# EDGAR Filing Document

**Accession Number:** 0000857490
**File Stem:** 0000857490-25-000347
**Filing Date:** 2025-11
**Character Count:** 955201
**Document Hash:** f09c936434346dc8cd3afa8511e0fbfe
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000857490-25-000347.hdr.sgml**: 20251125

**ACCESSION NUMBER**: 0000857490-25-000347

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20250930

**FILED AS OF DATE**: 20251125

**DATE AS OF CHANGE**: 20251125

**PERIOD START**: 20251231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** VANGUARD VARIABLE INSURANCE FUNDS
- **CENTRAL INDEX KEY:** 0000857490

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05962
- **FILM NUMBER:** 251518224

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

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

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** VANGUARD VARIABLE INSURANCE FUND
- **DATE OF NAME CHANGE:** 19920703

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** VANGUARD VARIABLE INSURANCE FUND INC
- **DATE OF NAME CHANGE:** 19910505

## Series and Classes Contracts Data

### Balanced Portfolio (Series ID: S000004390)

| Class ID   | Class Name         | Ticker Symbol   |
|:---|:---|:---|
| C000012146 | Balanced Portfolio |  |

## Nport-Ex

Balanced Portfolio

#### Schedule of Investments (unaudited)
As of September 30, 2025

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

---

| | | | |
|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Shares | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value<br> ($000) |
| **Common Stocks (65.6%)** | **Common Stocks (65.6%)** |  |  |
| **Communication Services (6.5%)** | **Communication Services (6.5%)** |  |  |
|  | &nbsp;&nbsp;&nbsp;Alphabet Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;548783 | &nbsp;&nbsp;&nbsp;&nbsp; 133409 |
|  | &nbsp;&nbsp;&nbsp;Meta Platforms Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;96050 | &nbsp;&nbsp;&nbsp;&nbsp; 70537 |
|  | &nbsp;&nbsp;&nbsp;T-Mobile US Inc. | &nbsp;&nbsp;&nbsp;&nbsp;92175 | &nbsp;&nbsp;&nbsp;&nbsp; 22065 |
| \* | &nbsp;&nbsp;&nbsp;Netflix Inc. | &nbsp;&nbsp;&nbsp;&nbsp;13111 | &nbsp;&nbsp;&nbsp;&nbsp; 15719 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **241730** |
| **Consumer Discretionary (6.8%)** | **Consumer Discretionary (6.8%)** |  |  |
| \* | &nbsp;&nbsp;&nbsp;Amazon.com Inc. | &nbsp;&nbsp;&nbsp;&nbsp;499894 | &nbsp;&nbsp;&nbsp;&nbsp; 109762 |
| \* | &nbsp;&nbsp;&nbsp;Tesla Inc. | &nbsp;&nbsp;&nbsp;&nbsp;65995 | &nbsp;&nbsp;&nbsp;&nbsp; 29349 |
|  | &nbsp;&nbsp;&nbsp;Marriott International Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;96931 | &nbsp;&nbsp;&nbsp;&nbsp; 25245 |
|  | &nbsp;&nbsp;&nbsp;TJX Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;158534 | &nbsp;&nbsp;&nbsp;&nbsp; 22915 |
| \* | &nbsp;&nbsp;&nbsp;O'Reilly Automotive Inc. | &nbsp;&nbsp;&nbsp;&nbsp;167122 | &nbsp;&nbsp;&nbsp;&nbsp; 18017 |
|  | &nbsp;&nbsp;&nbsp;Tractor Supply Co. | &nbsp;&nbsp;&nbsp;&nbsp;294462 | &nbsp;&nbsp;&nbsp;&nbsp; 16746 |
|  | &nbsp;&nbsp;&nbsp;McDonald's Corp. | &nbsp;&nbsp;&nbsp;&nbsp;49717 | &nbsp;&nbsp;&nbsp;&nbsp; 15108 |
|  | &nbsp;&nbsp;&nbsp;Home Depot Inc. | &nbsp;&nbsp;&nbsp;&nbsp;33132 | &nbsp;&nbsp;&nbsp;&nbsp; 13425 |
| \* | &nbsp;&nbsp;&nbsp;MercadoLibre Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2024 | &nbsp;&nbsp;&nbsp;&nbsp; 4730 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **255297** |
| **Consumer Staples (3.5%)** | **Consumer Staples (3.5%)** |  |  |
|  | &nbsp;&nbsp;&nbsp;Kroger Co. | &nbsp;&nbsp;&nbsp;&nbsp;408371 | &nbsp;&nbsp;&nbsp;&nbsp; 27528 |
|  | &nbsp;&nbsp;&nbsp;British American Tobacco plc | &nbsp;&nbsp;&nbsp;&nbsp;490861 | &nbsp;&nbsp;&nbsp;&nbsp; 26108 |
|  | &nbsp;&nbsp;&nbsp;Coca-Cola Co. | &nbsp;&nbsp;&nbsp;&nbsp;355182 | &nbsp;&nbsp;&nbsp;&nbsp; 23556 |
|  | &nbsp;&nbsp;&nbsp;Unilever plc (XLON) | &nbsp;&nbsp;&nbsp;&nbsp;376630 | &nbsp;&nbsp;&nbsp;&nbsp; 22262 |
|  | &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;115147 | &nbsp;&nbsp;&nbsp;&nbsp; 18677 |
| \* | &nbsp;&nbsp;&nbsp;US Foods Holding Corp. | &nbsp;&nbsp;&nbsp;&nbsp;94863 | &nbsp;&nbsp;&nbsp;&nbsp; 7268 |
| \* | &nbsp;&nbsp;&nbsp;Performance Food Group Co. | &nbsp;&nbsp;&nbsp;&nbsp;65544 | &nbsp;&nbsp;&nbsp;&nbsp; 6819 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **132218** |
| **Energy (2.6%)** | **Energy (2.6%)** |  |  |
|  | &nbsp;&nbsp;&nbsp;Williams Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;477767 | &nbsp;&nbsp;&nbsp;&nbsp; 30267 |
|  | &nbsp;&nbsp;&nbsp;Exxon Mobil Corp. | &nbsp;&nbsp;&nbsp;&nbsp;223682 | &nbsp;&nbsp;&nbsp;&nbsp; 25220 |
|  | &nbsp;&nbsp;&nbsp;Targa Resources Corp. | &nbsp;&nbsp;&nbsp;&nbsp;148252 | &nbsp;&nbsp;&nbsp;&nbsp; 24838 |
|  | &nbsp;&nbsp;&nbsp;Marathon Petroleum Corp. | &nbsp;&nbsp;&nbsp;&nbsp;78785 | &nbsp;&nbsp;&nbsp;&nbsp; 15185 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **95510** |
| **Financials (9.5%)** | **Financials (9.5%)** |  |  |
|  | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | &nbsp;&nbsp;&nbsp;&nbsp;902181 | &nbsp;&nbsp;&nbsp;&nbsp; 75621 |
|  | &nbsp;&nbsp;&nbsp;Nasdaq Inc. | &nbsp;&nbsp;&nbsp;&nbsp;502093 | &nbsp;&nbsp;&nbsp;&nbsp; 44410 |
|  | &nbsp;&nbsp;&nbsp;Mastercard Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;62727 | &nbsp;&nbsp;&nbsp;&nbsp; 35680 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp;104612 | &nbsp;&nbsp;&nbsp;&nbsp; 32998 |
|  | &nbsp;&nbsp;&nbsp;UBS Group AG (Registered) | &nbsp;&nbsp;&nbsp;&nbsp;703905 | &nbsp;&nbsp;&nbsp;&nbsp; 28940 |
|  | &nbsp;&nbsp;&nbsp;American Express Co. | &nbsp;&nbsp;&nbsp;&nbsp;84530 | &nbsp;&nbsp;&nbsp;&nbsp; 28077 |
|  | &nbsp;&nbsp;&nbsp;Charles Schwab Corp. | &nbsp;&nbsp;&nbsp;&nbsp;210914 | &nbsp;&nbsp;&nbsp;&nbsp; 20136 |
|  | &nbsp;&nbsp;&nbsp;S&P Global Inc. | &nbsp;&nbsp;&nbsp;&nbsp;38661 | &nbsp;&nbsp;&nbsp;&nbsp; 18817 |
|  | &nbsp;&nbsp;&nbsp;Arthur J Gallagher & Co. | &nbsp;&nbsp;&nbsp;&nbsp;57347 | &nbsp;&nbsp;&nbsp;&nbsp; 17762 |
|  | &nbsp;&nbsp;&nbsp;KKR & Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;129867 | &nbsp;&nbsp;&nbsp;&nbsp; 16876 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp;94631 | &nbsp;&nbsp;&nbsp;&nbsp; 15042 |
|  | &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp;283906 | &nbsp;&nbsp;&nbsp;&nbsp; 14647 |
|  | &nbsp;&nbsp;&nbsp;Intercontinental Exchange Inc. | &nbsp;&nbsp;&nbsp;&nbsp;20613 | &nbsp;&nbsp;&nbsp;&nbsp; 3473 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **352479** |
| **Health Care (5.9%)** | **Health Care (5.9%)** |  |  |
|  | &nbsp;&nbsp;&nbsp;Eli Lilly & Co. | &nbsp;&nbsp;&nbsp;&nbsp;51997 | &nbsp;&nbsp;&nbsp;&nbsp; 39674 |
|  | &nbsp;&nbsp;&nbsp;Haleon plc | 5554918 | &nbsp;&nbsp;&nbsp;&nbsp; 24998 |
|  | &nbsp;&nbsp;&nbsp;Abbott Laboratories | &nbsp;&nbsp;&nbsp;&nbsp;182661 | &nbsp;&nbsp;&nbsp;&nbsp; 24465 |
|  | &nbsp;&nbsp;&nbsp;AstraZeneca plc ADR | &nbsp;&nbsp;&nbsp;&nbsp;293102 | &nbsp;&nbsp;&nbsp;&nbsp; 22487 |
|  | &nbsp;&nbsp;&nbsp;AbbVie Inc. | &nbsp;&nbsp;&nbsp;&nbsp;83324 | &nbsp;&nbsp;&nbsp;&nbsp; 19293 |
|  | &nbsp;&nbsp;&nbsp;HCA Healthcare Inc. | &nbsp;&nbsp;&nbsp;&nbsp;43866 | &nbsp;&nbsp;&nbsp;&nbsp; 18696 |
|  | &nbsp;&nbsp;&nbsp;Merck & Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;209778 | &nbsp;&nbsp;&nbsp;&nbsp; 17607 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;50280 | &nbsp;&nbsp;&nbsp;&nbsp; 17362 |
|  | &nbsp;&nbsp;&nbsp;Gilead Sciences Inc. | &nbsp;&nbsp;&nbsp;&nbsp;147461 | &nbsp;&nbsp;&nbsp;&nbsp; 16368 |
|  | &nbsp;&nbsp;&nbsp;Thermo Fisher Scientific Inc. | &nbsp;&nbsp;&nbsp;&nbsp;30160 | &nbsp;&nbsp;&nbsp;&nbsp; 14628 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | &nbsp;&nbsp;Shares | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | &nbsp;&nbsp;&nbsp;GSK plc ADR | &nbsp;&nbsp;&nbsp;GSK plc ADR | &nbsp;&nbsp;&nbsp;&nbsp;68400 | &nbsp;&nbsp;&nbsp;&nbsp; 2952 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **218530** |
| **Industrials (3.1%)** | **Industrials (3.1%)** |  |  |  |
|  | &nbsp;&nbsp;&nbsp;Caterpillar Inc. | &nbsp;&nbsp;&nbsp;Caterpillar Inc. | &nbsp;&nbsp;&nbsp;&nbsp;66766 | &nbsp;&nbsp;&nbsp;&nbsp; 31857 |
| \* | &nbsp;&nbsp;&nbsp;Boeing Co. | &nbsp;&nbsp;&nbsp;Boeing Co. | &nbsp;&nbsp;&nbsp;&nbsp;110958 | &nbsp;&nbsp;&nbsp;&nbsp; 23948 |
|  | &nbsp;&nbsp;&nbsp;Republic Services Inc. | &nbsp;&nbsp;&nbsp;Republic Services Inc. | &nbsp;&nbsp;&nbsp;&nbsp;92286 | &nbsp;&nbsp;&nbsp;&nbsp; 21178 |
|  | &nbsp;&nbsp;&nbsp;Parker-Hannifin Corp. | &nbsp;&nbsp;&nbsp;Parker-Hannifin Corp. | &nbsp;&nbsp;&nbsp;&nbsp;21034 | &nbsp;&nbsp;&nbsp;&nbsp; 15947 |
|  | &nbsp;&nbsp;&nbsp;Johnson Controls International plc | &nbsp;&nbsp;&nbsp;Johnson Controls International plc | &nbsp;&nbsp;&nbsp;&nbsp;124099 | &nbsp;&nbsp;&nbsp;&nbsp; 13645 |
|  | &nbsp;&nbsp;&nbsp;PACCAR Inc. | &nbsp;&nbsp;&nbsp;PACCAR Inc. | &nbsp;&nbsp;&nbsp;&nbsp;106377 | &nbsp;&nbsp;&nbsp;&nbsp; 10459 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **117034** |
| **Information Technology (22.6%)** | **Information Technology (22.6%)** |  |  |  |
|  | &nbsp;&nbsp;&nbsp;NVIDIA Corp. | &nbsp;&nbsp;&nbsp;NVIDIA Corp. | 1138448 | &nbsp;&nbsp;&nbsp;&nbsp; 212412 |
|  | &nbsp;&nbsp;&nbsp;Microsoft Corp. | &nbsp;&nbsp;&nbsp;Microsoft Corp. | &nbsp;&nbsp;&nbsp;&nbsp;367805 | &nbsp;&nbsp;&nbsp;&nbsp; 190505 |
|  | &nbsp;&nbsp;&nbsp;Apple Inc. | &nbsp;&nbsp;&nbsp;Apple Inc. | &nbsp;&nbsp;&nbsp;&nbsp;666816 | &nbsp;&nbsp;&nbsp;&nbsp; 169791 |
|  | &nbsp;&nbsp;&nbsp;Broadcom Inc. | &nbsp;&nbsp;&nbsp;Broadcom Inc. | &nbsp;&nbsp;&nbsp;&nbsp;205678 | &nbsp;&nbsp;&nbsp;&nbsp; 67855 |
|  | &nbsp;&nbsp;&nbsp;Texas Instruments Inc. | &nbsp;&nbsp;&nbsp;Texas Instruments Inc. | &nbsp;&nbsp;&nbsp;&nbsp;144278 | &nbsp;&nbsp;&nbsp;&nbsp; 26508 |
|  | &nbsp;&nbsp;&nbsp;Corning Inc. | &nbsp;&nbsp;&nbsp;Corning Inc. | &nbsp;&nbsp;&nbsp;&nbsp;306537 | &nbsp;&nbsp;&nbsp;&nbsp; 25145 |
| \* | &nbsp;&nbsp;&nbsp;ServiceNow Inc. | &nbsp;&nbsp;&nbsp;ServiceNow Inc. | &nbsp;&nbsp;&nbsp;&nbsp;24183 | &nbsp;&nbsp;&nbsp;&nbsp; 22255 |
|  | &nbsp;&nbsp;&nbsp;Amphenol Corp. Class A | &nbsp;&nbsp;&nbsp;Amphenol Corp. Class A | &nbsp;&nbsp;&nbsp;&nbsp;174642 | &nbsp;&nbsp;&nbsp;&nbsp; 21612 |
|  | &nbsp;&nbsp;&nbsp;Oracle Corp. | &nbsp;&nbsp;&nbsp;Oracle Corp. | &nbsp;&nbsp;&nbsp;&nbsp;70659 | &nbsp;&nbsp;&nbsp;&nbsp; 19872 |
|  | &nbsp;&nbsp;&nbsp;Micron Technology Inc. | &nbsp;&nbsp;&nbsp;Micron Technology Inc. | &nbsp;&nbsp;&nbsp;&nbsp;107259 | &nbsp;&nbsp;&nbsp;&nbsp; 17946 |
|  | &nbsp;&nbsp;&nbsp;Intuit Inc. | &nbsp;&nbsp;&nbsp;Intuit Inc. | &nbsp;&nbsp;&nbsp;&nbsp;25913 | &nbsp;&nbsp;&nbsp;&nbsp; 17696 |
| \* | &nbsp;&nbsp;&nbsp;Snowflake Inc. | &nbsp;&nbsp;&nbsp;Snowflake Inc. | &nbsp;&nbsp;&nbsp;&nbsp;64044 | &nbsp;&nbsp;&nbsp;&nbsp; 14445 |
|  | &nbsp;&nbsp;&nbsp;Jabil Inc. | &nbsp;&nbsp;&nbsp;Jabil Inc. | &nbsp;&nbsp;&nbsp;&nbsp;63129 | &nbsp;&nbsp;&nbsp;&nbsp; 13710 |
| \* | &nbsp;&nbsp;&nbsp;Palantir Technologies Inc. Class A | &nbsp;&nbsp;&nbsp;Palantir Technologies Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;50916 | &nbsp;&nbsp;&nbsp;&nbsp; 9288 |
|  | &nbsp;&nbsp;&nbsp;Teradyne Inc. | &nbsp;&nbsp;&nbsp;Teradyne Inc. | &nbsp;&nbsp;&nbsp;&nbsp;56612 | &nbsp;&nbsp;&nbsp;&nbsp; 7792 |
| \* | &nbsp;&nbsp;&nbsp;Via Transportation Inc. Class A | &nbsp;&nbsp;&nbsp;Via Transportation Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;53652 | &nbsp;&nbsp;&nbsp;&nbsp; 2580 |
| \* | &nbsp;&nbsp;&nbsp;Unity Software Inc. | &nbsp;&nbsp;&nbsp;Unity Software Inc. | &nbsp;&nbsp;&nbsp;&nbsp;56389 | &nbsp;&nbsp;&nbsp;&nbsp; 2258 |
| \*,1 | &nbsp;&nbsp;&nbsp;Figma Inc. Class A | &nbsp;&nbsp;&nbsp;Figma Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6300 | &nbsp;&nbsp;&nbsp;&nbsp; 327 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **841997** |
| **Materials (1.6%)** | **Materials (1.6%)** |  |  |  |
|  | &nbsp;&nbsp;&nbsp;Linde plc | &nbsp;&nbsp;&nbsp;Linde plc | &nbsp;&nbsp;&nbsp;&nbsp;50020 | &nbsp;&nbsp;&nbsp;&nbsp; 23760 |
|  | &nbsp;&nbsp;&nbsp;Anglo American plc | &nbsp;&nbsp;&nbsp;Anglo American plc | &nbsp;&nbsp;&nbsp;&nbsp;461591 | &nbsp;&nbsp;&nbsp;&nbsp; 17405 |
|  | &nbsp;&nbsp;&nbsp;Freeport-McMoRan Inc. | &nbsp;&nbsp;&nbsp;Freeport-McMoRan Inc. | &nbsp;&nbsp;&nbsp;&nbsp;376724 | &nbsp;&nbsp;&nbsp;&nbsp; 14775 |
|  | &nbsp;&nbsp;&nbsp;Teck Resources Ltd. Class B | &nbsp;&nbsp;&nbsp;Teck Resources Ltd. Class B | &nbsp;&nbsp;&nbsp;&nbsp;74600 | &nbsp;&nbsp;&nbsp;&nbsp; 3274 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **59214** |
| **Real Estate (1.6%)** | **Real Estate (1.6%)** |  |  |  |
|  | &nbsp;&nbsp;&nbsp;Welltower Inc. | &nbsp;&nbsp;&nbsp;Welltower Inc. | &nbsp;&nbsp;&nbsp;&nbsp;165739 | &nbsp;&nbsp;&nbsp;&nbsp; 29525 |
|  | &nbsp;&nbsp;&nbsp;Simon Property Group Inc. | &nbsp;&nbsp;&nbsp;Simon Property Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;156738 | &nbsp;&nbsp;&nbsp;&nbsp; 29415 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **58940** |
| **Utilities (1.9%)** | **Utilities (1.9%)** |  |  |  |
|  | &nbsp;&nbsp;&nbsp;Sempra | &nbsp;&nbsp;&nbsp;Sempra | &nbsp;&nbsp;&nbsp;&nbsp;363340 | &nbsp;&nbsp;&nbsp;&nbsp; 32693 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Corp. | &nbsp;&nbsp;&nbsp;Duke Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;179523 | &nbsp;&nbsp;&nbsp;&nbsp; 22216 |
|  | &nbsp;&nbsp;&nbsp;NextEra Energy Inc. | &nbsp;&nbsp;&nbsp;NextEra Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;196682 | &nbsp;&nbsp;&nbsp;&nbsp; 14848 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **69757** |
| **Total Common Stocks (Cost $1,805,598)** |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**2442706** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) |  |
| **U.S. Government and Agency Obligations (7.8%)** | **U.S. Government and Agency Obligations (7.8%)** | **U.S. Government and Agency Obligations (7.8%)** | **U.S. Government and Agency Obligations (7.8%)** | **U.S. Government and Agency Obligations (7.8%)** |
| **U.S. Government Securities (7.4%)** | **U.S. Government Securities (7.4%)** | **U.S. Government Securities (7.4%)** | **U.S. Government Securities (7.4%)** | **U.S. Government Securities (7.4%)** |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 4.125% | &nbsp;&nbsp;&nbsp;&nbsp;10/31/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 2000 | &nbsp;&nbsp; 2009 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 4.625% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 1806 | &nbsp;&nbsp; 1824 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 4.125% | &nbsp;&nbsp;&nbsp;&nbsp;1/31/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 3177 | &nbsp;&nbsp; 3194 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 4.125% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 8143 | &nbsp;&nbsp; 8190 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 4.125% | &nbsp;&nbsp;&nbsp;&nbsp;2/28/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 8378 | &nbsp;&nbsp; 8428 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 2.500% | &nbsp;&nbsp;&nbsp;&nbsp;3/31/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 439 | &nbsp;&nbsp; 432 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 3.875% | &nbsp;&nbsp;&nbsp;&nbsp;3/31/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 8970 | &nbsp;&nbsp; 8997 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 3.750% | &nbsp;&nbsp;&nbsp;&nbsp;4/30/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 8050 | &nbsp;&nbsp; 8062 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 3.875% | &nbsp;&nbsp;&nbsp;&nbsp;5/31/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 8100 | &nbsp;&nbsp; 8128 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 3.750% | &nbsp;&nbsp;&nbsp;&nbsp;6/30/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 5533 | &nbsp;&nbsp; 5543 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 4.375% | &nbsp;&nbsp;&nbsp;&nbsp;7/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 6319 | &nbsp;&nbsp; 6399 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 2.750% | &nbsp;&nbsp;&nbsp;&nbsp;7/31/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 292 | &nbsp;&nbsp; 287 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 3.750% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 4540 | &nbsp;&nbsp; 4549 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 3.625% | &nbsp;&nbsp;&nbsp;&nbsp;8/31/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 6344 | &nbsp;&nbsp; 6344 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value<br> ($000) |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 4.125% | &nbsp;&nbsp;&nbsp;&nbsp;10/31/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 8919 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9009 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 4.000% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 3503 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3532 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 3.875% | &nbsp;&nbsp;&nbsp;&nbsp;12/31/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 738 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 742 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 4.250% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 3351 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3397 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 4.250% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 2130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2160 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 3.750% | &nbsp;&nbsp;&nbsp;&nbsp;4/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1611 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1616 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 3.750% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1099 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1102 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 3.625% | &nbsp;&nbsp;&nbsp;&nbsp;5/31/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 336 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 336 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 3.875% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1636 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 3.625% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 933 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 933 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 3.375% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 5230 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5195 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 4.000% | &nbsp;&nbsp;&nbsp;&nbsp;1/31/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 5570 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5631 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 4.250% | &nbsp;&nbsp;&nbsp;&nbsp;2/28/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 4623 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4710 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 4.125% | &nbsp;&nbsp;&nbsp;&nbsp;3/31/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 7373 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7485 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 4.625% | &nbsp;&nbsp;&nbsp;&nbsp;4/30/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 7154 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7382 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp;5/31/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 6392 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6571 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 4.250% | &nbsp;&nbsp;&nbsp;&nbsp;6/30/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 7533 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7683 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 4.000% | &nbsp;&nbsp;&nbsp;&nbsp;7/31/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 4587 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4637 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 3.625% | &nbsp;&nbsp;&nbsp;&nbsp;8/31/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 773 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 3.500% | &nbsp;&nbsp;&nbsp;&nbsp;9/30/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 7398 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7346 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 3.875% | &nbsp;&nbsp;&nbsp;&nbsp;9/30/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 84 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 84 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 4.000% | &nbsp;&nbsp;&nbsp;&nbsp;10/31/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 334 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 338 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 4.125% | &nbsp;&nbsp;&nbsp;&nbsp;10/31/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 5172 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5255 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 4.125% | &nbsp;&nbsp;&nbsp;&nbsp;11/30/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 5463 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5551 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 4.375% | &nbsp;&nbsp;&nbsp;&nbsp;12/31/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 4956 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5085 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 4.250% | &nbsp;&nbsp;&nbsp;&nbsp;1/31/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 2830 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2890 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 4.000% | &nbsp;&nbsp;&nbsp;&nbsp;2/28/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 5608 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5673 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 4.000% | &nbsp;&nbsp;&nbsp;&nbsp;3/31/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 733 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 742 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 3.500% | &nbsp;&nbsp;&nbsp;&nbsp;4/30/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 317 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 314 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 3.875% | &nbsp;&nbsp;&nbsp;&nbsp;4/30/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 4970 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5001 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 3.750% | &nbsp;&nbsp;&nbsp;&nbsp;5/31/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 538 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 538 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 4.000% | &nbsp;&nbsp;&nbsp;&nbsp;5/31/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 2505 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2535 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 3.875% | &nbsp;&nbsp;&nbsp;&nbsp;6/30/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 5747 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5783 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 3.625% | &nbsp;&nbsp;&nbsp;&nbsp;8/31/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 3554 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3536 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 3.625% | &nbsp;&nbsp;&nbsp;&nbsp;9/30/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 9621 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9572 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 3.750% | &nbsp;&nbsp;&nbsp;&nbsp;12/31/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 694 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 693 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 4.125% | &nbsp;&nbsp;&nbsp;&nbsp;7/31/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 2732 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2774 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 3.625% | &nbsp;&nbsp;&nbsp;&nbsp;9/30/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 176 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 174 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 4.125% | &nbsp;&nbsp;&nbsp;&nbsp;10/31/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 432 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 439 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 4.375% | &nbsp;&nbsp;&nbsp;&nbsp;1/31/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 280 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 288 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 4.000% | &nbsp;&nbsp;&nbsp;&nbsp;4/30/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 316 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 318 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 4.000% | &nbsp;&nbsp;&nbsp;&nbsp;6/30/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 4315 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4337 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 3.875% | &nbsp;&nbsp;&nbsp;&nbsp;8/31/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 1344 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1340 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 4.625% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 137 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 142 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 4.250% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 155 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 156 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 4.250% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 14325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14442 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 2.000% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 9117 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6397 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 2.375% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 865 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 641 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 3.375% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 6736 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5736 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 4.000% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 3193 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2951 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 3.875% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 3846 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3483 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp; 776 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 759 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 4.625% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp; 776 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 769 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 2266 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2280 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 7150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7426 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 4.875% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 2479 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2534 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 2.375% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 179 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 115 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 4.000% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 97 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 3.625% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp; 537 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 443 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 4.125% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp; 1166 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1054 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp; 749 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 750 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 4.625% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 1383 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1358 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 395 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 380 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 4.625% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 820 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 806 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 1438 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1442 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 3644 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3657 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **275340** |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value<br> ($000) |
| **Conventional Mortgage-Backed Securities (0.4%)** | **Conventional Mortgage-Backed Securities (0.4%)** | **Conventional Mortgage-Backed Securities (0.4%)** | **Conventional Mortgage-Backed Securities (0.4%)** | **Conventional Mortgage-Backed Securities (0.4%)** | **Conventional Mortgage-Backed Securities (0.4%)** |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool | &nbsp;&nbsp;&nbsp;&nbsp; 4.050% | &nbsp;&nbsp;&nbsp;&nbsp;9/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 1230 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1225 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool | &nbsp;&nbsp;&nbsp;&nbsp; 4.190% | &nbsp;&nbsp;&nbsp;&nbsp;8/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 570 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 571 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool | &nbsp;&nbsp;&nbsp;&nbsp; 4.220% | &nbsp;&nbsp;&nbsp;&nbsp;8/1/2030 - 9/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 1108 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1112 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool | &nbsp;&nbsp;&nbsp;&nbsp; 4.240% | &nbsp;&nbsp;&nbsp;&nbsp;9/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 1970 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1978 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool | &nbsp;&nbsp;&nbsp;&nbsp; 4.340% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2030 - 8/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 4046 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4085 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool | &nbsp;&nbsp;&nbsp;&nbsp; 4.360% | &nbsp;&nbsp;&nbsp;&nbsp;7/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 465 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 470 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool | &nbsp;&nbsp;&nbsp;&nbsp; 4.380% | &nbsp;&nbsp;&nbsp;&nbsp;8/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 380 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 384 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool | &nbsp;&nbsp;&nbsp;&nbsp; 4.400% | &nbsp;&nbsp;&nbsp;&nbsp;9/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 784 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool | &nbsp;&nbsp;&nbsp;&nbsp; 4.420% | &nbsp;&nbsp;&nbsp;&nbsp;8/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 1860 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1884 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool | &nbsp;&nbsp;&nbsp;&nbsp; 4.670% | &nbsp;&nbsp;&nbsp;&nbsp;8/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 262 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 268 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Ginnie Mae I Pool | &nbsp;&nbsp;&nbsp;&nbsp; 7.000% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2031 - 11/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 11 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Ginnie Mae I Pool | &nbsp;&nbsp;&nbsp;&nbsp; 8.000% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 5 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;UMBS Pool | &nbsp;&nbsp;&nbsp;&nbsp; 1.770% | &nbsp;&nbsp;&nbsp;&nbsp;1/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 508 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 408 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;UMBS Pool | &nbsp;&nbsp;&nbsp;&nbsp; 2.500% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2037 - 4/1/2038 | &nbsp;&nbsp;&nbsp;&nbsp; 503 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 466 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;UMBS Pool | &nbsp;&nbsp;&nbsp;&nbsp; 3.000% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 142 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 130 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **13781** |
| **Nonconventional Mortgage-Backed Securities (0.0%)** | **Nonconventional Mortgage-Backed Securities (0.0%)** | **Nonconventional Mortgage-Backed Securities (0.0%)** | **Nonconventional Mortgage-Backed Securities (0.0%)** | **Nonconventional Mortgage-Backed Securities (0.0%)** | **Nonconventional Mortgage-Backed Securities (0.0%)** |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae REMICS | &nbsp;&nbsp;&nbsp;&nbsp; 1.500% | &nbsp;&nbsp;&nbsp;&nbsp;8/25/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 32 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae REMICS | &nbsp;&nbsp;&nbsp;&nbsp; 2.500% | &nbsp;&nbsp;&nbsp;&nbsp;8/25/2046 | &nbsp;&nbsp;&nbsp;&nbsp; 470 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 397 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae REMICS | &nbsp;&nbsp;&nbsp;&nbsp; 3.000% | &nbsp;&nbsp;&nbsp;&nbsp;2/25/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 22 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae REMICS | &nbsp;&nbsp;&nbsp;&nbsp; 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/25/2031 - 11/25/2057 | &nbsp;&nbsp;&nbsp;&nbsp; 1219 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1181 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae REMICS | &nbsp;&nbsp;&nbsp;&nbsp; 4.000% | &nbsp;&nbsp;&nbsp;&nbsp;7/25/2053 | &nbsp;&nbsp;&nbsp;&nbsp; 31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 31 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac REMICS | &nbsp;&nbsp;&nbsp;&nbsp; 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/2031 - 12/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp; 412 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 390 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac REMICS | &nbsp;&nbsp;&nbsp;&nbsp; 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/2030 - 2/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 58 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 58 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **2111** |
| **Total U.S. Government and Agency Obligations (Cost $294,887)** | **Total U.S. Government and Agency Obligations (Cost $294,887)** | **Total U.S. Government and Agency Obligations (Cost $294,887)** | **Total U.S. Government and Agency Obligations (Cost $294,887)** | **Total U.S. Government and Agency Obligations (Cost $294,887)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**291232** |
| **Asset-Backed/Commercial Mortgage-Backed Securities (0.9%)** | **Asset-Backed/Commercial Mortgage-Backed Securities (0.9%)** | **Asset-Backed/Commercial Mortgage-Backed Securities (0.9%)** | **Asset-Backed/Commercial Mortgage-Backed Securities (0.9%)** | **Asset-Backed/Commercial Mortgage-Backed Securities (0.9%)** | **Asset-Backed/Commercial Mortgage-Backed Securities (0.9%)** |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;Aligned Data Centers Issuer LLC Class A2 Series 2021-1A | &nbsp;&nbsp;&nbsp;&nbsp; 1.937% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp; 1385 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1352 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;American Express Credit Account Master Trust Class A Series 2023-4 | &nbsp;&nbsp;&nbsp;&nbsp; 5.150% | &nbsp;&nbsp;&nbsp;&nbsp;9/16/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 1310 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1355 |
| <sup>2,4,5</sup> | &nbsp;&nbsp;&nbsp;Angel Oak Mortgage Trust Class A1 Series 2019-5 | &nbsp;&nbsp;&nbsp;&nbsp; 2.593% | &nbsp;&nbsp;&nbsp;&nbsp;10/25/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 18 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 18 |
| <sup>2,4,5</sup> | &nbsp;&nbsp;&nbsp;Angel Oak Mortgage Trust Class A1 Series 2019-6 | &nbsp;&nbsp;&nbsp;&nbsp; 2.620% | &nbsp;&nbsp;&nbsp;&nbsp;11/25/2059 | &nbsp;&nbsp;&nbsp;&nbsp; 40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 39 |
| <sup>2,4,5</sup> | &nbsp;&nbsp;&nbsp;Angel Oak Mortgage Trust Class A1 Series 2021-6 | &nbsp;&nbsp;&nbsp;&nbsp; 1.458% | &nbsp;&nbsp;&nbsp;&nbsp;9/25/2066 | &nbsp;&nbsp;&nbsp;&nbsp; 541 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 461 |
| <sup>2,4,5</sup> | &nbsp;&nbsp;&nbsp;BX Trust Class A Series 2021-ARIA, TSFR1M + 1.014% | &nbsp;&nbsp;&nbsp;&nbsp; 5.164% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 425 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;Castlelake Aircraft Structured Trust Class A Series 2019-1A | &nbsp;&nbsp;&nbsp;&nbsp; 3.967% | &nbsp;&nbsp;&nbsp;&nbsp;4/15/2039 | &nbsp;&nbsp;&nbsp;&nbsp; 270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 263 |
| <sup>2,4,5</sup> | &nbsp;&nbsp;&nbsp;CENT Trust Class A Series 2025-CITY | &nbsp;&nbsp;&nbsp;&nbsp; 5.091% | &nbsp;&nbsp;&nbsp;&nbsp;7/10/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 1015 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1026 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;CF Hippolyta Issuer LLC Class A1 Series 2020-1A | &nbsp;&nbsp;&nbsp;&nbsp; 1.530% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2061 | &nbsp;&nbsp;&nbsp;&nbsp; 342 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 285 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;CF Hippolyta Issuer LLC Class A1 Series 2022-1A | &nbsp;&nbsp;&nbsp;&nbsp; 5.970% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2062 | &nbsp;&nbsp;&nbsp;&nbsp; 109 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 105 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;Chesapeake Funding II LLC Class A1 Series 2024-1A | &nbsp;&nbsp;&nbsp;&nbsp; 5.520% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 411 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 416 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;DB Master Finance LLC Class A2II Series 2019-1A | &nbsp;&nbsp;&nbsp;&nbsp; 4.021% | &nbsp;&nbsp;&nbsp;&nbsp;5/20/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 381 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 379 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;Domino's Pizza Master Issuer LLC Class A2I Series 2021-1A | &nbsp;&nbsp;&nbsp;&nbsp; 2.662% | &nbsp;&nbsp;&nbsp;&nbsp;4/25/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 263 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 248 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;Domino's Pizza Master Issuer LLC Class A2II Series 2021-1A | &nbsp;&nbsp;&nbsp;&nbsp; 3.151% | &nbsp;&nbsp;&nbsp;&nbsp;4/25/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 662 |
| <sup>2,4,5</sup> | &nbsp;&nbsp;&nbsp;Durst Commercial Mortgage Trust Class A Series 2025-151 | &nbsp;&nbsp;&nbsp;&nbsp; 5.317% | &nbsp;&nbsp;&nbsp;&nbsp;8/10/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 255 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;Enterprise Fleet Financing LLC Class A2 Series 2023-3 | &nbsp;&nbsp;&nbsp;&nbsp; 6.400% | &nbsp;&nbsp;&nbsp;&nbsp;3/20/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 754 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 765 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;Enterprise Fleet Financing LLC Class A2 Series 2024-1 | &nbsp;&nbsp;&nbsp;&nbsp; 5.230% | &nbsp;&nbsp;&nbsp;&nbsp;3/20/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 402 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 405 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Connecticut Avenue Securities Trust Class 2M2 Series 2016-C03, SOFR30A + 6.014% | &nbsp;&nbsp;&nbsp;&nbsp;10.371% | &nbsp;&nbsp;&nbsp;&nbsp;10/25/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 25 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;FirstKey Homes Trust Class A Series 2021-SFR1 | &nbsp;&nbsp;&nbsp;&nbsp; 1.538% | &nbsp;&nbsp;&nbsp;&nbsp;8/17/2038 | &nbsp;&nbsp;&nbsp;&nbsp; 1705 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1665 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K-1521 | &nbsp;&nbsp;&nbsp;&nbsp; 2.184% | &nbsp;&nbsp;&nbsp;&nbsp;8/25/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 495 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 393 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K-156 | &nbsp;&nbsp;&nbsp;&nbsp; 4.430% | &nbsp;&nbsp;&nbsp;&nbsp;2/25/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 885 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 891 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K-511 | &nbsp;&nbsp;&nbsp;&nbsp; 4.860% | &nbsp;&nbsp;&nbsp;&nbsp;10/25/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1220 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1248 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K-516 | &nbsp;&nbsp;&nbsp;&nbsp; 5.477% | &nbsp;&nbsp;&nbsp;&nbsp;1/25/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 1451 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1509 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A3 Series K-1512 | &nbsp;&nbsp;&nbsp;&nbsp; 3.059% | &nbsp;&nbsp;&nbsp;&nbsp;4/25/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 270 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A3 Series K-1513 | &nbsp;&nbsp;&nbsp;&nbsp; 2.797% | &nbsp;&nbsp;&nbsp;&nbsp;8/25/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 263 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Seasoned Credit Risk Transfer Trust Class MA Series 2019-3 | &nbsp;&nbsp;&nbsp;&nbsp; 3.500% | &nbsp;&nbsp;&nbsp;&nbsp;10/25/2058 | &nbsp;&nbsp;&nbsp;&nbsp; 482 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 467 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Ginnie Mae REMICS Class KA Series 2021-215 | &nbsp;&nbsp;&nbsp;&nbsp; 2.500% | &nbsp;&nbsp;&nbsp;&nbsp;10/20/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 1739 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1559 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;GM Financial Automobile Leasing Trust Class A3 Series 2024-2 | &nbsp;&nbsp;&nbsp;&nbsp; 5.390% | &nbsp;&nbsp;&nbsp;&nbsp;7/20/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 795 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 800 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;GM Financial Automobile Leasing Trust Class A3 Series 2024-2 | &nbsp;&nbsp;&nbsp;&nbsp; 5.100% | &nbsp;&nbsp;&nbsp;&nbsp;3/16/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 820 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 828 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;GM Financial Consumer Automobile Receivables Trust Class A3 Series 2023-2 | &nbsp;&nbsp;&nbsp;&nbsp; 4.470% | &nbsp;&nbsp;&nbsp;&nbsp;2/16/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 157 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 157 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;GM Financial Revolving Receivables Trust Class A Series 2023-2 | &nbsp;&nbsp;&nbsp;&nbsp; 5.770% | &nbsp;&nbsp;&nbsp;&nbsp;8/11/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 1632 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1711 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;Home Partners of America Trust Class A Series 2021-2 | &nbsp;&nbsp;&nbsp;&nbsp; 1.901% | &nbsp;&nbsp;&nbsp;&nbsp;12/17/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 848 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 824 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Honda Auto Receivables Owner Trust Class A3 Series 2024-2 | &nbsp;&nbsp;&nbsp;&nbsp; 5.270% | &nbsp;&nbsp;&nbsp;&nbsp;11/20/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1060 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1074 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;Horizon Aircraft Finance II Ltd. Class A Series 2019-1 | &nbsp;&nbsp;&nbsp;&nbsp; 3.721% | &nbsp;&nbsp;&nbsp;&nbsp;7/15/2039 | &nbsp;&nbsp;&nbsp;&nbsp; 94 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 92 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;Horizon Aircraft Finance III Ltd. Class A Series 2019-2 | &nbsp;&nbsp;&nbsp;&nbsp; 3.425% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2039 | &nbsp;&nbsp;&nbsp;&nbsp; 177 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 173 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;MACH 1 Cayman Ltd. Class A Series 2019-1 | &nbsp;&nbsp;&nbsp;&nbsp; 3.474% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2039 | &nbsp;&nbsp;&nbsp;&nbsp; 65 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 64 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;OneMain Direct Auto Receivables Trust Class A Series 2021-1A | &nbsp;&nbsp;&nbsp;&nbsp; 0.870% | &nbsp;&nbsp;&nbsp;&nbsp;7/14/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 35 |
