricon American Homes 2017-SFR2 Trust                                           | CUSIP: 89613FAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10354805 | PA      | $10042931.85  | 0.51%             | 2036-01-17      | Fixed         | 2.93%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                         | Global Payments Inc                                                             | CUSIP: 37940XAG7<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   6342000 | PA      | $5548432.52   | 0.28%             | 2027-01-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| First Franklin Mtg Loan Asset                                               | FFMLT Trust 2005-FF8                                                            | CUSIP: 362341QS1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2085130 | PA      | $2060513.83   | 0.11%             | 2035-09-25      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                         | JPMorgan Chase & Co                                                             | CUSIP: 46647PCV6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   4244000 | PA      | $3994514.76   | 0.20%             | 2026-02-24      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae REMICS                                                               | CUSIP: 31359QS96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4726 | PA      | $4648.34      | 0.00%             | 2027-09-17      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                                               | UBS Commercial Mortgage Trust 2018-C11                                          | CUSIP: 90276XAR6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    307403 | PA      | $305048.73    | 0.02%             | 2051-06-15      | Fixed         | 3.99%                 | No            |                  2 | On Loan: No      |
| Safe Fleet Holdings LLC                                                     | Safe Fleet Holdings LLC                                                         | CUSIP: 000000000<br>LEI: 549300ZCMGQ2DH2RZB13 | Long             | LON              | CORP              | US        |    230818 | PA      | $223750.76    | 0.01%             | 2029-02-23      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| Opteum Mortgage Acceptance Cor                                              | Opteum Mortgage Acceptance Corp Asset Backed Pass-Through Certificates 2005-5   | CUSIP: 68383NCU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3074639 | PA      | $2866182.63   | 0.15%             | 2035-12-25      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| Corporation Service Company                                                 | WMB Holdings Inc                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    500000 | PA      | $495625.00    | 0.03%             | 2029-11-02      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgag                                              | PRPM 2022-3 LLC                                                                 | CUSIP: 693589AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10652311 | PA      | $10288787.19  | 0.53%             | 2027-06-25      | Variable      | 5.56%                 | No            |                  2 | On Loan: No      |
| Trans Union LLC                                                             | Trans Union LLC                                                                 | CUSIP: 89334GAZ7<br>LEI: X8NPN6PWJOM1QCTYFV34 | Long             | LON              | CORP              | US        |    145385 | PA      | $144203.91    | 0.01%             | 2028-12-01      | Floating      | 6.63%                 | No            |                  2 | On Loan: No      |
| WF-RBS COMMERCIAL MORTGAGE TRU                                              | WFRBS Commercial Mortgage Trust 2013-C18                                        | CUSIP: 96221QAD5<br>LEI: 549300O5GNH0TNJ6B119 | Long             | ABS-MBS          | CORP              | US        |   4613810 | PA      | $4515372.10   | 0.23%             | 2046-12-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| NCR Corporation                                                             | NCR Corp                                                                        | CUSIP: 62886VAP5<br>LEI: 549300YKTY8JX1DV2R67 | Long             | LON              | CORP              | US        |    444564 | PA      | $432894.11    | 0.02%             | 2026-08-28      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST DORM AUTH ST PERSO                                              | New York State Dormitory Authority                                              | CUSIP: 649902ZN6<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |   4360000 | PA      | $4369591.56   | 0.22%             | 2024-03-15      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Acquisition                                              | JP Morgan Mortgage Acquisition Corp 2005-FRE1                                   | CUSIP: 46626LCC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4674363 | PA      | $4460053.23   | 0.23%             | 2035-10-25      | Floating      | 2.81%                 | No            |                  2 | On Loan: No      |
| Residential Asset Mortgage Pro                                              | RAMP Series 2005-EFC1 Trust                                                     | CUSIP: 76112BRQ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2616728 | PA      | $2579043.72   | 0.13%             | 2035-05-25      | Floating      | 4.09%                 | No            |                  2 | On Loan: No      |
| Organon & Co                                                                | Organon & Co                                                                    | CUSIP: 68621XAE3<br>LEI: 549300AMCKY57OK2CO56 | Long             | LON              | CORP              | US        |   1000000 | PA      | $992770.00    | 0.05%             | 2028-06-02      | Floating      | 7.75%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, NA - CACL                                              | JPMorgan Chase Bank NA - CACLN                                                  | CUSIP: 46591HBS8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    816822 | PA      | $788664.05    | 0.04%             | 2028-09-25      | Fixed         | 1.02%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgag                                              | PRPM 2020-4 LLC                                                                 | CUSIP: 69359XAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6523555 | PA      | $6314654.86   | 0.32%             | 2025-10-25      | Variable      | 2.95%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                            | CSC Holdings LLC                                                                | CUSIP: 64072UAE2<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | LON              | CORP              | US        |    130669 | PA      | $123939.67    | 0.01%             | 2025-07-17      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES 2020-AA                                                     | Delta Air Lines 2020-1 Class AA Pass Through Trust                              | CUSIP: 247361ZV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1335309 | PA      | $1145291.37   | 0.06%             | 2028-06-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae REMICS                                                               | CUSIP: 31398FXF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1084359 | PA      | $1084250.52   | 0.06%             | 2049-11-25      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| Reese Park CLO, Ltd.                                                        | REESE PARK CLO LTD                                                              | CUSIP: 758465AY4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1900000 | PA      | $1869961.00   | 0.10%             | 2034-10-15      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                                                | Credit Suisse Mortgage Capital Certificates 2019-ICE4                           | CUSIP: 12653VAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11094800 | PA      | $10970998.67  | 0.56%             | 2036-05-15      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| New Century Home Equity Loan T                                              | New Century Home Equity Loan Trust Series 2005-D                                | CUSIP: 64352VPQ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $4797215.99   | 0.25%             | 2036-02-25      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| QWEST CORP                                                                  | Qwest Corp                                                                      | CUSIP: 912920AK1<br>LEI: 549300R2L4N683OO1509 | Long             | DBT              | CORP              | US        |   4665000 | PA      | $4688325.00   | 0.24%             | 2025-09-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                              | Morgan Stanley                                                                  | CUSIP: 61747YEB7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   7760000 | PA      | $7344467.68   | 0.38%             | 2025-01-22      | Fixed         | 0.79%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans                                                      | CHL Mortgage Pass-Through Trust 2004-14                                         | CUSIP: 12669FT52<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7252 | PA      | $6455.28      | 0.00%             | 2034-08-25      | Variable      | 3.91%                 | No            |                  2 | On Loan: No      |
| AthenaHealth Group Inc                                                      | AthenaHealth Group Inc                                                          | CUSIP: 04686RAC7<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | LON              | CORP              | US        |    409269 | PA      | $370535.99    | 0.02%             | 2029-02-15      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                          | Energy Transfer LP                                                              | CUSIP: 292480AL4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1106160.57   | 0.06%             | 2028-05-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| GSAMP Trust                                                                 | GSAMP Trust 2005-HE4                                                            | CUSIP: 362341KE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1723139 | PA      | $1680039.72   | 0.09%             | 2045-07-25      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE SECURITIES (USA) LLC                                          | CDS W BERRY                                                                     | CUSIP: 000000000<br>LEI: 1V8Y6QCX6YMJ2OELII46 | N/A              | DCR              | CORP              | US        |         1 | NC      | $111817.15    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DirectV Financing LLC                                                       | Directv Financing LLC                                                           | CUSIP: 25460HAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1010762 | PA      | $986231.27    | 0.05%             | 2027-08-02      | Floating      | 9.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae Pool                                                                 | CUSIP: 31418MS45<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     28066 | PA      | $28071.43     | 0.00%             | 2024-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae REMICS                                                               | CUSIP: 31398GE54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    894370 | PA      | $892456.54    | 0.05%             | 2040-02-25      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                              | Air Lease Corp                                                                  | CUSIP: 00914AAH5<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1183432.18   | 0.06%             | 2025-07-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                         | Global Payments Inc                                                             | CUSIP: 37940XAP7<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   2859000 | PA      | $2781117.21   | 0.14%             | 2027-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                              | Ginnie Mae II Pool                                                              | CUSIP: 36202CXQ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1547 | PA      | $1551.19      | 0.00%             | 2027-09-20      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                             | United States Treasury Note/Bond                                                | CUSIP: 91282CFX4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 290445000 | PA      | $290502028.88 | 14.88%            | 2024-11-30      | Fixed         | 4.50%                 | No            |                  1 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                                                     | Imperial Brands Finance PLC                                                     | CUSIP: 45262BAB9<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |   5205000 | PA      | $4778187.92   | 0.24%             | 2026-07-26      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                | GS Mortgage Securities Corp Trust 2019-70P                                      | CUSIP: 36257MAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10000000 | PA      | $9635272.00   | 0.49%             | 2036-10-15      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| MASTR Adjustable Rate Mortgage                                              | MASTR Adjustable Rate Mortgages Trust 2004-13                                   | CUSIP: 576433UF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    324908 | PA      | $293017.57    | 0.02%             | 2034-11-21      | Variable      | 3.87%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust                                                  | GLS Auto Receivables Issuer Trust 2020-3                                        | CUSIP: 36260CAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4000000 | PA      | $3871863.20   | 0.20%             | 2026-05-15      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| Spin Holdco Inc                                                             | Spin Holdco Inc                                                                 | CUSIP: 84850XAK8<br>LEI: 549300QAS44U2GUXGK45 | Long             | LON              | CORP              | US        |    168521 | PA      | $142990.29    | 0.01%             | 2028-03-04      | Floating      | 8.77%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                                              | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137F62S5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2681755 | PA      | $2590189.63   | 0.13%             | 2026-05-25      | Fixed         | 0.57%                 | No            |                  2 | On Loan: No      |
| CFCRE Commercial Mortgage Trus                                              | CFCRE Commercial Mortgage Trust 2016-C4                                         | CUSIP: 12531YAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1584093 | PA      | $1521443.60   | 0.08%             | 2058-05-10      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| Entegris Inc                                                                | Entegris Inc                                                                    | CUSIP: 29362LAL8<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | LON              | CORP              | US        |    410000 | PA      | $409413.70    | 0.02%             | 2029-07-06      | Floating      | 6.90%                 | No            |                  2 | On Loan: No      |
| Banc of America Alternative Lo                                              | Banc of America Alternative Loan Trust 2003-8                                   | CUSIP: 05948XTV3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3402572 | PA      | $3215415.15   | 0.16%             | 2033-10-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                         | COMM 2013-CCRE7 Mortgage Trust                                                  | CUSIP: 12625FAF3<br>LEI: 549300FVY7JUBJ0PIH53 | Long             | ABS-MBS          | CORP              | US        |  17917428 | PA      | $519.61       | 0.00%             | 2046-03-10      | Variable      | 1.12%                 | No            |                  2 | On Loan: No      |
| First Franklin Mtg Loan Asset                                               | First Franklin Mortgage Loan Trust 2004-FF5                                     | CUSIP: 32027NKU4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    452614 | PA      | $423338.23    | 0.02%             | 2034-08-25      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                                               | Citigroup Mortgage Loan Trust 2006-AMC1                                         | CUSIP: 17309PAS5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7032466 | PA      | $6706820.40   | 0.34%             | 2036-09-25      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                                              | Wells Fargo Commercial Mortgage Trust 2017-SMP                                  | CUSIP: 95001CAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6300000 | PA      | $5827520.16   | 0.30%             | 2034-12-15      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| Scientific Games International, Inc.                                        | Scientific Games International Inc                                              | CUSIP: 000000000<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | LON              | CORP              | US        |    472665 | PA      | $467432.73    | 0.02%             | 2029-04-13      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| Berry Global Inc                                                            | Berry Global Inc                                                                | CUSIP: 08579JBG6<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | LON              | CORP              | US        |   2869457 | PA      | $2851852.81   | 0.15%             | 2026-07-01      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| Higher Education Funding                                                    | Higher Education Funding I                                                      | CUSIP: 429827AY4<br>LEI: 635400EWI7RHQRLFJW85 | Long             | ABS-MBS          | CORP              | US        |    153644 | PA      | $153547.65    | 0.01%             | 2034-05-25      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| United AirLines Inc                                                         | United Airlines Inc                                                             | CUSIP: 90932RAJ3<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | LON              | CORP              | US        |    128630 | PA      | $127370.34    | 0.01%             | 2028-04-21      | Floating      | 8.11%                 | No            |                  2 | On Loan: No      |
| GENERAL ELECTRIC CO                                                         | General Electric Co                                                             | CUSIP: 36962GX74<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |   2182000 | PA      | $1803972.54   | 0.09%             | 2036-08-15      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                 | Freddie Mac REMICS                                                              | CUSIP: 31397JE91<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    895913 | PA      | $886211.09    | 0.05%             | 2035-08-15      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| BAE SYSTEMS HOLDINGS INC                                                    | BAE Systems Holdings Inc                                                        | CUSIP: 05523UAP5<br>LEI: MF62XBVMNYTYMC18DL76 | Long             | DBT              | CORP              | US        |   2910000 | PA      | $2808761.13   | 0.14%             | 2025-12-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Lin                                              | Santander Bank Auto Credit-Linked Notes Series 2022-B                           | CUSIP: 80290CBA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4487635 | PA      | $4470049.21   | 0.23%             | 2032-08-16      | Fixed         | 8.68%                 | No            |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd                                                      | Rockford Tower CLO 2017-3 Ltd                                                   | CUSIP: 77341DAA5<br>LEI: 549300V5ZF7112UGSH89 | Long             | ABS-CBDO         | CORP              | KY        |   1750000 | PA      | $1728581.75   | 0.09%             | 2030-10-20      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                                                      | VICI Properties LP / VICI Note Co Inc                                           | CUSIP: 92564RAL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    285000 | PA      | $250195.58    | 0.01%             | 2029-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Long Beach Mortgage Loan Trust                                              | Long Beach Mortgage Loan Trust 2005-WL3                                         | CUSIP: 542514PR9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1392240 | PA      | $1381359.43   | 0.07%             | 2035-11-25      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                                                      | VICI Properties LP / VICI Note Co Inc                                           | CUSIP: 92564RAG0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4640000 | PA      | $4451970.64   | 0.23%             | 2025-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                                                            | Freddie Mac Strips                                                              | CUSIP: 3132HTWM4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5344772 | PA      | $5241373.35   | 0.27%             | 2043-11-15      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                                                   | Morgan Stanley Bank of America Merrill Lynch Trust 2015-C21                     | CUSIP: 61764XBK0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  32713139 | PA      | $442567.88    | 0.02%             | 2048-03-15      | Variable      | 0.85%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                                                 | Asurion LLC                                                                     | CUSIP: 04649VBB5<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    498750 | PA      | $446256.56    | 0.02%             | 2028-08-21      | Floating      | 8.68%                 | No            |                  2 | On Loan: No      |
| Arches Buyer Inc                                                            | Arches Buyer Inc                                                                | CUSIP: 03952HAD6<br>LEI: 2549009ADY4208OH2Y47 | Long             | LON              | CORP              | US        |    125983 | PA      | $116967.89    | 0.01%             | 2027-12-06      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| Argent Securities Inc.                                                      | Argent Securities Inc Asset-Backed Pass-Through Certificates Series 2005-W2     | CUSIP: 040104ND9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5733934 | PA      | $5568447.80   | 0.29%             | 2035-10-25      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Sophia LP                                                                   | Sophia LP                                                                       | CUSIP: 83578BAN3<br>LEI: 549300RP8NIJ7FY7OS79 | Long             | LON              | CORP              | US        |    585984 | PA      | $566942.31    | 0.03%             | 2027-10-07      | Floating      | 7.70%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                             | United States Treasury Note/Bond                                                | CUSIP: 91282CGA3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  19270000 | PA      | $19149562.50  | 0.98%             | 2025-12-15      | Fixed         | 4.00%                 | No            |                  1 | On Loan: No      |
| Oak Hill Credit Partners                                                    | OHA Credit Funding 2 LTD                                                        | CUSIP: 67707EAS3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    656250 | PA      | $654865.31    | 0.03%             | 2034-04-21      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                                              | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137BBBC3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     16213 | PA      | $16162.83     | 0.00%             | 2023-10-25      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                              | Ginnie Mae II Pool                                                              | CUSIP: 36202CBS1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        26 | PA      | $26.37        | 0.00%             | 2024-08-20      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| DSLA Mortgage Loan Trust                                                    | DSLA Mortgage Loan Trust 2005-AR2                                               | CUSIP: 23332UDC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    266013 | PA      | $239682.00    | 0.01%             | 2045-03-19      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                              | Ginnie Mae II Pool                                                              | CUSIP: 36225CVC7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      5426 | PA      | $5324.98      | 0.00%             | 2032-06-20      | Floating      | 2.88%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                      | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KCD0<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   4950000 | PA      | $4822620.17   | 0.25%             | 2024-03-21      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                    | Lloyds Banking Group PLC                                                        | CUSIP: 53944YAL7<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    381000 | PA      | $368979.89    | 0.02%             | 2025-07-09      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                           | HSBC Holdings PLC                                                               | CUSIP: 404280CE7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   2530000 | PA      | $2385471.22   | 0.12%             | 2025-11-07      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Alt-A Trust                                                    | Bear Stearns ALT-A Trust 2005-2                                                 | CUSIP: 07386HQS3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    931151 | PA      | $923955.49    | 0.05%             | 2035-03-25      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| GSR Mortgage Loan Trust                                                     | GSR Mortgage Loan Trust 2005-AR7                                                | CUSIP: 362341WZ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     92256 | PA      | $83851.60     | 0.00%             | 2035-11-25      | Variable      | 3.06%                 | No            |                  2 | On Loan: No      |
| HUDSON PACIFIC PROPERTIE                                                    | Hudson Pacific Properties LP                                                    | CUSIP: 44409MAD8<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              | CORP              | US        |   1530000 | PA      | $1429976.65   | 0.07%             | 2028-02-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                         | COMM 2014-CCRE20 Mortgage Trust                                                 | CUSIP: 12592LBH4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5833521 | PA      | $5564435.57   | 0.29%             | 2047-11-10      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                                                     | Nationwide Building Society                                                     | CUSIP: 63861VAA5<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |   6730000 | PA      | $6693588.21   | 0.34%             | 2024-03-08      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables                                               | Exeter Automobile Receivables Trust 2021-3                                      | CUSIP: 30166AAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  11395000 | PA      | $10809703.80  | 0.55%             | 2026-10-15      | Fixed         | 0.96%                 | No            |                  2 | On Loan: No      |
| Trugreen Limited Partnership                                                | TruGreen LP                                                                     | CUSIP: 89787RAH5<br>LEI: 549300QNRP2MNHR3QM19 | Long             | LON              | CORP              | US        |    169974 | PA      | $151383.91    | 0.01%             | 2027-11-02      | Floating      | 8.38%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                                                  | Navient Student Loan Trust 2015-2                                               | CUSIP: 63939GAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3667170 | PA      | $3555009.20   | 0.18%             | 2040-11-26      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                                              | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137H1LS3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3316732 | PA      | $3029896.98   | 0.16%             | 2026-06-25      | Fixed         | 0.68%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                              | Ginnie Mae II Pool                                                              | CUSIP: 36225DKP8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3709 | PA      | $3601.06      | 0.00%             | 2035-01-20      | Floating      | 3.12%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                                                   | CIM Trust 2022-I1                                                               | CUSIP: 12568TAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5672972 | PA      | $5516035.46   | 0.28%             | 2067-02-25      | Variable      | 4.35%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE MUTUAL INSURA                                                    | Nationwide Mutual Insurance Co                                                  | CUSIP: 638671AJ6<br>LEI: Z7LVXXWM8HZPKF5T2355 | Long             | DBT              | CORP              | US        |   5550000 | PA      | $5536957.94   | 0.28%             | 2024-12-15      | Floating      | 7.06%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                          | Energy Transfer LP                                                              | CUSIP: 29273RBG3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1951281.30   | 0.10%             | 2026-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Acquisition                                              | JP Morgan Mortgage Acquisition Trust 2006-NC1                                   | CUSIP: 46626LJR2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5153320 | PA      | $4837560.68   | 0.25%             | 2036-04-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| METROPOLITAN EDISON CO                                                      | Metropolitan Edison Co                                                          | CUSIP: 591894CB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1467000 | PA      | $1403927.24   | 0.07%             | 2025-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GENERAL ELECTRIC CO                                                         | General Electric Co                                                             | CUSIP: 36962GW75<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |   7235000 | PA      | $7028177.11   | 0.36%             | 2026-05-05      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, In                                              | RALI Series 2005-QA3 Trust                                                      | CUSIP: 76110H2H1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    909848 | PA      | $470561.43    | 0.02%             | 2035-03-25      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| Countrywide Asset-Backed Certi                                              | CWABS Asset-Backed Certificates Trust 2007-7                                    | CUSIP: 12669VAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8155988 | PA      | $7761708.76   | 0.40%             | 2047-10-25      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| Residential Asset Securities C                                              | RASC Series 2005-KS11 Trust                                                     | CUSIP: 76110W7E0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2271526 | PA      | $2247200.90   | 0.12%             | 2035-12-25      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| Osmosis Buyer Limited                                                       | AI Aqua Merger Sub Inc                                                          | CUSIP: 00132UAM6<br>LEI: 5493005QMH1D47U26R45 | Long             | LON              | CORP              | US        |    331600 | PA      | $313085.17    | 0.02%             | 2028-07-31      | Floating      | 8.09%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                          | Energy Transfer LP                                                              | CUSIP: 86765BAS8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   2520000 | PA      | $2550245.04   | 0.13%             | 2025-12-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                    | JP Morgan Mortgage Trust 2007-A1                                                | CUSIP: 46630GAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    224055 | PA      | $211863.93    | 0.01%             | 2035-07-25      | Variable      | 4.19%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                | UBS Group AG                                                                    | CUSIP: 902613AS7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1415000 | PA      | $1370124.34   | 0.07%             | 2027-08-05      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Element Materials Technology Group US Holding Inc                           | Element Materials Technology Group US Holdings Inc                              | CUSIP: 000000000<br>LEI: 213800EGOJGGUKUGEZ30 | Long             | LON              | CORP              | US        |    267276 | PA      | $261819.10    | 0.01%             | 2029-06-22      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                    | BX Commercial Mortgage Trust 2021-CIP                                           | CUSIP: 12434FAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4245000 | PA      | $4102860.00   | 0.21%             | 2038-12-15      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                              | Ginnie Mae II Pool                                                              | CUSIP: 36202CRF2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        41 | PA      | $40.60        | 0.00%             | 2026-09-20      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                            | Connecticut Avenue Securities Trust 2022-R03                                    | CUSIP: 20753XAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5252680 | PA      | $5226289.99   | 0.27%             | 2042-03-25      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| Great Wolf Trust                                                            | Great Wolf Trust 2019-WOLF                                                      | CUSIP: 39152TAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9584000 | PA      | $9304966.15   | 0.48%             | 2036-12-15      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                                                      | SLM Student Loan Trust 2008-6                                                   | CUSIP: 78445CAD4<br>LEI: 549300JQFJDGC1WO7674 | Long             | ABS-O            | CORP              | US        |   2170772 | PA      | $2089662.03   | 0.11%             | 2023-07-25      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP, INC.                                                   | SWOP 10 YEAR CAP                                                                | CUSIP: 000000000<br>LEI: 784F5XWPLTWKTBV3E584 | N/A              | DIR              | CORP              | US        |    300000 | NC      | $8688.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cold Storage Trust                                                          | Cold Storage Trust 2020-ICE5                                                    | CUSIP: 193051AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8456667 | PA      | $8233569.58   | 0.42%             | 2037-11-15      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                                                    | Madison Park Funding XXX LTD                                                    | CUSIP: 55821TAA5<br>LEI: 549300FFTJ3WPTJK8589 | Long             | ABS-CBDO         | CORP              | KY        |   3684336 | PA      | $3641424.76   | 0.19%             | 2029-04-15      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                          | Energy Transfer LP                                                              | CUSIP: 29273RBD0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   2610000 | PA      | $2530648.85   | 0.13%             | 2025-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| MIAMI-DADE CNTY FL AVIATION RE                                              | County of Miami-Dade FL Aviation Revenue                                        | CUSIP: 59333P6E3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    985000 | PA      | $820012.13    | 0.04%             | 2029-10-01      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| ILLUMINA INC                                                                | Illumina Inc                                                                    | CUSIP: 452327AP4<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |   2275000 | PA      | $2307803.23   | 0.12%             | 2027-12-13      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PERKINELMER INC                                                             | PerkinElmer Inc                                                                 | CUSIP: 714046AL3<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |   4880000 | PA      | $4527201.82   | 0.23%             | 2024-09-15      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| Caesars Resort Collection LLC                                               | Caesars Resort Collection LLC                                                   | CUSIP: 12769LAD1<br>LEI: 549300V3UCT773B1KR38 | Long             | LON              | CORP              | US        |    455560 | PA      | $455015.77    | 0.02%             | 2025-07-21      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| SES SA                                                                      | SES SA                                                                          | CUSIP: 78413HAA7<br>LEI: 5493008JPA4HYMH1HX51 | Long             | DBT              | CORP              | LU        |   4820000 | PA      | $4788518.70   | 0.25%             | 2023-04-04      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                                                            | Freddie Mac Strips                                                              | CUSIP: 3128HXMD4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1141366 | PA      | $1118231.95   | 0.06%             | 2042-06-15      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                                                    | Madison Park Funding XVII Ltd                                                   | CUSIP: 55818YBN0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  10636181 | PA      | $10518799.92  | 0.54%             | 2030-07-21      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                        | Bank of America Corp                                                            | CUSIP: 06051GGR4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2680000 | PA      | $2469681.16   | 0.13%             | 2028-07-21      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| Naked Juice LLC                                                             | Naked Juice LLC                                                                 | CUSIP: 62984CAD5<br>LEI: 549300Y5TU1XQ1KVLJ64 | Long             | LON              | CORP              | US        |   1241256 | PA      | $1116267.99   | 0.06%             | 2029-01-24      | Floating      | 7.59%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                    | AT&T Inc                                                                        | CUSIP: 00206RJX1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1426889.01   | 0.07%             | 2027-06-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                             | United States Treasury Note/Bond                                                | CUSIP: 91282CGD7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  23205000 | PA      | $23129303.90  | 1.18%             | 2024-12-31      | Fixed         | 4.25%                 | No            |                  1 | On Loan: No      |
| Merrill Lynch Mortgage Investo                                              | Merrill Lynch Mortgage Investors Trust Series MLMI 2004-A4                      | CUSIP: 59020ULQ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    502525 | PA      | $446150.29    | 0.02%             | 2034-08-25      | Variable      | 3.52%                 | No            |                  2 | On Loan: No      |
| Peraton Corp                                                                | Peraton Corp                                                                    | CUSIP: 71360HAB3<br>LEI: 549300EQPCK07ZW63836 | Long             | LON              | CORP              | US        |    810295 | PA      | $792740.08    | 0.04%             | 2028-02-01      | Floating      | 7.98%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                            | T-Mobile USA Inc                                                                | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   3810000 | PA      | $3460091.77   | 0.18%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                              | Ginnie Mae II Pool                                                              | CUSIP: 36225CB54<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      6269 | PA      | $6122.81      | 0.00%             | 2027-04-20      | Floating      | 2.88%                 | No            |                  2 | On Loan: No      |
| MIAMI-DADE CNTY FL AVIATION RE                                              | County of Miami-Dade FL Aviation Revenue                                        | CUSIP: 59333P6D5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    445000 | PA      | $378208.55    | 0.02%             | 2028-10-01      | Fixed         | 2.14%                 | No            |                  2 | On Loan: No      |