| <sup>2,4,5</sup> | &nbsp;&nbsp;&nbsp;RFR Trust Class A Series 2025-SGRM | &nbsp;&nbsp;&nbsp;&nbsp; 5.562% | &nbsp;&nbsp;&nbsp;&nbsp;3/11/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 1205 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1232 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;SoFi Professional Loan Program Trust Class AFX Series 2021-B | &nbsp;&nbsp;&nbsp;&nbsp; 1.140% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp; 284 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 250 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value<br> ($000) |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;Start II Ltd. Class A Series 2019-1 | &nbsp;&nbsp;&nbsp;&nbsp; 4.089% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp; 191 | &nbsp;&nbsp; 190 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;Taco Bell Funding LLC Class A2I Series 2021-1A | &nbsp;&nbsp;&nbsp;&nbsp; 1.946% | &nbsp;&nbsp;&nbsp;&nbsp;8/25/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 560 | &nbsp;&nbsp; 541 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;Taco Bell Funding LLC Class A2II Series 2021-1A | &nbsp;&nbsp;&nbsp;&nbsp; 2.294% | &nbsp;&nbsp;&nbsp;&nbsp;8/25/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 1032 | &nbsp;&nbsp; 953 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;Toyota Auto Loan Extended Note Trust Class A Series 2021-1A | &nbsp;&nbsp;&nbsp;&nbsp; 1.070% | &nbsp;&nbsp;&nbsp;&nbsp;2/27/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 1603 | &nbsp;&nbsp; 1583 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Toyota Auto Receivables Owner Trust Class A3 Series 2024-D | &nbsp;&nbsp;&nbsp;&nbsp; 4.400% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 980 | &nbsp;&nbsp; 987 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;Toyota Lease Owner Trust Class A3 Series 2025-B | &nbsp;&nbsp;&nbsp;&nbsp; 3.960% | &nbsp;&nbsp;&nbsp;&nbsp;11/20/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 530 | &nbsp;&nbsp; 530 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Volkswagen Auto Lease Trust Class A3 Series 2024-A | &nbsp;&nbsp;&nbsp;&nbsp; 5.210% | &nbsp;&nbsp;&nbsp;&nbsp;6/21/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 785 | &nbsp;&nbsp; 792 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Volkswagen Auto Lease Trust Class A3 Series 2025-B | &nbsp;&nbsp;&nbsp;&nbsp; 4.010% | &nbsp;&nbsp;&nbsp;&nbsp;1/22/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 680 | &nbsp;&nbsp; 681 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;Wheels Fleet Lease Funding 1 LLC Class A Series 2023-1A | &nbsp;&nbsp;&nbsp;&nbsp; 5.800% | &nbsp;&nbsp;&nbsp;&nbsp;4/18/2038 | &nbsp;&nbsp;&nbsp;&nbsp; 332 | &nbsp;&nbsp; 335 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;Wheels Fleet Lease Funding 1 LLC Class A Series 2023-2A | &nbsp;&nbsp;&nbsp;&nbsp; 6.460% | &nbsp;&nbsp;&nbsp;&nbsp;8/18/2038 | &nbsp;&nbsp;&nbsp;&nbsp; 1446 | &nbsp;&nbsp; 1466 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;Wheels Fleet Lease Funding 1 LLC Class A1 Series 2024-2A | &nbsp;&nbsp;&nbsp;&nbsp; 4.870% | &nbsp;&nbsp;&nbsp;&nbsp;6/21/2039 | &nbsp;&nbsp;&nbsp;&nbsp; 608 | &nbsp;&nbsp; 614 |
| **Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $33,010)** | **Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $33,010)** | **Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $33,010)** | **Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $33,010)** | **Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $33,010)** | &nbsp;&nbsp;&nbsp;&nbsp;**32661** |
| **Corporate Bonds (22.5%)** | **Corporate Bonds (22.5%)** | **Corporate Bonds (22.5%)** | **Corporate Bonds (22.5%)** | **Corporate Bonds (22.5%)** | **Corporate Bonds (22.5%)** |
| **Communications (1.1%)** | **Communications (1.1%)** | **Communications (1.1%)** | **Communications (1.1%)** | **Communications (1.1%)** | **Communications (1.1%)** |
|  | &nbsp;&nbsp;&nbsp;Alphabet Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.250% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 100 |
|  | &nbsp;&nbsp;&nbsp;Alphabet Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.300% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2065 | &nbsp;&nbsp;&nbsp;&nbsp; 95 | &nbsp;&nbsp; 95 |
|  | &nbsp;&nbsp;&nbsp;America Movil SAB de CV | &nbsp;&nbsp;&nbsp;&nbsp; 3.625% | &nbsp;&nbsp;&nbsp;&nbsp;4/22/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 780 | &nbsp;&nbsp; 762 |
|  | &nbsp;&nbsp;&nbsp;AT&T Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.750% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 1305 | &nbsp;&nbsp; 1196 |
|  | &nbsp;&nbsp;&nbsp;AT&T Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.550% | &nbsp;&nbsp;&nbsp;&nbsp;11/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp; 597 |
|  | &nbsp;&nbsp;&nbsp;AT&T Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.500% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 2255 | &nbsp;&nbsp; 1803 |
|  | &nbsp;&nbsp;&nbsp;AT&T Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.300% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 796 | &nbsp;&nbsp; 687 |
|  | &nbsp;&nbsp;&nbsp;AT&T Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.350% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 510 | &nbsp;&nbsp; 430 |
|  | &nbsp;&nbsp;&nbsp;AT&T Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.550% | &nbsp;&nbsp;&nbsp;&nbsp;11/1/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 660 | &nbsp;&nbsp; 654 |
|  | &nbsp;&nbsp;&nbsp;AT&T Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp; 638 | &nbsp;&nbsp; 569 |
|  | &nbsp;&nbsp;&nbsp;AT&T Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.050% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 311 |
|  | &nbsp;&nbsp;&nbsp;AT&T Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.650% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2059 | &nbsp;&nbsp;&nbsp;&nbsp; 986 | &nbsp;&nbsp; 674 |
|  | &nbsp;&nbsp;&nbsp;Charter Communications Operating LLC / Charter Communications Operating Capital | &nbsp;&nbsp;&nbsp;&nbsp; 6.100% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 170 | &nbsp;&nbsp; 178 |
|  | &nbsp;&nbsp;&nbsp;Charter Communications Operating LLC / Charter Communications Operating Capital | &nbsp;&nbsp;&nbsp;&nbsp; 4.400% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 650 | &nbsp;&nbsp; 616 |
|  | &nbsp;&nbsp;&nbsp;Charter Communications Operating LLC / Charter Communications Operating Capital | &nbsp;&nbsp;&nbsp;&nbsp; 5.850% | &nbsp;&nbsp;&nbsp;&nbsp;12/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 85 | &nbsp;&nbsp; 86 |
|  | &nbsp;&nbsp;&nbsp;Charter Communications Operating LLC / Charter Communications Operating Capital | &nbsp;&nbsp;&nbsp;&nbsp; 3.500% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 2789 | &nbsp;&nbsp; 2009 |
|  | &nbsp;&nbsp;&nbsp;Charter Communications Operating LLC / Charter Communications Operating Capital | &nbsp;&nbsp;&nbsp;&nbsp; 6.484% | &nbsp;&nbsp;&nbsp;&nbsp;10/23/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 755 | &nbsp;&nbsp; 746 |
|  | &nbsp;&nbsp;&nbsp;Charter Communications Operating LLC / Charter Communications Operating Capital | &nbsp;&nbsp;&nbsp;&nbsp; 5.375% | &nbsp;&nbsp;&nbsp;&nbsp;5/1/2047 | &nbsp;&nbsp;&nbsp;&nbsp; 295 | &nbsp;&nbsp; 255 |
|  | &nbsp;&nbsp;&nbsp;Charter Communications Operating LLC / Charter Communications Operating Capital | &nbsp;&nbsp;&nbsp;&nbsp; 4.800% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp; 474 |
|  | &nbsp;&nbsp;&nbsp;Charter Communications Operating LLC / Charter Communications Operating Capital | &nbsp;&nbsp;&nbsp;&nbsp; 3.700% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 675 | &nbsp;&nbsp; 445 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.400% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 145 | &nbsp;&nbsp; 140 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.650% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 110 | &nbsp;&nbsp; 116 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 6.500% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 24 | &nbsp;&nbsp; 27 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.250% | &nbsp;&nbsp;&nbsp;&nbsp;11/1/2039 | &nbsp;&nbsp;&nbsp;&nbsp; 845 | &nbsp;&nbsp; 674 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.750% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp; 378 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.969% | &nbsp;&nbsp;&nbsp;&nbsp;11/1/2047 | &nbsp;&nbsp;&nbsp;&nbsp; 586 | &nbsp;&nbsp; 457 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 2.887% | &nbsp;&nbsp;&nbsp;&nbsp;11/1/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 1120 | &nbsp;&nbsp; 689 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 2.450% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 1025 | &nbsp;&nbsp; 565 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.049% | &nbsp;&nbsp;&nbsp;&nbsp;11/1/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 604 | &nbsp;&nbsp; 462 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 2.937% | &nbsp;&nbsp;&nbsp;&nbsp;11/1/2056 | &nbsp;&nbsp;&nbsp;&nbsp; 3908 | &nbsp;&nbsp; 2317 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 2.650% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2062 | &nbsp;&nbsp;&nbsp;&nbsp; 615 | &nbsp;&nbsp; 323 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 2.987% | &nbsp;&nbsp;&nbsp;&nbsp;11/1/2063 | &nbsp;&nbsp;&nbsp;&nbsp; 2093 | &nbsp;&nbsp; 1195 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Cox Communications Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.800% | &nbsp;&nbsp;&nbsp;&nbsp;2/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 1540 | &nbsp;&nbsp; 1457 |
|  | &nbsp;&nbsp;&nbsp;Meta Platforms Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.950% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 310 |
|  | &nbsp;&nbsp;&nbsp;Meta Platforms Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.600% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp; 1235 | &nbsp;&nbsp; 1251 |
|  | &nbsp;&nbsp;&nbsp;Meta Platforms Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.400% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 1916 | &nbsp;&nbsp; 1894 |
|  | &nbsp;&nbsp;&nbsp;Meta Platforms Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.750% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2063 | &nbsp;&nbsp;&nbsp;&nbsp; 480 | &nbsp;&nbsp; 493 |
|  | &nbsp;&nbsp;&nbsp;Meta Platforms Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.550% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2064 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 496 |
|  | &nbsp;&nbsp;&nbsp;NBCUniversal Media LLC | &nbsp;&nbsp;&nbsp;&nbsp; 4.450% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 359 | &nbsp;&nbsp; 314 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;NBN Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 1.625% | &nbsp;&nbsp;&nbsp;&nbsp;1/8/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 760 | &nbsp;&nbsp; 737 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;NBN Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 2.625% | &nbsp;&nbsp;&nbsp;&nbsp;5/5/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 1105 | &nbsp;&nbsp; 1009 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;NBN Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 2.500% | &nbsp;&nbsp;&nbsp;&nbsp;1/8/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 2179 | &nbsp;&nbsp; 1935 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;NTT Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.620% | &nbsp;&nbsp;&nbsp;&nbsp;7/16/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 595 | &nbsp;&nbsp; 601 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;NTT Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.876% | &nbsp;&nbsp;&nbsp;&nbsp;7/16/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 775 | &nbsp;&nbsp; 788 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;NTT Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.171% | &nbsp;&nbsp;&nbsp;&nbsp;7/16/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 700 | &nbsp;&nbsp; 717 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;NTT Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.502% | &nbsp;&nbsp;&nbsp;&nbsp;7/16/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 525 | &nbsp;&nbsp; 543 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Ooredoo International Finance Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 2.625% | &nbsp;&nbsp;&nbsp;&nbsp;4/8/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 725 | &nbsp;&nbsp; 666 |
|  | &nbsp;&nbsp;&nbsp;Orange SA | &nbsp;&nbsp;&nbsp;&nbsp; 9.000% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 530 | &nbsp;&nbsp; 644 |
|  | &nbsp;&nbsp;&nbsp;Telefonica Emisiones SA | &nbsp;&nbsp;&nbsp;&nbsp; 5.213% | &nbsp;&nbsp;&nbsp;&nbsp;3/8/2047 | &nbsp;&nbsp;&nbsp;&nbsp; 190 | &nbsp;&nbsp; 171 |
|  | &nbsp;&nbsp;&nbsp;Telefonica Emisiones SA | &nbsp;&nbsp;&nbsp;&nbsp; 5.520% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 186 |
|  | &nbsp;&nbsp;&nbsp;Time Warner Cable LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.875% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 158 | &nbsp;&nbsp; 151 |
|  | &nbsp;&nbsp;&nbsp;Time Warner Cable LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.500% | &nbsp;&nbsp;&nbsp;&nbsp;9/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 988 | &nbsp;&nbsp; 905 |
|  | &nbsp;&nbsp;&nbsp;T-Mobile USA Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.050% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1275 | &nbsp;&nbsp; 1215 |
|  | &nbsp;&nbsp;&nbsp;T-Mobile USA Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.200% | &nbsp;&nbsp;&nbsp;&nbsp;10/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 1577 | &nbsp;&nbsp; 1576 |
|  | &nbsp;&nbsp;&nbsp;T-Mobile USA Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.250% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 132 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | &nbsp;&nbsp;&nbsp;T-Mobile USA Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.375% | &nbsp;&nbsp;&nbsp;&nbsp;4/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 271 |
|  | &nbsp;&nbsp;&nbsp;T-Mobile USA Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp;4/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 168 |
|  | &nbsp;&nbsp;&nbsp;TWDC Enterprises 18 Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.375% | &nbsp;&nbsp;&nbsp;&nbsp;8/16/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 133 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 120 |
|  | &nbsp;&nbsp;&nbsp;Walt Disney Co. | &nbsp;&nbsp;&nbsp;&nbsp; 3.500% | &nbsp;&nbsp;&nbsp;&nbsp;5/13/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 849 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 712 |
|  | &nbsp;&nbsp;&nbsp;Walt Disney Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp; 26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 24 |
|  | &nbsp;&nbsp;&nbsp;Walt Disney Co. | &nbsp;&nbsp;&nbsp;&nbsp; 2.750% | &nbsp;&nbsp;&nbsp;&nbsp;9/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 424 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 273 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **39789** |
| **Consumer Discretionary (0.5%)** | **Consumer Discretionary (0.5%)** | **Consumer Discretionary (0.5%)** | **Consumer Discretionary (0.5%)** | **Consumer Discretionary (0.5%)** | **Consumer Discretionary (0.5%)** |
|  | &nbsp;&nbsp;&nbsp;Amazon.com Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.600% | &nbsp;&nbsp;&nbsp;&nbsp;4/13/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 2300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2224 |
|  | &nbsp;&nbsp;&nbsp;Amazon.com Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.875% | &nbsp;&nbsp;&nbsp;&nbsp;5/12/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 105 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 81 |
|  | &nbsp;&nbsp;&nbsp;Amazon.com Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.950% | &nbsp;&nbsp;&nbsp;&nbsp;12/5/2044 | &nbsp;&nbsp;&nbsp;&nbsp; 630 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 623 |
|  | &nbsp;&nbsp;&nbsp;Amazon.com Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.950% | &nbsp;&nbsp;&nbsp;&nbsp;4/13/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 80 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 65 |
|  | &nbsp;&nbsp;&nbsp;Amazon.com Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.250% | &nbsp;&nbsp;&nbsp;&nbsp;8/22/2057 | &nbsp;&nbsp;&nbsp;&nbsp; 1648 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1383 |
|  | &nbsp;&nbsp;&nbsp;Amazon.com Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.100% | &nbsp;&nbsp;&nbsp;&nbsp;4/13/2062 | &nbsp;&nbsp;&nbsp;&nbsp; 255 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 205 |
|  | &nbsp;&nbsp;&nbsp;Brown University | &nbsp;&nbsp;&nbsp;&nbsp; 2.924% | &nbsp;&nbsp;&nbsp;&nbsp;9/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 155 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 104 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Duke University | &nbsp;&nbsp;&nbsp;&nbsp; 2.832% | &nbsp;&nbsp;&nbsp;&nbsp;10/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 493 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;ERAC USA Finance LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 277 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;ERAC USA Finance LLC | &nbsp;&nbsp;&nbsp;&nbsp; 4.900% | &nbsp;&nbsp;&nbsp;&nbsp;5/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 985 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1001 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;ERAC USA Finance LLC | &nbsp;&nbsp;&nbsp;&nbsp; 7.000% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2037 | &nbsp;&nbsp;&nbsp;&nbsp; 1150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1341 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;ERAC USA Finance LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.625% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 340 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 347 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;ERAC USA Finance LLC | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 1669 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1478 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;ERAC USA Finance LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.400% | &nbsp;&nbsp;&nbsp;&nbsp;5/1/2053 | &nbsp;&nbsp;&nbsp;&nbsp; 725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 721 |
|  | &nbsp;&nbsp;&nbsp;Georgetown University | &nbsp;&nbsp;&nbsp;&nbsp; 4.315% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 149 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 125 |
|  | &nbsp;&nbsp;&nbsp;Georgetown University | &nbsp;&nbsp;&nbsp;&nbsp; 2.943% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 115 |
|  | &nbsp;&nbsp;&nbsp;Home Depot Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.300% | &nbsp;&nbsp;&nbsp;&nbsp;4/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 655 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 537 |
|  | &nbsp;&nbsp;&nbsp;Home Depot Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.200% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 370 |
|  | &nbsp;&nbsp;&nbsp;Home Depot Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.875% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp; 695 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 659 |
|  | &nbsp;&nbsp;&nbsp;Home Depot Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.400% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 1120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 988 |
|  | &nbsp;&nbsp;&nbsp;Home Depot Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.250% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2046 | &nbsp;&nbsp;&nbsp;&nbsp; 1332 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1144 |
|  | &nbsp;&nbsp;&nbsp;Home Depot Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp;12/6/2048 | &nbsp;&nbsp;&nbsp;&nbsp; 761 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 670 |
|  | &nbsp;&nbsp;&nbsp;Home Depot Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.125% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 52 |
|  | &nbsp;&nbsp;&nbsp;Home Depot Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.350% | &nbsp;&nbsp;&nbsp;&nbsp;4/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 361 |
|  | &nbsp;&nbsp;&nbsp;Home Depot Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.375% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 41 |
|  | &nbsp;&nbsp;&nbsp;Home Depot Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.750% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 320 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 202 |
|  | &nbsp;&nbsp;&nbsp;Home Depot Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.625% | &nbsp;&nbsp;&nbsp;&nbsp;4/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 655 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 490 |
|  | &nbsp;&nbsp;&nbsp;Home Depot Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.300% | &nbsp;&nbsp;&nbsp;&nbsp;6/25/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 930 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 911 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Hyundai Capital America | &nbsp;&nbsp;&nbsp;&nbsp; 1.650% | &nbsp;&nbsp;&nbsp;&nbsp;9/17/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 1060 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1034 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Johns Hopkins University | &nbsp;&nbsp;&nbsp;&nbsp; 4.083% | &nbsp;&nbsp;&nbsp;&nbsp;7/1/2053 | &nbsp;&nbsp;&nbsp;&nbsp; 195 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 159 |
|  | &nbsp;&nbsp;&nbsp;Lowe's Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.800% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2062 | &nbsp;&nbsp;&nbsp;&nbsp; 672 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 674 |
|  | &nbsp;&nbsp;&nbsp;McDonald's Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.625% | &nbsp;&nbsp;&nbsp;&nbsp;9/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 142 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 106 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Northeastern University | &nbsp;&nbsp;&nbsp;&nbsp; 2.894% | &nbsp;&nbsp;&nbsp;&nbsp;10/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 154 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Northwestern University | &nbsp;&nbsp;&nbsp;&nbsp; 2.640% | &nbsp;&nbsp;&nbsp;&nbsp;12/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 16 |
|  | &nbsp;&nbsp;&nbsp;Trustees of Princeton University | &nbsp;&nbsp;&nbsp;&nbsp; 2.516% | &nbsp;&nbsp;&nbsp;&nbsp;7/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 61 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 39 |
|  | &nbsp;&nbsp;&nbsp;Trustees of Princeton University | &nbsp;&nbsp;&nbsp;&nbsp; 4.201% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 64 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 54 |
|  | &nbsp;&nbsp;&nbsp;Trustees of the University of Pennsylvania | &nbsp;&nbsp;&nbsp;&nbsp; 2.396% | &nbsp;&nbsp;&nbsp;&nbsp;10/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 186 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 111 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;University of Chicago | &nbsp;&nbsp;&nbsp;&nbsp; 2.761% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 165 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 130 |
|  | &nbsp;&nbsp;&nbsp;University of Southern California | &nbsp;&nbsp;&nbsp;&nbsp; 4.976% | &nbsp;&nbsp;&nbsp;&nbsp;10/1/2053 | &nbsp;&nbsp;&nbsp;&nbsp; 475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 449 |
|  | &nbsp;&nbsp;&nbsp;Yale University | &nbsp;&nbsp;&nbsp;&nbsp; 2.402% | &nbsp;&nbsp;&nbsp;&nbsp;4/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 25 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **19959** |
| **Consumer Staples (1.3%)** | **Consumer Staples (1.3%)** | **Consumer Staples (1.3%)** | **Consumer Staples (1.3%)** | **Consumer Staples (1.3%)** | **Consumer Staples (1.3%)** |
|  | &nbsp;&nbsp;&nbsp;Anheuser-Busch Cos. LLC / Anheuser-Busch InBev Worldwide Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.700% | &nbsp;&nbsp;&nbsp;&nbsp;2/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 2440 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2411 |
|  | &nbsp;&nbsp;&nbsp;Anheuser-Busch Cos. LLC / Anheuser-Busch InBev Worldwide Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.900% | &nbsp;&nbsp;&nbsp;&nbsp;2/1/2046 | &nbsp;&nbsp;&nbsp;&nbsp; 4286 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4012 |
|  | &nbsp;&nbsp;&nbsp;Anheuser-Busch InBev Worldwide Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.375% | &nbsp;&nbsp;&nbsp;&nbsp;4/15/2038 | &nbsp;&nbsp;&nbsp;&nbsp; 170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 161 |
|  | &nbsp;&nbsp;&nbsp;Anheuser-Busch InBev Worldwide Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.450% | &nbsp;&nbsp;&nbsp;&nbsp;1/23/2039 | &nbsp;&nbsp;&nbsp;&nbsp; 298 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 308 |
|  | &nbsp;&nbsp;&nbsp;Anheuser-Busch InBev Worldwide Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.950% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 2143 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2062 |
|  | &nbsp;&nbsp;&nbsp;Anheuser-Busch InBev Worldwide Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.800% | &nbsp;&nbsp;&nbsp;&nbsp;1/23/2059 | &nbsp;&nbsp;&nbsp;&nbsp; 317 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 330 |
|  | &nbsp;&nbsp;&nbsp;BAT Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 6.343% | &nbsp;&nbsp;&nbsp;&nbsp;8/2/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 305 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 329 |
|  | &nbsp;&nbsp;&nbsp;BAT Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.625% | &nbsp;&nbsp;&nbsp;&nbsp;3/22/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 320 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 317 |
|  | &nbsp;&nbsp;&nbsp;BAT Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.390% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2037 | &nbsp;&nbsp;&nbsp;&nbsp; 1230 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1127 |
|  | &nbsp;&nbsp;&nbsp;BAT Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 7.079% | &nbsp;&nbsp;&nbsp;&nbsp;8/2/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 638 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 720 |
|  | &nbsp;&nbsp;&nbsp;BAT Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.540% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp; 705 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 591 |
|  | &nbsp;&nbsp;&nbsp;BAT Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 6.250% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 455 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 476 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Cargill Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.875% | &nbsp;&nbsp;&nbsp;&nbsp;5/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 645 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 677 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;CK Hutchison International 20 Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 3.375% | &nbsp;&nbsp;&nbsp;&nbsp;5/8/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 560 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 410 |
|  | &nbsp;&nbsp;&nbsp;Coca-Cola Consolidated Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.250% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 208 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 215 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Danone SA | &nbsp;&nbsp;&nbsp;&nbsp; 2.947% | &nbsp;&nbsp;&nbsp;&nbsp;11/2/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 735 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 726 |
|  | &nbsp;&nbsp;&nbsp;Diageo Capital plc | &nbsp;&nbsp;&nbsp;&nbsp; 2.375% | &nbsp;&nbsp;&nbsp;&nbsp;10/24/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 2108 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1972 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Imperial Brands Finance plc | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp;6/30/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 655 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 659 |
|  | &nbsp;&nbsp;&nbsp;JBS USA Holding LUX Sarl / JBS USA Food Co. / JBS LUX Co. Sarl | &nbsp;&nbsp;&nbsp;&nbsp; 3.000% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 447 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | &nbsp;&nbsp;&nbsp;JBS USA Holding LUX Sarl / JBS USA Food Co. / JBS LUX Co. Sarl | &nbsp;&nbsp;&nbsp;&nbsp; 5.750% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 365 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 381 |
|  | &nbsp;&nbsp;&nbsp;JBS USA Holding LUX Sarl / JBS USA Food Co. / JBS LUX Co. Sarl | &nbsp;&nbsp;&nbsp;&nbsp; 6.750% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 332 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;JBS USA Holding LUX Sarl / JBS USA Food Co. / JBS LUX Foods Group | &nbsp;&nbsp;&nbsp;&nbsp; 5.950% | &nbsp;&nbsp;&nbsp;&nbsp;4/20/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 447 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;JBS USA Holding LUX Sarl / JBS USA Food Co. / JBS LUX Foods Group | &nbsp;&nbsp;&nbsp;&nbsp; 6.375% | &nbsp;&nbsp;&nbsp;&nbsp;2/25/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 298 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 311 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;JBS USA Holding Lux Sarl / JBS USA Foods Group Holdings Inc. / JBS USA Food Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.500% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 814 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;JBS USA Holding Lux Sarl / JBS USA Foods Group Holdings Inc. / JBS USA Food Co. | &nbsp;&nbsp;&nbsp;&nbsp; 6.250% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2056 | &nbsp;&nbsp;&nbsp;&nbsp; 2590 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2655 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;JBS USA Holding Lux Sarl / JBS USA Foods Group Holdings Inc. / JBS USA Food Co. | &nbsp;&nbsp;&nbsp;&nbsp; 6.375% | &nbsp;&nbsp;&nbsp;&nbsp;4/15/2066 | &nbsp;&nbsp;&nbsp;&nbsp; 1345 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1384 |
|  | &nbsp;&nbsp;&nbsp;Kenvue Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp;3/22/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 855 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 878 |
|  | &nbsp;&nbsp;&nbsp;Kenvue Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.850% | &nbsp;&nbsp;&nbsp;&nbsp;5/22/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 1180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1197 |
|  | &nbsp;&nbsp;&nbsp;Kenvue Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.100% | &nbsp;&nbsp;&nbsp;&nbsp;3/22/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 460 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 444 |
|  | &nbsp;&nbsp;&nbsp;Kenvue Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.050% | &nbsp;&nbsp;&nbsp;&nbsp;3/22/2053 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 279 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;L'Oreal SA | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp;5/20/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 825 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 849 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Mars Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.800% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 1010 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1029 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Mars Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 1200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1227 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Mars Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.200% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 1990 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2033 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Mars Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.650% | &nbsp;&nbsp;&nbsp;&nbsp;5/1/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 580 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 589 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Mars Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.700% | &nbsp;&nbsp;&nbsp;&nbsp;5/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 862 |
|  | &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.625% | &nbsp;&nbsp;&nbsp;&nbsp;11/17/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 1160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1221 |
|  | &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.125% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 2740 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2832 |
|  | &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.125% | &nbsp;&nbsp;&nbsp;&nbsp;2/13/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 705 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 729 |
|  | &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp;11/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 686 |
|  | &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.750% | &nbsp;&nbsp;&nbsp;&nbsp;11/17/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 1470 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1566 |
|  | &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.375% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 3794 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3963 |
|  | &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.875% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 145 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 135 |
|  | &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.250% | &nbsp;&nbsp;&nbsp;&nbsp;11/10/2044 | &nbsp;&nbsp;&nbsp;&nbsp; 2295 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1975 |
|  | &nbsp;&nbsp;&nbsp;Reynolds American Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.700% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 255 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 265 |
|  | &nbsp;&nbsp;&nbsp;Reynolds American Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.850% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 421 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **47454** |
| **Energy (1.5%)** | **Energy (1.5%)** | **Energy (1.5%)** | **Energy (1.5%)** | **Energy (1.5%)** | **Energy (1.5%)** |
|  | &nbsp;&nbsp;&nbsp;BP Capital Markets America Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 1.749% | &nbsp;&nbsp;&nbsp;&nbsp;8/10/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 345 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 308 |
|  | &nbsp;&nbsp;&nbsp;BP Capital Markets America Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.721% | &nbsp;&nbsp;&nbsp;&nbsp;1/12/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 3040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2759 |
|  | &nbsp;&nbsp;&nbsp;BP Capital Markets America Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.812% | &nbsp;&nbsp;&nbsp;&nbsp;2/13/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 1580 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1599 |
|  | &nbsp;&nbsp;&nbsp;BP Capital Markets America Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.893% | &nbsp;&nbsp;&nbsp;&nbsp;9/11/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 1240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1258 |
|  | &nbsp;&nbsp;&nbsp;BP Capital Markets America Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.227% | &nbsp;&nbsp;&nbsp;&nbsp;11/17/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 1120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1157 |
|  | &nbsp;&nbsp;&nbsp;BP Capital Markets America Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.772% | &nbsp;&nbsp;&nbsp;&nbsp;11/10/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 470 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 296 |
|  | &nbsp;&nbsp;&nbsp;BP Capital Markets America Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.939% | &nbsp;&nbsp;&nbsp;&nbsp;6/4/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 925 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 598 |
|  | &nbsp;&nbsp;&nbsp;BP Capital Markets America Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.001% | &nbsp;&nbsp;&nbsp;&nbsp;3/17/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 1206 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 785 |
|  | &nbsp;&nbsp;&nbsp;BP Capital Markets America Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.379% | &nbsp;&nbsp;&nbsp;&nbsp;2/8/2061 | &nbsp;&nbsp;&nbsp;&nbsp; 370 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 247 |
|  | &nbsp;&nbsp;&nbsp;Cheniere Energy Partners LP | &nbsp;&nbsp;&nbsp;&nbsp; 5.950% | &nbsp;&nbsp;&nbsp;&nbsp;6/30/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 560 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 593 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Columbia Pipelines Holding Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.097% | &nbsp;&nbsp;&nbsp;&nbsp;10/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 265 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 269 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Columbia Pipelines Holding Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.681% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 144 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Columbia Pipelines Operating Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.927% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 355 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 376 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Columbia Pipelines Operating Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp; 6.036% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 1075 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1147 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Columbia Pipelines Operating Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp; 6.497% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 1202 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1279 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Columbia Pipelines Operating Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp; 6.714% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2063 | &nbsp;&nbsp;&nbsp;&nbsp; 247 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 271 |
|  | &nbsp;&nbsp;&nbsp;Eastern Gas Transmission & Storage Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.000% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 585 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 556 |
|  | &nbsp;&nbsp;&nbsp;Eastern Gas Transmission & Storage Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.800% | &nbsp;&nbsp;&nbsp;&nbsp;11/1/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 112 |
|  | &nbsp;&nbsp;&nbsp;Eastern Gas Transmission & Storage Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.600% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp; 1603 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1403 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;EIG Pearl Holdings Sarl | &nbsp;&nbsp;&nbsp;&nbsp; 3.545% | &nbsp;&nbsp;&nbsp;&nbsp;8/31/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 621 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 572 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;EIG Pearl Holdings Sarl | &nbsp;&nbsp;&nbsp;&nbsp; 4.387% | &nbsp;&nbsp;&nbsp;&nbsp;11/30/2046 | &nbsp;&nbsp;&nbsp;&nbsp; 470 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 387 |
|  | &nbsp;&nbsp;&nbsp;Enbridge Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.900% | &nbsp;&nbsp;&nbsp;&nbsp;6/20/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 370 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 378 |
|  | &nbsp;&nbsp;&nbsp;Enbridge Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.550% | &nbsp;&nbsp;&nbsp;&nbsp;6/20/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 284 |
|  | &nbsp;&nbsp;&nbsp;Enbridge Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.700% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp; 370 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 413 |
|  | &nbsp;&nbsp;&nbsp;Enbridge Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.950% | &nbsp;&nbsp;&nbsp;&nbsp;4/5/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 308 |
|  | &nbsp;&nbsp;&nbsp;Energy Transfer LP | &nbsp;&nbsp;&nbsp;&nbsp; 5.250% | &nbsp;&nbsp;&nbsp;&nbsp;4/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 1885 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1939 |
|  | &nbsp;&nbsp;&nbsp;Energy Transfer LP | &nbsp;&nbsp;&nbsp;&nbsp; 5.200% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 383 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 395 |
|  | &nbsp;&nbsp;&nbsp;Energy Transfer LP | &nbsp;&nbsp;&nbsp;&nbsp; 5.150% | &nbsp;&nbsp;&nbsp;&nbsp;2/1/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 155 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 141 |
|  | &nbsp;&nbsp;&nbsp;Energy Transfer LP | &nbsp;&nbsp;&nbsp;&nbsp; 5.350% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 147 |
|  | &nbsp;&nbsp;&nbsp;Energy Transfer LP | &nbsp;&nbsp;&nbsp;&nbsp; 6.125% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 171 |
|  | &nbsp;&nbsp;&nbsp;Energy Transfer LP | &nbsp;&nbsp;&nbsp;&nbsp; 5.300% | &nbsp;&nbsp;&nbsp;&nbsp;4/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp; 155 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 140 |
|  | &nbsp;&nbsp;&nbsp;Energy Transfer LP | &nbsp;&nbsp;&nbsp;&nbsp; 5.400% | &nbsp;&nbsp;&nbsp;&nbsp;10/1/2047 | &nbsp;&nbsp;&nbsp;&nbsp; 1226 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1124 |
|  | &nbsp;&nbsp;&nbsp;Energy Transfer LP | &nbsp;&nbsp;&nbsp;&nbsp; 6.000% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp; 458 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 452 |
|  | &nbsp;&nbsp;&nbsp;Energy Transfer LP | &nbsp;&nbsp;&nbsp;&nbsp; 5.950% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 534 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Eni SpA | &nbsp;&nbsp;&nbsp;&nbsp; 5.950% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 1030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1032 |
|  | &nbsp;&nbsp;&nbsp;Enterprise Products Operating LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.200% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 430 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 437 |
|  | &nbsp;&nbsp;&nbsp;Enterprise Products Operating LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.950% | &nbsp;&nbsp;&nbsp;&nbsp;2/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 90 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 95 |
|  | &nbsp;&nbsp;&nbsp;Enterprise Products Operating LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.100% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 902 |
|  | &nbsp;&nbsp;&nbsp;Enterprise Products Operating LLC | &nbsp;&nbsp;&nbsp;&nbsp; 4.900% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp; 375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 344 |
|  | &nbsp;&nbsp;&nbsp;Enterprise Products Operating LLC | &nbsp;&nbsp;&nbsp;&nbsp; 4.250% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp; 730 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 608 |