| ALLIANT ENERGY FINANCE                                                      | Alliant Energy Finance LLC                                                      | CUSIP: 01882YAC0<br>LEI: 54930033ER6EOI5DL570 | Long             | DBT              | CORP              | US        |   6540000 | PA      | $5685116.05   | 0.29%             | 2026-03-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Mid-State Trust                                                             | Mid-State Capital Corp 2006-1 Trust                                             | CUSIP: 59548PAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2777337 | PA      | $2694082.28   | 0.14%             | 2040-10-15      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae REMICS                                                               | CUSIP: 31398RCR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    441460 | PA      | $434720.82    | 0.02%             | 2040-05-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK PLC                                                            | Santander UK PLC                                                                | CUSIP: 80283LAA1<br>LEI: PTCQB104N23FMNK2RZ28 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $1003468.00   | 0.05%             | 2023-11-07      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                   | Fannie Mae or Freddie Mac                                                       | CUSIP: 01F030611<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  43025000 | PA      | $37741748.57  | 1.93%             | 2053-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| J&J Ventures Gaming LLC                                                     | J&J Ventures Gaming LLC                                                         | CUSIP: 46604BAB4<br>LEI: 549300BYPH8FLKS5ZS70 | Long             | LON              | CORP              | US        |    115743 | PA      | $111257.92    | 0.01%             | 2028-04-26      | Floating      | 8.73%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                 | Freddie Mac REMICS                                                              | CUSIP: 3137AR4C7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    364542 | PA      | $365062.17    | 0.02%             | 2041-02-15      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                | GS Mortgage Securities Corp II                                                  | CUSIP: 36250SAA7<br>LEI: 5493005BBCF84ICNQ550 | Long             | ABS-MBS          | CORP              | US        |    909440 | PA      | $904580.29    | 0.05%             | 2051-07-10      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                         | COMM 2016-DC2 Mortgage Trust                                                    | CUSIP: 12594CBD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    154294 | PA      | $149419.82    | 0.01%             | 2049-02-10      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Countrywide Asset-Backed Certi                                              | CWABS Asset-Backed Certificates Trust 2006-4                                    | CUSIP: 126670WV6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4279398 | PA      | $4190219.45   | 0.21%             | 2036-07-25      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| SKYWORKS SOLUTIONS INC                                                      | Skyworks Solutions Inc                                                          | CUSIP: 83088MAJ1<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | DBT              | CORP              | US        |   6340000 | PA      | $6212819.09   | 0.32%             | 2023-06-01      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                                                  | Navient Student Loan Trust 2017-2                                               | CUSIP: 63939RAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2316017 | PA      | $2234162.88   | 0.11%             | 2066-12-27      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| American Money Management Corp                                              | AMMC CLO XIII Ltd                                                               | CUSIP: 00176DAQ2<br>LEI: 549300R4YQWFRASHVE93 | Long             | ABS-CBDO         | CORP              | KY        |   5070481 | PA      | $5032857.59   | 0.26%             | 2029-07-24      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                                              | Wells Fargo Commercial Mortgage Trust 2014-LC16                                 | CUSIP: 94988XAT3<br>LEI: 549300PX4QZK7CUM8D08 | Long             | ABS-MBS          | CORP              | US        |  10245530 | PA      | $9964951.14   | 0.51%             | 2050-08-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                 | Freddie Mac REMICS                                                              | CUSIP: 31398CV47<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    146106 | PA      | $147159.04    | 0.01%             | 2039-05-15      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                                              | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137H5FY8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  12132513 | PA      | $11006216.90  | 0.56%             | 2027-12-25      | Fixed         | 1.68%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                                                     | American Electric Power Co Inc                                                  | CUSIP: 025537AV3<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |   1865000 | PA      | $1921072.47   | 0.10%             | 2027-11-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Credit-Based Asset Servicing a                                              | C-BASS 2007-CB5 Trust                                                           | CUSIP: 12464YAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1997254 | PA      | $1375664.31   | 0.07%             | 2037-04-25      | Floating      | 2.96%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                         | Freddie Mac STACR REMIC Trust 2022-DNA6                                         | CUSIP: 35564KH36<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2094869 | PA      | $2098786.51   | 0.11%             | 2042-09-25      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| CenturyLink Inc                                                             | Lumen Technologies Inc                                                          | CUSIP: 15669GAH7<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | LON              | CORP              | US        |    400920 | PA      | $381481.22    | 0.02%             | 2027-03-15      | Floating      | 6.48%                 | No            |                  2 | On Loan: No      |
| Independence Plaza Trust                                                    | Independence Plaza Trust 2018-INDP                                              | CUSIP: 45378YAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3294364 | PA      | $3081208.93   | 0.16%             | 2035-07-10      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                              | Government National Mortgage Association                                        | CUSIP: 38373MYH7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    184955 | PA      | $184259.91    | 0.01%             | 2041-04-16      | Variable      | 5.28%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                   | Fannie Mae or Freddie Mac                                                       | CUSIP: 01F032617<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3975000 | PA      | $3609797.83   | 0.18%             | 2053-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                                         | Medline Borrower LP                                                             | CUSIP: 58503UAC7<br>LEI: 254900QT3R363TVK6F09 | Long             | LON              | CORP              | US        |   1009831 | PA      | $961465.47    | 0.05%             | 2028-10-23      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                                                  | Navient Private Education Refi Loan Trust 2021-c                                | CUSIP: 63942JAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1019105 | PA      | $867335.65    | 0.04%             | 2069-10-15      | Fixed         | 1.06%                 | No            |                  2 | On Loan: No      |
| Saxon Asset Securities Trust                                                | Saxon Asset Securities Trust 2006-2                                             | CUSIP: 80556XAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11000000 | PA      | $10156399.11  | 0.52%             | 2036-09-25      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| Canyon Capital CLO Ltd                                                      | Canyon Capital CLO 2021-2 Ltd                                                   | CUSIP: 13877EAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    675000 | PA      | $672637.50    | 0.03%             | 2034-04-15      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                               | Citigroup Inc                                                                   | CUSIP: 172967NL1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   6987000 | PA      | $6647589.36   | 0.34%             | 2026-03-17      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae Pool                                                                 | CUSIP: 31402RQN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5506 | PA      | $5596.59      | 0.00%             | 2033-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                              | Ginnie Mae II Pool                                                              | CUSIP: 36225DCE2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    141115 | PA      | $138013.83    | 0.01%             | 2034-07-20      | Floating      | 2.62%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                       | Level 3 Financing Inc                                                           | CUSIP: 527298BP7<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    528000 | PA      | $448014.72    | 0.02%             | 2027-03-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                | GS Mortgage Securities Corp Trust 2022-SHIP                                     | CUSIP: 36269CAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3448000 | PA      | $3405717.80   | 0.17%             | 2036-08-15      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                        | Bank of America Corp                                                            | CUSIP: 06051GJD2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  20993000 | PA      | $18904509.30  | 0.97%             | 2026-06-19      | Fixed         | 1.32%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                 | Freddie Mac Pool                                                                | CUSIP: 3132DWDC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  13375236 | PA      | $10887564.69  | 0.56%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                | GS Mortgage Securities Corp II                                                  | CUSIP: 36266CAA4<br>LEI: 5493005BBCF84ICNQ550 | Long             | ABS-MBS          | CORP              | US        |   3080000 | PA      | $2987097.34   | 0.15%             | 2036-11-15      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| KKR Industrial Portfolio Trust                                              | KKR Industrial Portfolio Trust 2021-KDIP                                        | CUSIP: 48254CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3772018 | PA      | $3648594.33   | 0.19%             | 2037-12-15      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd                                                           | Magnetite XVI Ltd                                                               | CUSIP: 55953RAN1<br>LEI: 549300Z3WHVYABE20I45 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1968736.00   | 0.10%             | 2028-01-18      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| Pre Paid Legal Services Inc                                                 | Pre-Paid Legal Services Inc                                                     | CUSIP: 74006LAS1<br>LEI: 549300DKH5WJ2J8QU878 | Long             | LON              | CORP              | US        |    543714 | PA      | $524102.37    | 0.03%             | 2028-12-15      | Floating      | 8.13%                 | No            |                  2 | On Loan: No      |
| American Money Management Corp                                              | Ammc Clo 19 Ltd                                                                 | CUSIP: 00176PAJ1<br>LEI: 549300MYS7FLQJZMYD18 | Long             | ABS-CBDO         | CORP              | KY        |    500420 | PA      | $500095.19    | 0.03%             | 2028-10-16      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Terwin Mortgage Trust                                                       | Terwin Mortgage Trust 2004-7HE                                                  | CUSIP: 881561FV1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     72342 | PA      | $62361.37     | 0.00%             | 2034-07-25      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| Credit-Based Asset Servicing a                                              | Credit-Based Asset Servicing and Securitization LLC                             | CUSIP: 1248MEAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1105924 | PA      | $1070560.97   | 0.05%             | 2037-04-25      | Floating      | 2.58%                 | No            |                  2 | On Loan: No      |
| Gainwell Acquisition Corp                                                   | Gainwell Acquisition Corp                                                       | CUSIP: 59909TAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    645063 | PA      | $607165.82    | 0.03%             | 2027-10-01      | Floating      | 8.20%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Acquisition                                              | JP Morgan Mortgage Acquisition Trust 2007-CH4                                   | CUSIP: 46630CAF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  14750000 | PA      | $14103532.58  | 0.72%             | 2037-05-25      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| SKYAF 2020-1 A                                                              | SKYAF 2020-1 A                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6105294 | PA      | $5411531.54   | 0.28%             | 2038-05-10      | Floating      | 3.23%                 | No            |                  3 | On Loan: No      |
| JPMORGAN CHASE & CO                                                         | JPMorgan Chase & Co                                                             | CUSIP: 46647PBR6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    879000 | PA      | $769900.52    | 0.04%             | 2028-06-01      | Fixed         | 2.18%                 | No            |                  2 | On Loan: No      |
| Deerfield Dakota Holding LLC                                                | Deerfield Dakota Holding LLC                                                    | CUSIP: 24440EAB3<br>LEI: 549300FDREJLOIGXY104 | Long             | LON              | CORP              | US        |    441391 | PA      | $413322.77    | 0.02%             | 2027-04-09      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                         | COMM 2013-CCRE9 Mortgage Trust                                                  | CUSIP: 12625UAC7<br>LEI: 549300C72XVZH4MIKU63 | Long             | ABS-MBS          | CORP              | US        |   3100000 | PA      | $3026821.40   | 0.16%             | 2045-07-10      | Variable      | 4.29%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                    | JP Morgan Mortgage Trust 2007-A1                                                | CUSIP: 46630GAS4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     76881 | PA      | $74441.17     | 0.00%             | 2035-07-25      | Variable      | 3.45%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                                    | Avolon Holdings Funding Ltd                                                     | CUSIP: 05401AAJ0<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   2350000 | PA      | $2021888.89   | 0.10%             | 2027-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corpora                                              | Chase Mortgage Finance Trust Series 2007-A1                                     | CUSIP: 161630AW8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2742067 | PA      | $2613756.70   | 0.13%             | 2037-02-25      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| ILLUMINA INC                                                                | Illumina Inc                                                                    | CUSIP: 452327AN9<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5047683.00   | 0.26%             | 2025-12-12      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                                                    | Plains All American Pipeline LP / PAA Finance Corp                              | CUSIP: 72650RBL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3017000 | PA      | $2902506.27   | 0.15%             | 2026-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch First Franklin M                                              | Merrill Lynch First Franklin Mortgage Loan Trust Series 2007-3                  | CUSIP: 59024VAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7560930 | PA      | $4669664.56   | 0.24%             | 2037-06-25      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                       | Tenet Healthcare Corp                                                           | CUSIP: 88033GDC1<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |   2321000 | PA      | $2266434.13   | 0.12%             | 2024-09-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                 | Freddie Mac REMICS                                                              | CUSIP: 31398CKM9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    213922 | PA      | $215759.88    | 0.01%             | 2038-06-15      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| JBS USA/FOOD/FINANCE                                                        | JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc                          | CUSIP: 46590XAG1<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |   2205000 | PA      | $2095172.48   | 0.11%             | 2028-02-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                                                      | SLM Student Loan Trust 2013-4                                                   | CUSIP: 78448AAA1<br>LEI: 5493004WA7G168XIR344 | Long             | ABS-O            | CORP              | US        |   2205276 | PA      | $2116407.62   | 0.11%             | 2043-06-25      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                                              | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FARM2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1142586 | PA      | $1143026.46   | 0.06%             | 2044-05-25      | Floating      | 3.17%                 | No            |                  2 | On Loan: No      |
| Element Materials Technology Group US Holding Inc                           | Element Materials Technology Group US Holdings Inc                              | CUSIP: 000000000<br>LEI: 213800EGOJGGUKUGEZ30 | Long             | LON              | CORP              | US        |    579097 | PA      | $567274.72    | 0.03%             | 2029-06-22      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| COX COMMUNICATIONS INC                                                      | Cox Communications Inc                                                          | CUSIP: 224044AG2<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |    900000 | PA      | $938028.03    | 0.05%             | 2025-06-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae REMICS                                                               | CUSIP: 31398NTE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    567012 | PA      | $562159.22    | 0.03%             | 2040-10-25      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| Ace Securities Corp.                                                        | ACE Securities Corp Home Equity Loan Trust Series 2006-OP1                      | CUSIP: 00442PAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6661467 | PA      | $5847588.74   | 0.30%             | 2036-04-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| MASTR Alternative Loans Trust                                               | MASTR Alternative Loan Trust 2003-9                                             | CUSIP: 576434KX1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1806472 | PA      | $1714803.99   | 0.09%             | 2033-11-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                                        | Charter Communications Operating LLC                                            | CUSIP: 16117LBX6<br>LEI: 549300TPZNMN50BJ3745 | Long             | LON              | CORP              | US        |    242481 | PA      | $237146.59    | 0.01%             | 2027-02-01      | Floating      | 6.14%                 | No            |                  2 | On Loan: No      |
| Bayview Commercial Asset Trust                                              | Bayview Commercial Asset Trust 2005-1                                           | CUSIP: 07324SBE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    102132 | PA      | $97639.80     | 0.01%             | 2035-04-25      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                              | Morgan Stanley                                                                  | CUSIP: 6174468W2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  17835000 | PA      | $17725877.27  | 0.91%             | 2024-01-25      | Fixed         | 0.53%                 | No            |                  2 | On Loan: No      |