---

------

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | &nbsp;&nbsp;&nbsp;Enterprise Products Operating LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.550% | &nbsp;&nbsp;&nbsp;&nbsp;2/16/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 198 |
|  | &nbsp;&nbsp;&nbsp;Equinor ASA | &nbsp;&nbsp;&nbsp;&nbsp; 3.125% | &nbsp;&nbsp;&nbsp;&nbsp;4/6/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 1548 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1484 |
|  | &nbsp;&nbsp;&nbsp;Equinor ASA | &nbsp;&nbsp;&nbsp;&nbsp; 5.125% | &nbsp;&nbsp;&nbsp;&nbsp;6/3/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 2339 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2411 |
|  | &nbsp;&nbsp;&nbsp;Exxon Mobil Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 2.610% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 545 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 509 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Galaxy Pipeline Assets Bidco Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 2.160% | &nbsp;&nbsp;&nbsp;&nbsp;3/31/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 1014 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 921 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Galaxy Pipeline Assets Bidco Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 2.940% | &nbsp;&nbsp;&nbsp;&nbsp;9/30/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 975 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 829 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Greensaif Pipelines Bidco Sarl | &nbsp;&nbsp;&nbsp;&nbsp; 5.853% | &nbsp;&nbsp;&nbsp;&nbsp;2/23/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 530 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 557 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;Greensaif Pipelines Bidco Sarl | &nbsp;&nbsp;&nbsp;&nbsp; 6.129% | &nbsp;&nbsp;&nbsp;&nbsp;2/23/2038 | &nbsp;&nbsp;&nbsp;&nbsp; 234 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 250 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Greensaif Pipelines Bidco Sarl | &nbsp;&nbsp;&nbsp;&nbsp; 6.129% | &nbsp;&nbsp;&nbsp;&nbsp;2/23/2038 | &nbsp;&nbsp;&nbsp;&nbsp; 425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 455 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;Greensaif Pipelines Bidco Sarl | &nbsp;&nbsp;&nbsp;&nbsp; 6.510% | &nbsp;&nbsp;&nbsp;&nbsp;2/23/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 825 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 892 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;Greensaif Pipelines Bidco Sarl | &nbsp;&nbsp;&nbsp;&nbsp; 6.103% | &nbsp;&nbsp;&nbsp;&nbsp;8/23/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 815 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 857 |
|  | &nbsp;&nbsp;&nbsp;MPLX LP | &nbsp;&nbsp;&nbsp;&nbsp; 5.500% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 615 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 627 |
|  | &nbsp;&nbsp;&nbsp;ONEOK Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 530 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 530 |
|  | &nbsp;&nbsp;&nbsp;ONEOK Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.950% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 615 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 615 |
|  | &nbsp;&nbsp;&nbsp;ONEOK Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.050% | &nbsp;&nbsp;&nbsp;&nbsp;9/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 356 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 377 |
|  | &nbsp;&nbsp;&nbsp;ONEOK Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.625% | &nbsp;&nbsp;&nbsp;&nbsp;9/1/2053 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 372 |
|  | &nbsp;&nbsp;&nbsp;Qatar Energy | &nbsp;&nbsp;&nbsp;&nbsp; 3.300% | &nbsp;&nbsp;&nbsp;&nbsp;7/12/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 1175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 829 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;QatarEnergy | &nbsp;&nbsp;&nbsp;&nbsp; 3.125% | &nbsp;&nbsp;&nbsp;&nbsp;7/12/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 519 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Saudi Arabian Oil Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.375% | &nbsp;&nbsp;&nbsp;&nbsp;6/2/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 1060 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1095 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Saudi Arabian Oil Co. | &nbsp;&nbsp;&nbsp;&nbsp; 6.375% | &nbsp;&nbsp;&nbsp;&nbsp;6/2/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 855 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 910 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Schlumberger Holdings Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 430 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 443 |
|  | &nbsp;&nbsp;&nbsp;Shell Finance US Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.125% | &nbsp;&nbsp;&nbsp;&nbsp;5/11/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 1130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1085 |
|  | &nbsp;&nbsp;&nbsp;Shell Finance US Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.550% | &nbsp;&nbsp;&nbsp;&nbsp;8/12/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 91 |
|  | &nbsp;&nbsp;&nbsp;Shell Finance US Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.375% | &nbsp;&nbsp;&nbsp;&nbsp;5/11/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 3361 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2938 |
|  | &nbsp;&nbsp;&nbsp;Shell Finance US Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.750% | &nbsp;&nbsp;&nbsp;&nbsp;9/12/2046 | &nbsp;&nbsp;&nbsp;&nbsp; 170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 135 |
|  | &nbsp;&nbsp;&nbsp;Shell International Finance BV | &nbsp;&nbsp;&nbsp;&nbsp; 5.500% | &nbsp;&nbsp;&nbsp;&nbsp;3/25/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 621 |
|  | &nbsp;&nbsp;&nbsp;Shell International Finance BV | &nbsp;&nbsp;&nbsp;&nbsp; 3.000% | &nbsp;&nbsp;&nbsp;&nbsp;11/26/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 2085 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1391 |
|  | &nbsp;&nbsp;&nbsp;Suncor Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.950% | &nbsp;&nbsp;&nbsp;&nbsp;12/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 330 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 348 |
|  | &nbsp;&nbsp;&nbsp;Targa Resources Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 6.150% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 1815 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1912 |
|  | &nbsp;&nbsp;&nbsp;Targa Resources Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.550% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 1370 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1398 |
|  | &nbsp;&nbsp;&nbsp;Targa Resources Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 6.125% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 1090 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1096 |
|  | &nbsp;&nbsp;&nbsp;TotalEnergies Capital SA | &nbsp;&nbsp;&nbsp;&nbsp; 5.150% | &nbsp;&nbsp;&nbsp;&nbsp;4/5/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 705 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 731 |
|  | &nbsp;&nbsp;&nbsp;TotalEnergies Capital SA | &nbsp;&nbsp;&nbsp;&nbsp; 5.488% | &nbsp;&nbsp;&nbsp;&nbsp;4/5/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 796 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 789 |
|  | &nbsp;&nbsp;&nbsp;TotalEnergies Capital SA | &nbsp;&nbsp;&nbsp;&nbsp; 5.275% | &nbsp;&nbsp;&nbsp;&nbsp;9/10/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 1022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 982 |
|  | &nbsp;&nbsp;&nbsp;TotalEnergies Capital SA | &nbsp;&nbsp;&nbsp;&nbsp; 5.638% | &nbsp;&nbsp;&nbsp;&nbsp;4/5/2064 | &nbsp;&nbsp;&nbsp;&nbsp; 665 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 665 |
|  | &nbsp;&nbsp;&nbsp;TotalEnergies Capital SA | &nbsp;&nbsp;&nbsp;&nbsp; 5.425% | &nbsp;&nbsp;&nbsp;&nbsp;9/10/2064 | &nbsp;&nbsp;&nbsp;&nbsp; 1466 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1412 |
|  | &nbsp;&nbsp;&nbsp;TransCanada PipeLines Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 4.100% | &nbsp;&nbsp;&nbsp;&nbsp;4/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 123 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Whistler Pipeline LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.400% | &nbsp;&nbsp;&nbsp;&nbsp;9/30/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 247 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Whistler Pipeline LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.700% | &nbsp;&nbsp;&nbsp;&nbsp;9/30/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 187 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **57791** |
| **Financials (9.5%)** | **Financials (9.5%)** | **Financials (9.5%)** | **Financials (9.5%)** | **Financials (9.5%)** | **Financials (9.5%)** |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Abu Dhabi Developmental Holding Co. PJSC | &nbsp;&nbsp;&nbsp;&nbsp; 5.375% | &nbsp;&nbsp;&nbsp;&nbsp;5/8/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 1135 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1180 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Abu Dhabi Developmental Holding Co. PJSC | &nbsp;&nbsp;&nbsp;&nbsp; 4.375% | &nbsp;&nbsp;&nbsp;&nbsp;10/2/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 1210 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1210 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Abu Dhabi Developmental Holding Co. PJSC | &nbsp;&nbsp;&nbsp;&nbsp; 5.500% | &nbsp;&nbsp;&nbsp;&nbsp;5/8/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 1795 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1901 |
|  | &nbsp;&nbsp;&nbsp;AerCap Ireland Capital DAC / AerCap Global Aviation Trust | &nbsp;&nbsp;&nbsp;&nbsp; 3.000% | &nbsp;&nbsp;&nbsp;&nbsp;10/29/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 217 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;AIB Group plc | &nbsp;&nbsp;&nbsp;&nbsp; 5.871% | &nbsp;&nbsp;&nbsp;&nbsp;3/28/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 421 |
|  | &nbsp;&nbsp;&nbsp;Allstate Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.250% | &nbsp;&nbsp;&nbsp;&nbsp;3/30/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 445 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 462 |
|  | &nbsp;&nbsp;&nbsp;Allstate Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.550% | &nbsp;&nbsp;&nbsp;&nbsp;5/9/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 197 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 206 |
|  | &nbsp;&nbsp;&nbsp;Allstate Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.850% | &nbsp;&nbsp;&nbsp;&nbsp;8/10/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 156 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 122 |
|  | &nbsp;&nbsp;&nbsp;American Express Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.731% | &nbsp;&nbsp;&nbsp;&nbsp;4/25/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 930 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 944 |
|  | &nbsp;&nbsp;&nbsp;American Express Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.282% | &nbsp;&nbsp;&nbsp;&nbsp;7/27/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 309 |
|  | &nbsp;&nbsp;&nbsp;American Express Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.532% | &nbsp;&nbsp;&nbsp;&nbsp;4/25/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 209 |
|  | &nbsp;&nbsp;&nbsp;American Express Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.918% | &nbsp;&nbsp;&nbsp;&nbsp;7/20/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 636 |
|  | &nbsp;&nbsp;&nbsp;American Express Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.420% | &nbsp;&nbsp;&nbsp;&nbsp;8/3/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 255 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 253 |
|  | &nbsp;&nbsp;&nbsp;American Express Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.043% | &nbsp;&nbsp;&nbsp;&nbsp;5/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 1714 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1758 |
|  | &nbsp;&nbsp;&nbsp;American Express Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.915% | &nbsp;&nbsp;&nbsp;&nbsp;4/25/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 1388 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1477 |
|  | &nbsp;&nbsp;&nbsp;American Express Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.284% | &nbsp;&nbsp;&nbsp;&nbsp;7/26/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 1100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1135 |
|  | &nbsp;&nbsp;&nbsp;American Express Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.442% | &nbsp;&nbsp;&nbsp;&nbsp;1/30/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 208 |
|  | &nbsp;&nbsp;&nbsp;American Express Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.667% | &nbsp;&nbsp;&nbsp;&nbsp;4/25/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 741 |
|  | &nbsp;&nbsp;&nbsp;American International Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.850% | &nbsp;&nbsp;&nbsp;&nbsp;5/7/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 265 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 271 |
|  | &nbsp;&nbsp;&nbsp;American International Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.125% | &nbsp;&nbsp;&nbsp;&nbsp;3/27/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 765 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 786 |
|  | &nbsp;&nbsp;&nbsp;American International Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp; 160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 145 |
|  | &nbsp;&nbsp;&nbsp;Ameriprise Financial Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.700% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 494 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 517 |
|  | &nbsp;&nbsp;&nbsp;Ameriprise Financial Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp;5/13/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 335 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 336 |
|  | &nbsp;&nbsp;&nbsp;Ameriprise Financial Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.150% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 630 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 653 |
|  | &nbsp;&nbsp;&nbsp;Aon Corp. / Aon Global Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp; 2.850% | &nbsp;&nbsp;&nbsp;&nbsp;5/28/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 539 |
|  | &nbsp;&nbsp;&nbsp;Aon North America Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.450% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 1685 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1755 |
|  | &nbsp;&nbsp;&nbsp;Arthur J Gallagher & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.850% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 143 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Athene Global Funding | &nbsp;&nbsp;&nbsp;&nbsp; 5.349% | &nbsp;&nbsp;&nbsp;&nbsp;7/9/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 1105 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1126 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value<br> ($000) |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Athene Global Funding | &nbsp;&nbsp;&nbsp;&nbsp; 1.985% | &nbsp;&nbsp;&nbsp;&nbsp;8/19/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 10 | &nbsp;&nbsp; 9 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Athene Global Funding | &nbsp;&nbsp;&nbsp;&nbsp; 2.717% | &nbsp;&nbsp;&nbsp;&nbsp;1/7/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 980 | &nbsp;&nbsp; 928 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Athene Global Funding | &nbsp;&nbsp;&nbsp;&nbsp; 5.583% | &nbsp;&nbsp;&nbsp;&nbsp;1/9/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 860 | &nbsp;&nbsp; 888 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Athene Global Funding | &nbsp;&nbsp;&nbsp;&nbsp; 4.721% | &nbsp;&nbsp;&nbsp;&nbsp;10/8/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 1244 | &nbsp;&nbsp; 1254 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Athene Global Funding | &nbsp;&nbsp;&nbsp;&nbsp; 5.380% | &nbsp;&nbsp;&nbsp;&nbsp;1/7/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 1385 | &nbsp;&nbsp; 1427 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Athene Global Funding | &nbsp;&nbsp;&nbsp;&nbsp; 5.033% | &nbsp;&nbsp;&nbsp;&nbsp;7/17/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 298 | &nbsp;&nbsp; 303 |
|  | &nbsp;&nbsp;&nbsp;Athene Holding Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 6.625% | &nbsp;&nbsp;&nbsp;&nbsp;5/19/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 1270 | &nbsp;&nbsp; 1360 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Australia & New Zealand Banking Group Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 2.570% | &nbsp;&nbsp;&nbsp;&nbsp;11/25/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 685 | &nbsp;&nbsp; 612 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Aviation Capital Group LLC | &nbsp;&nbsp;&nbsp;&nbsp; 1.950% | &nbsp;&nbsp;&nbsp;&nbsp;9/20/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 415 | &nbsp;&nbsp; 406 |
|  | &nbsp;&nbsp;&nbsp;Banco Santander SA | &nbsp;&nbsp;&nbsp;&nbsp; 5.365% | &nbsp;&nbsp;&nbsp;&nbsp;7/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 408 |
|  | &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.948% | &nbsp;&nbsp;&nbsp;&nbsp;7/22/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 85 | &nbsp;&nbsp; 86 |
|  | &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 6.204% | &nbsp;&nbsp;&nbsp;&nbsp;11/10/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 313 |
|  | &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.271% | &nbsp;&nbsp;&nbsp;&nbsp;7/23/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 4780 | &nbsp;&nbsp; 4795 |
|  | &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.819% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 670 | &nbsp;&nbsp; 700 |
|  | &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.194% | &nbsp;&nbsp;&nbsp;&nbsp;7/23/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 1055 | &nbsp;&nbsp; 1016 |
|  | &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.162% | &nbsp;&nbsp;&nbsp;&nbsp;1/24/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 1500 | &nbsp;&nbsp; 1548 |
|  | &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 2.496% | &nbsp;&nbsp;&nbsp;&nbsp;2/13/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 1495 | &nbsp;&nbsp; 1383 |
|  | &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 2.592% | &nbsp;&nbsp;&nbsp;&nbsp;4/29/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 185 |
|  | &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 2.572% | &nbsp;&nbsp;&nbsp;&nbsp;10/20/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 490 | &nbsp;&nbsp; 439 |
|  | &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.571% | &nbsp;&nbsp;&nbsp;&nbsp;4/27/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 4978 | &nbsp;&nbsp; 4968 |
|  | &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.015% | &nbsp;&nbsp;&nbsp;&nbsp;7/22/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 1824 | &nbsp;&nbsp; 1865 |
|  | &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.288% | &nbsp;&nbsp;&nbsp;&nbsp;4/25/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 305 | &nbsp;&nbsp; 316 |
|  | &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.872% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 2680 | &nbsp;&nbsp; 2872 |
|  | &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.511% | &nbsp;&nbsp;&nbsp;&nbsp;1/24/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 3031 | &nbsp;&nbsp; 3168 |
|  | &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.464% | &nbsp;&nbsp;&nbsp;&nbsp;5/9/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 305 | &nbsp;&nbsp; 318 |
|  | &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.846% | &nbsp;&nbsp;&nbsp;&nbsp;3/8/2037 | &nbsp;&nbsp;&nbsp;&nbsp; 1323 | &nbsp;&nbsp; 1237 |
|  | &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.875% | &nbsp;&nbsp;&nbsp;&nbsp;2/7/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 260 | &nbsp;&nbsp; 278 |
|  | &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.311% | &nbsp;&nbsp;&nbsp;&nbsp;4/22/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 870 | &nbsp;&nbsp; 690 |
|  | &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp;1/21/2044 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 976 |
|  | &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.330% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 1406 | &nbsp;&nbsp; 1197 |
|  | &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 2.972% | &nbsp;&nbsp;&nbsp;&nbsp;7/21/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 1225 | &nbsp;&nbsp; 815 |
|  | &nbsp;&nbsp;&nbsp;Bank of New York Mellon | &nbsp;&nbsp;&nbsp;&nbsp; 4.729% | &nbsp;&nbsp;&nbsp;&nbsp;4/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 330 | &nbsp;&nbsp; 335 |
|  | &nbsp;&nbsp;&nbsp;Bank of New York Mellon Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.060% | &nbsp;&nbsp;&nbsp;&nbsp;7/22/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 170 | &nbsp;&nbsp; 176 |
|  | &nbsp;&nbsp;&nbsp;Bank of New York Mellon Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.834% | &nbsp;&nbsp;&nbsp;&nbsp;10/25/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 1004 | &nbsp;&nbsp; 1082 |
|  | &nbsp;&nbsp;&nbsp;Bank of New York Mellon Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.706% | &nbsp;&nbsp;&nbsp;&nbsp;2/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp; 452 |
|  | &nbsp;&nbsp;&nbsp;Bank of New York Mellon Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.967% | &nbsp;&nbsp;&nbsp;&nbsp;4/26/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 952 | &nbsp;&nbsp; 970 |
|  | &nbsp;&nbsp;&nbsp;Bank of New York Mellon Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 6.474% | &nbsp;&nbsp;&nbsp;&nbsp;10/25/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 255 | &nbsp;&nbsp; 284 |
|  | &nbsp;&nbsp;&nbsp;Bank of Nova Scotia | &nbsp;&nbsp;&nbsp;&nbsp; 5.350% | &nbsp;&nbsp;&nbsp;&nbsp;12/7/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 1740 | &nbsp;&nbsp; 1766 |
|  | &nbsp;&nbsp;&nbsp;Bank of Nova Scotia | &nbsp;&nbsp;&nbsp;&nbsp; 1.950% | &nbsp;&nbsp;&nbsp;&nbsp;2/2/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 360 | &nbsp;&nbsp; 351 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Banque Federative du Credit Mutuel SA | &nbsp;&nbsp;&nbsp;&nbsp; 1.604% | &nbsp;&nbsp;&nbsp;&nbsp;10/4/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 975 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Banque Federative du Credit Mutuel SA | &nbsp;&nbsp;&nbsp;&nbsp; 4.591% | &nbsp;&nbsp;&nbsp;&nbsp;10/16/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1285 | &nbsp;&nbsp; 1297 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Banque Federative du Credit Mutuel SA | &nbsp;&nbsp;&nbsp;&nbsp; 5.538% | &nbsp;&nbsp;&nbsp;&nbsp;1/22/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 1244 | &nbsp;&nbsp; 1296 |
|  | &nbsp;&nbsp;&nbsp;Barclays plc | &nbsp;&nbsp;&nbsp;&nbsp; 2.279% | &nbsp;&nbsp;&nbsp;&nbsp;11/24/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 391 |
|  | &nbsp;&nbsp;&nbsp;Barclays plc | &nbsp;&nbsp;&nbsp;&nbsp; 5.086% | &nbsp;&nbsp;&nbsp;&nbsp;2/25/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 785 | &nbsp;&nbsp; 799 |
|  | &nbsp;&nbsp;&nbsp;Barclays plc | &nbsp;&nbsp;&nbsp;&nbsp; 4.476% | &nbsp;&nbsp;&nbsp;&nbsp;11/11/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 565 | &nbsp;&nbsp; 566 |
|  | &nbsp;&nbsp;&nbsp;Barclays plc | &nbsp;&nbsp;&nbsp;&nbsp; 5.785% | &nbsp;&nbsp;&nbsp;&nbsp;2/25/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 298 | &nbsp;&nbsp; 311 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Beacon Funding Trust | &nbsp;&nbsp;&nbsp;&nbsp; 6.266% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 1335 | &nbsp;&nbsp; 1366 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Belrose Funding Trust II | &nbsp;&nbsp;&nbsp;&nbsp; 6.792% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 1230 | &nbsp;&nbsp; 1332 |
|  | &nbsp;&nbsp;&nbsp;BlackRock Funding Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.250% | &nbsp;&nbsp;&nbsp;&nbsp;3/14/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 765 | &nbsp;&nbsp; 747 |
|  | &nbsp;&nbsp;&nbsp;BlackRock Funding Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.350% | &nbsp;&nbsp;&nbsp;&nbsp;1/8/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp; 446 |
|  | &nbsp;&nbsp;&nbsp;Blackrock Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.100% | &nbsp;&nbsp;&nbsp;&nbsp;2/25/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 605 | &nbsp;&nbsp; 530 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Blackstone Holdings Finance Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp; 2.550% | &nbsp;&nbsp;&nbsp;&nbsp;3/30/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 605 | &nbsp;&nbsp; 533 |
|  | &nbsp;&nbsp;&nbsp;Blackstone Reg Finance Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp;12/6/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 510 | &nbsp;&nbsp; 514 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp; 3.500% | &nbsp;&nbsp;&nbsp;&nbsp;11/16/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 2050 | &nbsp;&nbsp; 2019 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp; 2.591% | &nbsp;&nbsp;&nbsp;&nbsp;1/20/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 630 | &nbsp;&nbsp; 616 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp; 5.335% | &nbsp;&nbsp;&nbsp;&nbsp;6/12/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 1095 | &nbsp;&nbsp; 1125 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp; 5.786% | &nbsp;&nbsp;&nbsp;&nbsp;1/13/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 550 | &nbsp;&nbsp; 577 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BPCE SA | &nbsp;&nbsp;&nbsp;&nbsp; 3.500% | &nbsp;&nbsp;&nbsp;&nbsp;10/23/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 1780 | &nbsp;&nbsp; 1751 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BPCE SA | &nbsp;&nbsp;&nbsp;&nbsp; 5.281% | &nbsp;&nbsp;&nbsp;&nbsp;5/30/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 575 | &nbsp;&nbsp; 592 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BPCE SA | &nbsp;&nbsp;&nbsp;&nbsp; 2.700% | &nbsp;&nbsp;&nbsp;&nbsp;10/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 1450 | &nbsp;&nbsp; 1362 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BPCE SA | &nbsp;&nbsp;&nbsp;&nbsp; 5.876% | &nbsp;&nbsp;&nbsp;&nbsp;1/14/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 1820 | &nbsp;&nbsp; 1901 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BPCE SA | &nbsp;&nbsp;&nbsp;&nbsp; 5.389% | &nbsp;&nbsp;&nbsp;&nbsp;5/28/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 585 | &nbsp;&nbsp; 600 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BPCE SA | &nbsp;&nbsp;&nbsp;&nbsp; 5.936% | &nbsp;&nbsp;&nbsp;&nbsp;5/30/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 1805 | &nbsp;&nbsp; 1893 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Brighthouse Financial Global Funding | &nbsp;&nbsp;&nbsp;&nbsp; 1.550% | &nbsp;&nbsp;&nbsp;&nbsp;5/24/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 525 | &nbsp;&nbsp; 515 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Brighthouse Financial Global Funding | &nbsp;&nbsp;&nbsp;&nbsp; 2.000% | &nbsp;&nbsp;&nbsp;&nbsp;6/28/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 520 | &nbsp;&nbsp; 484 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Brighthouse Financial Global Funding | &nbsp;&nbsp;&nbsp;&nbsp; 5.650% | &nbsp;&nbsp;&nbsp;&nbsp;6/10/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 1186 | &nbsp;&nbsp; 1218 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;CaixaBank SA | &nbsp;&nbsp;&nbsp;&nbsp; 4.634% | &nbsp;&nbsp;&nbsp;&nbsp;7/3/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 1305 | &nbsp;&nbsp; 1314 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;CaixaBank SA | &nbsp;&nbsp;&nbsp;&nbsp; 4.885% | &nbsp;&nbsp;&nbsp;&nbsp;7/3/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 1251 | &nbsp;&nbsp; 1264 |
|  | &nbsp;&nbsp;&nbsp;Canadian Imperial Bank of Commerce | &nbsp;&nbsp;&nbsp;&nbsp; 5.237% | &nbsp;&nbsp;&nbsp;&nbsp;6/28/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 1105 | &nbsp;&nbsp; 1127 |
|  | &nbsp;&nbsp;&nbsp;Canadian Imperial Bank of Commerce | &nbsp;&nbsp;&nbsp;&nbsp; 4.508% | &nbsp;&nbsp;&nbsp;&nbsp;9/11/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 925 | &nbsp;&nbsp; 928 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | &nbsp;&nbsp;&nbsp;Canadian Imperial Bank of Commerce | &nbsp;&nbsp;&nbsp;&nbsp; 4.631% | &nbsp;&nbsp;&nbsp;&nbsp;9/11/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 925 | &nbsp;&nbsp; 936 |
|  | &nbsp;&nbsp;&nbsp;Capital One Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 7.149% | &nbsp;&nbsp;&nbsp;&nbsp;10/29/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 455 | &nbsp;&nbsp; 469 |
|  | &nbsp;&nbsp;&nbsp;Capital One Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 6.312% | &nbsp;&nbsp;&nbsp;&nbsp;6/8/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 387 | &nbsp;&nbsp; 406 |
|  | &nbsp;&nbsp;&nbsp;Capital One Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.700% | &nbsp;&nbsp;&nbsp;&nbsp;2/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 208 | &nbsp;&nbsp; 216 |
|  | &nbsp;&nbsp;&nbsp;Capital One Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 7.624% | &nbsp;&nbsp;&nbsp;&nbsp;10/30/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 914 | &nbsp;&nbsp; 1034 |
|  | &nbsp;&nbsp;&nbsp;Capital One Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.817% | &nbsp;&nbsp;&nbsp;&nbsp;2/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 262 |
|  | &nbsp;&nbsp;&nbsp;Capital One Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 6.377% | &nbsp;&nbsp;&nbsp;&nbsp;6/8/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 1246 | &nbsp;&nbsp; 1347 |
|  | &nbsp;&nbsp;&nbsp;Capital One Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 6.051% | &nbsp;&nbsp;&nbsp;&nbsp;2/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 1233 | &nbsp;&nbsp; 1307 |
|  | &nbsp;&nbsp;&nbsp;Capital One Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 6.183% | &nbsp;&nbsp;&nbsp;&nbsp;1/30/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 540 | &nbsp;&nbsp; 561 |
|  | &nbsp;&nbsp;&nbsp;Charles Schwab Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.200% | &nbsp;&nbsp;&nbsp;&nbsp;3/2/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 410 | &nbsp;&nbsp; 406 |
|  | &nbsp;&nbsp;&nbsp;Charles Schwab Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 2.000% | &nbsp;&nbsp;&nbsp;&nbsp;3/20/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 952 | &nbsp;&nbsp; 909 |
|  | &nbsp;&nbsp;&nbsp;Citigroup Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 1.462% | &nbsp;&nbsp;&nbsp;&nbsp;6/9/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 1213 | &nbsp;&nbsp; 1190 |
|  | &nbsp;&nbsp;&nbsp;Citigroup Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.070% | &nbsp;&nbsp;&nbsp;&nbsp;2/24/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 985 |
|  | &nbsp;&nbsp;&nbsp;Citigroup Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.520% | &nbsp;&nbsp;&nbsp;&nbsp;10/27/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 839 | &nbsp;&nbsp; 828 |
|  | &nbsp;&nbsp;&nbsp;Citigroup Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.174% | &nbsp;&nbsp;&nbsp;&nbsp;2/13/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 513 |
|  | &nbsp;&nbsp;&nbsp;Citigroup Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.952% | &nbsp;&nbsp;&nbsp;&nbsp;5/7/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 2598 | &nbsp;&nbsp; 2647 |
|  | &nbsp;&nbsp;&nbsp;Citigroup Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.503% | &nbsp;&nbsp;&nbsp;&nbsp;9/11/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 565 | &nbsp;&nbsp; 565 |
|  | &nbsp;&nbsp;&nbsp;Citigroup Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.333% | &nbsp;&nbsp;&nbsp;&nbsp;3/27/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 760 | &nbsp;&nbsp; 777 |
|  | &nbsp;&nbsp;&nbsp;Citigroup Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.174% | &nbsp;&nbsp;&nbsp;&nbsp;9/11/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 585 | &nbsp;&nbsp; 591 |
|  | &nbsp;&nbsp;&nbsp;Citigroup Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.878% | &nbsp;&nbsp;&nbsp;&nbsp;1/24/2039 | &nbsp;&nbsp;&nbsp;&nbsp; 1025 | &nbsp;&nbsp; 901 |
|  | &nbsp;&nbsp;&nbsp;Citigroup Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.904% | &nbsp;&nbsp;&nbsp;&nbsp;11/3/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 560 | &nbsp;&nbsp; 410 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;CNO Global Funding | &nbsp;&nbsp;&nbsp;&nbsp; 5.875% | &nbsp;&nbsp;&nbsp;&nbsp;6/4/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 1035 | &nbsp;&nbsp; 1063 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;CNO Global Funding | &nbsp;&nbsp;&nbsp;&nbsp; 4.875% | &nbsp;&nbsp;&nbsp;&nbsp;12/10/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 215 | &nbsp;&nbsp; 218 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;CNO Global Funding | &nbsp;&nbsp;&nbsp;&nbsp; 2.650% | &nbsp;&nbsp;&nbsp;&nbsp;1/6/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 370 | &nbsp;&nbsp; 350 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Commonwealth Bank of Australia | &nbsp;&nbsp;&nbsp;&nbsp; 5.071% | &nbsp;&nbsp;&nbsp;&nbsp;9/14/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1060 | &nbsp;&nbsp; 1095 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Commonwealth Bank of Australia | &nbsp;&nbsp;&nbsp;&nbsp; 2.688% | &nbsp;&nbsp;&nbsp;&nbsp;3/11/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 2285 | &nbsp;&nbsp; 2068 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Cooperatieve Rabobank UA | &nbsp;&nbsp;&nbsp;&nbsp; 4.655% | &nbsp;&nbsp;&nbsp;&nbsp;8/22/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 625 | &nbsp;&nbsp; 630 |
|  | &nbsp;&nbsp;&nbsp;Corebridge Financial Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.050% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 190 | &nbsp;&nbsp; 203 |
|  | &nbsp;&nbsp;&nbsp;Corebridge Financial Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.750% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 1150 | &nbsp;&nbsp; 1210 |
|  | &nbsp;&nbsp;&nbsp;Corebridge Financial Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.350% | &nbsp;&nbsp;&nbsp;&nbsp;4/5/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 105 | &nbsp;&nbsp; 91 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Corebridge Global Funding | &nbsp;&nbsp;&nbsp;&nbsp; 5.750% | &nbsp;&nbsp;&nbsp;&nbsp;7/2/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 595 | &nbsp;&nbsp; 602 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Corebridge Global Funding | &nbsp;&nbsp;&nbsp;&nbsp; 5.900% | &nbsp;&nbsp;&nbsp;&nbsp;9/19/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 255 | &nbsp;&nbsp; 267 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Corebridge Global Funding | &nbsp;&nbsp;&nbsp;&nbsp; 5.200% | &nbsp;&nbsp;&nbsp;&nbsp;1/12/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 615 | &nbsp;&nbsp; 633 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Corebridge Global Funding | &nbsp;&nbsp;&nbsp;&nbsp; 5.200% | &nbsp;&nbsp;&nbsp;&nbsp;6/24/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 1950 | &nbsp;&nbsp; 2004 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Corebridge Global Funding | &nbsp;&nbsp;&nbsp;&nbsp; 4.850% | &nbsp;&nbsp;&nbsp;&nbsp;6/6/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 498 | &nbsp;&nbsp; 507 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Credit Agricole SA | &nbsp;&nbsp;&nbsp;&nbsp; 4.631% | &nbsp;&nbsp;&nbsp;&nbsp;9/11/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 995 | &nbsp;&nbsp; 1001 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Credit Agricole SA | &nbsp;&nbsp;&nbsp;&nbsp; 6.316% | &nbsp;&nbsp;&nbsp;&nbsp;10/3/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 355 | &nbsp;&nbsp; 374 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Credit Agricole SA | &nbsp;&nbsp;&nbsp;&nbsp; 5.862% | &nbsp;&nbsp;&nbsp;&nbsp;1/9/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 263 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Danske Bank A/S | &nbsp;&nbsp;&nbsp;&nbsp; 1.549% | &nbsp;&nbsp;&nbsp;&nbsp;9/10/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 1605 | &nbsp;&nbsp; 1564 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;DNB Bank ASA | &nbsp;&nbsp;&nbsp;&nbsp; 1.535% | &nbsp;&nbsp;&nbsp;&nbsp;5/25/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 960 | &nbsp;&nbsp; 943 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;DNB Bank ASA | &nbsp;&nbsp;&nbsp;&nbsp; 1.605% | &nbsp;&nbsp;&nbsp;&nbsp;3/30/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1330 | &nbsp;&nbsp; 1281 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Equitable America Global Funding | &nbsp;&nbsp;&nbsp;&nbsp; 3.950% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 170 | &nbsp;&nbsp; 170 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Equitable America Global Funding | &nbsp;&nbsp;&nbsp;&nbsp; 4.700% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 149 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Equitable Financial Life Global Funding | &nbsp;&nbsp;&nbsp;&nbsp; 1.300% | &nbsp;&nbsp;&nbsp;&nbsp;7/12/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 825 | &nbsp;&nbsp; 807 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Equitable Financial Life Global Funding | &nbsp;&nbsp;&nbsp;&nbsp; 1.700% | &nbsp;&nbsp;&nbsp;&nbsp;11/12/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 365 | &nbsp;&nbsp; 356 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Equitable Financial Life Global Funding | &nbsp;&nbsp;&nbsp;&nbsp; 1.400% | &nbsp;&nbsp;&nbsp;&nbsp;8/27/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 535 | &nbsp;&nbsp; 509 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Equitable Financial Life Global Funding | &nbsp;&nbsp;&nbsp;&nbsp; 4.875% | &nbsp;&nbsp;&nbsp;&nbsp;11/19/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 255 | &nbsp;&nbsp; 259 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Equitable Financial Life Global Funding | &nbsp;&nbsp;&nbsp;&nbsp; 1.800% | &nbsp;&nbsp;&nbsp;&nbsp;3/8/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 870 | &nbsp;&nbsp; 821 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;F&G Global Funding | &nbsp;&nbsp;&nbsp;&nbsp; 4.650% | &nbsp;&nbsp;&nbsp;&nbsp;9/8/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 110 | &nbsp;&nbsp; 110 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Federation des Caisses Desjardins du Quebec | &nbsp;&nbsp;&nbsp;&nbsp; 5.147% | &nbsp;&nbsp;&nbsp;&nbsp;11/27/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1075 | &nbsp;&nbsp; 1114 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Federation des Caisses Desjardins du Quebec | &nbsp;&nbsp;&nbsp;&nbsp; 5.250% | &nbsp;&nbsp;&nbsp;&nbsp;4/26/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 2055 | &nbsp;&nbsp; 2127 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Federation des Caisses Desjardins du Quebec | &nbsp;&nbsp;&nbsp;&nbsp; 4.565% | &nbsp;&nbsp;&nbsp;&nbsp;8/26/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 925 | &nbsp;&nbsp; 930 |
|  | &nbsp;&nbsp;&nbsp;Fifth Third Bancorp | &nbsp;&nbsp;&nbsp;&nbsp; 4.055% | &nbsp;&nbsp;&nbsp;&nbsp;4/25/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 325 | &nbsp;&nbsp; 324 |
|  | &nbsp;&nbsp;&nbsp;Fifth Third Bancorp | &nbsp;&nbsp;&nbsp;&nbsp; 4.337% | &nbsp;&nbsp;&nbsp;&nbsp;4/25/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 15 | &nbsp;&nbsp; 15 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Five Corners Funding Trust III | &nbsp;&nbsp;&nbsp;&nbsp; 5.791% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 810 | &nbsp;&nbsp; 856 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Five Corners Funding Trust IV | &nbsp;&nbsp;&nbsp;&nbsp; 5.997% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp; 980 | &nbsp;&nbsp; 1028 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;GA Global Funding Trust | &nbsp;&nbsp;&nbsp;&nbsp; 4.400% | &nbsp;&nbsp;&nbsp;&nbsp;9/23/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 1540 | &nbsp;&nbsp; 1544 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;GA Global Funding Trust | &nbsp;&nbsp;&nbsp;&nbsp; 5.500% | &nbsp;&nbsp;&nbsp;&nbsp;1/8/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 502 | &nbsp;&nbsp; 520 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;GA Global Funding Trust | &nbsp;&nbsp;&nbsp;&nbsp; 5.200% | &nbsp;&nbsp;&nbsp;&nbsp;12/9/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 795 | &nbsp;&nbsp; 810 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;GA Global Funding Trust | &nbsp;&nbsp;&nbsp;&nbsp; 5.900% | &nbsp;&nbsp;&nbsp;&nbsp;1/13/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 588 | &nbsp;&nbsp; 611 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.850% | &nbsp;&nbsp;&nbsp;&nbsp;1/26/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 740 | &nbsp;&nbsp; 738 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 1.542% | &nbsp;&nbsp;&nbsp;&nbsp;9/10/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 1165 | &nbsp;&nbsp; 1136 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.640% | &nbsp;&nbsp;&nbsp;&nbsp;2/24/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1860 | &nbsp;&nbsp; 1821 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.691% | &nbsp;&nbsp;&nbsp;&nbsp;6/5/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 640 | &nbsp;&nbsp; 635 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.814% | &nbsp;&nbsp;&nbsp;&nbsp;4/23/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 840 | &nbsp;&nbsp; 833 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.223% | &nbsp;&nbsp;&nbsp;&nbsp;5/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 2430 | &nbsp;&nbsp; 2433 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.692% | &nbsp;&nbsp;&nbsp;&nbsp;10/23/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 506 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.218% | &nbsp;&nbsp;&nbsp;&nbsp;4/23/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 827 | &nbsp;&nbsp; 855 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.615% | &nbsp;&nbsp;&nbsp;&nbsp;4/22/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 3130 | &nbsp;&nbsp; 2837 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.383% | &nbsp;&nbsp;&nbsp;&nbsp;7/21/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 1963 | &nbsp;&nbsp; 1751 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.650% | &nbsp;&nbsp;&nbsp;&nbsp;10/21/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 625 | &nbsp;&nbsp; 562 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.102% | &nbsp;&nbsp;&nbsp;&nbsp;2/24/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 679 | &nbsp;&nbsp; 623 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.561% | &nbsp;&nbsp;&nbsp;&nbsp;10/24/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 747 | &nbsp;&nbsp; 836 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.750% | &nbsp;&nbsp;&nbsp;&nbsp;10/1/2037 | &nbsp;&nbsp;&nbsp;&nbsp; 835 | &nbsp;&nbsp; 935 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp; 5.887% | &nbsp;&nbsp;&nbsp;&nbsp;8/14/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 1270 | &nbsp;&nbsp; 1287 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp; 4.041% | &nbsp;&nbsp;&nbsp;&nbsp;3/13/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 890 | &nbsp;&nbsp; 887 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp; 5.597% | &nbsp;&nbsp;&nbsp;&nbsp;5/17/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1360 | &nbsp;&nbsp; 1388 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp; 7.390% | &nbsp;&nbsp;&nbsp;&nbsp;11/3/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1565 | &nbsp;&nbsp; 1662 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp; 4.899% | &nbsp;&nbsp;&nbsp;&nbsp;3/3/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 1255 | &nbsp;&nbsp; 1273 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp; 4.583% | &nbsp;&nbsp;&nbsp;&nbsp;6/19/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 1773 | &nbsp;&nbsp; 1785 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp; 2.206% | &nbsp;&nbsp;&nbsp;&nbsp;8/17/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 1085 | &nbsp;&nbsp; 1024 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp; 5.240% | &nbsp;&nbsp;&nbsp;&nbsp;5/13/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 1065 | &nbsp;&nbsp; 1095 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp; 2.357% | &nbsp;&nbsp;&nbsp;&nbsp;8/18/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 1425 | &nbsp;&nbsp; 1290 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp; 2.804% | &nbsp;&nbsp;&nbsp;&nbsp;5/24/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 1055 | &nbsp;&nbsp; 956 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp; 6.254% | &nbsp;&nbsp;&nbsp;&nbsp;3/9/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 327 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp; 6.547% | &nbsp;&nbsp;&nbsp;&nbsp;6/20/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 216 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp; 5.741% | &nbsp;&nbsp;&nbsp;&nbsp;9/10/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 725 | &nbsp;&nbsp; 738 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp; 6.100% | &nbsp;&nbsp;&nbsp;&nbsp;1/14/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 327 |
|  | &nbsp;&nbsp;&nbsp;Huntington National Bank | &nbsp;&nbsp;&nbsp;&nbsp; 4.552% | &nbsp;&nbsp;&nbsp;&nbsp;5/17/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 320 | &nbsp;&nbsp; 322 |
|  | &nbsp;&nbsp;&nbsp;ING Groep NV | &nbsp;&nbsp;&nbsp;&nbsp; 3.950% | &nbsp;&nbsp;&nbsp;&nbsp;3/29/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 2495 | &nbsp;&nbsp; 2486 |
|  | &nbsp;&nbsp;&nbsp;ING Groep NV | &nbsp;&nbsp;&nbsp;&nbsp; 1.726% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 494 |
|  | &nbsp;&nbsp;&nbsp;ING Groep NV | &nbsp;&nbsp;&nbsp;&nbsp; 5.335% | &nbsp;&nbsp;&nbsp;&nbsp;3/19/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 245 | &nbsp;&nbsp; 253 |
|  | &nbsp;&nbsp;&nbsp;Intercontinental Exchange Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.000% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 3545 | &nbsp;&nbsp; 3545 |
|  | &nbsp;&nbsp;&nbsp;Intercontinental Exchange Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.350% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 255 | &nbsp;&nbsp; 257 |
|  | &nbsp;&nbsp;&nbsp;Intercontinental Exchange Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.250% | &nbsp;&nbsp;&nbsp;&nbsp;9/21/2048 | &nbsp;&nbsp;&nbsp;&nbsp; 949 | &nbsp;&nbsp; 804 |
|  | &nbsp;&nbsp;&nbsp;Intercontinental Exchange Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.000% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 1032 | &nbsp;&nbsp; 691 |
|  | &nbsp;&nbsp;&nbsp;Intercontinental Exchange Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.950% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 2290 | &nbsp;&nbsp; 2126 |
|  | &nbsp;&nbsp;&nbsp;Intercontinental Exchange Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.000% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2060 | &nbsp;&nbsp;&nbsp;&nbsp; 850 | &nbsp;&nbsp; 527 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Jackson National Life Global Funding | &nbsp;&nbsp;&nbsp;&nbsp; 5.550% | &nbsp;&nbsp;&nbsp;&nbsp;7/2/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 610 | &nbsp;&nbsp; 623 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Jackson National Life Global Funding | &nbsp;&nbsp;&nbsp;&nbsp; 4.700% | &nbsp;&nbsp;&nbsp;&nbsp;6/5/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 805 | &nbsp;&nbsp; 814 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.581% | &nbsp;&nbsp;&nbsp;&nbsp;4/22/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 6100 | &nbsp;&nbsp; 6371 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 3.702% | &nbsp;&nbsp;&nbsp;&nbsp;5/6/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 2525 | &nbsp;&nbsp; 2481 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.603% | &nbsp;&nbsp;&nbsp;&nbsp;10/22/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 1540 | &nbsp;&nbsp; 1557 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.140% | &nbsp;&nbsp;&nbsp;&nbsp;1/24/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 1130 | &nbsp;&nbsp; 1167 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.103% | &nbsp;&nbsp;&nbsp;&nbsp;4/22/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 305 | &nbsp;&nbsp; 315 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.912% | &nbsp;&nbsp;&nbsp;&nbsp;7/25/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 2305 | &nbsp;&nbsp; 2351 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.350% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 2344 | &nbsp;&nbsp; 2442 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.336% | &nbsp;&nbsp;&nbsp;&nbsp;1/23/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 650 | &nbsp;&nbsp; 675 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.294% | &nbsp;&nbsp;&nbsp;&nbsp;7/22/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp; 620 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.572% | &nbsp;&nbsp;&nbsp;&nbsp;4/22/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 3780 | &nbsp;&nbsp; 3988 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 3.109% | &nbsp;&nbsp;&nbsp;&nbsp;4/22/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 835 | &nbsp;&nbsp; 657 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.400% | &nbsp;&nbsp;&nbsp;&nbsp;1/6/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 750 | &nbsp;&nbsp; 767 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 3.157% | &nbsp;&nbsp;&nbsp;&nbsp;4/22/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 560 | &nbsp;&nbsp; 436 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 3.964% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp; 6475 | &nbsp;&nbsp; 5292 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 3.109% | &nbsp;&nbsp;&nbsp;&nbsp;4/22/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 845 | &nbsp;&nbsp; 583 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;KBC Group NV | &nbsp;&nbsp;&nbsp;&nbsp; 6.324% | &nbsp;&nbsp;&nbsp;&nbsp;9/21/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 640 | &nbsp;&nbsp; 700 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Liberty Mutual Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.569% | &nbsp;&nbsp;&nbsp;&nbsp;2/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 280 | &nbsp;&nbsp; 282 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Liberty Mutual Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.500% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 1709 | &nbsp;&nbsp; 1636 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Lincoln Financial Global Funding | &nbsp;&nbsp;&nbsp;&nbsp; 4.625% | &nbsp;&nbsp;&nbsp;&nbsp;5/28/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 270 | &nbsp;&nbsp; 273 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Lincoln Financial Global Funding | &nbsp;&nbsp;&nbsp;&nbsp; 4.625% | &nbsp;&nbsp;&nbsp;&nbsp;8/18/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 165 | &nbsp;&nbsp; 166 |
|  | &nbsp;&nbsp;&nbsp;Lloyds Banking Group plc | &nbsp;&nbsp;&nbsp;&nbsp; 3.574% | &nbsp;&nbsp;&nbsp;&nbsp;11/7/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 222 |
|  | &nbsp;&nbsp;&nbsp;Lloyds Banking Group plc | &nbsp;&nbsp;&nbsp;&nbsp; 5.087% | &nbsp;&nbsp;&nbsp;&nbsp;11/26/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 740 | &nbsp;&nbsp; 753 |
|  | &nbsp;&nbsp;&nbsp;Lloyds Banking Group plc | &nbsp;&nbsp;&nbsp;&nbsp; 4.818% | &nbsp;&nbsp;&nbsp;&nbsp;6/13/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 550 | &nbsp;&nbsp; 558 |
|  | &nbsp;&nbsp;&nbsp;Lloyds Banking Group plc | &nbsp;&nbsp;&nbsp;&nbsp; 5.721% | &nbsp;&nbsp;&nbsp;&nbsp;6/5/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp; 627 |
|  | &nbsp;&nbsp;&nbsp;Lloyds Banking Group plc | &nbsp;&nbsp;&nbsp;&nbsp; 5.679% | &nbsp;&nbsp;&nbsp;&nbsp;1/5/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 846 | &nbsp;&nbsp; 887 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Lseg US Fin Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.297% | &nbsp;&nbsp;&nbsp;&nbsp;3/28/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 255 | &nbsp;&nbsp; 264 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;LSEGA Financing plc | &nbsp;&nbsp;&nbsp;&nbsp; 2.000% | &nbsp;&nbsp;&nbsp;&nbsp;4/6/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 630 | &nbsp;&nbsp; 598 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Macquarie Group Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 1.935% | &nbsp;&nbsp;&nbsp;&nbsp;4/14/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1245 | &nbsp;&nbsp; 1201 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Macquarie Group Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 2.871% | &nbsp;&nbsp;&nbsp;&nbsp;1/14/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 1543 | &nbsp;&nbsp; 1391 |
|  | &nbsp;&nbsp;&nbsp;Manufacturers & Traders Trust Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.700% | &nbsp;&nbsp;&nbsp;&nbsp;1/27/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 2125 | &nbsp;&nbsp; 2153 |
|  | &nbsp;&nbsp;&nbsp;Marsh & McLennan Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.375% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 675 | &nbsp;&nbsp; 681 |
|  | &nbsp;&nbsp;&nbsp;Marsh & McLennan Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.900% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 220 | &nbsp;&nbsp; 202 |
|  | &nbsp;&nbsp;&nbsp;Marsh & McLennan Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.900% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 560 | &nbsp;&nbsp; 359 |
|  | &nbsp;&nbsp;&nbsp;Marsh & McLennan Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.450% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp; 240 | &nbsp;&nbsp; 237 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Massachusetts Mutual Life Insurance Co. | &nbsp;&nbsp;&nbsp;&nbsp; 3.200% | &nbsp;&nbsp;&nbsp;&nbsp;12/1/2061 | &nbsp;&nbsp;&nbsp;&nbsp; 590 | &nbsp;&nbsp; 368 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Met Tower Global Funding | &nbsp;&nbsp;&nbsp;&nbsp; 5.250% | &nbsp;&nbsp;&nbsp;&nbsp;4/12/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 340 | &nbsp;&nbsp; 352 |
|  | &nbsp;&nbsp;&nbsp;MetLife Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.125% | &nbsp;&nbsp;&nbsp;&nbsp;8/13/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 145 | &nbsp;&nbsp; 125 |
|  | &nbsp;&nbsp;&nbsp;MetLife Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.875% | &nbsp;&nbsp;&nbsp;&nbsp;11/13/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 530 | &nbsp;&nbsp; 499 |
|  | &nbsp;&nbsp;&nbsp;MetLife Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp;7/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 387 | &nbsp;&nbsp; 361 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Metropolitan Life Global Funding I | &nbsp;&nbsp;&nbsp;&nbsp; 3.450% | &nbsp;&nbsp;&nbsp;&nbsp;12/18/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 640 | &nbsp;&nbsp; 636 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value<br> ($000) |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Metropolitan Life Global Funding I | &nbsp;&nbsp;&nbsp;&nbsp; 3.000% | &nbsp;&nbsp;&nbsp;&nbsp;9/19/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 1165 | &nbsp;&nbsp; 1142 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Metropolitan Life Global Funding I | &nbsp;&nbsp;&nbsp;&nbsp; 4.300% | &nbsp;&nbsp;&nbsp;&nbsp;8/25/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 440 | &nbsp;&nbsp; 442 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Metropolitan Life Global Funding I | &nbsp;&nbsp;&nbsp;&nbsp; 2.400% | &nbsp;&nbsp;&nbsp;&nbsp;1/11/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 1410 | &nbsp;&nbsp; 1246 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Metropolitan Life Global Funding I | &nbsp;&nbsp;&nbsp;&nbsp; 5.150% | &nbsp;&nbsp;&nbsp;&nbsp;3/28/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 520 | &nbsp;&nbsp; 539 |
|  | &nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.017% | &nbsp;&nbsp;&nbsp;&nbsp;7/20/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 815 | &nbsp;&nbsp; 827 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp; 6.250% | &nbsp;&nbsp;&nbsp;&nbsp;8/9/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 3000 | &nbsp;&nbsp; 3056 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp; 3.625% | &nbsp;&nbsp;&nbsp;&nbsp;1/20/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 1250 | &nbsp;&nbsp; 1246 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp; 3.772% | &nbsp;&nbsp;&nbsp;&nbsp;1/24/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 4022 | &nbsp;&nbsp; 3987 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp; 5.173% | &nbsp;&nbsp;&nbsp;&nbsp;1/16/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 1823 | &nbsp;&nbsp; 1873 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp; 4.654% | &nbsp;&nbsp;&nbsp;&nbsp;10/18/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 2821 | &nbsp;&nbsp; 2852 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp; 5.230% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 885 | &nbsp;&nbsp; 913 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp; 2.699% | &nbsp;&nbsp;&nbsp;&nbsp;1/22/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 1105 | &nbsp;&nbsp; 1032 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp; 2.239% | &nbsp;&nbsp;&nbsp;&nbsp;7/21/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 1805 | &nbsp;&nbsp; 1594 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp; 2.511% | &nbsp;&nbsp;&nbsp;&nbsp;10/20/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 615 | &nbsp;&nbsp; 548 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp; 5.466% | &nbsp;&nbsp;&nbsp;&nbsp;1/18/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 805 | &nbsp;&nbsp; 838 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp; 5.587% | &nbsp;&nbsp;&nbsp;&nbsp;1/18/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 510 | &nbsp;&nbsp; 534 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp; 2.484% | &nbsp;&nbsp;&nbsp;&nbsp;9/16/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 1075 | &nbsp;&nbsp; 934 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp; 5.297% | &nbsp;&nbsp;&nbsp;&nbsp;4/20/2037 | &nbsp;&nbsp;&nbsp;&nbsp; 270 | &nbsp;&nbsp; 274 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp; 5.948% | &nbsp;&nbsp;&nbsp;&nbsp;1/19/2038 | &nbsp;&nbsp;&nbsp;&nbsp; 825 | &nbsp;&nbsp; 864 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp; 4.300% | &nbsp;&nbsp;&nbsp;&nbsp;1/27/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 850 | &nbsp;&nbsp; 746 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley Private Bank NA | &nbsp;&nbsp;&nbsp;&nbsp; 4.466% | &nbsp;&nbsp;&nbsp;&nbsp;7/6/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1820 | &nbsp;&nbsp; 1830 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley Private Bank NA | &nbsp;&nbsp;&nbsp;&nbsp; 4.734% | &nbsp;&nbsp;&nbsp;&nbsp;7/18/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 985 | &nbsp;&nbsp; 1000 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Mutual of Omaha Cos. Global Funding | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 550 | &nbsp;&nbsp; 563 |
|  | &nbsp;&nbsp;&nbsp;National Australia Bank Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 3.905% | &nbsp;&nbsp;&nbsp;&nbsp;6/9/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 885 | &nbsp;&nbsp; 885 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;National Australia Bank Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 5.134% | &nbsp;&nbsp;&nbsp;&nbsp;11/28/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1538 | &nbsp;&nbsp; 1593 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;National Australia Bank Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 2.332% | &nbsp;&nbsp;&nbsp;&nbsp;8/21/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 2140 | &nbsp;&nbsp; 1926 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;National Securities Clearing Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.100% | &nbsp;&nbsp;&nbsp;&nbsp;11/21/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 1565 | &nbsp;&nbsp; 1600 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Nationwide Building Society | &nbsp;&nbsp;&nbsp;&nbsp; 4.649% | &nbsp;&nbsp;&nbsp;&nbsp;7/14/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 735 | &nbsp;&nbsp; 740 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Nationwide Building Society | &nbsp;&nbsp;&nbsp;&nbsp; 5.537% | &nbsp;&nbsp;&nbsp;&nbsp;7/14/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 485 | &nbsp;&nbsp; 498 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Nationwide Financial Services Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.900% | &nbsp;&nbsp;&nbsp;&nbsp;11/30/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 1430 | &nbsp;&nbsp; 1098 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Nationwide Mutual Insurance Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.350% | &nbsp;&nbsp;&nbsp;&nbsp;4/30/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 1520 | &nbsp;&nbsp; 1206 |
|  | &nbsp;&nbsp;&nbsp;NatWest Group plc | &nbsp;&nbsp;&nbsp;&nbsp; 1.642% | &nbsp;&nbsp;&nbsp;&nbsp;6/14/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 870 | &nbsp;&nbsp; 854 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;NBK SPC Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 1.625% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 1975 | &nbsp;&nbsp; 1920 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;New York Life Global Funding | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp;1/9/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 1195 | &nbsp;&nbsp; 1220 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;New York Life Insurance Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.875% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 2100 | &nbsp;&nbsp; 2225 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;New York Life Insurance Co. | &nbsp;&nbsp;&nbsp;&nbsp; 3.750% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 345 | &nbsp;&nbsp; 261 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;New York Life Insurance Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.450% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2069 | &nbsp;&nbsp;&nbsp;&nbsp; 435 | &nbsp;&nbsp; 345 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;NLG Global Funding | &nbsp;&nbsp;&nbsp;&nbsp; 4.350% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 665 | &nbsp;&nbsp; 659 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Nordea Bank Abp | &nbsp;&nbsp;&nbsp;&nbsp; 1.500% | &nbsp;&nbsp;&nbsp;&nbsp;9/30/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 1900 | &nbsp;&nbsp; 1853 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Northwestern Mutual Global Funding | &nbsp;&nbsp;&nbsp;&nbsp; 5.160% | &nbsp;&nbsp;&nbsp;&nbsp;5/28/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 845 | &nbsp;&nbsp; 876 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Northwestern Mutual Life Insurance Co. | &nbsp;&nbsp;&nbsp;&nbsp; 3.850% | &nbsp;&nbsp;&nbsp;&nbsp;9/30/2047 | &nbsp;&nbsp;&nbsp;&nbsp; 696 | &nbsp;&nbsp; 540 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Northwestern Mutual Life Insurance Co. | &nbsp;&nbsp;&nbsp;&nbsp; 3.625% | &nbsp;&nbsp;&nbsp;&nbsp;9/30/2059 | &nbsp;&nbsp;&nbsp;&nbsp; 270 | &nbsp;&nbsp; 187 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Nuveen LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.550% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 130 | &nbsp;&nbsp; 136 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Nuveen LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.850% | &nbsp;&nbsp;&nbsp;&nbsp;4/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 290 | &nbsp;&nbsp; 306 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Omnis Funding Trust | &nbsp;&nbsp;&nbsp;&nbsp; 6.722% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 1475 | &nbsp;&nbsp; 1591 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Pacific LifeCorp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.400% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 489 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Penske Truck Leasing Co. LP / PTL Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.875% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 1250 | &nbsp;&nbsp; 1288 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Penske Truck Leasing Co. LP / PTL Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.700% | &nbsp;&nbsp;&nbsp;&nbsp;2/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1230 | &nbsp;&nbsp; 1265 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Penske Truck Leasing Co. LP / PTL Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 6.050% | &nbsp;&nbsp;&nbsp;&nbsp;8/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1125 | &nbsp;&nbsp; 1175 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Penske Truck Leasing Co. LP / PTL Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.350% | &nbsp;&nbsp;&nbsp;&nbsp;3/30/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 375 | &nbsp;&nbsp; 386 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Penske Truck Leasing Co. LP / PTL Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.250% | &nbsp;&nbsp;&nbsp;&nbsp;7/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 170 | &nbsp;&nbsp; 175 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Penske Truck Leasing Co. LP / PTL Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.250% | &nbsp;&nbsp;&nbsp;&nbsp;2/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 145 | &nbsp;&nbsp; 150 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Penske Truck Leasing Co. LP / PTL Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 6.200% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 218 | &nbsp;&nbsp; 233 |
|  | &nbsp;&nbsp;&nbsp;PNC Bank NA | &nbsp;&nbsp;&nbsp;&nbsp; 3.100% | &nbsp;&nbsp;&nbsp;&nbsp;10/25/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 1165 | &nbsp;&nbsp; 1146 |
|  | &nbsp;&nbsp;&nbsp;PNC Bank NA | &nbsp;&nbsp;&nbsp;&nbsp; 3.250% | &nbsp;&nbsp;&nbsp;&nbsp;1/22/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1675 | &nbsp;&nbsp; 1648 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Pricoa Global Funding I | &nbsp;&nbsp;&nbsp;&nbsp; 5.100% | &nbsp;&nbsp;&nbsp;&nbsp;5/30/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1058 | &nbsp;&nbsp; 1084 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Pricoa Global Funding I | &nbsp;&nbsp;&nbsp;&nbsp; 4.700% | &nbsp;&nbsp;&nbsp;&nbsp;5/28/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 220 | &nbsp;&nbsp; 224 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Pricoa Global Funding I | &nbsp;&nbsp;&nbsp;&nbsp; 4.650% | &nbsp;&nbsp;&nbsp;&nbsp;8/27/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 270 | &nbsp;&nbsp; 273 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Pricoa Global Funding I | &nbsp;&nbsp;&nbsp;&nbsp; 5.350% | &nbsp;&nbsp;&nbsp;&nbsp;5/28/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 205 | &nbsp;&nbsp; 212 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Principal Life Global Funding II | &nbsp;&nbsp;&nbsp;&nbsp; 2.500% | &nbsp;&nbsp;&nbsp;&nbsp;9/16/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 825 | &nbsp;&nbsp; 771 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Protective Life Global Funding | &nbsp;&nbsp;&nbsp;&nbsp; 4.714% | &nbsp;&nbsp;&nbsp;&nbsp;7/6/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 750 | &nbsp;&nbsp; 757 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Protective Life Global Funding | &nbsp;&nbsp;&nbsp;&nbsp; 4.803% | &nbsp;&nbsp;&nbsp;&nbsp;6/5/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 345 | &nbsp;&nbsp; 351 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Protective Life Global Funding | &nbsp;&nbsp;&nbsp;&nbsp; 5.432% | &nbsp;&nbsp;&nbsp;&nbsp;1/14/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 650 | &nbsp;&nbsp; 676 |
|  | &nbsp;&nbsp;&nbsp;Prudential Financial Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.350% | &nbsp;&nbsp;&nbsp;&nbsp;2/25/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 1856 | &nbsp;&nbsp; 1575 |
|  | &nbsp;&nbsp;&nbsp;Reinsurance Group of America Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.750% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 768 | &nbsp;&nbsp; 802 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;RGA Global Funding | &nbsp;&nbsp;&nbsp;&nbsp; 4.350% | &nbsp;&nbsp;&nbsp;&nbsp;8/25/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 475 | &nbsp;&nbsp; 475 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;RGA Global Funding | &nbsp;&nbsp;&nbsp;&nbsp; 2.700% | &nbsp;&nbsp;&nbsp;&nbsp;1/18/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 425 | &nbsp;&nbsp; 403 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;RGA Global Funding | &nbsp;&nbsp;&nbsp;&nbsp; 5.448% | &nbsp;&nbsp;&nbsp;&nbsp;5/24/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 585 | &nbsp;&nbsp; 607 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;RGA Global Funding | &nbsp;&nbsp;&nbsp;&nbsp; 5.250% | &nbsp;&nbsp;&nbsp;&nbsp;1/9/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 1020 | &nbsp;&nbsp; 1055 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;RGA Global Funding | &nbsp;&nbsp;&nbsp;&nbsp; 5.500% | &nbsp;&nbsp;&nbsp;&nbsp;1/11/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 495 | &nbsp;&nbsp; 517 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value<br> ($000) |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;RGA Global Funding | &nbsp;&nbsp;&nbsp;&nbsp; 5.050% | &nbsp;&nbsp;&nbsp;&nbsp;12/6/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 1225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1249 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;RGA Global Funding | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp;8/25/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 272 |
|  | &nbsp;&nbsp;&nbsp;Royal Bank of Canada | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp;2/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 1364 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1408 |
|  | &nbsp;&nbsp;&nbsp;S&P Global Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.900% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 1817 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1665 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Sammons Financial Group Global Funding | &nbsp;&nbsp;&nbsp;&nbsp; 5.100% | &nbsp;&nbsp;&nbsp;&nbsp;12/10/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 489 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Sammons Financial Group Global Funding | &nbsp;&nbsp;&nbsp;&nbsp; 4.950% | &nbsp;&nbsp;&nbsp;&nbsp;6/12/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 1180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1197 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Standard Chartered plc | &nbsp;&nbsp;&nbsp;&nbsp; 6.301% | &nbsp;&nbsp;&nbsp;&nbsp;1/9/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 990 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1030 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Standard Chartered plc | &nbsp;&nbsp;&nbsp;&nbsp; 5.545% | &nbsp;&nbsp;&nbsp;&nbsp;1/21/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 1385 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1419 |
|  | &nbsp;&nbsp;&nbsp;State Street Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.834% | &nbsp;&nbsp;&nbsp;&nbsp;4/24/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 660 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 678 |
|  | &nbsp;&nbsp;&nbsp;State Street Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.821% | &nbsp;&nbsp;&nbsp;&nbsp;1/26/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 456 |
|  | &nbsp;&nbsp;&nbsp;State Street Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.146% | &nbsp;&nbsp;&nbsp;&nbsp;2/28/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 680 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 694 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Svenska Handelsbanken AB | &nbsp;&nbsp;&nbsp;&nbsp; 1.418% | &nbsp;&nbsp;&nbsp;&nbsp;6/11/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 1875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1840 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Swedbank AB | &nbsp;&nbsp;&nbsp;&nbsp; 4.998% | &nbsp;&nbsp;&nbsp;&nbsp;11/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 1360 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1403 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Teachers Insurance & Annuity Association of America | &nbsp;&nbsp;&nbsp;&nbsp; 4.270% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp; 1145 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 951 |
|  | &nbsp;&nbsp;&nbsp;Toronto-Dominion Bank | &nbsp;&nbsp;&nbsp;&nbsp; 4.456% | &nbsp;&nbsp;&nbsp;&nbsp;6/8/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 332 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 332 |
|  | &nbsp;&nbsp;&nbsp;Travelers Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.050% | &nbsp;&nbsp;&nbsp;&nbsp;7/24/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 173 |
|  | &nbsp;&nbsp;&nbsp;UBS AG | &nbsp;&nbsp;&nbsp;&nbsp; 7.500% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1195 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1286 |
|  | &nbsp;&nbsp;&nbsp;UBS AG | &nbsp;&nbsp;&nbsp;&nbsp; 5.650% | &nbsp;&nbsp;&nbsp;&nbsp;9/11/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1385 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1448 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;UBS Group AG | &nbsp;&nbsp;&nbsp;&nbsp; 5.428% | &nbsp;&nbsp;&nbsp;&nbsp;2/8/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 413 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;UBS Group AG | &nbsp;&nbsp;&nbsp;&nbsp; 5.617% | &nbsp;&nbsp;&nbsp;&nbsp;9/13/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 1946 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2032 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;UBS Group AG | &nbsp;&nbsp;&nbsp;&nbsp; 2.095% | &nbsp;&nbsp;&nbsp;&nbsp;2/11/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 720 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 635 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;UBS Group AG | &nbsp;&nbsp;&nbsp;&nbsp; 3.091% | &nbsp;&nbsp;&nbsp;&nbsp;5/14/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 1195 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1106 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;UBS Group AG | &nbsp;&nbsp;&nbsp;&nbsp; 6.537% | &nbsp;&nbsp;&nbsp;&nbsp;8/12/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 485 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 535 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;UBS Group AG | &nbsp;&nbsp;&nbsp;&nbsp; 9.016% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 940 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;UBS Group AG | &nbsp;&nbsp;&nbsp;&nbsp; 6.301% | &nbsp;&nbsp;&nbsp;&nbsp;9/22/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 765 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 834 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;UBS Group AG | &nbsp;&nbsp;&nbsp;&nbsp; 5.699% | &nbsp;&nbsp;&nbsp;&nbsp;2/8/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 790 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;UBS Group AG | &nbsp;&nbsp;&nbsp;&nbsp; 5.580% | &nbsp;&nbsp;&nbsp;&nbsp;5/9/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 960 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 999 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;UBS Group AG | &nbsp;&nbsp;&nbsp;&nbsp; 3.179% | &nbsp;&nbsp;&nbsp;&nbsp;2/11/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 855 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 651 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;UniCredit SpA | &nbsp;&nbsp;&nbsp;&nbsp; 1.982% | &nbsp;&nbsp;&nbsp;&nbsp;6/3/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 1015 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 999 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;UniCredit SpA | &nbsp;&nbsp;&nbsp;&nbsp; 3.127% | &nbsp;&nbsp;&nbsp;&nbsp;6/3/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 921 |
|  | &nbsp;&nbsp;&nbsp;Wachovia Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 7.500% | &nbsp;&nbsp;&nbsp;&nbsp;4/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1175 |
|  | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 3.196% | &nbsp;&nbsp;&nbsp;&nbsp;6/17/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 1705 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1693 |
|  | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 3.526% | &nbsp;&nbsp;&nbsp;&nbsp;3/24/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1230 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1219 |
|  | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.574% | &nbsp;&nbsp;&nbsp;&nbsp;7/25/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 104 |
|  | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 6.303% | &nbsp;&nbsp;&nbsp;&nbsp;10/23/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 1310 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1388 |
|  | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.198% | &nbsp;&nbsp;&nbsp;&nbsp;1/23/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 103 |
|  | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 2.879% | &nbsp;&nbsp;&nbsp;&nbsp;10/30/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 235 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 222 |
|  | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.244% | &nbsp;&nbsp;&nbsp;&nbsp;1/24/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 690 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 714 |
|  | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 2.572% | &nbsp;&nbsp;&nbsp;&nbsp;2/11/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 2177 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2023 |
|  | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.150% | &nbsp;&nbsp;&nbsp;&nbsp;4/23/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 305 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 315 |
|  | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 3.350% | &nbsp;&nbsp;&nbsp;&nbsp;3/2/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 827 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 770 |
|  | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.897% | &nbsp;&nbsp;&nbsp;&nbsp;7/25/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 6131 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6228 |
|  | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.389% | &nbsp;&nbsp;&nbsp;&nbsp;4/24/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 830 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 862 |
|  | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.499% | &nbsp;&nbsp;&nbsp;&nbsp;1/23/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 630 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 657 |
|  | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.211% | &nbsp;&nbsp;&nbsp;&nbsp;12/3/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 817 |
|  | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.605% | &nbsp;&nbsp;&nbsp;&nbsp;4/23/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 305 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 320 |
|  | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.606% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp; 2316 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2319 |
|  | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 3.900% | &nbsp;&nbsp;&nbsp;&nbsp;5/1/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 348 |
|  | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.900% | &nbsp;&nbsp;&nbsp;&nbsp;11/17/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 515 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 469 |
|  | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp;12/7/2046 | &nbsp;&nbsp;&nbsp;&nbsp; 2070 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1838 |
|  | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.611% | &nbsp;&nbsp;&nbsp;&nbsp;4/25/2053 | &nbsp;&nbsp;&nbsp;&nbsp; 1245 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1094 |
|  | &nbsp;&nbsp;&nbsp;Wells Fargo Bank NA | &nbsp;&nbsp;&nbsp;&nbsp; 5.254% | &nbsp;&nbsp;&nbsp;&nbsp;12/11/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 2917 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2960 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **353462** |
| **Health Care (2.0%)** | **Health Care (2.0%)** | **Health Care (2.0%)** | **Health Care (2.0%)** | **Health Care (2.0%)** | **Health Care (2.0%)** |
|  | &nbsp;&nbsp;&nbsp;AbbVie Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.950% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 1015 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1049 |
|  | &nbsp;&nbsp;&nbsp;AbbVie Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.200% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 580 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 601 |
|  | &nbsp;&nbsp;&nbsp;AbbVie Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.350% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp; 554 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 555 |
|  | &nbsp;&nbsp;&nbsp;AbbVie Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.850% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 189 |
|  | &nbsp;&nbsp;&nbsp;AbbVie Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.700% | &nbsp;&nbsp;&nbsp;&nbsp;5/14/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 649 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 596 |
|  | &nbsp;&nbsp;&nbsp;AbbVie Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.875% | &nbsp;&nbsp;&nbsp;&nbsp;11/14/2048 | &nbsp;&nbsp;&nbsp;&nbsp; 819 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 760 |
|  | &nbsp;&nbsp;&nbsp;AbbVie Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.400% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 537 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 534 |
|  | &nbsp;&nbsp;&nbsp;AdventHealth Obligated Group | &nbsp;&nbsp;&nbsp;&nbsp; 2.795% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 570 |
|  | &nbsp;&nbsp;&nbsp;Advocate Health & Hospitals Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 2.211% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 360 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 330 |
|  | &nbsp;&nbsp;&nbsp;Advocate Health & Hospitals Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.008% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 540 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 363 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Alcon Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 2.750% | &nbsp;&nbsp;&nbsp;&nbsp;9/23/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 197 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Alcon Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.375% | &nbsp;&nbsp;&nbsp;&nbsp;12/6/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 255 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 266 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Alcon Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.750% | &nbsp;&nbsp;&nbsp;&nbsp;12/6/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 797 |
|  | &nbsp;&nbsp;&nbsp;Ascension Health | &nbsp;&nbsp;&nbsp;&nbsp; 2.532% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 1405 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1320 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Ascension Health | &nbsp;&nbsp;&nbsp;&nbsp; 4.847% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 46 |