| NMLT Trust                                                                  | NLT 2021-INV2 Trust                                                             | CUSIP: 62917JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6581804 | PA      | $5331847.08   | 0.27%             | 2056-08-25      | Variable      | 1.16%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC                                                     | Bayer US Finance II LLC                                                         | CUSIP: 07274NAX1<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |   4665000 | PA      | $4355091.22   | 0.22%             | 2025-04-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae REMICS                                                               | CUSIP: 31396WVQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    167254 | PA      | $165373.54    | 0.01%             | 2037-07-25      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                                    | Avolon Holdings Funding Ltd                                                     | CUSIP: 05401AAR2<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   5905000 | PA      | $4728536.40   | 0.24%             | 2027-11-18      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| Structured Asset Securities Co                                              | Structured Asset Securities Corp Mortgage Pass-Through Ctfs Ser 2003 26A        | CUSIP: 86359AS95<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    214578 | PA      | $206662.87    | 0.01%             | 2033-09-25      | Variable      | 3.81%                 | No            |                  2 | On Loan: No      |
| JERSEY CENTRAL PWR & LT                                                     | Jersey Central Power & Light Co                                                 | CUSIP: 476556DC6<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |   1868000 | PA      | $1806326.06   | 0.09%             | 2026-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CF Hippolyta Issuer LLC                                                     | CF Hippolyta Issuer LLC                                                         | CUSIP: 12530MAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8356377 | PA      | $7331191.91   | 0.38%             | 2060-07-15      | Fixed         | 1.69%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC                                                            | Berry Global Inc                                                                | CUSIP: 085770AA3<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |   1365000 | PA      | $1317294.12   | 0.07%             | 2026-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                            | CSC Holdings LLC                                                                | CUSIP: 64072UAK8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | LON              | CORP              | US        |    244962 | PA      | $219547.40    | 0.01%             | 2027-04-15      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| ALIMENTATION COUCHE-TARD                                                    | Alimentation Couche-Tard Inc                                                    | CUSIP: 01626PAH9<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |   2175000 | PA      | $2003103.01   | 0.10%             | 2027-07-26      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receiva                                              | AmeriCredit Automobile Receivables Trust 2020-3                                 | CUSIP: 03066PAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2587000 | PA      | $2391684.86   | 0.12%             | 2026-09-18      | Fixed         | 1.49%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                                                     | Carmax Auto Owner Trust 2019-4                                                  | CUSIP: 14315WAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3270000 | PA      | $3162620.07   | 0.16%             | 2025-09-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                         | JPMorgan Chase & Co                                                             | CUSIP: 46647PAY2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  19520000 | PA      | $19235963.89  | 0.99%             | 2024-12-05      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortga                                              | MF1 2020-FL4 Ltd                                                                | CUSIP: 58003UAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8434614 | PA      | $8298822.03   | 0.43%             | 2035-11-15      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| HUB International Ltd                                                       | HUB International Ltd                                                           | CUSIP: 44332EAU0<br>LEI: 549300JQT6ATTUNS5E06 | Long             | LON              | CORP              | US        |    500000 | PA      | $496192.50    | 0.03%             | 2025-04-25      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| PARK AEROSPACE HOLDINGS                                                     | Park Aerospace Holdings Ltd                                                     | CUSIP: 70014LAC4<br>LEI: 635400CPI3EOIFF6OC33 | Long             | DBT              | CORP              | KY        |    365000 | PA      | $364126.30    | 0.02%             | 2023-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                              | Ginnie Mae II Pool                                                              | CUSIP: 36225CUP9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      8667 | PA      | $8423.40      | 0.00%             | 2032-03-20      | Floating      | 2.62%                 | No            |                  2 | On Loan: No      |
| AthenaHealth Group Inc                                                      | AthenaHealth Group Inc                                                          | CUSIP: 04686RAB9<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | LON              | CORP              | US        |   2402615 | PA      | $2175231.56   | 0.11%             | 2029-02-15      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| Vericrest Opportunity Loan Tra                                              | VOLT XCIV LLC                                                                   | CUSIP: 92873AAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7952741 | PA      | $7228620.93   | 0.37%             | 2051-02-27      | Variable      | 2.24%                 | No            |                  2 | On Loan: No      |
| Flagship Credit Auto Trust                                                  | Flagship Credit Auto Trust 2019-4                                               | CUSIP: 33845FAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2967000 | PA      | $2844706.13   | 0.15%             | 2026-01-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| ReadyCap Commercial Mortgage T                                              | ReadyCap Commercial Mortgage Trust 2019-6                                       | CUSIP: 75575QAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3634429 | PA      | $3369919.54   | 0.17%             | 2052-10-25      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| Credit-Based Asset Servicing a                                              | Securitized Asset Backed Receivables LLC Trust 2006-CB1                         | CUSIP: 81375WHH2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1439909 | PA      | $1126542.41   | 0.06%             | 2036-01-25      | Variable      | 2.91%                 | No            |                  2 | On Loan: No      |
| SPRINT SPECTRUM / SPEC I                                                    | Sprint Spectrum Co LLC / Sprint Spectrum Co II LLC / Sprint Spectrum Co III LLC | CUSIP: 85208NAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1035000 | PA      | $1021113.28   | 0.05%             | 2028-03-20      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ARTERA SERVICES LLC                                                         | Artera Services LLC                                                             | CUSIP: 73939VAA2<br>LEI: 549300J2G34D0WX8Z443 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2097866.85   | 0.11%             | 2025-12-04      | Fixed         | 9.03%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                                    | Avolon Holdings Funding Ltd                                                     | CUSIP: 05401AAP6<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   1350000 | PA      | $1085777.06   | 0.06%             | 2028-02-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Proofpoint Inc                                                              | Proofpoint Inc                                                                  | CUSIP: 74345HAB7<br>LEI: 529900C5FODDK0WSR085 | Long             | LON              | CORP              | US        |    130443 | PA      | $125750.57    | 0.01%             | 2028-08-31      | Floating      | 7.98%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                | GS Mortgage Securities Trust 2018-GS9                                           | CUSIP: 36255NAR6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2427963 | PA      | $2366233.58   | 0.12%             | 2051-03-10      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| Perrigo Investments, LLC                                                    | Perrigo Investments LLC                                                         | CUSIP: 000000000<br>LEI: 549300POZGC78VHAAJ73 | Long             | LON              | CORP              | IE        |    497500 | PA      | $495634.38    | 0.03%             | 2029-04-20      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Babson CLO Ltd                                                              | Barings CLO Ltd 2018-III                                                        | CUSIP: 06760PAC5<br>LEI: 5493000D71NBEM2WZE67 | Long             | ABS-CBDO         | CORP              | KY        |   2267217 | PA      | $2251605.32   | 0.12%             | 2029-07-20      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| Residential Asset Mortgage Pro                                              | RAMP Series 2006-NC2 Trust                                                      | CUSIP: 75156TAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    477011 | PA      | $474200.91    | 0.02%             | 2036-02-25      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                            | BAT Capital Corp                                                                | CUSIP: 05526DBB0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   9265000 | PA      | $8450557.95   | 0.43%             | 2027-08-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                                    | Santander UK Group Holdings PLC                                                 | CUSIP: 80281LAH8<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    320000 | PA      | $319981.04    | 0.02%             | 2024-01-05      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| RUBY PIPELINE LLC                                                           | Ruby Pipeline LLC                                                               | CUSIP: 781172AB7<br>LEI: 549300VXRTBPBK07QT94 | Long             | DBT              | CORP              | US        |   2254091 | PA      | $2456959.09   | 0.13%             | 2022-04-01      | Variable      | 8.00%                 | No            |                  3 | On Loan: No      |
| Nelnet Student Loan Trust                                                   | Nelnet Student Loan Trust 2014-5                                                | CUSIP: 64033NAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4705861 | PA      | $4541693.65   | 0.23%             | 2046-07-25      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| CDK Global Inc                                                              | Central Parent Inc                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    347835 | PA      | $345285.29    | 0.02%             | 2029-07-06      | Floating      | 9.08%                 | No            |                  2 | On Loan: No      |
| Stack Infrastructure Issuer LL                                              | Stack Infrastructure Issuer LLC                                                 | CUSIP: 85236KAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $4698865.90   | 0.24%             | 2044-10-25      | Fixed         | 3.08%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV                                                     | Fidelity National Information Services Inc                                      | CUSIP: 31620MBV7<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |   6045000 | PA      | $5937421.79   | 0.30%             | 2025-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                            | T-Mobile USA Inc                                                                | CUSIP: 87264ABR5<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   3766000 | PA      | $3432139.88   | 0.18%             | 2026-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Rec                                              | American Credit Acceptance Receivables Trust 2020-3                             | CUSIP: 025297AD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1700000 | PA      | $1651642.31   | 0.08%             | 2026-06-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                                 | US 5 YEAR TREASURY NOTE                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |     -3866 | NC      | $-68041.60    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BNC Mortgage Loan Trust                                                     | BNC Mortgage Loan Trust 2007-1                                                  | CUSIP: 05569GAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4621399 | PA      | $4240266.82   | 0.22%             | 2037-03-25      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                               | Citigroup Inc                                                                   | CUSIP: 172967MT5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |  16523000 | PA      | $15858194.12  | 0.81%             | 2024-10-30      | Fixed         | 0.78%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                                              | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FUZN7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    781676 | PA      | $767558.90    | 0.04%             | 2025-01-25      | Fixed         | 0.53%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                                              | USD/EUR FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-610916.23   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Ashford Hospitality Trust                                                   | Ashford Hospitality Trust 2018-KEYS                                             | CUSIP: 04410CAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6275000 | PA      | $6060671.79   | 0.31%             | 2035-06-15      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd                                                       | Palmer Square CLO 2018-1 Ltd                                                    | CUSIP: 69703PAA7<br>LEI: 549300A8L0VCZ9626397 | Long             | ABS-CBDO         | CORP              | KY        |   2075000 | PA      | $2047998.03   | 0.10%             | 2031-04-18      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                 | Freddie Mac REMICS                                                              | CUSIP: 31392KC38<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3005 | PA      | $3022.05      | 0.00%             | 2031-06-15      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                       | Wells Fargo & Co                                                                | CUSIP: 95000U2V4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |  32200000 | PA      | $29877737.93  | 1.53%             | 2028-03-24      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| Soundview Home Equity Loan Tru                                              | Soundview Home Loan Trust 2006-OPT4                                             | CUSIP: 83611YAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3931637 | PA      | $3755351.19   | 0.19%             | 2036-06-25      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivabl                                              | Santander Drive Auto Receivables Trust 2019-2                                   | CUSIP: 80286GAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3441075 | PA      | $3411806.41   | 0.17%             | 2025-07-15      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| Tricon American Homes                                                       | Tricon American Homes 2017-SFR2 Trust                                           | CUSIP: 89613FAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9017000 | PA      | $8716178.45   | 0.45%             | 2036-01-17      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| Accredited Mortgage Loan Trust                                              | Accredited Mortgage Loan Trust 2007-1                                           | CUSIP: 00438QAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1543496 | PA      | $1528592.36   | 0.08%             | 2037-02-25      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                                  | Progress Residential 2020-SFR3 Trust                                            | CUSIP: 74333AAL4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6980000 | PA      | $6118471.16   | 0.31%             | 2027-10-17      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| American Airlines Inc                                                       | AAdvantage Loyalty IP Ltd                                                       | CUSIP: 02376CBJ3<br>LEI: N/A                  | Long             | LON              | CORP              | KY        |    113328 | PA      | $113027.25    | 0.01%             | 2028-04-20      | Floating      | 8.99%                 | No            |                  2 | On Loan: No      |
| ITC HOLDINGS CORP                                                           | ITC Holdings Corp                                                               | CUSIP: 465685AR6<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |   5460000 | PA      | $5398370.36   | 0.28%             | 2027-09-22      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                             | United States Treasury Note/Bond                                                | CUSIP: 91282CFZ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  32455000 | PA      | $32279207.49  | 1.65%             | 2027-11-30      | Fixed         | 3.88%                 | No            |                  1 | On Loan: No      |
| PREMIER HEALTH PARTNERS                                                     | Premier Health Partners                                                         | CUSIP: 74052BAA5<br>LEI: 549300KETC002I82TF46 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3086485.29   | 0.16%             | 2026-11-15      | Fixed         | 2.91%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                            | BAT Capital Corp                                                                | CUSIP: 05526DAZ8<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   2140000 | PA      | $2064976.74   | 0.11%             | 2024-08-15      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor                                              | JP Morgan Chase Commercial Mortgage Securities Trust 2021-MHC                   | CUSIP: 466330AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4932362 | PA      | $4806724.30   | 0.25%             | 2038-04-15      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                         | COMM 2014-CCRE15 Mortgage Trust                                                 | CUSIP: 12591RAY6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1542423 | PA      | $1526579.63   | 0.08%             | 2047-02-10      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                   | Fannie Mae or Freddie Mac                                                       | CUSIP: 01F020612<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  55600000 | PA      | $45255931.36  | 2.32%             | 2053-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                 | Freddie Mac REMICS                                                              | CUSIP: 3137FRTX9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5068729 | PA      | $4934325.41   | 0.25%             | 2050-03-25      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                 | Freddie Mac Gold Pool                                                           | CUSIP: 31298EX91<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2955 | PA      | $3038.25      | 0.00%             | 2029-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Pennsylvania Higher Education                                               | PHEAA Student Loan Trust 2016-1                                                 | CUSIP: 69343FAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4617446 | PA      | $4522520.61   | 0.23%             | 2065-09-25      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| KFC Holding Co                                                              | KFC Holding Co                                                                  | CUSIP: 72584DAF1<br>LEI: 549300G2LG4YUB3MM115 | Long             | LON              | CORP              | US        |    197262 | PA      | $195042.49    | 0.01%             | 2028-03-15      | Floating      | 6.09%                 | No            |                  2 | On Loan: No      |
| MASTR Adjustable Rate Mortgage                                              | MASTR Adjustable Rate Mortgages Trust 2004-3                                    | CUSIP: 576433KT2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     49938 | PA      | $46376.11     | 0.00%             | 2034-04-25      | Variable      | 3.30%                 | No            |                  2 | On Loan: No      |
| MACQUARIE GROUP LTD                                                         | Macquarie Group Ltd                                                             | CUSIP: 55608JAR9<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |   3425000 | PA      | $2988667.57   | 0.15%             | 2027-01-12      | Fixed         | 1.34%                 | No            |                  2 | On Loan: No      |