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | &nbsp;&nbsp;&nbsp;AstraZeneca plc | &nbsp;&nbsp;&nbsp;&nbsp; 4.000% | &nbsp;&nbsp;&nbsp;&nbsp;1/17/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 2270 | &nbsp;&nbsp; 2272 |
|  | &nbsp;&nbsp;&nbsp;AstraZeneca plc | &nbsp;&nbsp;&nbsp;&nbsp; 6.450% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2037 | &nbsp;&nbsp;&nbsp;&nbsp; 360 | &nbsp;&nbsp; 410 |
|  | &nbsp;&nbsp;&nbsp;Banner Health | &nbsp;&nbsp;&nbsp;&nbsp; 2.907% | &nbsp;&nbsp;&nbsp;&nbsp;1/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 910 | &nbsp;&nbsp; 678 |
|  | &nbsp;&nbsp;&nbsp;Beth Israel Lahey Health Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.080% | &nbsp;&nbsp;&nbsp;&nbsp;7/1/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 235 | &nbsp;&nbsp; 154 |
|  | &nbsp;&nbsp;&nbsp;Bon Secours Mercy Health Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.302% | &nbsp;&nbsp;&nbsp;&nbsp;7/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 570 | &nbsp;&nbsp; 571 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Bon Secours Mercy Health Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.464% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 590 | &nbsp;&nbsp; 573 |
|  | &nbsp;&nbsp;&nbsp;Bristol-Myers Squibb Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.125% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2039 | &nbsp;&nbsp;&nbsp;&nbsp; 255 | &nbsp;&nbsp; 231 |
|  | &nbsp;&nbsp;&nbsp;Bristol-Myers Squibb Co. | &nbsp;&nbsp;&nbsp;&nbsp; 3.550% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 1785 | &nbsp;&nbsp; 1442 |
|  | &nbsp;&nbsp;&nbsp;Bristol-Myers Squibb Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.550% | &nbsp;&nbsp;&nbsp;&nbsp;2/20/2048 | &nbsp;&nbsp;&nbsp;&nbsp; 169 | &nbsp;&nbsp; 148 |
|  | &nbsp;&nbsp;&nbsp;Bristol-Myers Squibb Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.250% | &nbsp;&nbsp;&nbsp;&nbsp;10/26/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 1822 | &nbsp;&nbsp; 1510 |
|  | &nbsp;&nbsp;&nbsp;Bristol-Myers Squibb Co. | &nbsp;&nbsp;&nbsp;&nbsp; 3.900% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2062 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 146 |
|  | &nbsp;&nbsp;&nbsp;Cedars-Sinai Health System | &nbsp;&nbsp;&nbsp;&nbsp; 2.288% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 1330 | &nbsp;&nbsp; 1191 |
|  | &nbsp;&nbsp;&nbsp;Children's Hospital Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 2.585% | &nbsp;&nbsp;&nbsp;&nbsp;2/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 160 | &nbsp;&nbsp; 99 |
|  | &nbsp;&nbsp;&nbsp;CommonSpirit Health | &nbsp;&nbsp;&nbsp;&nbsp; 3.347% | &nbsp;&nbsp;&nbsp;&nbsp;10/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 1015 | &nbsp;&nbsp; 978 |
|  | &nbsp;&nbsp;&nbsp;CommonSpirit Health | &nbsp;&nbsp;&nbsp;&nbsp; 2.782% | &nbsp;&nbsp;&nbsp;&nbsp;10/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 684 | &nbsp;&nbsp; 633 |
|  | &nbsp;&nbsp;&nbsp;CommonSpirit Health | &nbsp;&nbsp;&nbsp;&nbsp; 5.205% | &nbsp;&nbsp;&nbsp;&nbsp;12/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 1235 | &nbsp;&nbsp; 1277 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;CommonSpirit Health | &nbsp;&nbsp;&nbsp;&nbsp; 4.350% | &nbsp;&nbsp;&nbsp;&nbsp;11/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 601 | &nbsp;&nbsp; 519 |
|  | &nbsp;&nbsp;&nbsp;CommonSpirit Health | &nbsp;&nbsp;&nbsp;&nbsp; 3.910% | &nbsp;&nbsp;&nbsp;&nbsp;10/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 70 | &nbsp;&nbsp; 53 |
|  | &nbsp;&nbsp;&nbsp;Cottage Health Obligated Group | &nbsp;&nbsp;&nbsp;&nbsp; 3.304% | &nbsp;&nbsp;&nbsp;&nbsp;11/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 295 | &nbsp;&nbsp; 209 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;CSL Finance plc | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp;4/27/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 1164 | &nbsp;&nbsp; 1029 |
|  | &nbsp;&nbsp;&nbsp;CVS Health Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.400% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 155 |
|  | &nbsp;&nbsp;&nbsp;CVS Health Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.300% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 555 | &nbsp;&nbsp; 568 |
|  | &nbsp;&nbsp;&nbsp;CVS Health Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.700% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 313 |
|  | &nbsp;&nbsp;&nbsp;CVS Health Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.875% | &nbsp;&nbsp;&nbsp;&nbsp;7/20/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 230 | &nbsp;&nbsp; 224 |
|  | &nbsp;&nbsp;&nbsp;CVS Health Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.050% | &nbsp;&nbsp;&nbsp;&nbsp;3/25/2048 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 267 |
|  | &nbsp;&nbsp;&nbsp;CVS Health Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 6.050% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 908 | &nbsp;&nbsp; 918 |
|  | &nbsp;&nbsp;&nbsp;Elevance Health Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.550% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 780 | &nbsp;&nbsp; 708 |
|  | &nbsp;&nbsp;&nbsp;Eli Lilly & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.875% | &nbsp;&nbsp;&nbsp;&nbsp;2/27/2053 | &nbsp;&nbsp;&nbsp;&nbsp; 270 | &nbsp;&nbsp; 252 |
|  | &nbsp;&nbsp;&nbsp;Eli Lilly & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.050% | &nbsp;&nbsp;&nbsp;&nbsp;8/14/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 415 | &nbsp;&nbsp; 396 |
|  | &nbsp;&nbsp;&nbsp;Eli Lilly & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.950% | &nbsp;&nbsp;&nbsp;&nbsp;2/27/2063 | &nbsp;&nbsp;&nbsp;&nbsp; 235 | &nbsp;&nbsp; 216 |
|  | &nbsp;&nbsp;&nbsp;Eli Lilly & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.200% | &nbsp;&nbsp;&nbsp;&nbsp;8/14/2064 | &nbsp;&nbsp;&nbsp;&nbsp; 140 | &nbsp;&nbsp; 135 |
|  | &nbsp;&nbsp;&nbsp;GE HealthCare Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.800% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 937 | &nbsp;&nbsp; 953 |
|  | &nbsp;&nbsp;&nbsp;GE HealthCare Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.500% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 1009 | &nbsp;&nbsp; 1046 |
|  | &nbsp;&nbsp;&nbsp;GE HealthCare Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.377% | &nbsp;&nbsp;&nbsp;&nbsp;11/22/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 331 |
|  | &nbsp;&nbsp;&nbsp;Gilead Sciences Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.600% | &nbsp;&nbsp;&nbsp;&nbsp;10/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 110 | &nbsp;&nbsp; 81 |
|  | &nbsp;&nbsp;&nbsp;Gilead Sciences Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.150% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2047 | &nbsp;&nbsp;&nbsp;&nbsp; 1071 | &nbsp;&nbsp; 903 |
|  | &nbsp;&nbsp;&nbsp;GlaxoSmithKline Capital Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.375% | &nbsp;&nbsp;&nbsp;&nbsp;4/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 572 | &nbsp;&nbsp; 603 |
|  | &nbsp;&nbsp;&nbsp;HCA Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.450% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 310 | &nbsp;&nbsp; 322 |
|  | &nbsp;&nbsp;&nbsp;HCA Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.000% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 640 | &nbsp;&nbsp; 641 |
|  | &nbsp;&nbsp;&nbsp;Humana Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.875% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 550 | &nbsp;&nbsp; 578 |
|  | &nbsp;&nbsp;&nbsp;Humana Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.950% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 315 |
|  | &nbsp;&nbsp;&nbsp;Indiana University Health Inc. Obligated Group | &nbsp;&nbsp;&nbsp;&nbsp; 2.852% | &nbsp;&nbsp;&nbsp;&nbsp;11/1/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 365 | &nbsp;&nbsp; 234 |
|  | &nbsp;&nbsp;&nbsp;Inova Health System Foundation | &nbsp;&nbsp;&nbsp;&nbsp; 4.068% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 475 | &nbsp;&nbsp; 383 |
|  | &nbsp;&nbsp;&nbsp;Kaiser Foundation Hospitals | &nbsp;&nbsp;&nbsp;&nbsp; 3.150% | &nbsp;&nbsp;&nbsp;&nbsp;5/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 272 |
|  | &nbsp;&nbsp;&nbsp;Kaiser Foundation Hospitals | &nbsp;&nbsp;&nbsp;&nbsp; 2.810% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 1130 | &nbsp;&nbsp; 835 |
|  | &nbsp;&nbsp;&nbsp;Kaiser Foundation Hospitals | &nbsp;&nbsp;&nbsp;&nbsp; 3.002% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 1105 | &nbsp;&nbsp; 733 |
|  | &nbsp;&nbsp;&nbsp;Mass General Brigham Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.192% | &nbsp;&nbsp;&nbsp;&nbsp;7/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 535 | &nbsp;&nbsp; 375 |
|  | &nbsp;&nbsp;&nbsp;Mass General Brigham Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.342% | &nbsp;&nbsp;&nbsp;&nbsp;7/1/2060 | &nbsp;&nbsp;&nbsp;&nbsp; 955 | &nbsp;&nbsp; 641 |
|  | &nbsp;&nbsp;&nbsp;Memorial Sloan-Kettering Cancer Center | &nbsp;&nbsp;&nbsp;&nbsp; 2.955% | &nbsp;&nbsp;&nbsp;&nbsp;1/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 590 | &nbsp;&nbsp; 393 |
|  | &nbsp;&nbsp;&nbsp;Memorial Sloan-Kettering Cancer Center | &nbsp;&nbsp;&nbsp;&nbsp; 4.125% | &nbsp;&nbsp;&nbsp;&nbsp;7/1/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 140 | &nbsp;&nbsp; 114 |
|  | &nbsp;&nbsp;&nbsp;Merck & Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.550% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 1940 | &nbsp;&nbsp; 1957 |
|  | &nbsp;&nbsp;&nbsp;Merck & Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.950% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 2600 | &nbsp;&nbsp; 2630 |
|  | &nbsp;&nbsp;&nbsp;Merck & Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.150% | &nbsp;&nbsp;&nbsp;&nbsp;5/18/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 760 | &nbsp;&nbsp; 661 |
|  | &nbsp;&nbsp;&nbsp;Merck & Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.000% | &nbsp;&nbsp;&nbsp;&nbsp;3/7/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 842 | &nbsp;&nbsp; 684 |
|  | &nbsp;&nbsp;&nbsp;Merck & Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.700% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 1855 | &nbsp;&nbsp; 1915 |
|  | &nbsp;&nbsp;&nbsp;Merck & Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.150% | &nbsp;&nbsp;&nbsp;&nbsp;5/17/2063 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 282 |
|  | &nbsp;&nbsp;&nbsp;Novartis Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.400% | &nbsp;&nbsp;&nbsp;&nbsp;5/6/2044 | &nbsp;&nbsp;&nbsp;&nbsp; 640 | &nbsp;&nbsp; 578 |
|  | &nbsp;&nbsp;&nbsp;OhioHealth Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 2.297% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 760 | &nbsp;&nbsp; 680 |
|  | &nbsp;&nbsp;&nbsp;OhioHealth Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 2.834% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 485 | &nbsp;&nbsp; 359 |
|  | &nbsp;&nbsp;&nbsp;Pfizer Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.450% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 2165 | &nbsp;&nbsp; 2130 |
|  | &nbsp;&nbsp;&nbsp;Pfizer Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.100% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2038 | &nbsp;&nbsp;&nbsp;&nbsp; 1505 | &nbsp;&nbsp; 1368 |
|  | &nbsp;&nbsp;&nbsp;Pfizer Investment Enterprises Pte Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp;5/19/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 303 |
|  | &nbsp;&nbsp;&nbsp;Pfizer Investment Enterprises Pte Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 5.110% | &nbsp;&nbsp;&nbsp;&nbsp;5/19/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 1640 | &nbsp;&nbsp; 1590 |
|  | &nbsp;&nbsp;&nbsp;Pfizer Investment Enterprises Pte Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 5.300% | &nbsp;&nbsp;&nbsp;&nbsp;5/19/2053 | &nbsp;&nbsp;&nbsp;&nbsp; 1116 | &nbsp;&nbsp; 1079 |
|  | &nbsp;&nbsp;&nbsp;Piedmont Healthcare Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.044% | &nbsp;&nbsp;&nbsp;&nbsp;1/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 255 | &nbsp;&nbsp; 219 |
|  | &nbsp;&nbsp;&nbsp;Piedmont Healthcare Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.719% | &nbsp;&nbsp;&nbsp;&nbsp;1/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 255 | &nbsp;&nbsp; 182 |
|  | &nbsp;&nbsp;&nbsp;Piedmont Healthcare Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.864% | &nbsp;&nbsp;&nbsp;&nbsp;1/1/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 340 | &nbsp;&nbsp; 217 |
|  | &nbsp;&nbsp;&nbsp;Providence St. Joseph Health Obligated Group | &nbsp;&nbsp;&nbsp;&nbsp; 2.532% | &nbsp;&nbsp;&nbsp;&nbsp;10/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 985 | &nbsp;&nbsp; 922 |
|  | &nbsp;&nbsp;&nbsp;Providence St. Joseph Health Obligated Group | &nbsp;&nbsp;&nbsp;&nbsp; 5.369% | &nbsp;&nbsp;&nbsp;&nbsp;10/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 990 | &nbsp;&nbsp; 1020 |
|  | &nbsp;&nbsp;&nbsp;Providence St. Joseph Health Obligated Group | &nbsp;&nbsp;&nbsp;&nbsp; 5.403% | &nbsp;&nbsp;&nbsp;&nbsp;10/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 449 | &nbsp;&nbsp; 462 |

---

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value<br> ($000) |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Providence St. Joseph Health Obligated Group | &nbsp;&nbsp;&nbsp;&nbsp; 3.930% | &nbsp;&nbsp;&nbsp;&nbsp;10/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp; 325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 250 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Roche Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.607% | &nbsp;&nbsp;&nbsp;&nbsp;12/13/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 305 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 189 |
|  | &nbsp;&nbsp;&nbsp;Royalty Pharma plc | &nbsp;&nbsp;&nbsp;&nbsp; 5.400% | &nbsp;&nbsp;&nbsp;&nbsp;9/2/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 2479 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2531 |
|  | &nbsp;&nbsp;&nbsp;Royalty Pharma plc | &nbsp;&nbsp;&nbsp;&nbsp; 5.900% | &nbsp;&nbsp;&nbsp;&nbsp;9/2/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 598 |
|  | &nbsp;&nbsp;&nbsp;SSM Health Care Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.823% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 940 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 935 |
|  | &nbsp;&nbsp;&nbsp;Sutter Health | &nbsp;&nbsp;&nbsp;&nbsp; 2.294% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 295 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 270 |
|  | &nbsp;&nbsp;&nbsp;Sutter Health | &nbsp;&nbsp;&nbsp;&nbsp; 5.213% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 395 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 410 |
|  | &nbsp;&nbsp;&nbsp;Sutter Health | &nbsp;&nbsp;&nbsp;&nbsp; 5.537% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 1105 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1162 |
|  | &nbsp;&nbsp;&nbsp;Takeda Pharmaceutical Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 5.300% | &nbsp;&nbsp;&nbsp;&nbsp;7/5/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 698 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 719 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;Toledo Hospital | &nbsp;&nbsp;&nbsp;&nbsp; 5.750% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2038 | &nbsp;&nbsp;&nbsp;&nbsp; 265 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 267 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.850% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1185 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.000% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 249 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.300% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 435 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 390 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.150% | &nbsp;&nbsp;&nbsp;&nbsp;7/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 231 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.500% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2039 | &nbsp;&nbsp;&nbsp;&nbsp; 215 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 179 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.750% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 310 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 231 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.950% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 317 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 336 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.050% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 213 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 162 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.375% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 1318 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1170 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.250% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 1600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1390 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp;7/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 1140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1038 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.200% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp; 215 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 178 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.750% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp; 145 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 111 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.250% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp; 976 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 807 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.450% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp; 140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 119 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.900% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 1539 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 992 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.250% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 295 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 201 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.375% | &nbsp;&nbsp;&nbsp;&nbsp;4/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 192 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.625% | &nbsp;&nbsp;&nbsp;&nbsp;7/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 904 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 899 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.750% | &nbsp;&nbsp;&nbsp;&nbsp;7/15/2064 | &nbsp;&nbsp;&nbsp;&nbsp; 583 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 581 |
|  | &nbsp;&nbsp;&nbsp;Wyeth LLC | &nbsp;&nbsp;&nbsp;&nbsp; 6.500% | &nbsp;&nbsp;&nbsp;&nbsp;2/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 192 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **73603** |
| **Industrials (0.8%)** | **Industrials (0.8%)** | **Industrials (0.8%)** | **Industrials (0.8%)** | **Industrials (0.8%)** | **Industrials (0.8%)** |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Ashtead Capital Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.550% | &nbsp;&nbsp;&nbsp;&nbsp;5/30/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 206 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Ashtead Capital Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.950% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 255 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 270 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Ashtead Capital Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.800% | &nbsp;&nbsp;&nbsp;&nbsp;4/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 1830 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1918 |
|  | &nbsp;&nbsp;&nbsp;Automatic Data Processing Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp;5/8/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 1580 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1618 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BAE Systems plc | &nbsp;&nbsp;&nbsp;&nbsp; 3.400% | &nbsp;&nbsp;&nbsp;&nbsp;4/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 470 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 453 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BAE Systems plc | &nbsp;&nbsp;&nbsp;&nbsp; 5.250% | &nbsp;&nbsp;&nbsp;&nbsp;3/26/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 208 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BAE Systems plc | &nbsp;&nbsp;&nbsp;&nbsp; 5.300% | &nbsp;&nbsp;&nbsp;&nbsp;3/26/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 555 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 575 |
|  | &nbsp;&nbsp;&nbsp;Boeing Co. | &nbsp;&nbsp;&nbsp;&nbsp; 6.528% | &nbsp;&nbsp;&nbsp;&nbsp;5/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 846 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 936 |
|  | &nbsp;&nbsp;&nbsp;Boeing Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.705% | &nbsp;&nbsp;&nbsp;&nbsp;5/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 245 |
|  | &nbsp;&nbsp;&nbsp;Boeing Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.805% | &nbsp;&nbsp;&nbsp;&nbsp;5/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 303 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 303 |
|  | &nbsp;&nbsp;&nbsp;Boeing Co. | &nbsp;&nbsp;&nbsp;&nbsp; 6.858% | &nbsp;&nbsp;&nbsp;&nbsp;5/1/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 228 |
|  | &nbsp;&nbsp;&nbsp;Boeing Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.930% | &nbsp;&nbsp;&nbsp;&nbsp;5/1/2060 | &nbsp;&nbsp;&nbsp;&nbsp; 2317 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2320 |
|  | &nbsp;&nbsp;&nbsp;Boeing Co. | &nbsp;&nbsp;&nbsp;&nbsp; 7.008% | &nbsp;&nbsp;&nbsp;&nbsp;5/1/2064 | &nbsp;&nbsp;&nbsp;&nbsp; 345 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 400 |
|  | &nbsp;&nbsp;&nbsp;Burlington Northern Santa Fe LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.750% | &nbsp;&nbsp;&nbsp;&nbsp;5/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 340 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 360 |
|  | &nbsp;&nbsp;&nbsp;Burlington Northern Santa Fe LLC | &nbsp;&nbsp;&nbsp;&nbsp; 4.550% | &nbsp;&nbsp;&nbsp;&nbsp;9/1/2044 | &nbsp;&nbsp;&nbsp;&nbsp; 420 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 378 |
|  | &nbsp;&nbsp;&nbsp;Burlington Northern Santa Fe LLC | &nbsp;&nbsp;&nbsp;&nbsp; 4.150% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 415 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 354 |
|  | &nbsp;&nbsp;&nbsp;Burlington Northern Santa Fe LLC | &nbsp;&nbsp;&nbsp;&nbsp; 4.050% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp; 60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 49 |
|  | &nbsp;&nbsp;&nbsp;Burlington Northern Santa Fe LLC | &nbsp;&nbsp;&nbsp;&nbsp; 3.050% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 405 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 274 |
|  | &nbsp;&nbsp;&nbsp;Burlington Northern Santa Fe LLC | &nbsp;&nbsp;&nbsp;&nbsp; 2.875% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 705 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 451 |
|  | &nbsp;&nbsp;&nbsp;Burlington Northern Santa Fe LLC | &nbsp;&nbsp;&nbsp;&nbsp; 4.450% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp; 17 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15 |
|  | &nbsp;&nbsp;&nbsp;Canadian National Railway Co. | &nbsp;&nbsp;&nbsp;&nbsp; 2.450% | &nbsp;&nbsp;&nbsp;&nbsp;5/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 205 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 123 |
|  | &nbsp;&nbsp;&nbsp;Canadian Pacific Railway Co. | &nbsp;&nbsp;&nbsp;&nbsp; 2.450% | &nbsp;&nbsp;&nbsp;&nbsp;12/2/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 356 |
|  | &nbsp;&nbsp;&nbsp;Canadian Pacific Railway Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.950% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 480 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 450 |
|  | &nbsp;&nbsp;&nbsp;Caterpillar Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.200% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 810 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 838 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Daimler Truck Finance North America LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 210 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 212 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Daimler Truck Finance North America LLC | &nbsp;&nbsp;&nbsp;&nbsp; 3.650% | &nbsp;&nbsp;&nbsp;&nbsp;4/7/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 445 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 442 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Daimler Truck Finance North America LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.125% | &nbsp;&nbsp;&nbsp;&nbsp;1/19/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 153 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Daimler Truck Finance North America LLC | &nbsp;&nbsp;&nbsp;&nbsp; 4.650% | &nbsp;&nbsp;&nbsp;&nbsp;10/12/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 465 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 466 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Daimler Truck Finance North America LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.375% | &nbsp;&nbsp;&nbsp;&nbsp;1/18/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 355 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 362 |
|  | &nbsp;&nbsp;&nbsp;Eaton Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.700% | &nbsp;&nbsp;&nbsp;&nbsp;8/23/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 119 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Element Fleet Management Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.643% | &nbsp;&nbsp;&nbsp;&nbsp;3/13/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 458 |
|  | &nbsp;&nbsp;&nbsp;Honeywell International Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.250% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 839 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 843 |
|  | &nbsp;&nbsp;&nbsp;Honeywell International Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.875% | &nbsp;&nbsp;&nbsp;&nbsp;9/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 161 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 166 |
|  | &nbsp;&nbsp;&nbsp;Honeywell International Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.375% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 132 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 136 |
|  | &nbsp;&nbsp;&nbsp;J Paul Getty Trust | &nbsp;&nbsp;&nbsp;&nbsp; 4.905% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 580 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 594 |
|  | &nbsp;&nbsp;&nbsp;John Deere Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp;1/16/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 755 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 766 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | &nbsp;&nbsp;&nbsp;John Deere Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.400% | &nbsp;&nbsp;&nbsp;&nbsp;9/8/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 403 |
|  | &nbsp;&nbsp;&nbsp;John Deere Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.150% | &nbsp;&nbsp;&nbsp;&nbsp;9/8/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 565 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 591 |
|  | &nbsp;&nbsp;&nbsp;Lockheed Martin Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 211 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 206 |
|  | &nbsp;&nbsp;&nbsp;Lockheed Martin Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.700% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp; 546 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 501 |
|  | &nbsp;&nbsp;&nbsp;Lockheed Martin Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.700% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 1379 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1422 |
|  | &nbsp;&nbsp;&nbsp;Northrop Grumman Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.650% | &nbsp;&nbsp;&nbsp;&nbsp;7/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 244 |
|  | &nbsp;&nbsp;&nbsp;Northrop Grumman Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.250% | &nbsp;&nbsp;&nbsp;&nbsp;7/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 290 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 300 |
|  | &nbsp;&nbsp;&nbsp;Republic Services Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.375% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 965 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 841 |
|  | &nbsp;&nbsp;&nbsp;Republic Services Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 85 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 88 |
|  | &nbsp;&nbsp;&nbsp;Republic Services Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.200% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 829 |
|  | &nbsp;&nbsp;&nbsp;RTX Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.450% | &nbsp;&nbsp;&nbsp;&nbsp;11/16/2038 | &nbsp;&nbsp;&nbsp;&nbsp; 80 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 75 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Siemens Financieringsmaatschappij NV | &nbsp;&nbsp;&nbsp;&nbsp; 2.150% | &nbsp;&nbsp;&nbsp;&nbsp;3/11/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 766 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Siemens Financieringsmaatschappij NV | &nbsp;&nbsp;&nbsp;&nbsp; 4.400% | &nbsp;&nbsp;&nbsp;&nbsp;5/27/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 490 |
|  | &nbsp;&nbsp;&nbsp;Trane Technologies Financing Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 5.250% | &nbsp;&nbsp;&nbsp;&nbsp;3/3/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 515 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 536 |
|  | &nbsp;&nbsp;&nbsp;UL Solutions Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.500% | &nbsp;&nbsp;&nbsp;&nbsp;10/20/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 380 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 400 |
|  | &nbsp;&nbsp;&nbsp;Union Pacific Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 2.800% | &nbsp;&nbsp;&nbsp;&nbsp;2/14/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 8 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7 |
|  | &nbsp;&nbsp;&nbsp;Union Pacific Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.375% | &nbsp;&nbsp;&nbsp;&nbsp;2/14/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 515 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 408 |
|  | &nbsp;&nbsp;&nbsp;Union Pacific Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.250% | &nbsp;&nbsp;&nbsp;&nbsp;2/5/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 72 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 51 |
|  | &nbsp;&nbsp;&nbsp;Union Pacific Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.799% | &nbsp;&nbsp;&nbsp;&nbsp;10/1/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 696 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 536 |
|  | &nbsp;&nbsp;&nbsp;Union Pacific Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.600% | &nbsp;&nbsp;&nbsp;&nbsp;12/1/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 203 |
|  | &nbsp;&nbsp;&nbsp;Union Pacific Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.750% | &nbsp;&nbsp;&nbsp;&nbsp;2/5/2070 | &nbsp;&nbsp;&nbsp;&nbsp; 335 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 234 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;United Airlines Pass Through Trust Class B Series 2018-1 | &nbsp;&nbsp;&nbsp;&nbsp; 4.600% | &nbsp;&nbsp;&nbsp;&nbsp;9/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 74 |
|  | &nbsp;&nbsp;&nbsp;Waste Connections Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.250% | &nbsp;&nbsp;&nbsp;&nbsp;9/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 280 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 289 |
|  | &nbsp;&nbsp;&nbsp;Westinghouse Air Brake Technologies Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.900% | &nbsp;&nbsp;&nbsp;&nbsp;5/29/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 285 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 291 |
|  | &nbsp;&nbsp;&nbsp;Westinghouse Air Brake Technologies Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.500% | &nbsp;&nbsp;&nbsp;&nbsp;5/29/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 362 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **28192** |
| **Materials (0.3%)** | **Materials (0.3%)** | **Materials (0.3%)** | **Materials (0.3%)** | **Materials (0.3%)** | **Materials (0.3%)** |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Anglo American Capital plc | &nbsp;&nbsp;&nbsp;&nbsp; 2.625% | &nbsp;&nbsp;&nbsp;&nbsp;9/10/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 515 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 472 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Corp. Nacional del Cobre de Chile | &nbsp;&nbsp;&nbsp;&nbsp; 3.700% | &nbsp;&nbsp;&nbsp;&nbsp;1/30/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 423 |
|  | &nbsp;&nbsp;&nbsp;CRH SMW Finance DAC | &nbsp;&nbsp;&nbsp;&nbsp; 5.125% | &nbsp;&nbsp;&nbsp;&nbsp;1/9/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 770 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 793 |
|  | &nbsp;&nbsp;&nbsp;Glencore Canada Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 6.200% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 141 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 150 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Glencore Finance Canada Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 6.000% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 80 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 83 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Glencore Funding LLC | &nbsp;&nbsp;&nbsp;&nbsp; 4.875% | &nbsp;&nbsp;&nbsp;&nbsp;3/12/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 216 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 219 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Glencore Funding LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.371% | &nbsp;&nbsp;&nbsp;&nbsp;4/4/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 1143 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1178 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Glencore Funding LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.186% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 440 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 453 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Glencore Funding LLC | &nbsp;&nbsp;&nbsp;&nbsp; 6.375% | &nbsp;&nbsp;&nbsp;&nbsp;10/6/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 1541 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1665 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Glencore Funding LLC | &nbsp;&nbsp;&nbsp;&nbsp; 2.625% | &nbsp;&nbsp;&nbsp;&nbsp;9/23/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 230 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 206 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Glencore Funding LLC | &nbsp;&nbsp;&nbsp;&nbsp; 6.500% | &nbsp;&nbsp;&nbsp;&nbsp;10/6/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 772 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Glencore Funding LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.634% | &nbsp;&nbsp;&nbsp;&nbsp;4/4/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 1697 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1765 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Glencore Funding LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.673% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 920 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 956 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Glencore Funding LLC | &nbsp;&nbsp;&nbsp;&nbsp; 3.875% | &nbsp;&nbsp;&nbsp;&nbsp;4/27/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 53 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Glencore Funding LLC | &nbsp;&nbsp;&nbsp;&nbsp; 3.375% | &nbsp;&nbsp;&nbsp;&nbsp;9/23/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 261 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 179 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Glencore Funding LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.893% | &nbsp;&nbsp;&nbsp;&nbsp;4/4/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 765 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 772 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Glencore Funding LLC | &nbsp;&nbsp;&nbsp;&nbsp; 6.141% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1045 |
|  | &nbsp;&nbsp;&nbsp;Rio Tinto Finance USA plc | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp;3/14/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 308 |
|  | &nbsp;&nbsp;&nbsp;Rio Tinto Finance USA plc | &nbsp;&nbsp;&nbsp;&nbsp; 5.250% | &nbsp;&nbsp;&nbsp;&nbsp;3/14/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 206 |
|  | &nbsp;&nbsp;&nbsp;Rio Tinto Finance USA plc | &nbsp;&nbsp;&nbsp;&nbsp; 5.750% | &nbsp;&nbsp;&nbsp;&nbsp;3/14/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 660 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 679 |
|  | &nbsp;&nbsp;&nbsp;Rio Tinto Finance USA plc | &nbsp;&nbsp;&nbsp;&nbsp; 5.875% | &nbsp;&nbsp;&nbsp;&nbsp;3/14/2065 | &nbsp;&nbsp;&nbsp;&nbsp; 140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 146 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **12523** |
| **Real Estate (0.8%)** | **Real Estate (0.8%)** | **Real Estate (0.8%)** | **Real Estate (0.8%)** | **Real Estate (0.8%)** | **Real Estate (0.8%)** |
|  | &nbsp;&nbsp;&nbsp;American Tower Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.800% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 167 |
|  | &nbsp;&nbsp;&nbsp;American Tower Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp;1/31/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 355 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 363 |
|  | &nbsp;&nbsp;&nbsp;American Tower Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.900% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 67 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 72 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;American Tower Trust #1 | &nbsp;&nbsp;&nbsp;&nbsp; 5.490% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp; 2070 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2107 |
|  | &nbsp;&nbsp;&nbsp;Cousins Properties LP | &nbsp;&nbsp;&nbsp;&nbsp; 5.250% | &nbsp;&nbsp;&nbsp;&nbsp;7/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 235 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 241 |
|  | &nbsp;&nbsp;&nbsp;Crown Castle Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.800% | &nbsp;&nbsp;&nbsp;&nbsp;9/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 314 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 318 |
|  | &nbsp;&nbsp;&nbsp;Crown Castle Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.300% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 245 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 244 |
|  | &nbsp;&nbsp;&nbsp;Crown Castle Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.600% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 290 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 301 |
|  | &nbsp;&nbsp;&nbsp;Crown Castle Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.900% | &nbsp;&nbsp;&nbsp;&nbsp;9/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 402 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 408 |
|  | &nbsp;&nbsp;&nbsp;Crown Castle Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.300% | &nbsp;&nbsp;&nbsp;&nbsp;7/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 880 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 833 |
|  | &nbsp;&nbsp;&nbsp;Crown Castle Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.250% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 57 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 51 |
|  | &nbsp;&nbsp;&nbsp;Crown Castle Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.100% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 531 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 465 |
|  | &nbsp;&nbsp;&nbsp;Crown Castle Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.500% | &nbsp;&nbsp;&nbsp;&nbsp;7/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 470 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 419 |
|  | &nbsp;&nbsp;&nbsp;Crown Castle Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.100% | &nbsp;&nbsp;&nbsp;&nbsp;5/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 678 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 686 |
|  | &nbsp;&nbsp;&nbsp;Crown Castle Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.800% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 841 |
|  | &nbsp;&nbsp;&nbsp;Crown Castle Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.200% | &nbsp;&nbsp;&nbsp;&nbsp;9/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 587 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 593 |
|  | &nbsp;&nbsp;&nbsp;Crown Castle Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.000% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 218 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 167 |
|  | &nbsp;&nbsp;&nbsp;DOC DR LLC | &nbsp;&nbsp;&nbsp;&nbsp; 2.625% | &nbsp;&nbsp;&nbsp;&nbsp;11/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 152 |
|  | &nbsp;&nbsp;&nbsp;Extra Space Storage LP | &nbsp;&nbsp;&nbsp;&nbsp; 5.500% | &nbsp;&nbsp;&nbsp;&nbsp;7/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 510 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 532 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | &nbsp;&nbsp;&nbsp;Extra Space Storage LP | &nbsp;&nbsp;&nbsp;&nbsp; 5.900% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 821 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 872 |
|  | &nbsp;&nbsp;&nbsp;Extra Space Storage LP | &nbsp;&nbsp;&nbsp;&nbsp; 4.950% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 595 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 599 |
|  | &nbsp;&nbsp;&nbsp;Extra Space Storage LP | &nbsp;&nbsp;&nbsp;&nbsp; 5.350% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 555 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 565 |
|  | &nbsp;&nbsp;&nbsp;GLP Capital LP / GLP Financing II Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.250% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 345 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 346 |
|  | &nbsp;&nbsp;&nbsp;GLP Capital LP / GLP Financing II Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.750% | &nbsp;&nbsp;&nbsp;&nbsp;11/1/2037 | &nbsp;&nbsp;&nbsp;&nbsp; 530 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 527 |
|  | &nbsp;&nbsp;&nbsp;Healthpeak OP LLC | &nbsp;&nbsp;&nbsp;&nbsp; 2.125% | &nbsp;&nbsp;&nbsp;&nbsp;12/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 880 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 824 |
|  | &nbsp;&nbsp;&nbsp;Healthpeak OP LLC | &nbsp;&nbsp;&nbsp;&nbsp; 3.000% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 630 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 595 |
|  | &nbsp;&nbsp;&nbsp;Healthpeak OP LLC | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 895 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 889 |
|  | &nbsp;&nbsp;&nbsp;Kite Realty Group LP | &nbsp;&nbsp;&nbsp;&nbsp; 5.200% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 105 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 107 |
|  | &nbsp;&nbsp;&nbsp;NNN REIT Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.500% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 535 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 555 |
|  | &nbsp;&nbsp;&nbsp;Prologis LP | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 302 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 308 |
|  | &nbsp;&nbsp;&nbsp;Prologis LP | &nbsp;&nbsp;&nbsp;&nbsp; 5.250% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 978 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Prologis Targeted US Logistics Fund LP | &nbsp;&nbsp;&nbsp;&nbsp; 5.250% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 561 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 574 |
|  | &nbsp;&nbsp;&nbsp;Public Storage Operating Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.350% | &nbsp;&nbsp;&nbsp;&nbsp;8/1/2053 | &nbsp;&nbsp;&nbsp;&nbsp; 5 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5 |
|  | &nbsp;&nbsp;&nbsp;Realty Income Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 2.200% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 735 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 701 |
|  | &nbsp;&nbsp;&nbsp;Realty Income Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.700% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 840 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 855 |
|  | &nbsp;&nbsp;&nbsp;Realty Income Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.250% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 380 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 360 |
|  | &nbsp;&nbsp;&nbsp;Realty Income Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 2.850% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 1295 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1156 |
|  | &nbsp;&nbsp;&nbsp;Realty Income Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.900% | &nbsp;&nbsp;&nbsp;&nbsp;7/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 816 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 827 |
|  | &nbsp;&nbsp;&nbsp;Realty Income Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.125% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 766 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 785 |
|  | &nbsp;&nbsp;&nbsp;Realty Income Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.125% | &nbsp;&nbsp;&nbsp;&nbsp;4/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 915 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;SBA Tower Trust | &nbsp;&nbsp;&nbsp;&nbsp; 1.840% | &nbsp;&nbsp;&nbsp;&nbsp;4/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 1570 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1499 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;SBA Tower Trust | &nbsp;&nbsp;&nbsp;&nbsp; 1.884% | &nbsp;&nbsp;&nbsp;&nbsp;7/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 265 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 263 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;SBA Tower Trust | &nbsp;&nbsp;&nbsp;&nbsp; 1.631% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 1060 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1029 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;SBA Tower Trust | &nbsp;&nbsp;&nbsp;&nbsp; 2.593% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp; 1500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1326 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Scentre Group Trust 1 / Scentre Group Trust 2 | &nbsp;&nbsp;&nbsp;&nbsp; 4.375% | &nbsp;&nbsp;&nbsp;&nbsp;5/28/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 695 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 695 |
|  | &nbsp;&nbsp;&nbsp;Simon Property Group LP | &nbsp;&nbsp;&nbsp;&nbsp; 2.450% | &nbsp;&nbsp;&nbsp;&nbsp;9/13/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 1160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1089 |
|  | &nbsp;&nbsp;&nbsp;Simon Property Group LP | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp;9/26/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 695 |
|  | &nbsp;&nbsp;&nbsp;VICI Properties LP | &nbsp;&nbsp;&nbsp;&nbsp; 4.950% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 172 |
|  | &nbsp;&nbsp;&nbsp;VICI Properties LP | &nbsp;&nbsp;&nbsp;&nbsp; 5.125% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 30 |
|  | &nbsp;&nbsp;&nbsp;VICI Properties LP | &nbsp;&nbsp;&nbsp;&nbsp; 5.750% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 85 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 88 |
|  | &nbsp;&nbsp;&nbsp;VICI Properties LP | &nbsp;&nbsp;&nbsp;&nbsp; 6.125% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 872 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 882 |
|  | &nbsp;&nbsp;&nbsp;Welltower OP LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.125% | &nbsp;&nbsp;&nbsp;&nbsp;7/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 1375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1399 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **31470** |
| **Technology (1.2%)** | **Technology (1.2%)** | **Technology (1.2%)** | **Technology (1.2%)** | **Technology (1.2%)** | **Technology (1.2%)** |
|  | &nbsp;&nbsp;&nbsp;Apple Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.850% | &nbsp;&nbsp;&nbsp;&nbsp;5/4/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 1430 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1219 |
|  | &nbsp;&nbsp;&nbsp;Apple Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.450% | &nbsp;&nbsp;&nbsp;&nbsp;2/9/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 95 |
|  | &nbsp;&nbsp;&nbsp;Apple Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.650% | &nbsp;&nbsp;&nbsp;&nbsp;2/23/2046 | &nbsp;&nbsp;&nbsp;&nbsp; 210 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 196 |
|  | &nbsp;&nbsp;&nbsp;Apple Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.850% | &nbsp;&nbsp;&nbsp;&nbsp;8/4/2046 | &nbsp;&nbsp;&nbsp;&nbsp; 985 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 815 |
|  | &nbsp;&nbsp;&nbsp;Apple Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.650% | &nbsp;&nbsp;&nbsp;&nbsp;5/11/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 825 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 528 |
|  | &nbsp;&nbsp;&nbsp;Apple Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.650% | &nbsp;&nbsp;&nbsp;&nbsp;2/8/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 792 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 503 |
|  | &nbsp;&nbsp;&nbsp;Apple Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.950% | &nbsp;&nbsp;&nbsp;&nbsp;8/8/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 284 |
|  | &nbsp;&nbsp;&nbsp;Broadcom Corp. / Broadcom Cayman Finance Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 3.875% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 305 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 305 |
|  | &nbsp;&nbsp;&nbsp;Broadcom Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp;4/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 174 |
|  | &nbsp;&nbsp;&nbsp;Broadcom Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.050% | &nbsp;&nbsp;&nbsp;&nbsp;7/12/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 955 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 984 |
|  | &nbsp;&nbsp;&nbsp;Broadcom Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.350% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 525 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 528 |
|  | &nbsp;&nbsp;&nbsp;Broadcom Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.600% | &nbsp;&nbsp;&nbsp;&nbsp;7/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 1580 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1604 |
|  | &nbsp;&nbsp;&nbsp;Broadcom Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.150% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 129 |
|  | &nbsp;&nbsp;&nbsp;Broadcom Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.550% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 255 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 257 |
|  | &nbsp;&nbsp;&nbsp;Broadcom Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.900% | &nbsp;&nbsp;&nbsp;&nbsp;7/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 1734 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1773 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Broadcom Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.600% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 710 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 623 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Broadcom Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.419% | &nbsp;&nbsp;&nbsp;&nbsp;4/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 1320 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1220 |
|  | &nbsp;&nbsp;&nbsp;Broadcom Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.800% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 201 |
|  | &nbsp;&nbsp;&nbsp;Broadcom Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.800% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 1270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1266 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Broadcom Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.187% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 403 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 344 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Broadcom Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.500% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 699 |
|  | &nbsp;&nbsp;&nbsp;Cisco Systems Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.950% | &nbsp;&nbsp;&nbsp;&nbsp;2/26/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 795 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 823 |
|  | &nbsp;&nbsp;&nbsp;Cisco Systems Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.050% | &nbsp;&nbsp;&nbsp;&nbsp;2/26/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 1045 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1081 |
|  | &nbsp;&nbsp;&nbsp;Cisco Systems Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.300% | &nbsp;&nbsp;&nbsp;&nbsp;2/26/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 305 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 301 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Constellation Software Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.461% | &nbsp;&nbsp;&nbsp;&nbsp;2/16/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 229 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 234 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Foundry JV Holdco LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.900% | &nbsp;&nbsp;&nbsp;&nbsp;1/25/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 495 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 522 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Foundry JV Holdco LLC | &nbsp;&nbsp;&nbsp;&nbsp; 6.250% | &nbsp;&nbsp;&nbsp;&nbsp;1/25/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 1305 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1398 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Foundry JV Holdco LLC | &nbsp;&nbsp;&nbsp;&nbsp; 6.200% | &nbsp;&nbsp;&nbsp;&nbsp;1/25/2037 | &nbsp;&nbsp;&nbsp;&nbsp; 1107 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1184 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Foundry JV Holdco LLC | &nbsp;&nbsp;&nbsp;&nbsp; 6.400% | &nbsp;&nbsp;&nbsp;&nbsp;1/25/2038 | &nbsp;&nbsp;&nbsp;&nbsp; 750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 813 |
|  | &nbsp;&nbsp;&nbsp;Intel Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 2.000% | &nbsp;&nbsp;&nbsp;&nbsp;8/12/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 105 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 92 |
|  | &nbsp;&nbsp;&nbsp;Intel Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.625% | &nbsp;&nbsp;&nbsp;&nbsp;2/10/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 1906 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1880 |
|  | &nbsp;&nbsp;&nbsp;Intel Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.100% | &nbsp;&nbsp;&nbsp;&nbsp;5/19/2046 | &nbsp;&nbsp;&nbsp;&nbsp; 439 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 346 |
|  | &nbsp;&nbsp;&nbsp;Intel Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.100% | &nbsp;&nbsp;&nbsp;&nbsp;5/11/2047 | &nbsp;&nbsp;&nbsp;&nbsp; 106 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 83 |
|  | &nbsp;&nbsp;&nbsp;Intel Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.250% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 120 |

---

------

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | &nbsp;&nbsp;&nbsp;Intel Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.200% | &nbsp;&nbsp;&nbsp;&nbsp;8/12/2061 | &nbsp;&nbsp;&nbsp;&nbsp; 425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 254 |
|  | &nbsp;&nbsp;&nbsp;International Business Machines Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.500% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 2839 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2782 |
|  | &nbsp;&nbsp;&nbsp;International Business Machines Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 1.950% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 255 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 231 |
|  | &nbsp;&nbsp;&nbsp;International Business Machines Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.150% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2039 | &nbsp;&nbsp;&nbsp;&nbsp; 439 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 394 |
|  | &nbsp;&nbsp;&nbsp;International Business Machines Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.250% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 1160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 959 |
|  | &nbsp;&nbsp;&nbsp;International Business Machines Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.700% | &nbsp;&nbsp;&nbsp;&nbsp;2/10/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 2039 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2066 |
|  | &nbsp;&nbsp;&nbsp;Intuit Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.500% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp; 611 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 615 |
|  | &nbsp;&nbsp;&nbsp;KLA Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.950% | &nbsp;&nbsp;&nbsp;&nbsp;7/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 1401 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1309 |
|  | &nbsp;&nbsp;&nbsp;Micron Technology Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.663% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 562 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 567 |
|  | &nbsp;&nbsp;&nbsp;Micron Technology Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.650% | &nbsp;&nbsp;&nbsp;&nbsp;11/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 629 |
|  | &nbsp;&nbsp;&nbsp;Microsoft Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.450% | &nbsp;&nbsp;&nbsp;&nbsp;8/8/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 822 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 751 |
|  | &nbsp;&nbsp;&nbsp;Microsoft Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 2.525% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 2735 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1730 |
|  | &nbsp;&nbsp;&nbsp;Microsoft Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 2.500% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 492 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 308 |
|  | &nbsp;&nbsp;&nbsp;Microsoft Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 2.921% | &nbsp;&nbsp;&nbsp;&nbsp;3/17/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 3151 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2140 |
|  | &nbsp;&nbsp;&nbsp;Oracle Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.250% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 1360 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1336 |
|  | &nbsp;&nbsp;&nbsp;QUALCOMM Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.150% | &nbsp;&nbsp;&nbsp;&nbsp;5/20/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 1075 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 987 |
|  | &nbsp;&nbsp;&nbsp;QUALCOMM Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp;5/20/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 395 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 401 |
|  | &nbsp;&nbsp;&nbsp;QUALCOMM Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp;5/20/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 745 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 760 |
|  | &nbsp;&nbsp;&nbsp;QUALCOMM Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.800% | &nbsp;&nbsp;&nbsp;&nbsp;5/20/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 570 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 534 |
|  | &nbsp;&nbsp;&nbsp;QUALCOMM Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.300% | &nbsp;&nbsp;&nbsp;&nbsp;5/20/2047 | &nbsp;&nbsp;&nbsp;&nbsp; 245 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 210 |
|  | &nbsp;&nbsp;&nbsp;QUALCOMM Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp;5/20/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 463 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 402 |
|  | &nbsp;&nbsp;&nbsp;Synopsys Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 1335 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1364 |
|  | &nbsp;&nbsp;&nbsp;Synopsys Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.700% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 757 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **44110** |
| **Utilities (3.5%)** | **Utilities (3.5%)** | **Utilities (3.5%)** | **Utilities (3.5%)** | **Utilities (3.5%)** | **Utilities (3.5%)** |
|  | &nbsp;&nbsp;&nbsp;AEP Texas Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.150% | &nbsp;&nbsp;&nbsp;&nbsp;5/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 145 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 113 |
|  | &nbsp;&nbsp;&nbsp;AEP Texas Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.450% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 210 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 146 |
|  | &nbsp;&nbsp;&nbsp;AEP Texas Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.450% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 275 |
|  | &nbsp;&nbsp;&nbsp;AEP Transmission Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 265 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 229 |
|  | &nbsp;&nbsp;&nbsp;AEP Transmission Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.400% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp; 170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 169 |
|  | &nbsp;&nbsp;&nbsp;Alabama Power Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.100% | &nbsp;&nbsp;&nbsp;&nbsp;4/2/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 485 |
|  | &nbsp;&nbsp;&nbsp;Alabama Power Co. | &nbsp;&nbsp;&nbsp;&nbsp; 6.000% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2039 | &nbsp;&nbsp;&nbsp;&nbsp; 654 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 706 |
|  | &nbsp;&nbsp;&nbsp;Alabama Power Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.200% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 119 |
|  | &nbsp;&nbsp;&nbsp;Alabama Power Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.100% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 215 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 184 |
|  | &nbsp;&nbsp;&nbsp;Alabama Power Co. | &nbsp;&nbsp;&nbsp;&nbsp; 3.750% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 630 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 504 |
|  | &nbsp;&nbsp;&nbsp;Alabama Power Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.300% | &nbsp;&nbsp;&nbsp;&nbsp;7/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp; 775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 661 |
|  | &nbsp;&nbsp;&nbsp;Ameren Illinois Co. | &nbsp;&nbsp;&nbsp;&nbsp; 3.800% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 590 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 588 |
|  | &nbsp;&nbsp;&nbsp;Ameren Illinois Co. | &nbsp;&nbsp;&nbsp;&nbsp; 6.125% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1052 |
|  | &nbsp;&nbsp;&nbsp;Ameren Illinois Co. | &nbsp;&nbsp;&nbsp;&nbsp; 3.700% | &nbsp;&nbsp;&nbsp;&nbsp;12/1/2047 | &nbsp;&nbsp;&nbsp;&nbsp; 140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 109 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Ameren Missouri Securitization Funding I LLC | &nbsp;&nbsp;&nbsp;&nbsp; 4.850% | &nbsp;&nbsp;&nbsp;&nbsp;10/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 478 |
|  | &nbsp;&nbsp;&nbsp;American Water Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 2.950% | &nbsp;&nbsp;&nbsp;&nbsp;9/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 540 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 530 |
|  | &nbsp;&nbsp;&nbsp;American Water Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.750% | &nbsp;&nbsp;&nbsp;&nbsp;9/1/2047 | &nbsp;&nbsp;&nbsp;&nbsp; 45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 35 |
|  | &nbsp;&nbsp;&nbsp;American Water Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.200% | &nbsp;&nbsp;&nbsp;&nbsp;9/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp; 590 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 489 |
|  | &nbsp;&nbsp;&nbsp;American Water Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.150% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 20 |
|  | &nbsp;&nbsp;&nbsp;American Water Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.450% | &nbsp;&nbsp;&nbsp;&nbsp;5/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 95 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 69 |
|  | &nbsp;&nbsp;&nbsp;Arizona Public Service Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.900% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 430 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 441 |
|  | &nbsp;&nbsp;&nbsp;Atmos Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 465 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 434 |
|  | &nbsp;&nbsp;&nbsp;Baltimore Gas & Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp; 2.900% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 238 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 155 |
|  | &nbsp;&nbsp;&nbsp;Berkshire Hathaway Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp; 6.125% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 765 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 832 |
|  | &nbsp;&nbsp;&nbsp;Berkshire Hathaway Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.950% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2037 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 27 |
|  | &nbsp;&nbsp;&nbsp;Berkshire Hathaway Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.150% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 940 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 913 |
|  | &nbsp;&nbsp;&nbsp;Berkshire Hathaway Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.250% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 115 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 94 |
|  | &nbsp;&nbsp;&nbsp;Berkshire Hathaway Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.600% | &nbsp;&nbsp;&nbsp;&nbsp;5/1/2053 | &nbsp;&nbsp;&nbsp;&nbsp; 293 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 252 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Boston Gas Co. | &nbsp;&nbsp;&nbsp;&nbsp; 3.150% | &nbsp;&nbsp;&nbsp;&nbsp;8/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 137 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Boston Gas Co. | &nbsp;&nbsp;&nbsp;&nbsp; 3.757% | &nbsp;&nbsp;&nbsp;&nbsp;3/16/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 113 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Brooklyn Union Gas Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.273% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp; 708 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 569 |
|  | &nbsp;&nbsp;&nbsp;CenterPoint Energy Houston Electric LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.150% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 465 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 475 |
|  | &nbsp;&nbsp;&nbsp;CenterPoint Energy Houston Electric LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.050% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 255 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 258 |
|  | &nbsp;&nbsp;&nbsp;CenterPoint Energy Houston Electric LLC | &nbsp;&nbsp;&nbsp;&nbsp; 4.250% | &nbsp;&nbsp;&nbsp;&nbsp;2/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 195 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 164 |
|  | &nbsp;&nbsp;&nbsp;CenterPoint Energy Resources Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.250% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1109 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1138 |
|  | &nbsp;&nbsp;&nbsp;CenterPoint Energy Resources Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.000% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1369 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1363 |
|  | &nbsp;&nbsp;&nbsp;CenterPoint Energy Resources Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.400% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 868 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 896 |
|  | &nbsp;&nbsp;&nbsp;CenterPoint Energy Resources Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.400% | &nbsp;&nbsp;&nbsp;&nbsp;7/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 145 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 150 |
|  | &nbsp;&nbsp;&nbsp;Cleco Corporate Holdings LLC | &nbsp;&nbsp;&nbsp;&nbsp; 3.743% | &nbsp;&nbsp;&nbsp;&nbsp;5/1/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 39 |
|  | &nbsp;&nbsp;&nbsp;Cleco Corporate Holdings LLC | &nbsp;&nbsp;&nbsp;&nbsp; 3.375% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 405 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 379 |
|  | &nbsp;&nbsp;&nbsp;Cleco Securitization I LLC | &nbsp;&nbsp;&nbsp;&nbsp; 4.646% | &nbsp;&nbsp;&nbsp;&nbsp;9/1/2044 | &nbsp;&nbsp;&nbsp;&nbsp; 765 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 738 |
|  | &nbsp;&nbsp;&nbsp;Commonwealth Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp; 2.950% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 645 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 633 |
|  | &nbsp;&nbsp;&nbsp;Commonwealth Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.350% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 323 |
|  | &nbsp;&nbsp;&nbsp;Commonwealth Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp; 3.650% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp; 115 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 89 |