| Jane Street Group LLC                                                       | Jane Street Group LLC                                                           | CUSIP: 47077DAG5<br>LEI: 5493002N1IVX6KHGYO08 | Long             | LON              | CORP              | US        |    740554 | PA      | $720014.88    | 0.04%             | 2028-01-26      | Floating      | 7.13%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                        | Bank of America Corp                                                            | CUSIP: 06051GJG5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  15840000 | PA      | $14622500.38  | 0.75%             | 2025-09-25      | Fixed         | 0.98%                 | No            |                  2 | On Loan: No      |
| Nationstar Home Equity Loan Tr                                              | Nationstar Home Equity Loan Trust 2007-B                                        | CUSIP: 63860LAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3271263 | PA      | $3247731.13   | 0.17%             | 2037-04-25      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                    | BX Commercial Mortgage Trust 2020-VKNG                                          | CUSIP: 12433YAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4719596 | PA      | $4610928.67   | 0.24%             | 2037-10-15      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Inc                                                  | Morgan Stanley ABS Capital I Inc Trust 2004-NC7                                 | CUSIP: 61744CFQ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    745083 | PA      | $701321.07    | 0.04%             | 2034-07-25      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| Transdigm Inc                                                               | TransDigm Inc                                                                   | CUSIP: 89364MBQ6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |    388000 | PA      | $384517.70    | 0.02%             | 2025-05-30      | Floating      | 6.98%                 | No            |                  2 | On Loan: No      |
| Azz Inc                                                                     | AZZ Inc                                                                         | CUSIP: 00247NAG7<br>LEI: 549300HD1X2NFLWPYC83 | Long             | LON              | CORP              | US        |    552057 | PA      | $552661.36    | 0.03%             | 2029-05-11      | Floating      | 8.55%                 | No            |                  2 | On Loan: No      |
| Whatabrands LLC                                                             | Whatabrands LLC                                                                 | CUSIP: 96244UAF4<br>LEI: 254900HMMX4HTWIP0085 | Long             | LON              | CORP              | US        |    992500 | PA      | $961484.38    | 0.05%             | 2028-08-03      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                                                     | Southern Co Gas Capital Corp                                                    | CUSIP: 001192AL7<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |   1950000 | PA      | $1883128.38   | 0.10%             | 2025-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AmWINS Group Inc                                                            | AmWINS Group Inc                                                                | CUSIP: 03234TAW8<br>LEI: 549300SJE7MUB8NMRG61 | Long             | LON              | CORP              | US        |    295569 | PA      | $290696.87    | 0.01%             | 2028-02-19      | Floating      | 6.48%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                 | Freddie Mac Gold Pool                                                           | CUSIP: 3128MCCL7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       452 | PA      | $450.80       | 0.00%             | 2024-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Asset-Backed Certi                                              | CWABS Asset-Backed Certificates Trust 2006-14                                   | CUSIP: 23243LAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2646357 | PA      | $2465937.22   | 0.13%             | 2037-02-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| FARMERS INS EXCH                                                            | Farmers Insurance Exchange                                                      | CUSIP: 309601AA0<br>LEI: 549300UWG2TLX1GZVT44 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5160400.65   | 0.26%             | 2024-05-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Nortonlifelock Inc.                                                         | Gen Digital Inc                                                                 | CUSIP: 66877AAD0<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | LON              | CORP              | US        |   3000000 | PA      | $2955630.00   | 0.15%             | 2029-09-12      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Intelsat Jackson Holdings SA                                                | Intelsat Jackson Holdings SA                                                    | CUSIP: 000000000<br>LEI: 8XJ8KF85PBKK1TLMFN29 | Long             | LON              | CORP              | LU        |   1879939 | PA      | $1818841.08   | 0.09%             | 2029-02-01      | Floating      | 7.44%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                              | Government National Mortgage Association                                        | CUSIP: 38376JDD3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2285472 | PA      | $105803.42    | 0.01%             | 2037-05-20      | Floating      | 2.45%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                    | BX Commercial Mortgage Trust 2021-VINO                                          | CUSIP: 05608KAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5354000 | PA      | $5160750.85   | 0.26%             | 2038-05-15      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| UBS AG LONDON                                                               | UBS AG/London                                                                   | CUSIP: 902674YL8<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | DBT              | CORP              | CH        |   3185000 | PA      | $3163941.70   | 0.16%             | 2024-08-09      | Floating      | 4.40%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                         | JPMorgan Chase & Co                                                             | CUSIP: 46647PBZ8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   6581000 | PA      | $6515681.40   | 0.33%             | 2024-03-16      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                                               | UBS Commercial Mortgage Trust 2018-C12                                          | CUSIP: 90353DAV7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9264415 | PA      | $9178900.20   | 0.47%             | 2051-08-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Cer                                              | WaMu Mortgage Pass-Through Certificates Series 2005-AR2 Trust                   | CUSIP: 92922FD47<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    123532 | PA      | $118646.14    | 0.01%             | 2045-01-25      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| MASTR Alternative Loans Trust                                               | MASTR Alternative Loan Trust 2003-5                                             | CUSIP: 576434FF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1646389 | PA      | $1532451.45   | 0.08%             | 2033-07-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Alt-A Trust                                                    | Bear Stearns ALT-A Trust 2004-10                                                | CUSIP: 07386HME8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1779572 | PA      | $1778571.36   | 0.09%             | 2034-09-25      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae REMICS                                                               | CUSIP: 31398FDH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1576811 | PA      | $1603330.83   | 0.08%             | 2049-10-25      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                    | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAQ8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   6300000 | PA      | $6117057.32   | 0.31%             | 2024-02-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| PENNSYLVANIA ELECTRIC CO                                                    | Pennsylvania Electric Co                                                        | CUSIP: 708696BX6<br>LEI: O1PLQWO3TX952VMBJ146 | Long             | DBT              | CORP              | US        |    500000 | PA      | $479256.10    | 0.02%             | 2025-04-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| FEDERAL REALTY INVS TRST                                                    | Federal Realty Investment Trust                                                 | CUSIP: 313747AF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1850000 | PA      | $1944060.49   | 0.10%             | 2026-08-15      | Fixed         | 7.48%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                                                     | GLP Capital LP / GLP Financing II Inc                                           | CUSIP: 361841AN9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1197000 | PA      | $1153357.38   | 0.06%             | 2024-09-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd                                                           | Magnetite VII Ltd                                                               | CUSIP: 55951PBA4<br>LEI: 549300B54XJTQC6DWJ15 | Long             | ABS-CBDO         | CORP              | KY        |   5501871 | PA      | $5433868.08   | 0.28%             | 2028-01-15      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| Brazos Higher Education Author                                              | Brazos Higher Education Authority Inc                                           | CUSIP: 10620NCG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     12615 | PA      | $12559.28     | 0.00%             | 2030-02-25      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                                                    | Madison Park Funding XIX Ltd                                                    | CUSIP: 55819QAY3<br>LEI: 254900END3IQSN7CTN87 | Long             | ABS-CBDO         | CORP              | KY        |   5965917 | PA      | $5907289.89   | 0.30%             | 2028-01-22      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| Jazz Financing Lux Sarl                                                     | Jazz Financing Lux Sarl                                                         | CUSIP: 000000000<br>LEI: 635400WUEO2NSG5OIU34 | Long             | LON              | CORP              | LU        |    472651 | PA      | $469217.01    | 0.02%             | 2028-05-05      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| Alpha Topco Limited - Delta 2 (Lux) Sarl                                    | Delta 2 Lux Sarl                                                                | CUSIP: 000000000<br>LEI: 549300BBG8Z3D6QSYP53 | Long             | LON              | CORP              | LU        |     29788 | PA      | $29810.77     | 0.00%             | 2030-01-15      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Bank                                                                        | BANK 2018-BNK14                                                                 | CUSIP: 06035RAP1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4658585 | PA      | $4547887.85   | 0.23%             | 2060-09-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Lehman ABS Manufactured Housin                                              | Lehman ABS Manufactured Housing Contract Trust 2001-B                           | CUSIP: 52519SAK9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  55196304 | PA      | $731693.24    | 0.04%             | 2040-04-15      | Variable      | 0.55%                 | No            |                  3 | On Loan: No      |
| HCA INC                                                                     | HCA Inc                                                                         | CUSIP: 404121AH8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   2520000 | PA      | $2495480.40   | 0.13%             | 2026-09-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SREIT Trust                                                                 | SREIT Trust 2021-MFP2                                                           | CUSIP: 85236WCE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3640000 | PA      | $3508836.60   | 0.18%             | 2036-11-15      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| Irvine Core Office Trust                                                    | Irvine Core Office Trust 2013-IRV                                               | CUSIP: 46361TAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1126093 | PA      | $1120107.16   | 0.06%             | 2048-05-15      | Fixed         | 2.07%                 | No            |                  2 | On Loan: No      |
| Credit Suisse First Boston Mor                                              | Credit Suisse First Boston Mortgage Securities Corp                             | CUSIP: 22541Q4Y5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    298194 | PA      | $284383.27    | 0.01%             | 2034-02-25      | Variable      | 3.64%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                              | Ginnie Mae II Pool                                                              | CUSIP: 36202CG56<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       127 | PA      | $126.98       | 0.00%             | 2025-06-20      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Structured Asset Securities Co                                              | Structured Asset Securities Corp Mortgage Loan Trust 2006-BC6                   | CUSIP: 86362VAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1235698 | PA      | $1217662.54   | 0.06%             | 2037-01-25      | Floating      | 4.56%                 | No            |                  2 | On Loan: No      |
| MASTR Asset Backed Securities                                               | MASTR Asset Backed Securities Trust 2006-HE1                                    | CUSIP: 57643LQV1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5566815 | PA      | $5336006.58   | 0.27%             | 2036-01-25      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| NEW YORK CITY NY TRANSITIONAL                                               | New York City Transitional Finance Authority Future Tax Secured Revenue         | CUSIP: 64971WMF4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1110000 | PA      | $1061475.02   | 0.05%             | 2025-08-01      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| Fertitta Entertainment LLC                                                  | Fertitta Entertainment LLC/NV                                                   | CUSIP: 31556PAB3<br>LEI: 984500A0805D8V551D35 | Long             | LON              | CORP              | US        |    905850 | PA      | $863053.26    | 0.04%             | 2029-01-26      | Floating      | 8.20%                 | No            |                  2 | On Loan: No      |
| GSAMP Trust                                                                 | GSAMP Trust 2006-HE2                                                            | CUSIP: 362334LJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4438958 | PA      | $4275672.52   | 0.22%             | 2046-03-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                                                   | Morgan Stanley Bank of America Merrill Lynch Trust 2013-C12                     | CUSIP: 61762XAV9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  42468554 | PA      | $71426.16     | 0.00%             | 2046-10-15      | Variable      | 0.55%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                 | Oracle Corp                                                                     | CUSIP: 68389XBU8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   9385000 | PA      | $8562961.19   | 0.44%             | 2027-04-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                    | Capital One Financial Corp                                                      | CUSIP: 14040HCM5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   5150000 | PA      | $4830219.76   | 0.25%             | 2026-03-03      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                                                      | SLM Student Loan Trust 2012-2                                                   | CUSIP: 78446YAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1874059 | PA      | $1742462.62   | 0.09%             | 2029-01-25      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| SMRT                                                                        | SMRT 2022-MINI                                                                  | CUSIP: 78457JAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2885000 | PA      | $2794975.59   | 0.14%             | 2039-01-15      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC                                                            | Berry Global Inc                                                                | CUSIP: 08576PAF8<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1713255.64   | 0.09%             | 2027-01-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                                                      | VICI Properties LP / VICI Note Co Inc                                           | CUSIP: 92564RAJ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2590000 | PA      | $2530235.52   | 0.13%             | 2027-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST DORM AUTH ST PERSO                                              | New York State Dormitory Authority                                              | CUSIP: 649902S95<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |   4040000 | PA      | $4046037.38   | 0.21%             | 2024-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables                                               | Exeter Automobile Receivables Trust 2021-4                                      | CUSIP: 30165JAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3110000 | PA      | $2928537.41   | 0.15%             | 2027-10-15      | Fixed         | 1.46%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae REMICS                                                               | CUSIP: 31398MDK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3686400 | PA      | $363960.82    | 0.02%             | 2036-11-25      | Floating      | 1.84%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                    | Lloyds Banking Group PLC                                                        | CUSIP: 53944YAT0<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |  10255000 | PA      | $10030563.79  | 0.51%             | 2026-08-11      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| Impac CMB Trust                                                             | Impac CMB Trust Series 2005-5                                                   | CUSIP: 45254NPU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1019638 | PA      | $927140.74    | 0.05%             | 2035-08-25      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| II-VI Incorporated                                                          | Coherent Corp                                                                   | CUSIP: 45173JAQ7<br>LEI: 549300O5C25A0MMHHU33 | Long             | LON              | CORP              | US        |    146502 | PA      | $145329.79    | 0.01%             | 2029-07-02      | Floating      | 7.03%                 | No            |                  2 | On Loan: No      |
| DENVER CITY & CNTY CO ARPT REV                                              | City & County of Denver CO Airport System Revenue                               | CUSIP: 249182PK6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    895000 | PA      | $864420.86    | 0.04%             | 2023-11-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                            | T-Mobile USA Inc                                                                | CUSIP: 87264ABD6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   6325000 | PA      | $5968524.52   | 0.31%             | 2027-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Open Text Corporation                                                       | Open Text Corp                                                                  | CUSIP: 000000000<br>LEI: 549300HP7ONDQODZJV16 | Long             | LON              | CORP              | CA        |    102904 | PA      | $100755.60    | 0.01%             | 2029-11-16      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| AMCOR FLEXIBLES NORTH AM                                                    | Amcor Flexibles North America Inc                                               | CUSIP: 02343JAA8<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |   6125000 | PA      | $5963783.45   | 0.31%             | 2025-05-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PetVet Care Centers LLC                                                     | PetVet Care Centers LLC                                                         | CUSIP: 70476XAK1<br>LEI: 549300V0HK8MSXZNOM91 | Long             | LON              | CORP              | US        |    116100 | PA      | $109470.69    | 0.01%             | 2025-02-14      | Floating      | 7.73%                 | No            |                  2 | On Loan: No      |