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | &nbsp;&nbsp;&nbsp;Commonwealth Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.000% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp; 368 | &nbsp;&nbsp; 298 |
|  | &nbsp;&nbsp;&nbsp;Commonwealth Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp; 3.850% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 115 | &nbsp;&nbsp; 88 |
|  | &nbsp;&nbsp;&nbsp;Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.450% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp; 185 | &nbsp;&nbsp; 163 |
|  | &nbsp;&nbsp;&nbsp;Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp;12/1/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 980 | &nbsp;&nbsp; 863 |
|  | &nbsp;&nbsp;&nbsp;Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.850% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp; 76 | &nbsp;&nbsp; 61 |
|  | &nbsp;&nbsp;&nbsp;Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.950% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 40 |
|  | &nbsp;&nbsp;&nbsp;Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.200% | &nbsp;&nbsp;&nbsp;&nbsp;12/1/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 570 | &nbsp;&nbsp; 388 |
|  | &nbsp;&nbsp;&nbsp;Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.150% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 156 | &nbsp;&nbsp; 168 |
|  | &nbsp;&nbsp;&nbsp;Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.625% | &nbsp;&nbsp;&nbsp;&nbsp;12/1/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 2490 | &nbsp;&nbsp; 2143 |
|  | &nbsp;&nbsp;&nbsp;Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.000% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2057 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 384 |
|  | &nbsp;&nbsp;&nbsp;Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2058 | &nbsp;&nbsp;&nbsp;&nbsp; 1353 | &nbsp;&nbsp; 1129 |
|  | &nbsp;&nbsp;&nbsp;Consumers Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.200% | &nbsp;&nbsp;&nbsp;&nbsp;9/1/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 2 | &nbsp;&nbsp; 2 |
|  | &nbsp;&nbsp;&nbsp;Dominion Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.600% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 785 | &nbsp;&nbsp; 793 |
|  | &nbsp;&nbsp;&nbsp;Dominion Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.375% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 298 | &nbsp;&nbsp; 286 |
|  | &nbsp;&nbsp;&nbsp;Dominion Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.375% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 1470 | &nbsp;&nbsp; 1528 |
|  | &nbsp;&nbsp;&nbsp;Dominion Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.900% | &nbsp;&nbsp;&nbsp;&nbsp;8/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 208 |
|  | &nbsp;&nbsp;&nbsp;Dominion Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.600% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 760 | &nbsp;&nbsp; 642 |
|  | &nbsp;&nbsp;&nbsp;Dominion Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.850% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 3007 | &nbsp;&nbsp; 2615 |
|  | &nbsp;&nbsp;&nbsp;Dominion Energy South Carolina Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.625% | &nbsp;&nbsp;&nbsp;&nbsp;2/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 138 | &nbsp;&nbsp; 154 |
|  | &nbsp;&nbsp;&nbsp;Dominion Energy South Carolina Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.300% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 44 | &nbsp;&nbsp; 46 |
|  | &nbsp;&nbsp;&nbsp;Dominion Energy South Carolina Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.450% | &nbsp;&nbsp;&nbsp;&nbsp;2/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 95 | &nbsp;&nbsp; 96 |
|  | &nbsp;&nbsp;&nbsp;DTE Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.950% | &nbsp;&nbsp;&nbsp;&nbsp;7/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 640 | &nbsp;&nbsp; 648 |
|  | &nbsp;&nbsp;&nbsp;DTE Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.200% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 565 | &nbsp;&nbsp; 582 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Carolinas LLC | &nbsp;&nbsp;&nbsp;&nbsp; 4.950% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 148 | &nbsp;&nbsp; 152 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Carolinas LLC | &nbsp;&nbsp;&nbsp;&nbsp; 6.100% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2037 | &nbsp;&nbsp;&nbsp;&nbsp; 493 | &nbsp;&nbsp; 531 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Carolinas LLC | &nbsp;&nbsp;&nbsp;&nbsp; 3.700% | &nbsp;&nbsp;&nbsp;&nbsp;12/1/2047 | &nbsp;&nbsp;&nbsp;&nbsp; 470 | &nbsp;&nbsp; 361 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Carolinas LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.350% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp; 1075 | &nbsp;&nbsp; 1053 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Carolinas NC Storm Funding II LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.070% | &nbsp;&nbsp;&nbsp;&nbsp;1/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp; 1125 | &nbsp;&nbsp; 1124 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.400% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 340 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 2.450% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 470 | &nbsp;&nbsp; 433 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 625 | &nbsp;&nbsp; 621 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.950% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 565 | &nbsp;&nbsp; 561 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.300% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 1120 | &nbsp;&nbsp; 864 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.800% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 1200 | &nbsp;&nbsp; 1070 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.750% | &nbsp;&nbsp;&nbsp;&nbsp;9/1/2046 | &nbsp;&nbsp;&nbsp;&nbsp; 645 | &nbsp;&nbsp; 495 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.950% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 156 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.200% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 525 | &nbsp;&nbsp; 421 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.500% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 1190 | &nbsp;&nbsp; 839 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 2053 | &nbsp;&nbsp; 1850 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.800% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 1625 | &nbsp;&nbsp; 1643 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.700% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 1295 | &nbsp;&nbsp; 1290 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Florida LLC | &nbsp;&nbsp;&nbsp;&nbsp; 6.350% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2037 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 222 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Florida LLC | &nbsp;&nbsp;&nbsp;&nbsp; 3.400% | &nbsp;&nbsp;&nbsp;&nbsp;10/1/2046 | &nbsp;&nbsp;&nbsp;&nbsp; 170 | &nbsp;&nbsp; 126 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Florida LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.950% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 155 | &nbsp;&nbsp; 163 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Progress LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.050% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 1220 | &nbsp;&nbsp; 1241 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Progress LLC | &nbsp;&nbsp;&nbsp;&nbsp; 6.300% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2038 | &nbsp;&nbsp;&nbsp;&nbsp; 365 | &nbsp;&nbsp; 402 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Progress LLC | &nbsp;&nbsp;&nbsp;&nbsp; 4.100% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 118 | &nbsp;&nbsp; 100 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Progress LLC | &nbsp;&nbsp;&nbsp;&nbsp; 4.200% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 2045 | &nbsp;&nbsp; 1734 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Progress LLC | &nbsp;&nbsp;&nbsp;&nbsp; 2.500% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 70 | &nbsp;&nbsp; 42 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Progress LLC | &nbsp;&nbsp;&nbsp;&nbsp; 2.900% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 70 | &nbsp;&nbsp; 45 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Duke Energy Progress NC Storm Funding LLC | &nbsp;&nbsp;&nbsp;&nbsp; 2.387% | &nbsp;&nbsp;&nbsp;&nbsp;7/1/2039 | &nbsp;&nbsp;&nbsp;&nbsp; 1010 | &nbsp;&nbsp; 861 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Progress NC Storm Funding LLC | &nbsp;&nbsp;&nbsp;&nbsp; 4.890% | &nbsp;&nbsp;&nbsp;&nbsp;1/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp; 1150 | &nbsp;&nbsp; 1148 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;East Ohio Gas Co. | &nbsp;&nbsp;&nbsp;&nbsp; 2.000% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 325 | &nbsp;&nbsp; 292 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;East Ohio Gas Co. | &nbsp;&nbsp;&nbsp;&nbsp; 3.000% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 475 | &nbsp;&nbsp; 307 |
|  | &nbsp;&nbsp;&nbsp;Emera US Finance LP | &nbsp;&nbsp;&nbsp;&nbsp; 3.550% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 716 | &nbsp;&nbsp; 711 |
|  | &nbsp;&nbsp;&nbsp;Emera US Finance LP | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp; 1300 | &nbsp;&nbsp; 1122 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Enel Finance International NV | &nbsp;&nbsp;&nbsp;&nbsp; 4.125% | &nbsp;&nbsp;&nbsp;&nbsp;9/30/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 390 | &nbsp;&nbsp; 389 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Enel Finance International NV | &nbsp;&nbsp;&nbsp;&nbsp; 4.375% | &nbsp;&nbsp;&nbsp;&nbsp;9/30/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 1010 | &nbsp;&nbsp; 1003 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Enel Finance International NV | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp;9/30/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 355 | &nbsp;&nbsp; 350 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Enel Finance International NV | &nbsp;&nbsp;&nbsp;&nbsp; 5.750% | &nbsp;&nbsp;&nbsp;&nbsp;9/30/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 1655 | &nbsp;&nbsp; 1622 |
|  | &nbsp;&nbsp;&nbsp;Entergy Louisiana LLC | &nbsp;&nbsp;&nbsp;&nbsp; 3.120% | &nbsp;&nbsp;&nbsp;&nbsp;9/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 410 | &nbsp;&nbsp; 404 |
|  | &nbsp;&nbsp;&nbsp;Evergy Kansas Central Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.250% | &nbsp;&nbsp;&nbsp;&nbsp;9/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 510 | &nbsp;&nbsp; 351 |
|  | &nbsp;&nbsp;&nbsp;Evergy Metro Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.250% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 205 | &nbsp;&nbsp; 188 |
|  | &nbsp;&nbsp;&nbsp;Evergy Metro Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.200% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp; 137 | &nbsp;&nbsp; 113 |
|  | &nbsp;&nbsp;&nbsp;Eversource Energy | &nbsp;&nbsp;&nbsp;&nbsp; 3.300% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 269 |
|  | &nbsp;&nbsp;&nbsp;Eversource Energy | &nbsp;&nbsp;&nbsp;&nbsp; 5.450% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 765 | &nbsp;&nbsp; 786 |
|  | &nbsp;&nbsp;&nbsp;Eversource Energy | &nbsp;&nbsp;&nbsp;&nbsp; 3.375% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 70 | &nbsp;&nbsp; 65 |
|  | &nbsp;&nbsp;&nbsp;Eversource Energy | &nbsp;&nbsp;&nbsp;&nbsp; 5.125% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 115 | &nbsp;&nbsp; 117 |
|  | &nbsp;&nbsp;&nbsp;Eversource Energy | &nbsp;&nbsp;&nbsp;&nbsp; 5.950% | &nbsp;&nbsp;&nbsp;&nbsp;7/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 318 |
|  | &nbsp;&nbsp;&nbsp;Exelon Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.350% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 540 | &nbsp;&nbsp; 504 |

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | &nbsp;&nbsp;&nbsp;FirstEnergy Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 2.650% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 170 | &nbsp;&nbsp; 158 |
|  | &nbsp;&nbsp;&nbsp;FirstEnergy Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 2.250% | &nbsp;&nbsp;&nbsp;&nbsp;9/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 370 | &nbsp;&nbsp; 333 |
|  | &nbsp;&nbsp;&nbsp;FirstEnergy Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.850% | &nbsp;&nbsp;&nbsp;&nbsp;7/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp; 71 | &nbsp;&nbsp; 63 |
|  | &nbsp;&nbsp;&nbsp;FirstEnergy Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.400% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 770 | &nbsp;&nbsp; 537 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;FirstEnergy Pennsylvania Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.200% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 60 | &nbsp;&nbsp; 61 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;FirstEnergy Pennsylvania Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.300% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 249 | &nbsp;&nbsp; 249 |
|  | &nbsp;&nbsp;&nbsp;FirstEnergy Transmission LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 523 | &nbsp;&nbsp; 523 |
|  | &nbsp;&nbsp;&nbsp;Florida Power & Light Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.650% | &nbsp;&nbsp;&nbsp;&nbsp;2/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 1060 |
|  | &nbsp;&nbsp;&nbsp;Florida Power & Light Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.950% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 1017 |
|  | &nbsp;&nbsp;&nbsp;Florida Power & Light Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.690% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 615 | &nbsp;&nbsp; 649 |
|  | &nbsp;&nbsp;&nbsp;Florida Power & Light Co. | &nbsp;&nbsp;&nbsp;&nbsp; 3.700% | &nbsp;&nbsp;&nbsp;&nbsp;12/1/2047 | &nbsp;&nbsp;&nbsp;&nbsp; 368 | &nbsp;&nbsp; 287 |
|  | &nbsp;&nbsp;&nbsp;Florida Power & Light Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.300% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2053 | &nbsp;&nbsp;&nbsp;&nbsp; 535 | &nbsp;&nbsp; 525 |
|  | &nbsp;&nbsp;&nbsp;Fortis Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.055% | &nbsp;&nbsp;&nbsp;&nbsp;10/4/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 1195 | &nbsp;&nbsp; 1181 |
|  | &nbsp;&nbsp;&nbsp;Georgia Power Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.850% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 465 | &nbsp;&nbsp; 477 |
|  | &nbsp;&nbsp;&nbsp;Georgia Power Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.700% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 910 | &nbsp;&nbsp; 922 |
|  | &nbsp;&nbsp;&nbsp;Georgia Power Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.950% | &nbsp;&nbsp;&nbsp;&nbsp;5/17/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 1035 | &nbsp;&nbsp; 1056 |
|  | &nbsp;&nbsp;&nbsp;Georgia Power Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.250% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 455 | &nbsp;&nbsp; 469 |
|  | &nbsp;&nbsp;&nbsp;Georgia Power Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.200% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 955 | &nbsp;&nbsp; 979 |
|  | &nbsp;&nbsp;&nbsp;Georgia Power Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.400% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 205 | &nbsp;&nbsp; 210 |
|  | &nbsp;&nbsp;&nbsp;Georgia Power Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp;9/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 988 | &nbsp;&nbsp; 943 |
|  | &nbsp;&nbsp;&nbsp;Georgia Power Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.300% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 2411 | &nbsp;&nbsp; 2128 |
|  | &nbsp;&nbsp;&nbsp;Georgia Power Co. | &nbsp;&nbsp;&nbsp;&nbsp; 3.700% | &nbsp;&nbsp;&nbsp;&nbsp;1/30/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 170 | &nbsp;&nbsp; 130 |
|  | &nbsp;&nbsp;&nbsp;Georgia Power Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.125% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 540 | &nbsp;&nbsp; 515 |
|  | &nbsp;&nbsp;&nbsp;Indiana Michigan Power Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.250% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp; 415 | &nbsp;&nbsp; 338 |
|  | &nbsp;&nbsp;&nbsp;Jersey Central Power & Light Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.100% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 1075 | &nbsp;&nbsp; 1090 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Johnsonville Aeroderivative Combustion Turbine Generation LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.078% | &nbsp;&nbsp;&nbsp;&nbsp;10/1/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 651 | &nbsp;&nbsp; 627 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;KeySpan Gas East Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 2.742% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 670 | &nbsp;&nbsp; 661 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Massachusetts Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.900% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2039 | &nbsp;&nbsp;&nbsp;&nbsp; 585 | &nbsp;&nbsp; 613 |
|  | &nbsp;&nbsp;&nbsp;MidAmerican Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.400% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp; 15 | &nbsp;&nbsp; 13 |
|  | &nbsp;&nbsp;&nbsp;MidAmerican Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.250% | &nbsp;&nbsp;&nbsp;&nbsp;5/1/2046 | &nbsp;&nbsp;&nbsp;&nbsp; 45 | &nbsp;&nbsp; 38 |
|  | &nbsp;&nbsp;&nbsp;MidAmerican Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.250% | &nbsp;&nbsp;&nbsp;&nbsp;7/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 165 | &nbsp;&nbsp; 138 |
|  | &nbsp;&nbsp;&nbsp;MidAmerican Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp; 3.150% | &nbsp;&nbsp;&nbsp;&nbsp;4/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 1166 | &nbsp;&nbsp; 803 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Mid-Atlantic Interstate Transmission LLC | &nbsp;&nbsp;&nbsp;&nbsp; 4.100% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 220 | &nbsp;&nbsp; 220 |
|  | &nbsp;&nbsp;&nbsp;Mississippi Power Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.250% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 211 | &nbsp;&nbsp; 184 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Monongahela Power Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.400% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 135 | &nbsp;&nbsp; 134 |
|  | &nbsp;&nbsp;&nbsp;Nevada Power Co. | &nbsp;&nbsp;&nbsp;&nbsp; 3.125% | &nbsp;&nbsp;&nbsp;&nbsp;8/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 305 | &nbsp;&nbsp; 202 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Niagara Mohawk Power Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.278% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 1000 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Niagara Mohawk Power Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.025% | &nbsp;&nbsp;&nbsp;&nbsp;6/27/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 540 | &nbsp;&nbsp; 348 |
|  | &nbsp;&nbsp;&nbsp;NiSource Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.200% | &nbsp;&nbsp;&nbsp;&nbsp;7/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 232 |
|  | &nbsp;&nbsp;&nbsp;NiSource Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.250% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 645 | &nbsp;&nbsp; 626 |
|  | &nbsp;&nbsp;&nbsp;NiSource Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.800% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp; 255 | &nbsp;&nbsp; 232 |
|  | &nbsp;&nbsp;&nbsp;NiSource Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 2036 | &nbsp;&nbsp; 1837 |
|  | &nbsp;&nbsp;&nbsp;NiSource Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.850% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 305 |
|  | &nbsp;&nbsp;&nbsp;Northern States Power Co. | &nbsp;&nbsp;&nbsp;&nbsp; 2.250% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 145 | &nbsp;&nbsp; 131 |
|  | &nbsp;&nbsp;&nbsp;Northern States Power Co. | &nbsp;&nbsp;&nbsp;&nbsp; 6.250% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 1745 | &nbsp;&nbsp; 1931 |
| <sup>2,4,6</sup> | &nbsp;&nbsp;&nbsp;Oglethorpe Power Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 6.191% | &nbsp;&nbsp;&nbsp;&nbsp;1/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 799 | &nbsp;&nbsp; 839 |
|  | &nbsp;&nbsp;&nbsp;Oglethorpe Power Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.950% | &nbsp;&nbsp;&nbsp;&nbsp;11/1/2039 | &nbsp;&nbsp;&nbsp;&nbsp; 170 | &nbsp;&nbsp; 178 |
|  | &nbsp;&nbsp;&nbsp;Oglethorpe Power Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.550% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2044 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 43 |
|  | &nbsp;&nbsp;&nbsp;Oglethorpe Power Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.250% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2046 | &nbsp;&nbsp;&nbsp;&nbsp; 537 | &nbsp;&nbsp; 427 |
|  | &nbsp;&nbsp;&nbsp;Oglethorpe Power Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2047 | &nbsp;&nbsp;&nbsp;&nbsp; 115 | &nbsp;&nbsp; 97 |
|  | &nbsp;&nbsp;&nbsp;Oglethorpe Power Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.050% | &nbsp;&nbsp;&nbsp;&nbsp;10/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp; 65 | &nbsp;&nbsp; 59 |
|  | &nbsp;&nbsp;&nbsp;Oglethorpe Power Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.800% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 575 | &nbsp;&nbsp; 573 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Ohio Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.950% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 135 | &nbsp;&nbsp; 138 |
|  | &nbsp;&nbsp;&nbsp;Oncor Electric Delivery Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp; 4.150% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 147 |
|  | &nbsp;&nbsp;&nbsp;Oncor Electric Delivery Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp; 4.550% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 414 | &nbsp;&nbsp; 414 |
|  | &nbsp;&nbsp;&nbsp;Oncor Electric Delivery Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.650% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 2025 | &nbsp;&nbsp; 2154 |
|  | &nbsp;&nbsp;&nbsp;Oncor Electric Delivery Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp; 4.550% | &nbsp;&nbsp;&nbsp;&nbsp;12/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 68 |
|  | &nbsp;&nbsp;&nbsp;Oncor Electric Delivery Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp; 2.700% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 355 | &nbsp;&nbsp; 217 |
|  | &nbsp;&nbsp;&nbsp;Oncor Electric Delivery Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp; 4.600% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 670 | &nbsp;&nbsp; 572 |
|  | &nbsp;&nbsp;&nbsp;Oncor Electric Delivery Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp; 4.950% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 294 | &nbsp;&nbsp; 268 |
|  | &nbsp;&nbsp;&nbsp;Pacific Gas & Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp; 6.950% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 695 | &nbsp;&nbsp; 770 |
|  | &nbsp;&nbsp;&nbsp;Pacific Gas & Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.800% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 155 | &nbsp;&nbsp; 161 |
|  | &nbsp;&nbsp;&nbsp;Pacific Gas & Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp; 305 | &nbsp;&nbsp; 261 |
|  | &nbsp;&nbsp;&nbsp;Pacific Gas & Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.950% | &nbsp;&nbsp;&nbsp;&nbsp;7/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 211 | &nbsp;&nbsp; 182 |
|  | &nbsp;&nbsp;&nbsp;Pacific Gas & Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp; 6.750% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp; 260 | &nbsp;&nbsp; 280 |
|  | &nbsp;&nbsp;&nbsp;PECO Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.600% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 280 | &nbsp;&nbsp; 248 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;PG&E Energy Recovery Funding LLC | &nbsp;&nbsp;&nbsp;&nbsp; 2.280% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2038 | &nbsp;&nbsp;&nbsp;&nbsp; 109 | &nbsp;&nbsp; 90 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;PG&E Energy Recovery Funding LLC | &nbsp;&nbsp;&nbsp;&nbsp; 2.822% | &nbsp;&nbsp;&nbsp;&nbsp;7/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp; 494 | &nbsp;&nbsp; 357 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;PG&E Wildfire Recovery Funding LLC | &nbsp;&nbsp;&nbsp;&nbsp; 4.451% | &nbsp;&nbsp;&nbsp;&nbsp;12/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 365 | &nbsp;&nbsp; 326 |
|  | &nbsp;&nbsp;&nbsp;PG&E Wildfire Recovery Funding LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.212% | &nbsp;&nbsp;&nbsp;&nbsp;12/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 720 | &nbsp;&nbsp; 698 |