| AON CORP                                                                    | Aon Corp                                                                        | CUSIP: 037389BB8<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |   2442000 | PA      | $2356319.01   | 0.12%             | 2028-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP                                                           | Clarios Global LP                                                               | CUSIP: 000000000<br>LEI: 549300474L1ZLXZY2P98 | Long             | LON              | CORP              | CA        |    507125 | PA      | $498673.51    | 0.03%             | 2026-04-30      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| DNB BANK ASA                                                                | DNB Bank ASA                                                                    | CUSIP: 25601B2A2<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |   8340000 | PA      | $7668998.21   | 0.39%             | 2025-09-30      | Fixed         | 0.86%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Rec                                              | American Credit Acceptance Receivables Trust 2019-4                             | CUSIP: 02529RAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    634296 | PA      | $626231.49    | 0.03%             | 2025-12-12      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                         | COMM 2015-PC1 Mortgage Trust                                                    | CUSIP: 12593GAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4323875 | PA      | $4168718.26   | 0.21%             | 2050-07-10      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                         | JPMorgan Chase & Co                                                             | CUSIP: 46647PAF3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1621000 | PA      | $1494115.75   | 0.08%             | 2028-05-01      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                              | Ginnie Mae II Pool                                                              | CUSIP: 36202KRU1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3630 | PA      | $3576.84      | 0.00%             | 2025-02-20      | Floating      | 3.00%                 | No            |                  2 | On Loan: No      |
| DBGS Mortgage Trust                                                         | DBGS 2018-BIOD Mortgage Trust                                                   | CUSIP: 23306GAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9082801 | PA      | $8936040.34   | 0.46%             | 2035-05-15      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| Mid-State Trust                                                             | Mid-State Trust                                                                 | CUSIP: 59549RAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    298406 | PA      | $286852.57    | 0.01%             | 2036-02-15      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| LHOME Mortgage Trust                                                        | LHOME Mortgage Trust 2021-RTL1                                                  | CUSIP: 501894AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3910000 | PA      | $3718148.42   | 0.19%             | 2026-02-25      | Variable      | 2.09%                 | No            |                  2 | On Loan: No      |
| RealPage Inc                                                                | RealPage Inc                                                                    | CUSIP: 75605VAD4<br>LEI: 5493001RSFZX4122A604 | Long             | LON              | CORP              | US        |    608183 | PA      | $579598.60    | 0.03%             | 2028-04-24      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                           | Eversource Energy                                                               | CUSIP: 30040WAQ1<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |   6425000 | PA      | $5927264.37   | 0.30%             | 2027-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| COX COMMUNICATIONS INC                                                      | Cox Communications Inc                                                          | CUSIP: 224044CH8<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |   1199000 | PA      | $1156045.32   | 0.06%             | 2024-08-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust                                                | Drive Auto Receivables Trust 2021-2                                             | CUSIP: 262104AE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5745000 | PA      | $5529973.27   | 0.28%             | 2027-10-15      | Fixed         | 0.87%                 | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd                                              | Palmer Square Loan Funding 2021-2 Ltd                                           | CUSIP: 69702DAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1179771 | PA      | $1166229.34   | 0.06%             | 2029-05-20      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| MACQUARIE GROUP LTD                                                         | Macquarie Group Ltd                                                             | CUSIP: 55608JBA5<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |   5880000 | PA      | $5399887.06   | 0.28%             | 2025-10-14      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                                                | VOYA CLO 2017-2                                                                 | CUSIP: 92915UAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   9224731 | PA      | $9115030.77   | 0.47%             | 2030-06-07      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| Grifols Worldwide Operations USA Inc                                        | Grifols Worldwide Operations USA Inc                                            | CUSIP: 39843PAG8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    231389 | PA      | $224255.23    | 0.01%             | 2027-11-15      | Floating      | 6.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                 | Freddie Mac Gold Pool                                                           | CUSIP: 3128K6NM8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1181 | PA      | $1187.92      | 0.00%             | 2033-01-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                              | Government National Mortgage Association                                        | CUSIP: 38378MVN2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    516334 | PA      | $493686.21    | 0.03%             | 2026-12-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                 | Freddie Mac REMICS                                                              | CUSIP: 3137A63Z3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     39322 | PA      | $39279.24     | 0.00%             | 2040-11-15      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| Osmosis Buyer Limited                                                       | AI Aqua Merger Sub Inc                                                          | CUSIP: 00132UAL8<br>LEI: 5493005QMH1D47U26R45 | Long             | LON              | CORP              | US        |   1906700 | PA      | $1800239.73   | 0.09%             | 2028-07-31      | Floating      | 7.84%                 | No            |                  2 | On Loan: No      |
| Transdigm Inc                                                               | TransDigm Inc                                                                   | CUSIP: 89364MBR4<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |    129363 | PA      | $128036.94    | 0.01%             | 2025-12-09      | Floating      | 6.98%                 | No            |                  2 | On Loan: No      |
| AMRESCO Residential Securities                                              | Amresco Residential Securities Corp Mortgage Loan Trust 1998-1                  | CUSIP: 03215PDM8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1057 | PA      | $1050.39      | 0.00%             | 2027-10-25      | Variable      | 7.48%                 | No            |                  2 | On Loan: No      |
| Amentum Government Services Holdings LLC                                    | Amentum Government Services Holdings LLC                                        | CUSIP: 57776DAB9<br>LEI: 5493008CT6B5L54YSE94 | Long             | LON              | CORP              | US        |    156521 | PA      | $153455.32    | 0.01%             | 2027-01-29      | Floating      | 8.08%                 | No            |                  2 | On Loan: No      |
| BALTIMORE MD                                                                | City of Baltimore MD                                                            | CUSIP: 059189NR7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1525000 | PA      | $1529835.32   | 0.08%             | 2025-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Goal Capital Funding Trust                                                  | Goal Capital Funding Trust 2006-1                                               | CUSIP: 38021BAG5<br>LEI: 5493009VZI2B6V83UU74 | Long             | ABS-MBS          | CORP              | US        |   1446069 | PA      | $1327283.40   | 0.07%             | 2042-08-25      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                                 | 2 YEAR US TREASURY NOTE                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |      6559 | NC      | $1417463.78   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank, National Association                                              | EUR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $32829.39     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MMI CAPITAL TRUST I                                                         | MMI Capital Trust I                                                             | CUSIP: 553086AC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2155140.00   | 0.11%             | 2027-12-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| HOMER CITY HOLDINGS LLC (PLACEHOLDER)                                       | HOMER CITY HOLDINGS LLC (PLACEHOLDER)                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    106501 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Setanta Aircraft Leasing DAC                                                | Setanta Aircraft Leasing DAC                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | IE        |    515000 | PA      | $513455.00    | 0.03%             | 2028-11-05      | Floating      | 6.73%                 | No            |                  2 | On Loan: No      |
| TEACHERS INSUR & ANNUITY                                                    | Teachers Insurance & Annuity Association of America                             | CUSIP: 878091BE6<br>LEI: O06XD7BJ4EPXNABVFN69 | Long             | DBT              | CORP              | US        |   2800000 | PA      | $2686358.50   | 0.14%             | 2054-09-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Brazos Higher Education Author                                              | Brazos Higher Education Authority Inc                                           | CUSIP: 10620NCL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4642012 | PA      | $4580211.59   | 0.23%             | 2036-10-27      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| New Century Home Equity Loan T                                              | New Century Home Equity Loan Trust Series 2005-D                                | CUSIP: 64352VPK1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    711492 | PA      | $709364.45    | 0.04%             | 2036-02-25      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor                                              | JP Morgan Chase Commercial Mortgage Securities Trust 2014-C20                   | CUSIP: 46642CAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3045342 | PA      | $2916811.37   | 0.15%             | 2047-07-15      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                                    | Santander UK Group Holdings PLC                                                 | CUSIP: 80281LAJ4<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |  13000000 | PA      | $12785903.91  | 0.65%             | 2024-11-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| MASTR Adjustable Rate Mortgage                                              | MASTR Adjustable Rate Mortgages Trust 2003-6                                    | CUSIP: 576433GH3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2038 | PA      | $1945.34      | 0.00%             | 2034-01-25      | Variable      | 3.82%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                        | Bank of America Corp                                                            | CUSIP: 06051GJS9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1549000 | PA      | $1358379.13   | 0.07%             | 2027-07-22      | Fixed         | 1.73%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                                | ING Groep NV                                                                    | CUSIP: 456837BA0<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    645000 | PA      | $619738.99    | 0.03%             | 2026-03-28      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| One Lincoln Street Commercial                                               | One Lincoln Street Commercial Mortgage                                          | CUSIP: 68241FAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5195238 | PA      | $5175195.66   | 0.27%             | 2030-10-15      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                    | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAV7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    500000 | PA      | $437794.50    | 0.02%             | 2026-10-29      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                                                     | Imperial Brands Finance PLC                                                     | CUSIP: 45262BAA1<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |   1106000 | PA      | $1061043.59   | 0.05%             | 2024-07-26      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                       | Athene Global Funding                                                           | CUSIP: 04685A3J8<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   2935000 | PA      | $2815380.38   | 0.14%             | 2024-03-08      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                   | Fannie Mae or Freddie Mac                                                       | CUSIP: 01F050619<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        | 117825000 | PA      | $116099079.37 | 5.95%             | 2053-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Indymac Manufactured Housing C                                              | Indymac Manufactured Housing Con Pass Thr Cert Series 1998-1                    | CUSIP: 22540AFG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    197912 | PA      | $203442.04    | 0.01%             | 2028-09-25      | Fixed         | 6.49%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae REMICS                                                               | CUSIP: 3136B9AC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5965674 | PA      | $5875066.91   | 0.30%             | 2050-03-25      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| NEW YORK CITY NY TRANSITIONAL                                               | New York City Transitional Finance Authority Future Tax Secured Revenue         | CUSIP: 64971XMF2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4060000 | PA      | $3664821.12   | 0.19%             | 2026-11-01      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Cer                                              | WaMu Mortgage Pass-Through Certificates Series 2004-CB2 Trust                   | CUSIP: 92922FTX6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    905620 | PA      | $844728.65    | 0.04%             | 2034-07-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PIEDMONT OPERATING PARTN                                                    | Piedmont Operating Partnership LP                                               | CUSIP: 720198AC4<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              | CORP              | US        |   3905000 | PA      | $3868252.08   | 0.20%             | 2023-06-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC                                                            | Berry Global Inc                                                                | CUSIP: 08576PAG6<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |   1405000 | PA      | $1335945.61   | 0.07%             | 2024-02-15      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch Mortgage Investo                                              | Merrill Lynch Mortgage Investors Trust Series 2006-F1                           | CUSIP: 590218AB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    785402 | PA      | $409519.49    | 0.02%             | 2036-04-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgag                                              | PRPM 2021-1 LLC                                                                 | CUSIP: 693577AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9456679 | PA      | $8613908.31   | 0.44%             | 2026-01-25      | Variable      | 2.12%                 | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receiva                                              | Americredit Automobile Receivables Trust 2019-1                                 | CUSIP: 03066GAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4610000 | PA      | $4536396.28   | 0.23%             | 2025-03-18      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Mitnick Corporate Purchaser, Inc.                                           | Mitnick Corporate Purchaser Inc                                                 | CUSIP: 60672HAC7<br>LEI: 2549002PYWOTVEDJKW54 | Long             | LON              | CORP              | US        |    609472 | PA      | $572526.28    | 0.03%             | 2029-05-02      | Floating      | 8.94%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Rec                                              | American Credit Acceptance Receivables Trust 2019-3                             | CUSIP: 02529NAL1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7780000 | PA      | $7693239.77   | 0.39%             | 2026-05-12      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                                                                 | Netflix Inc                                                                     | CUSIP: 64110LAY2<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |   3207000 | PA      | $3075673.35   | 0.16%             | 2025-06-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae Pool                                                                 | CUSIP: 31404KNR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     83358 | PA      | $82308.02     | 0.00%             | 2034-04-01      | Floating      | 2.94%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.                                               | CDS W BCULC                                                                     | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DCR              | CORP              | US        |         1 | NC      | $131990.89    | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| New Century Home Equity Loan T                                              | New Century Home Equity Loan Trust 2005-3                                       | CUSIP: 64352VLM1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1082625 | PA      | $1079604.70   | 0.06%             | 2035-07-25      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| Azalea TopCo Inc                                                            | Azalea Topco Inc                                                                | CUSIP: 29102TAF9<br>LEI: 549300HC42NZULO53062 | Long             | LON              | CORP              | US        |   1488750 | PA      | $1373371.88   | 0.07%             | 2026-07-24      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                     | HCA Inc                                                                         | CUSIP: 404119BR9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   2345000 | PA      | $2345009.87   | 0.12%             | 2025-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                                                  | Navient Private Education Refi Loan Trust 2021-F                                | CUSIP: 63942GAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3159508 | PA      | $2672368.38   | 0.14%             | 2070-02-18      | Fixed         | 1.11%                 | No            |                  2 | On Loan: No      |
| BLACK HILLS CORP                                                            | Black Hills Corp                                                                | CUSIP: 092113AH2<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |   4050000 | PA      | $4007593.46   | 0.21%             | 2023-11-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SYDNEY AIRPORT FINANCE                                                      | Sydney Airport Finance Co Pty Ltd                                               | CUSIP: 87124VAD1<br>LEI: 549300MJAANHLHOVTO40 | Long             | DBT              | CORP              | AU        |   5920000 | PA      | $5899946.30   | 0.30%             | 2023-03-22      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivabl                                              | Santander Drive Auto Receivables Trust 2021-3                                   | CUSIP: 80287EAF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6260000 | PA      | $5872828.77   | 0.30%             | 2027-09-15      | Fixed         | 1.33%                 | No            |                  2 | On Loan: No      |
| Amentum Government Services Holdings LLC                                    | Amentum Government Services Holdings LLC                                        | CUSIP: 57776DAE3<br>LEI: 5493008CT6B5L54YSE94 | Long             | LON              | CORP              | US        |   2992500 | PA      | $2923298.44   | 0.15%             | 2029-02-15      | Floating      | 8.22%                 | No            |                  2 | On Loan: No      |
| MASTR Seasoned Securitization                                               | MASTR Seasoned Securitization Trust 2004-1                                      | CUSIP: 55265WBD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     88397 | PA      | $84736.71     | 0.00%             | 2032-10-25      | Variable      | 4.22%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                                      | Credit Suisse Group AG                                                          | CUSIP: 225401AM0<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |   9715000 | PA      | $8632769.40   | 0.44%             | 2025-09-11      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| TUCSON ELECTRIC POWER CO                                                    | Tucson Electric Power Co                                                        | CUSIP: 898813AL4<br>LEI: YLF139GXSRKPBBTNZL03 | Long             | DBT              | CORP              | US        |    530000 | PA      | $528291.90    | 0.03%             | 2023-03-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                    | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175AY0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1720000 | PA      | $1688544.76   | 0.09%             | 2025-07-23      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Independence Plaza Trust                                                    | Independence Plaza Trust 2018-INDP                                              | CUSIP: 45378YAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10000000 | PA      | $9332066.50   | 0.48%             | 2035-07-10      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                   | Fannie Mae or Freddie Mac                                                       | CUSIP: 01F042616<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  66200000 | PA      | $63745660.16  | 3.27%             | 2053-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivabl                                              | Santander Drive Auto Receivables Trust 2021-3                                   | CUSIP: 80287EAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2010000 | PA      | $1939110.42   | 0.10%             | 2027-09-15      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| GMAC Mortgage Corporation Loan                                              | GMACM Home Equity Loan Trust 2000-HE2                                           | CUSIP: 361856AN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     60294 | PA      | $55591.23     | 0.00%             | 2030-06-25      | Floating      | 3.65%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                     | HCA Inc                                                                         | CUSIP: 404119CD9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   2510000 | PA      | $2285705.70   | 0.12%             | 2027-03-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae REMICS                                                               | CUSIP: 313921X45<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    335358 | PA      | $337395.28    | 0.02%             | 2031-10-25      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Cer                                              | WaMu Mortgage Pass-Through Certificates Series 2004-AR14 Trust                  | CUSIP: 939336V91<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    305798 | PA      | $277210.95    | 0.01%             | 2035-01-25      | Variable      | 3.95%                 | No            |                  2 | On Loan: No      |
| Specialty Underwriting & Resid                                              | Specialty Underwriting & Residential Finance Trust Series 2005-BC2              | CUSIP: 84751PFW4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1456128 | PA      | $1443628.30   | 0.07%             | 2035-12-25      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                              | Morgan Stanley                                                                  | CUSIP: 61747YEC5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   4685000 | PA      | $4073519.70   | 0.21%             | 2027-07-20      | Fixed         | 1.51%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgag                                              | PRPM 2021-7 LLC                                                                 | CUSIP: 69360LAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11622115 | PA      | $10593291.58  | 0.54%             | 2026-08-25      | Variable      | 1.87%                 | No            |                  2 | On Loan: No      |
| CIT Mortgage Loan Trust                                                     | CIT Mortgage Loan Trust 2007-1                                                  | CUSIP: 12559QAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4120863 | PA      | $4101457.70   | 0.21%             | 2037-10-25      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| Chobani LLC                                                                 | Chobani LLC                                                                     | CUSIP: 17026YAH2<br>LEI: 549300ISVDMZ91KNTR38 | Long             | LON              | CORP              | US        |   1882474 | PA      | $1853445.83   | 0.09%             | 2027-10-25      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing Inc                                                       | Level 3 Financing Inc                                                           | CUSIP: 52729KAP1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | LON              | CORP              | US        |   1061075 | PA      | $1019486.53   | 0.05%             | 2027-03-01      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                                                   | CIM Trust 2018-R6                                                               | CUSIP: 12554EAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3520391 | PA      | $3446818.36   | 0.18%             | 2058-09-25      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| Zayo Group Holdings Inc                                                     | Zayo Group Holdings Inc                                                         | CUSIP: 98919XAB7<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | LON              | CORP              | US        |   1212632 | PA      | $987712.67    | 0.05%             | 2027-03-09      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| Barings CLO Ltd                                                             | Barings CLO Ltd 2013-I                                                          | CUSIP: 06760EAA4<br>LEI: 54930079SUKCXYW8DR07 | Long             | ABS-CBDO         | CORP              | KY        |   3170113 | PA      | $3149532.62   | 0.16%             | 2028-01-20      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| CAMPBELL CA UNION SCH DIST                                                  | Campbell Union School District                                                  | CUSIP: 134141ZE3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3995000 | PA      | $4055132.34   | 0.21%             | 2027-08-01      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| LCM Ltd Partnership                                                         | LCM XXIV Ltd                                                                    | CUSIP: 50188YAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4377582 | PA      | $4318397.54   | 0.22%             | 2030-03-20      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                                                   | CIM Trust 2021-R3                                                               | CUSIP: 12566LAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7714048 | PA      | $6837164.54   | 0.35%             | 2057-06-25      | Variable      | 1.95%                 | No            |                  2 | On Loan: No      |
| VMWARE INC                                                                  | VMware Inc                                                                      | CUSIP: 928563AH8<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |   6690000 | PA      | $6225773.01   | 0.32%             | 2024-08-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| DIGITAL EURO FINCO                                                          | Digital Euro Finco LLC                                                          | CUSIP: 000000000<br>LEI: 635400OUEAPTXSW3SC91 | Long             | DBT              | CORP              | US        |   7715000 | PA      | $7990419.48   | 0.41%             | 2024-04-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Park Place Securities Inc                                                   | Park Place Securities Inc Asset-Backed Pass-Through Ctfs Ser 2005-WCW3          | CUSIP: 70069FLX3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2402452 | PA      | $2309206.04   | 0.12%             | 2035-08-25      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                              | Air Lease Corp                                                                  | CUSIP: 00914AAR3<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   4835000 | PA      | $4228064.67   | 0.22%             | 2027-01-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| SPRINT SPECTRUM / SPEC I                                                    | Sprint Spectrum Co LLC / Sprint Spectrum Co II LLC / Sprint Spectrum Co III LLC | CUSIP: 85208NAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4799250 | PA      | $4744955.84   | 0.24%             | 2025-03-20      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                            | Duke Energy Corp                                                                | CUSIP: 26441CBS3<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   3295000 | PA      | $3179621.06   | 0.16%             | 2028-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CHEVY CHASE MORTGAGE FUNDING C                                              | Chevy Chase Funding LLC Mortgage-Backed Certificates Series 2005-2              | CUSIP: 16678RDK0<br>LEI: 549300QD5ZVFK417DY24 | Long             | ABS-MBS          | CORP              | US        |    411420 | PA      | $350552.83    | 0.02%             | 2036-05-25      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae Pool                                                                 | CUSIP: 3138EG5M2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    563280 | PA      | $590618.98    | 0.03%             | 2040-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                                         | CommonSpirit Health                                                             | CUSIP: 20268JAA1<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |   5400000 | PA      | $5181046.85   | 0.27%             | 2024-10-01      | Fixed         | 2.76%                 | No            |                  2 | On Loan: No      |
| 321 Henderson Receivables LLC                                               | JGWPT XXX LLC                                                                   | CUSIP: 46617LAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2920800 | PA      | $2617723.74   | 0.13%             | 2073-01-17      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                             | United States Treasury Note/Bond                                                | CUSIP: 91282CGC9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  45170000 | PA      | $44912516.55  | 2.30%             | 2027-12-31      | Fixed         | 3.88%                 | No            |                  1 | On Loan: No      |
| Vantage Data Centers LLC                                                    | Vantage Data Centers Issuer LLC                                                 | CUSIP: 92212KAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5403666 | PA      | $5130836.07   | 0.26%             | 2044-07-15      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| One New York Plaza Trust 2020-                                              | One New York Plaza Trust 2020-1NYP                                              | CUSIP: 68249DAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3240000 | PA      | $3062777.18   | 0.16%             | 2036-01-15      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                                   | Nelnet Student Loan Trust 2013-1                                                | CUSIP: 64033CAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1528658 | PA      | $1459790.08   | 0.07%             | 2041-06-25      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                           | HSBC Holdings PLC                                                               | CUSIP: 404280CS6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1980000 | PA      | $1832747.30   | 0.09%             | 2025-05-24      | Fixed         | 0.98%                 | No            |                  2 | On Loan: No      |
| Dreyfus Government Cash Management                                          | Dreyfus Government Cash Management                                              | CUSIP: 262006208<br>LEI: 5493000Q69I5Q3QZIA91 | Long             | STIV             | RF                | US        |  65545000 | NS      | $65545000.00  | 3.36%             |  |  |  | No            |                  1 | On Loan: No      |
| WILLIS NORTH AMERICA INC                                                    | Willis North America Inc                                                        | CUSIP: 970648AL5<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |   4345000 | PA      | $4208344.84   | 0.22%             | 2027-06-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                                 | US 10YR ULTRA                                                                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |      -823 | NC      | $281135.87    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WAMU Mortgage Pass-Through Cer                                              | WaMu Mortgage Pass-Through Certificates Series 2005-AR13 Trust                  | CUSIP: 92922F4M7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    927825 | PA      | $858126.14    | 0.04%             | 2045-10-25      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| MortgageIT Trust                                                            | MortgageIT Trust 2005-3                                                         | CUSIP: 61915RAK2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    101576 | PA      | $94960.70     | 0.00%             | 2035-08-25      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| IndyMac INDX Mortgage Loan Tru                                              | IndyMac INDX Mortgage Loan Trust 2004-AR12                                      | CUSIP: 45660N5H4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    167974 | PA      | $128201.97    | 0.01%             | 2034-12-25      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                    | Lloyds Banking Group PLC                                                        | CUSIP: 53944YAP8<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   2175000 | PA      | $1883247.65   | 0.10%             | 2027-05-11      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                                                | CSMC 2022-RPL3 Trust                                                            | CUSIP: 12659QAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8363568 | PA      | $8279701.89   | 0.42%             | 2061-03-25      | Variable      | 3.65%                 | No            |                  2 | On Loan: No      |
| Fremont Home Loan Trust                                                     | Fremont Home Loan Trust 2005-E                                                  | CUSIP: 35729PNC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  13638003 | PA      | $12633908.77  | 0.65%             | 2036-01-25      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                                              | Carvana Auto Receivables Trust 2022-N1                                          | CUSIP: 14686GAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1909724 | PA      | $1905977.02   | 0.10%             | 2028-12-11      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                   | Fannie Mae or Freddie Mac                                                       | CUSIP: 01F040610<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  16075000 | PA      | $15073085.12  | 0.77%             | 2053-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                                                     | American Electric Power Co Inc                                                  | CUSIP: 025537AK7<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |   6880000 | PA      | $6629836.87   | 0.34%             | 2024-03-15      | Fixed         | 2.03%                 | No            |                  2 | On Loan: No      |
| First Horizon Alternative Mort                                              | First Horizon Alternative Mortgage Securities Trust 2004-AA3                    | CUSIP: 32051D6B3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1493 | PA      | $1347.95      | 0.00%             | 2034-09-25      | Variable      | 3.86%                 | No            |                  2 | On Loan: No      |
| Horizon Therapeutics USA Inc                                                | Horizon Therapeutics USA Inc                                                    | CUSIP: 44055UAC9<br>LEI: 254900IS87RLPXY88S03 | Long             | LON              | CORP              | US        |   1000000 | PA      | $1000625.00   | 0.05%             | 2026-05-22      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Fidelity Government Portfolio                                               | Fidelity Government Portfolio                                                   | CUSIP: 316175108<br>LEI: N/A                  | Long             | STIV             | RF                | US        |    340470 | NS      | $340470.22    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SLM Student Loan Trust                                                      | SLM Student Loan Trust 2014-1                                                   | CUSIP: 78448EAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3404499 | PA      | $3184560.11   | 0.16%             | 2029-02-26      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                                              | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FTQW0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2544710 | PA      | $2412495.77   | 0.12%             | 2026-01-25      | Fixed         | 0.73%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corpora                                              | Chase Mortgage Finance Trust Series 2007-A2                                     | CUSIP: 16163LAF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    459084 | PA      | $441540.52    | 0.02%             | 2035-06-25      | Variable      | 4.14%                 | No            |                  2 | On Loan: No      |
| Student Loan Consolidation Cen                                              | Student Loan Consolidation Center Student Loan Trust I                          | CUSIP: 86386MAX2<br>LEI: 5493008KMDJ3GC7JUA63 | Long             | ABS-O            | CORP              | US        |   2900000 | PA      | $2678509.60   | 0.14%             | 2042-07-01      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor                                              | JP Morgan Chase Commercial Mortgage Securities Trust 2013-LC11                  | CUSIP: 46639YAS6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  19177286 | PA      | $5244.03      | 0.00%             | 2046-04-15      | Variable      | 1.22%                 | No            |                  2 | On Loan: No      |
| MASTR Alternative Loans Trust                                               | MASTR Alternative Loan Trust 2003-1                                             | CUSIP: 576434BZ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    925873 | PA      | $891962.35    | 0.05%             | 2032-12-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                                              | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137B7YX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    306304 | PA      | $304879.07    | 0.02%             | 2023-04-25      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                                      | Credit Suisse Group AG                                                          | CUSIP: 225401AF5<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |   2605000 | PA      | $2087406.19   | 0.11%             | 2029-01-12      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                         | JPMorgan Chase & Co                                                             | CUSIP: 46647PCH7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2535000 | PA      | $2367852.62   | 0.12%             | 2025-06-01      | Fixed         | 0.82%                 | No            |                  2 | On Loan: No      |
| JBS USA/FOOD/FINANCE                                                        | JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc                          | CUSIP: 46590XAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |   5590000 | PA      | $4639056.48   | 0.24%             | 2029-02-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgag                                              | PRPM 2021-3 LLC                                                                 | CUSIP: 69357PAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11131079 | PA      | $10082679.76  | 0.52%             | 2026-04-25      | Variable      | 1.87%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                                                     | GLP Capital LP / GLP Financing II Inc                                           | CUSIP: 361841AF6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7868000 | PA      | $7848756.84   | 0.40%             | 2023-11-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP, INC.                                                   | SWOP 10 YEAR CAP                                                                | CUSIP: 000000000<br>LEI: 784F5XWPLTWKTBV3E584 | N/A              | DIR              | CORP              | US        |   -300000 | NC      | $-435.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Acquisition                                              | JP Morgan Mortgage Acquisition Trust 2007-CH5                                   | CUSIP: 46631KAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  11866282 | PA      | $11751308.43  | 0.60%             | 2037-06-25      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgag                                              | PRPM 2021-10 LLC                                                                | CUSIP: 69360HAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10753818 | PA      | $9994283.34   | 0.51%             | 2026-10-25      | Variable      | 2.49%                 | No            |                  2 | On Loan: No      |
| Prime Security Services Borrower, LLC (aka Protection 1 Security Solutions) | Prime Security Services Borrower LLC                                            | CUSIP: 03765VAK6<br>LEI: 549300O6QPZVWXV2DC15 | Long             | LON              | CORP              | US        |    249962 | PA      | $248086.95    | 0.01%             | 2026-09-23      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| Ameriquest Mortgage Securities                                              | Ameriquest Mortgage Securities Inc Asset-Backed Pass-Through Ctfs Ser 2005-R1   | CUSIP: 03072SYA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    573227 | PA      | $572524.41    | 0.03%             | 2035-03-25      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| Acrisure LLC                                                                | Acrisure LLC                                                                    | CUSIP: 00488PAL9<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | LON              | CORP              | US        |   1210638 | PA      | $1138974.29   | 0.06%             | 2027-02-15      | Floating      | 7.73%                 | No            |                  2 | On Loan: No      |
| Sunshine Luxembourg VII SARL                                                | Sunshine Luxembourg VII Sarl                                                    | CUSIP: 000000000<br>LEI: 254900CHQOBZNYV4DY60 | Long             | LON              | CORP              | LU        |   1555214 | PA      | $1493222.78   | 0.08%             | 2026-10-01      | Floating      | 8.48%                 | No            |                  2 | On Loan: No      |
| EDUCATION LOAN ASSET-BACKED TR                                              | Education Loan Asset-Backed Trust I                                             | CUSIP: 28140DAD5<br>LEI: 5493000CKEJUMJ3IL355 | Long             | ABS-MBS          | CORP              | US        |   4206455 | PA      | $4157973.52   | 0.21%             | 2032-04-26      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| TRINITY ACQUISITION PLC                                                     | Trinity Acquisition PLC                                                         | CUSIP: 89641UAA9<br>LEI: 549300FJZWZN6MJNGB63 | Long             | DBT              | CORP              | GB        |   3410000 | PA      | $3392837.78   | 0.17%             | 2023-08-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Access Group Inc                                                            | Access Group Inc 2015-1                                                         | CUSIP: 00435TAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    973422 | PA      | $938292.69    | 0.05%             | 2056-07-25      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                 | Freddie Mac REMICS                                                              | CUSIP: 31396EFY7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    681753 | PA      | $679006.20    | 0.03%             | 2035-04-15      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                    | Warnermedia Holdings Inc                                                        | CUSIP: 55903VAG8<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |  14400000 | PA      | $13001990.98  | 0.67%             | 2027-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                                      | Credit Suisse Group AG                                                          | CUSIP: 225401AC2<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |   5375000 | PA      | $4492037.62   | 0.23%             | 2028-01-09      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae REMICS                                                               | CUSIP: 31398NEQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2895026 | PA      | $317113.00    | 0.02%             | 2040-09-25      | Floating      | 2.21%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                 | Freddie Mac REMICS                                                              | CUSIP: 3133TLMU9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    185419 | PA      | $187397.68    | 0.01%             | 2029-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                 | Freddie Mac REMICS                                                              | CUSIP: 31394NT81<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1299671 | PA      | $1308898.54   | 0.07%             | 2033-10-15      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                         | Dominion Energy Inc                                                             | CUSIP: 25746UDC0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4994851.70   | 0.26%             | 2023-01-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Elanco Animal Health Inc                                                    | Elanco Animal Health Inc                                                        | CUSIP: 28414BAF3<br>LEI: 549300SHPNDCE059M934 | Long             | LON              | CORP              | US        |    611908 | PA      | $588863.82    | 0.03%             | 2027-08-01      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| TAKE-TWO INTERACTIVE SOF                                                    | Take-Two Interactive Software Inc                                               | CUSIP: 874054AE9<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |   2960000 | PA      | $2890993.40   | 0.15%             | 2024-03-28      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Tr                                              | World Omni Auto Receivables Trust 2021-D                                        | CUSIP: 98163KAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5325000 | PA      | $4702362.66   | 0.24%             | 2027-11-15      | Fixed         | 1.52%                 | No            |                  2 | On Loan: No      |
| Goldentree Loan Opportunities                                               | GoldenTree Loan Opportunities IX Ltd                                            | CUSIP: 38123HAN4<br>LEI: 549300IOBSI2NBFBJX90 | Long             | ABS-CBDO         | CORP              | KY        |   3770135 | PA      | $3736015.07   | 0.19%             | 2029-10-29      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                 | Freddie Mac Pool                                                                | CUSIP: 3132DWC27<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  12906740 | PA      | $10976065.56  | 0.56%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HOUSTON GALLERIA MALL TRUST                                                 | Houston Galleria Mall Trust 2015-HGLR                                           | CUSIP: 44217NAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3750000 | PA      | $3455703.00   | 0.18%             | 2037-03-05      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                                              | Carvana Auto Receivables Trust 2021-N2                                          | CUSIP: 14686KAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6140000 | PA      | $5802768.48   | 0.30%             | 2028-03-10      | Fixed         | 1.27%                 | No            |                  2 | On Loan: No      |
| Arbor Realty Collateralized Lo                                              | Arbor Realty Commercial Real Estate Notes 2021-FL3 Ltd                          | CUSIP: 03880KAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $4754616.25   | 0.24%             | 2034-08-15      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| TPG Real Estate Finance                                                     | TRTX 2019-FL3 Issuer Ltd                                                        | CUSIP: 87276VAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   4752335 | PA      | $4753027.40   | 0.24%             | 2034-10-15      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| Crown Finance US Inc                                                        | Crown Finance US Inc                                                            | CUSIP: 22834KAL5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     43630 | PA      | $42966.17     | 0.00%             | 2023-09-07      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                | GS Mortgage Securities Trust 2011-GC5                                           | CUSIP: 36191YAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3154479 | PA      | $3090611.07   | 0.16%             | 2044-08-10      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| JERSEY CENTRAL PWR & LT                                                     | Jersey Central Power & Light Co                                                 | CUSIP: 476556DB8<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |   8348000 | PA      | $8235194.14   | 0.42%             | 2024-04-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                                 | US ULTRA TREASURY BOND                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |      -229 | NC      | $-64300.91    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| HSBC HOLDINGS PLC                                                           | HSBC Holdings PLC                                                               | CUSIP: 404280CL1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |  20105000 | PA      | $16801810.62  | 0.86%             | 2028-09-22      | Fixed         | 2.01%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae Pool                                                                 | CUSIP: 31419ACV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    474300 | PA      | $494531.66    | 0.03%             | 2040-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| First Franklin Mtg Loan Asset                                               | First Franklin Mortgage Loan Trust 2006-FF11                                    | CUSIP: 32028PAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3297261 | PA      | $3286016.58   | 0.17%             | 2036-08-25      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Adjustable Rate M                                              | Bear Stearns ARM Trust 2004-3                                                   | CUSIP: 07384MR20<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    241051 | PA      | $222807.21    | 0.01%             | 2034-07-25      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| IndyMac INDX Mortgage Loan Tru                                              | IndyMac INDX Mortgage Loan Trust 2004-AR8                                       | CUSIP: 45660N2J3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    451478 | PA      | $388441.86    | 0.02%             | 2034-11-25      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                       | Athene Global Funding                                                           | CUSIP: 04685A2X8<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   5005000 | PA      | $4917173.51   | 0.25%             | 2024-05-24      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                     | HCA Inc                                                                         | CUSIP: 19767QAQ8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1144026.82   | 0.06%             | 2025-09-15      | Fixed         | 7.58%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                              | Morgan Stanley                                                                  | CUSIP: 61747YEK7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4443584.90   | 0.23%             | 2028-01-21      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                               | Citigroup Inc                                                                   | CUSIP: 172967LP4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   5365000 | PA      | $4936615.21   | 0.25%             | 2028-07-24      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae REMICS                                                               | CUSIP: 3136B72K6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3076967 | PA      | $3026696.04   | 0.16%             | 2050-01-25      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                                              | Fannie Mae-Aces                                                                 | CUSIP: 3136BDUA4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2108719 | PA      | $1872123.71   | 0.10%             | 2030-11-25      | Fixed         | 0.87%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST SPL OBLG REVE                                              | Commonwealth of Massachusetts                                                   | CUSIP: 576004HG3<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   5235000 | PA      | $5009452.38   | 0.26%             | 2031-07-15      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                 | Freddie Mac REMICS                                                              | CUSIP: 31397GQR4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    347408 | PA      | $343646.26    | 0.02%             | 2035-08-15      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| Ingram Micro Inc                                                            | Ingram Micro Inc                                                                | CUSIP: 45258FAB6<br>LEI: 549300KJMEWPKRQZHX63 | Long             | LON              | CORP              | US        |    294471 | PA      | $290789.64    | 0.01%             | 2028-06-30      | Floating      | 8.23%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                    | Benchmark 2020-B17 Mortgage Trust                                               | CUSIP: 08162MAV0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7590000 | PA      | $7017384.59   | 0.36%             | 2053-03-15      | Fixed         | 2.21%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                   | Fannie Mae or Freddie Mac                                                       | CUSIP: 01F022618<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  49225000 | PA      | $41652820.15  | 2.13%             | 2053-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                                      | Credit Suisse Group AG                                                          | CUSIP: 225401AT5<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |   5545000 | PA      | $4421903.17   | 0.23%             | 2027-02-02      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| PHH Alternative Mortgage Trust                                              | PHH Alternative Mortgage Trust Series 2007-3                                    | CUSIP: 69337MAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5203150 | PA      | $4844188.53   | 0.25%             | 2037-07-25      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                       | Wells Fargo & Co                                                                | CUSIP: 95000U2S1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1768193.84   | 0.09%             | 2028-06-02      | Fixed         | 2.39%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                                                      | SLM Student Loan Trust 2008-4                                                   | CUSIP: 78445AAD8<br>LEI: 549300EQOYJZL2D96G46 | Long             | ABS-O            | CORP              | US        |   3062799 | PA      | $3018926.86   | 0.15%             | 2022-07-25      | Floating      | 6.01%                 | No            |                  2 | On Loan: No      |
| Ameriquest Mortgage Securities                                              | Ameriquest Mortgage Securities Inc Asset-Backed Pass-Through Ctfs Ser 2005-R9   | CUSIP: 03072SQ32<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8549816 | PA      | $8380761.24   | 0.43%             | 2035-11-25      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                     | HCA Inc                                                                         | CUSIP: 404119BS7<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   3980000 | PA      | $4027322.20   | 0.21%             | 2026-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                   | Boeing Co/The                                                                   | CUSIP: 097023DD4<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   5750000 | PA      | $5734353.96   | 0.29%             | 2023-02-04      | Fixed         | 1.17%                 | No            |                  2 | On Loan: No      |
| Recette CLO LLC                                                             | Recette Clo Ltd                                                                 | CUSIP: 75620TAW8<br>LEI: 549300392I5L5XOJ0016 | Long             | ABS-CBDO         | CORP              | KY        |   5100000 | PA      | $4949794.80   | 0.25%             | 2034-04-20      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                    | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAK1<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    718000 | PA      | $711034.65    | 0.04%             | 2024-01-16      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                         | JPMorgan Chase & Co                                                             | CUSIP: 46647PBY1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $943617.30    | 0.05%             | 2025-02-16      | Fixed         | 0.56%                 | No            |                  2 | On Loan: No      |
| SLC Student Loan Trust                                                      | SLC Student Loan Trust 2007-1                                                   | CUSIP: 784424AD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1932735 | PA      | $1868883.79   | 0.10%             | 2029-05-15      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| MortgageIT Trust                                                            | MortgageIT Trust 2005-4                                                         | CUSIP: 61913PAZ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2607709 | PA      | $2502475.84   | 0.13%             | 2035-10-25      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| Chase Funding Mortgage Loan As                                              | Chase Funding Trust Series 2002-2                                               | CUSIP: 161551FX9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1486565 | PA      | $1452267.28   | 0.07%             | 2032-05-25      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| Nyack Park CLO, Ltd.                                                        | NYACK Park CLO Ltd                                                              | CUSIP: 67080PAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1953125 | PA      | $1920371.09   | 0.10%             | 2034-10-20      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                                                 | OCP CLO 2017-14 Ltd                                                             | CUSIP: 67097QAA3<br>LEI: 25490025Q5WQX513IQ05 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1974500.00   | 0.10%             | 2030-11-20      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                         | Petroleos Mexicanos                                                             | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   6259000 | PA      | $4928962.50   | 0.25%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                                                            | Freddie Mac Strips                                                              | CUSIP: 3128HVR92<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1062501 | PA      | $1047412.23   | 0.05%             | 2036-07-15      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receiva                                              | AmeriCredit Automobile Receivables Trust 2020-1                                 | CUSIP: 03067DAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6065000 | PA      | $5791613.15   | 0.30%             | 2025-12-18      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivabl                                              | Santander Drive Auto Receivables Trust 2020-4                                   | CUSIP: 80286WAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3835000 | PA      | $3663625.74   | 0.19%             | 2027-01-15      | Fixed         | 1.48%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                                      | Credit Suisse Group AG                                                          | CUSIP: 225433AT8<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |   1170000 | PA      | $1143560.93   | 0.06%             | 2023-06-09      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                 | Freddie Mac REMICS                                                              | CUSIP: 31397FRW4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    192910 | PA      | $195757.25    | 0.01%             | 2037-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |

### Signature

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

**Name of Applicant:** METROPOLITAN WEST FUNDS

**Signature:** Eric Chan

**Name of Signer:** Eric Chan

**Title:** Managing Director