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | &nbsp;&nbsp;&nbsp;PG&E Wildfire Recovery Funding LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.099% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 685 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 647 |
|  | &nbsp;&nbsp;&nbsp;Piedmont Natural Gas Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.050% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 260 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 236 |
|  | &nbsp;&nbsp;&nbsp;Potomac Electric Power Co. | &nbsp;&nbsp;&nbsp;&nbsp; 6.500% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2037 | &nbsp;&nbsp;&nbsp;&nbsp; 750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 845 |
|  | &nbsp;&nbsp;&nbsp;Public Service Co. of New Hampshire | &nbsp;&nbsp;&nbsp;&nbsp; 5.350% | &nbsp;&nbsp;&nbsp;&nbsp;10/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 178 |
|  | &nbsp;&nbsp;&nbsp;Public Service Co. of Oklahoma | &nbsp;&nbsp;&nbsp;&nbsp; 5.200% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 304 |
|  | &nbsp;&nbsp;&nbsp;Public Service Co. of Oklahoma | &nbsp;&nbsp;&nbsp;&nbsp; 5.450% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 1485 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1517 |
|  | &nbsp;&nbsp;&nbsp;Public Service Electric & Gas Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.050% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 803 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 820 |
|  | &nbsp;&nbsp;&nbsp;Public Service Electric & Gas Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.500% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 543 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 546 |
|  | &nbsp;&nbsp;&nbsp;Public Service Enterprise Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.200% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 530 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 547 |
|  | &nbsp;&nbsp;&nbsp;Public Service Enterprise Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.450% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 340 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 352 |
|  | &nbsp;&nbsp;&nbsp;Public Service Enterprise Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.400% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 680 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 702 |
|  | &nbsp;&nbsp;&nbsp;San Diego Gas & Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp; 1.700% | &nbsp;&nbsp;&nbsp;&nbsp;10/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 145 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 128 |
|  | &nbsp;&nbsp;&nbsp;San Diego Gas & Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp; 3.750% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2047 | &nbsp;&nbsp;&nbsp;&nbsp; 160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 123 |
|  | &nbsp;&nbsp;&nbsp;San Diego Gas & Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.150% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp; 545 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 442 |
|  | &nbsp;&nbsp;&nbsp;San Diego Gas & Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp; 2.950% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 21 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14 |
|  | &nbsp;&nbsp;&nbsp;San Diego Gas & Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp; 3.700% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 790 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 582 |
|  | &nbsp;&nbsp;&nbsp;San Diego Gas & Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.350% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2053 | &nbsp;&nbsp;&nbsp;&nbsp; 1050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1009 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;SCE Recovery Funding LLC | &nbsp;&nbsp;&nbsp;&nbsp; 0.861% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 193 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 171 |
|  | &nbsp;&nbsp;&nbsp;SCE Recovery Funding LLC | &nbsp;&nbsp;&nbsp;&nbsp; 1.942% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 86 |
|  | &nbsp;&nbsp;&nbsp;SCE Recovery Funding LLC | &nbsp;&nbsp;&nbsp;&nbsp; 2.510% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 69 |
|  | &nbsp;&nbsp;&nbsp;Sempra | &nbsp;&nbsp;&nbsp;&nbsp; 3.250% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 4095 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4024 |
|  | &nbsp;&nbsp;&nbsp;Sempra | &nbsp;&nbsp;&nbsp;&nbsp; 6.000% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2039 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 625 |
|  | &nbsp;&nbsp;&nbsp;Southern California Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.150% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1017 |
|  | &nbsp;&nbsp;&nbsp;Southern California Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.450% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 905 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 931 |
|  | &nbsp;&nbsp;&nbsp;Southern California Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.450% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 865 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 875 |
|  | &nbsp;&nbsp;&nbsp;Southern California Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.350% | &nbsp;&nbsp;&nbsp;&nbsp;7/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 135 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 135 |
|  | &nbsp;&nbsp;&nbsp;Southern California Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.550% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2037 | &nbsp;&nbsp;&nbsp;&nbsp; 2250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2244 |
|  | &nbsp;&nbsp;&nbsp;Southern California Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp; 6.050% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2039 | &nbsp;&nbsp;&nbsp;&nbsp; 55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 57 |
|  | &nbsp;&nbsp;&nbsp;Southern California Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.000% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2047 | &nbsp;&nbsp;&nbsp;&nbsp; 195 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 147 |
|  | &nbsp;&nbsp;&nbsp;Southern California Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.875% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 87 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 74 |
|  | &nbsp;&nbsp;&nbsp;Southern California Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp; 3.650% | &nbsp;&nbsp;&nbsp;&nbsp;2/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 155 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 108 |
|  | &nbsp;&nbsp;&nbsp;Southern California Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.700% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2053 | &nbsp;&nbsp;&nbsp;&nbsp; 317 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 298 |
|  | &nbsp;&nbsp;&nbsp;Southern California Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.875% | &nbsp;&nbsp;&nbsp;&nbsp;12/1/2053 | &nbsp;&nbsp;&nbsp;&nbsp; 309 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 299 |
|  | &nbsp;&nbsp;&nbsp;Southern California Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.750% | &nbsp;&nbsp;&nbsp;&nbsp;4/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 255 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 240 |
|  | &nbsp;&nbsp;&nbsp;Southern California Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp; 6.200% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 825 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 835 |
|  | &nbsp;&nbsp;&nbsp;Southern California Gas Co. | &nbsp;&nbsp;&nbsp;&nbsp; 2.600% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 820 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 811 |
|  | &nbsp;&nbsp;&nbsp;Southern California Gas Co. | &nbsp;&nbsp;&nbsp;&nbsp; 6.350% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 273 |
|  | &nbsp;&nbsp;&nbsp;Southern Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.400% | &nbsp;&nbsp;&nbsp;&nbsp;7/1/2046 | &nbsp;&nbsp;&nbsp;&nbsp; 2250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1916 |
|  | &nbsp;&nbsp;&nbsp;Southern Co. Gas Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.750% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 165 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 175 |
|  | &nbsp;&nbsp;&nbsp;Southern Co. Gas Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.100% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 191 |
|  | &nbsp;&nbsp;&nbsp;Southern Co. Gas Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.950% | &nbsp;&nbsp;&nbsp;&nbsp;10/1/2046 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 158 |
|  | &nbsp;&nbsp;&nbsp;Southwest Gas Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 2.200% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 230 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 209 |
|  | &nbsp;&nbsp;&nbsp;Southwestern Electric Power Co. | &nbsp;&nbsp;&nbsp;&nbsp; 6.200% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 423 |
|  | &nbsp;&nbsp;&nbsp;Southwestern Public Service Co. | &nbsp;&nbsp;&nbsp;&nbsp; 3.700% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp; 102 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 77 |
|  | &nbsp;&nbsp;&nbsp;Tampa Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.900% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 245 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 251 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Texas Electric Market Stabilization Funding N LLC | &nbsp;&nbsp;&nbsp;&nbsp; 4.966% | &nbsp;&nbsp;&nbsp;&nbsp;2/1/2044 | &nbsp;&nbsp;&nbsp;&nbsp; 1120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1108 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Texas Electric Market Stabilization Funding N LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.057% | &nbsp;&nbsp;&nbsp;&nbsp;8/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp; 535 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 509 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Texas Electric Market Stabilization Funding N LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.167% | &nbsp;&nbsp;&nbsp;&nbsp;2/1/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 479 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Trans-Allegheny Interstate Line Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 455 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 467 |
|  | &nbsp;&nbsp;&nbsp;Tucson Electric Power Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.500% | &nbsp;&nbsp;&nbsp;&nbsp;4/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp; 210 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 204 |
|  | &nbsp;&nbsp;&nbsp;Tucson Electric Power Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.900% | &nbsp;&nbsp;&nbsp;&nbsp;4/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 215 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 220 |
|  | &nbsp;&nbsp;&nbsp;Union Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.000% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp; 423 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 339 |
|  | &nbsp;&nbsp;&nbsp;Union Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.450% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 245 |
|  | &nbsp;&nbsp;&nbsp;Virginia Electric & Power Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.150% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 215 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 219 |
|  | &nbsp;&nbsp;&nbsp;Virginia Electric & Power Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.900% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 520 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 517 |
|  | &nbsp;&nbsp;&nbsp;Virginia Electric & Power Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.600% | &nbsp;&nbsp;&nbsp;&nbsp;12/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 131 |
|  | &nbsp;&nbsp;&nbsp;Virginia Electric & Power Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.450% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2053 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 390 |
|  | &nbsp;&nbsp;&nbsp;Virginia Electric & Power Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.550% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 396 |
|  | &nbsp;&nbsp;&nbsp;Virginia Electric & Power Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.650% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 465 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 467 |
|  | &nbsp;&nbsp;&nbsp;Virginia Electric & Power Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.600% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 1555 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1550 |
|  | &nbsp;&nbsp;&nbsp;Wisconsin Electric Power Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.700% | &nbsp;&nbsp;&nbsp;&nbsp;12/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 690 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 744 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **129135** |
| **Total Corporate Bonds (Cost $862,928)** | **Total Corporate Bonds (Cost $862,928)** | **Total Corporate Bonds (Cost $862,928)** | **Total Corporate Bonds (Cost $862,928)** | **Total Corporate Bonds (Cost $862,928)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**837488** |
| **Sovereign Bonds (0.3%)** | **Sovereign Bonds (0.3%)** | **Sovereign Bonds (0.3%)** | **Sovereign Bonds (0.3%)** | **Sovereign Bonds (0.3%)** | **Sovereign Bonds (0.3%)** |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Emirate of Abu Dhabi | &nbsp;&nbsp;&nbsp;&nbsp; 4.951% | &nbsp;&nbsp;&nbsp;&nbsp;7/7/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 390 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 376 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Government of Bermuda | &nbsp;&nbsp;&nbsp;&nbsp; 2.375% | &nbsp;&nbsp;&nbsp;&nbsp;8/20/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 363 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Government of Bermuda | &nbsp;&nbsp;&nbsp;&nbsp; 3.375% | &nbsp;&nbsp;&nbsp;&nbsp;8/20/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 141 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Kingdom of Saudi Arabia | &nbsp;&nbsp;&nbsp;&nbsp; 5.375% | &nbsp;&nbsp;&nbsp;&nbsp;1/13/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 810 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 850 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value<br> ($000) |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Kingdom of Saudi Arabia | &nbsp;&nbsp;&nbsp;&nbsp; 5.750% | &nbsp;&nbsp;&nbsp;&nbsp;1/16/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 763 | &nbsp;&nbsp; 766 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;OMERS Finance Trust | &nbsp;&nbsp;&nbsp;&nbsp; 4.000% | &nbsp;&nbsp;&nbsp;&nbsp;4/20/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 560 | &nbsp;&nbsp; 562 |
|  | &nbsp;&nbsp;&nbsp;Republic of Chile | &nbsp;&nbsp;&nbsp;&nbsp; 2.550% | &nbsp;&nbsp;&nbsp;&nbsp;7/27/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 1085 | &nbsp;&nbsp; 933 |
|  | &nbsp;&nbsp;&nbsp;Republic of Chile | &nbsp;&nbsp;&nbsp;&nbsp; 3.500% | &nbsp;&nbsp;&nbsp;&nbsp;1/31/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 545 | &nbsp;&nbsp; 499 |
|  | &nbsp;&nbsp;&nbsp;Republic of Chile | &nbsp;&nbsp;&nbsp;&nbsp; 3.500% | &nbsp;&nbsp;&nbsp;&nbsp;4/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp; 575 | &nbsp;&nbsp; 413 |
|  | &nbsp;&nbsp;&nbsp;State of Israel | &nbsp;&nbsp;&nbsp;&nbsp; 5.375% | &nbsp;&nbsp;&nbsp;&nbsp;3/12/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 1110 | &nbsp;&nbsp; 1139 |
|  | &nbsp;&nbsp;&nbsp;State of Israel | &nbsp;&nbsp;&nbsp;&nbsp; 5.500% | &nbsp;&nbsp;&nbsp;&nbsp;3/12/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 580 | &nbsp;&nbsp; 595 |
|  | &nbsp;&nbsp;&nbsp;State of Israel | &nbsp;&nbsp;&nbsp;&nbsp; 5.750% | &nbsp;&nbsp;&nbsp;&nbsp;3/12/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 1875 | &nbsp;&nbsp; 1775 |
|  | &nbsp;&nbsp;&nbsp;United Mexican States | &nbsp;&nbsp;&nbsp;&nbsp; 6.338% | &nbsp;&nbsp;&nbsp;&nbsp;5/4/2053 | &nbsp;&nbsp;&nbsp;&nbsp; 364 | &nbsp;&nbsp; 355 |
|  | &nbsp;&nbsp;&nbsp;United Mexican States | &nbsp;&nbsp;&nbsp;&nbsp; 6.400% | &nbsp;&nbsp;&nbsp;&nbsp;5/7/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 533 | &nbsp;&nbsp; 522 |
| **Total Sovereign Bonds (Cost $9,685)** | **Total Sovereign Bonds (Cost $9,685)** | **Total Sovereign Bonds (Cost $9,685)** | **Total Sovereign Bonds (Cost $9,685)** | **Total Sovereign Bonds (Cost $9,685)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**9289** |
| **Taxable Municipal Bonds (1.3%)** | **Taxable Municipal Bonds (1.3%)** | **Taxable Municipal Bonds (1.3%)** | **Taxable Municipal Bonds (1.3%)** | **Taxable Municipal Bonds (1.3%)** | **Taxable Municipal Bonds (1.3%)** |
|  | &nbsp;&nbsp;&nbsp;Alabama Federal Aid Highway Finance Authority Government Fund/Grant Revenue | &nbsp;&nbsp;&nbsp;&nbsp; 2.650% | &nbsp;&nbsp;&nbsp;&nbsp;9/1/2037 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 41 |
|  | &nbsp;&nbsp;&nbsp;Bay Area Toll Authority Highway Revenue | &nbsp;&nbsp;&nbsp;&nbsp; 6.918% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 285 | &nbsp;&nbsp; 322 |
|  | &nbsp;&nbsp;&nbsp;Bay Area Toll Authority Highway Revenue | &nbsp;&nbsp;&nbsp;&nbsp; 6.263% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 60 | &nbsp;&nbsp; 63 |
|  | &nbsp;&nbsp;&nbsp;Bay Area Toll Authority Highway Revenue | &nbsp;&nbsp;&nbsp;&nbsp; 7.043% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 820 | &nbsp;&nbsp; 942 |
|  | &nbsp;&nbsp;&nbsp;Broward County FL Airport System Port, Airport & Marina Revenue | &nbsp;&nbsp;&nbsp;&nbsp; 3.477% | &nbsp;&nbsp;&nbsp;&nbsp;10/1/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 257 |
|  | &nbsp;&nbsp;&nbsp;California GO | &nbsp;&nbsp;&nbsp;&nbsp; 7.500% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 155 | &nbsp;&nbsp; 182 |
|  | &nbsp;&nbsp;&nbsp;California GO | &nbsp;&nbsp;&nbsp;&nbsp; 7.550% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2039 | &nbsp;&nbsp;&nbsp;&nbsp; 375 | &nbsp;&nbsp; 458 |
|  | &nbsp;&nbsp;&nbsp;California GO | &nbsp;&nbsp;&nbsp;&nbsp; 7.300% | &nbsp;&nbsp;&nbsp;&nbsp;10/1/2039 | &nbsp;&nbsp;&nbsp;&nbsp; 1400 | &nbsp;&nbsp; 1638 |
|  | &nbsp;&nbsp;&nbsp;California GO | &nbsp;&nbsp;&nbsp;&nbsp; 5.875% | &nbsp;&nbsp;&nbsp;&nbsp;10/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 885 | &nbsp;&nbsp; 923 |
|  | &nbsp;&nbsp;&nbsp;California Health Facilities Financing Authority Intergovernmental Agreement Revenue | &nbsp;&nbsp;&nbsp;&nbsp; 4.190% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2037 | &nbsp;&nbsp;&nbsp;&nbsp; 120 | &nbsp;&nbsp; 113 |
|  | &nbsp;&nbsp;&nbsp;California State University College & University Revenue | &nbsp;&nbsp;&nbsp;&nbsp; 2.719% | &nbsp;&nbsp;&nbsp;&nbsp;11/1/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 236 |
|  | &nbsp;&nbsp;&nbsp;California State University College & University Revenue | &nbsp;&nbsp;&nbsp;&nbsp; 2.939% | &nbsp;&nbsp;&nbsp;&nbsp;11/1/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 445 | &nbsp;&nbsp; 301 |
|  | &nbsp;&nbsp;&nbsp;Chicago Transit Authority Sales & Transfer Tax Receipts Sales Tax Revenue | &nbsp;&nbsp;&nbsp;&nbsp; 6.899% | &nbsp;&nbsp;&nbsp;&nbsp;12/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 1624 | &nbsp;&nbsp; 1814 |
|  | &nbsp;&nbsp;&nbsp;Chicago Transit Authority Sales & Transfer Tax Receipts Sales Tax Revenue | &nbsp;&nbsp;&nbsp;&nbsp; 6.899% | &nbsp;&nbsp;&nbsp;&nbsp;12/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 751 | &nbsp;&nbsp; 839 |
|  | &nbsp;&nbsp;&nbsp;Chicago Transit Authority Sales Tax Receipts Fund Sales Tax Revenue | &nbsp;&nbsp;&nbsp;&nbsp; 6.200% | &nbsp;&nbsp;&nbsp;&nbsp;12/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 550 | &nbsp;&nbsp; 579 |
|  | &nbsp;&nbsp;&nbsp;Commonwealth of Massachusetts Special Obligation Revenue | &nbsp;&nbsp;&nbsp;&nbsp; 4.110% | &nbsp;&nbsp;&nbsp;&nbsp;7/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 113 | &nbsp;&nbsp; 113 |
|  | &nbsp;&nbsp;&nbsp;Dallas Fort Worth International Airport Port, Airport & Marina Revenue | &nbsp;&nbsp;&nbsp;&nbsp; 3.089% | &nbsp;&nbsp;&nbsp;&nbsp;11/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 220 | &nbsp;&nbsp; 180 |
|  | &nbsp;&nbsp;&nbsp;Dallas Fort Worth International Airport Port, Airport & Marina Revenue | &nbsp;&nbsp;&nbsp;&nbsp; 2.843% | &nbsp;&nbsp;&nbsp;&nbsp;11/1/2046 | &nbsp;&nbsp;&nbsp;&nbsp; 515 | &nbsp;&nbsp; 376 |
|  | &nbsp;&nbsp;&nbsp;Dallas Fort Worth International Airport Port, Airport & Marina Revenue | &nbsp;&nbsp;&nbsp;&nbsp; 4.087% | &nbsp;&nbsp;&nbsp;&nbsp;11/1/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 62 |
|  | &nbsp;&nbsp;&nbsp;Dallas Fort Worth International Airport Port, Airport & Marina Revenue | &nbsp;&nbsp;&nbsp;&nbsp; 4.507% | &nbsp;&nbsp;&nbsp;&nbsp;11/1/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 205 | &nbsp;&nbsp; 180 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;Foothill-Eastern Transportation Corridor Agency Highway Revenue | &nbsp;&nbsp;&nbsp;&nbsp; 3.924% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp; 345 | &nbsp;&nbsp; 266 |
|  | &nbsp;&nbsp;&nbsp;Georgia Municipal Electric Authority Electric Power & Light Revenue | &nbsp;&nbsp;&nbsp;&nbsp; 6.637% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2057 | &nbsp;&nbsp;&nbsp;&nbsp; 1953 | &nbsp;&nbsp; 2140 |
|  | &nbsp;&nbsp;&nbsp;Golden State Tobacco Securitization Corp. Tobacco Settlement Funded Revenue | &nbsp;&nbsp;&nbsp;&nbsp; 2.746% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 70 | &nbsp;&nbsp; 62 |
|  | &nbsp;&nbsp;&nbsp;Golden State Tobacco Securitization Corp. Tobacco Settlement Funded Revenue | &nbsp;&nbsp;&nbsp;&nbsp; 3.293% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 130 | &nbsp;&nbsp; 102 |
|  | &nbsp;&nbsp;&nbsp;Golden State Tobacco Securitization Corp. Tobacco Settlement Funded Revenue | &nbsp;&nbsp;&nbsp;&nbsp; 3.000% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2046 | &nbsp;&nbsp;&nbsp;&nbsp; 205 | &nbsp;&nbsp; 183 |
|  | &nbsp;&nbsp;&nbsp;Grand Parkway Transportation Corp. Highway Revenue | &nbsp;&nbsp;&nbsp;&nbsp; 5.184% | &nbsp;&nbsp;&nbsp;&nbsp;10/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 140 | &nbsp;&nbsp; 141 |
|  | &nbsp;&nbsp;&nbsp;Grand Parkway Transportation Corp. Highway Revenue | &nbsp;&nbsp;&nbsp;&nbsp; 3.236% | &nbsp;&nbsp;&nbsp;&nbsp;10/1/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 930 | &nbsp;&nbsp; 655 |
|  | &nbsp;&nbsp;&nbsp;Houston TX GO | &nbsp;&nbsp;&nbsp;&nbsp; 6.290% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 260 | &nbsp;&nbsp; 277 |
|  | &nbsp;&nbsp;&nbsp;Illinois GO | &nbsp;&nbsp;&nbsp;&nbsp; 5.100% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 8917 | &nbsp;&nbsp; 9072 |
|  | &nbsp;&nbsp;&nbsp;Illinois State Toll Highway Authority Highway Revenue | &nbsp;&nbsp;&nbsp;&nbsp; 6.184% | &nbsp;&nbsp;&nbsp;&nbsp;1/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 750 | &nbsp;&nbsp; 803 |
|  | &nbsp;&nbsp;&nbsp;JobsOhio Beverage System Economic Development Revenue | &nbsp;&nbsp;&nbsp;&nbsp; 4.433% | &nbsp;&nbsp;&nbsp;&nbsp;1/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 315 | &nbsp;&nbsp; 316 |
|  | &nbsp;&nbsp;&nbsp;JobsOhio Beverage System Miscellaneous Revenue | &nbsp;&nbsp;&nbsp;&nbsp; 2.833% | &nbsp;&nbsp;&nbsp;&nbsp;1/1/2038 | &nbsp;&nbsp;&nbsp;&nbsp; 160 | &nbsp;&nbsp; 134 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Kansas Development Finance Authority Appropriations Revenue | &nbsp;&nbsp;&nbsp;&nbsp; 2.774% | &nbsp;&nbsp;&nbsp;&nbsp;5/1/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 390 | &nbsp;&nbsp; 277 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;Kansas Development Finance Authority Lease (Appropriation) Revenue | &nbsp;&nbsp;&nbsp;&nbsp; 5.501% | &nbsp;&nbsp;&nbsp;&nbsp;5/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 2000 | &nbsp;&nbsp; 2107 |
|  | &nbsp;&nbsp;&nbsp;Louisiana Local Government Environmental Facilities & Community Development Authority Intergovernmental Agreement Revenue (Louisiana Utilities Restoration Corp. Project) | &nbsp;&nbsp;&nbsp;&nbsp; 5.198% | &nbsp;&nbsp;&nbsp;&nbsp;12/1/2039 | &nbsp;&nbsp;&nbsp;&nbsp; 670 | &nbsp;&nbsp; 692 |
|  | &nbsp;&nbsp;&nbsp;Maryland Economic Development Corp. Intergovernmental Agreement Revenue | &nbsp;&nbsp;&nbsp;&nbsp; 5.433% | &nbsp;&nbsp;&nbsp;&nbsp;5/31/2056 | &nbsp;&nbsp;&nbsp;&nbsp; 385 | &nbsp;&nbsp; 373 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts School Building Authority Sales Tax Revenue | &nbsp;&nbsp;&nbsp;&nbsp; 5.715% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2039 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 1048 |
|  | &nbsp;&nbsp;&nbsp;Metropolitan Transportation Authority Dedicated Tax Fund Miscellaneous Taxes Revenue | &nbsp;&nbsp;&nbsp;&nbsp; 7.336% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2039 | &nbsp;&nbsp;&nbsp;&nbsp; 285 | &nbsp;&nbsp; 340 |
|  | &nbsp;&nbsp;&nbsp;Metropolitan Transportation Authority Transit Revenue | &nbsp;&nbsp;&nbsp;&nbsp; 6.200% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 25 |
|  | &nbsp;&nbsp;&nbsp;Metropolitan Transportation Authority Transit Revenue | &nbsp;&nbsp;&nbsp;&nbsp; 6.814% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 555 |
|  | &nbsp;&nbsp;&nbsp;Metropolitan Transportation Authority Transit Revenue | &nbsp;&nbsp;&nbsp;&nbsp; 5.175% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 70 | &nbsp;&nbsp; 65 |
|  | &nbsp;&nbsp;&nbsp;Michigan Finance Authority Health, Hospital, Nursing Home Revenue | &nbsp;&nbsp;&nbsp;&nbsp; 3.084% | &nbsp;&nbsp;&nbsp;&nbsp;12/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 295 | &nbsp;&nbsp; 269 |
|  | &nbsp;&nbsp;&nbsp;New Jersey Rutgers State University College & University Revenue | &nbsp;&nbsp;&nbsp;&nbsp; 3.270% | &nbsp;&nbsp;&nbsp;&nbsp;5/1/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 225 |
|  | &nbsp;&nbsp;&nbsp;New Jersey Turnpike Authority Highway Revenue | &nbsp;&nbsp;&nbsp;&nbsp; 7.414% | &nbsp;&nbsp;&nbsp;&nbsp;1/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 410 | &nbsp;&nbsp; 495 |
|  | &nbsp;&nbsp;&nbsp;New York NY GO | &nbsp;&nbsp;&nbsp;&nbsp; 4.610% | &nbsp;&nbsp;&nbsp;&nbsp;9/1/2037 | &nbsp;&nbsp;&nbsp;&nbsp; 920 | &nbsp;&nbsp; 905 |
|  | &nbsp;&nbsp;&nbsp;New York NY GO | &nbsp;&nbsp;&nbsp;&nbsp; 5.094% | &nbsp;&nbsp;&nbsp;&nbsp;10/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 595 | &nbsp;&nbsp; 569 |
|  | &nbsp;&nbsp;&nbsp;New York NY GO | &nbsp;&nbsp;&nbsp;&nbsp; 5.114% | &nbsp;&nbsp;&nbsp;&nbsp;10/1/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 280 | &nbsp;&nbsp; 268 |
|  | &nbsp;&nbsp;&nbsp;New York NY GO | &nbsp;&nbsp;&nbsp;&nbsp; 5.935% | &nbsp;&nbsp;&nbsp;&nbsp;2/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 155 | &nbsp;&nbsp; 166 |
|  | &nbsp;&nbsp;&nbsp;North Texas Tollway Authority Highway Revenue | &nbsp;&nbsp;&nbsp;&nbsp; 6.718% | &nbsp;&nbsp;&nbsp;&nbsp;1/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 465 | &nbsp;&nbsp; 518 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;Oregon School Boards Association GO | &nbsp;&nbsp;&nbsp;&nbsp; 5.528% | &nbsp;&nbsp;&nbsp;&nbsp;6/30/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1044 | &nbsp;&nbsp; 1067 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Oregon State University College & University Revenue | &nbsp;&nbsp;&nbsp;&nbsp; 3.424% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2060 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 709 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;Philadelphia Authority for Industrial Development Miscellaneous Revenue | &nbsp;&nbsp;&nbsp;&nbsp; 6.550% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1945 | &nbsp;&nbsp; 2065 |
|  | &nbsp;&nbsp;&nbsp;Port Authority of New York & New Jersey Port, Airport & Marina Revenue | &nbsp;&nbsp;&nbsp;&nbsp; 5.072% | &nbsp;&nbsp;&nbsp;&nbsp;7/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp; 1035 | &nbsp;&nbsp; 996 |
|  | &nbsp;&nbsp;&nbsp;Port Authority of New York & New Jersey Port, Airport & Marina Revenue | &nbsp;&nbsp;&nbsp;&nbsp; 3.175% | &nbsp;&nbsp;&nbsp;&nbsp;7/15/2060 | &nbsp;&nbsp;&nbsp;&nbsp; 485 | &nbsp;&nbsp; 318 |
|  | &nbsp;&nbsp;&nbsp;Port Authority of New York & New Jersey Port, Airport & Marina Revenue | &nbsp;&nbsp;&nbsp;&nbsp; 4.458% | &nbsp;&nbsp;&nbsp;&nbsp;10/1/2062 | &nbsp;&nbsp;&nbsp;&nbsp; 1175 | &nbsp;&nbsp; 1003 |
|  | &nbsp;&nbsp;&nbsp;Port Authority of New York & New Jersey Port, Airport & Marina Revenue | &nbsp;&nbsp;&nbsp;&nbsp; 4.810% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2065 | &nbsp;&nbsp;&nbsp;&nbsp; 640 | &nbsp;&nbsp; 583 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | &nbsp;&nbsp;&nbsp;Regents of the University of California Medical Center Pooled Health, Hospital, Nursing Home Revenue | &nbsp;&nbsp;&nbsp;&nbsp; 4.132% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 465 | &nbsp;&nbsp; 460 |
|  | &nbsp;&nbsp;&nbsp;Regents of the University of California Medical Center Pooled Health, Hospital, Nursing Home Revenue | &nbsp;&nbsp;&nbsp;&nbsp; 6.548% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp; 80 | &nbsp;&nbsp; 86 |
|  | &nbsp;&nbsp;&nbsp;Regents of the University of California Medical Center Pooled Health, Hospital, Nursing Home Revenue | &nbsp;&nbsp;&nbsp;&nbsp; 6.583% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 695 | &nbsp;&nbsp; 750 |
|  | &nbsp;&nbsp;&nbsp;Regents of the University of California Medical Center Pooled Health, Hospital, Nursing Home Revenue | &nbsp;&nbsp;&nbsp;&nbsp; 3.006% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp; 298 |
|  | &nbsp;&nbsp;&nbsp;Regents of the University of California Medical Center Pooled Health, Hospital, Nursing Home Revenue | &nbsp;&nbsp;&nbsp;&nbsp; 4.563% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp; 1350 | &nbsp;&nbsp; 1167 |
|  | &nbsp;&nbsp;&nbsp;Regents of the University of California Medical Center Pooled Health, Hospital, Nursing Home Revenue | &nbsp;&nbsp;&nbsp;&nbsp; 3.256% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2060 | &nbsp;&nbsp;&nbsp;&nbsp; 780 | &nbsp;&nbsp; 501 |
|  | &nbsp;&nbsp;&nbsp;Riverside CA General Fund Revenue | &nbsp;&nbsp;&nbsp;&nbsp; 3.857% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 260 | &nbsp;&nbsp; 227 |
|  | &nbsp;&nbsp;&nbsp;Riverside County CA Appropriations Revenue | &nbsp;&nbsp;&nbsp;&nbsp; 3.818% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2038 | &nbsp;&nbsp;&nbsp;&nbsp; 290 | &nbsp;&nbsp; 274 |
|  | &nbsp;&nbsp;&nbsp;Sales Tax Securitization Corp. Intergovernmental Agreement Revenue | &nbsp;&nbsp;&nbsp;&nbsp; 3.238% | &nbsp;&nbsp;&nbsp;&nbsp;1/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 830 |
|  | &nbsp;&nbsp;&nbsp;State Board of Administration Finance Corp. Miscellaneous Revenue | &nbsp;&nbsp;&nbsp;&nbsp; 1.705% | &nbsp;&nbsp;&nbsp;&nbsp;7/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 925 | &nbsp;&nbsp; 891 |
|  | &nbsp;&nbsp;&nbsp;Texas Natural Gas Securitization Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.102% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 371 | &nbsp;&nbsp; 382 |
|  | &nbsp;&nbsp;&nbsp;Texas Natural Gas Securitization Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.169% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 330 | &nbsp;&nbsp; 336 |
|  | &nbsp;&nbsp;&nbsp;University of California College & University Revenue | &nbsp;&nbsp;&nbsp;&nbsp; 1.316% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 215 | &nbsp;&nbsp; 207 |
|  | &nbsp;&nbsp;&nbsp;University of California College & University Revenue | &nbsp;&nbsp;&nbsp;&nbsp; 1.614% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 645 | &nbsp;&nbsp; 584 |
|  | &nbsp;&nbsp;&nbsp;University of California College & University Revenue | &nbsp;&nbsp;&nbsp;&nbsp; 3.931% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 570 | &nbsp;&nbsp; 523 |
|  | &nbsp;&nbsp;&nbsp;University of Michigan College & University Revenue | &nbsp;&nbsp;&nbsp;&nbsp; 2.562% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 997 | &nbsp;&nbsp; 633 |
|  | &nbsp;&nbsp;&nbsp;University of Michigan College & University Revenue | &nbsp;&nbsp;&nbsp;&nbsp; 3.504% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 210 | &nbsp;&nbsp; 158 |
|  | &nbsp;&nbsp;&nbsp;University of Minnesota College & University Revenue | &nbsp;&nbsp;&nbsp;&nbsp; 4.048% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 775 | &nbsp;&nbsp; 633 |
| **Total Taxable Municipal Bonds (Cost $52,162)** | **Total Taxable Municipal Bonds (Cost $52,162)** | **Total Taxable Municipal Bonds (Cost $52,162)** | **Total Taxable Municipal Bonds (Cost $52,162)** | **Total Taxable Municipal Bonds (Cost $52,162)** | &nbsp;&nbsp;&nbsp;&nbsp;**48348** |
|  |  |  |  | &nbsp;&nbsp;Shares |  |
| **Temporary Cash Investments (0.7%)** | **Temporary Cash Investments (0.7%)** | **Temporary Cash Investments (0.7%)** | **Temporary Cash Investments (0.7%)** | **Temporary Cash Investments (0.7%)** | **Temporary Cash Investments (0.7%)** |
| **Money Market Fund (0.0%)** | **Money Market Fund (0.0%)** | **Money Market Fund (0.0%)** | **Money Market Fund (0.0%)** | **Money Market Fund (0.0%)** | **Money Market Fund (0.0%)** |
| <sup>9,10</sup> | &nbsp;&nbsp;&nbsp;Vanguard Market Liquidity Fund | &nbsp;&nbsp;&nbsp;&nbsp; 4.180% |  | &nbsp;&nbsp;&nbsp;&nbsp; 3526 | &nbsp;&nbsp; 352 |
|  |  |  |  | &nbsp;&nbsp;Face<br> Amount<br> ($000) |  |
| **Repurchase Agreements (0.7%)** | **Repurchase Agreements (0.7%)** | **Repurchase Agreements (0.7%)** | **Repurchase Agreements (0.7%)** | **Repurchase Agreements (0.7%)** | **Repurchase Agreements (0.7%)** |
|  | &nbsp;&nbsp;&nbsp;HSBC Bank USA<br> (Dated 9/30/2025, Repurchase Value $3,700, collateralized by U.S. Treasury Obligations 3.750%, 11/15/2043, with a value of $3,774) | &nbsp;&nbsp;&nbsp;&nbsp; 4.210% | &nbsp;&nbsp;&nbsp;&nbsp;10/1/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 3700 | &nbsp;&nbsp; 3700 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value<br> ($000) |
| &nbsp;&nbsp;&nbsp;NatWest Markets plc<br> (Dated 9/30/2025, Repurchase Value $23,603, collateralized by U.S. Treasury Obligations 3.500%, 9/30/2027, with a value of $24,072) | &nbsp;&nbsp;&nbsp;&nbsp;4.200% | &nbsp;&nbsp;&nbsp;&nbsp;10/1/2025 | &nbsp;&nbsp;&nbsp;&nbsp;23600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23600 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**27300** |
| **Total Temporary Cash Investments (Cost $27,652)** | **Total Temporary Cash Investments (Cost $27,652)** | **Total Temporary Cash Investments (Cost $27,652)** | **Total Temporary Cash Investments (Cost $27,652)** | &nbsp;&nbsp;&nbsp;&nbsp;**27652** |
| **Total Investments (99.1%) (Cost $3,085,922)** | **Total Investments (99.1%) (Cost $3,085,922)** | **Total Investments (99.1%) (Cost $3,085,922)** | **Total Investments (99.1%) (Cost $3,085,922)** | **3689376** |
| **Other Assets and Liabilities—Net (0.9%)** | **Other Assets and Liabilities—Net (0.9%)** | **Other Assets and Liabilities—Net (0.9%)** | **Other Assets and Liabilities—Net (0.9%)** | &nbsp;&nbsp;&nbsp;&nbsp;**33998** |
| **Net Assets (100%)** | **Net Assets (100%)** | **Net Assets (100%)** | **Net Assets (100%)** | **3723374** |
| Cost is in $000. | Cost is in $000. | Cost is in $000. | Cost is in $000. | Cost is in $000. |

---

---

| | |
|:---|:---|
| \* | Non-income-producing security. |
| 1 | Includes partial security positions on loan to broker-dealers. The total value of securities on loan is $322. |
| 2 | The average or expected maturity is shorter than the final maturity shown because of the possibility of interim principal payments and prepayments or the possibility of the issue being called. |
| 3 | The issuer was placed under federal conservatorship in September 2008; since that time, its daily operations have been managed by the Federal Housing Finance Agency and it receives capital from the U.S. Treasury, as needed to maintain a positive net worth, in exchange for senior preferred stock. |
| 4 | Security exempt from registration under Rule 144A of the Securities Act of 1933. Such securities may be sold in transactions exempt from registration, normally to qualified institutional buyers. At September 30, 2025, the aggregate value was $241,330, representing 6.5% of net assets. |
| 5 | Variable-rate security; rate shown is effective rate at period end. Certain variable-rate securities are not based on a published reference rate and spread but are determined by the issuer or agent based on current market conditions. |
| 6 | Scheduled principal and interest payments are guaranteed by Assured Guaranty Inc. |
| 7 | Scheduled principal and interest payments are guaranteed by Build America Mutual Assurance Co. |
| 8 | Scheduled principal and interest payments are guaranteed by National Public Finance Guarantee Corp. |
| 9 | Affiliated money market fund available only to Vanguard funds and certain trusts and accounts managed by Vanguard. Rate shown is the 7-day yield. |
| 10 | Collateral of $341 was received for securities on loan. |
|  | ADR—American Depositary Receipt. |
|  | DAC—Designated Activity Company. |
|  | GO—General Obligation Bond. |
|  | REIT—Real Estate Investment Trust. |
|  | REMICS—Real Estate Mortgage Investment Conduits. |
|  | SOFR30A—30 Day Average Secured Overnight Financing Rate. |
|  | TSFR1M—CME Term Secured Overnight Financing Rate 1-Month. |
|  | UMBS—Uniform Mortgage-Backed Securities. |

---

------

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

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| Over-the-Counter Total Return Swaps | Over-the-Counter Total Return Swaps | Over-the-Counter Total Return Swaps | Over-the-Counter Total Return Swaps | Over-the-Counter Total Return Swaps | Over-the-Counter Total Return Swaps | Over-the-Counter Total Return Swaps |
| Reference Entity | Termination<br> Date | &nbsp;&nbsp;&nbsp;Counterparty | &nbsp;&nbsp;&nbsp;Notional<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;Floating<br> Interest Rate<br> Received<br> (Paid)<sup>1</sup><br> (%) | &nbsp;&nbsp;&nbsp;Value and<br> Unrealized<br> Appreciation<br> ($000) | &nbsp;&nbsp;&nbsp;Value and<br> Unrealized<br> (Depreciation)<br> ($000) |
| Goldman Sachs Group Inc. | 5/11/2026 | &nbsp;&nbsp;&nbsp;CITNA | &nbsp;&nbsp;&nbsp;1472 | &nbsp;&nbsp;&nbsp;(4.188) | &nbsp;&nbsp;&nbsp;5 | &nbsp;&nbsp;&nbsp;— |
| Goldman Sachs Group Inc. | &nbsp;&nbsp;&nbsp;5/5/2028 | &nbsp;&nbsp;&nbsp;JPMC | &nbsp;&nbsp;&nbsp;18092 | &nbsp;&nbsp;&nbsp;(4.191) | &nbsp;&nbsp;&nbsp;1311 | &nbsp;&nbsp;&nbsp;— |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;1316 | &nbsp;&nbsp;&nbsp;— |

---

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

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

**B.** Foreign Currency: Securities and other assets and liabilities denominated in foreign currencies are translated into U.S. dollars using exchange rates obtained from an independent
third party as of the portfolio's pricing time on the valuation date. Realized gains (losses) and unrealized appreciation

------

(depreciation) on investment securities include the effects of changes in exchange rates since the securities were purchased, combined with the effects of changes in security prices. Fluctuations in the value of other assets and liabilities resulting from changes in exchange rates are recorded as unrealized foreign currency gains (losses) until the assets or liabilities are settled in cash, at which time they are recorded as realized foreign currency gains (losses).

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

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

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

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

Futures contracts are valued at their quoted daily settlement prices. Fluctuations in the value of the contracts are recorded as an asset (liability). The portfolio had no open futures contracts at September 30, 2025.

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

A risk associated with all types of swaps is the possibility that a counterparty may default on its obligation to pay net amounts due to the portfolio. The portfolio's maximum amount subject to counterparty risk is the unrealized appreciation on the swap contract. The portfolio mitigates its counterparty risk by entering into swaps only with a diverse group of prequalified counterparties, monitoring their financial strength, entering into master netting arrangements with its counterparties, and requiring its counterparties to transfer collateral as security for their performance. In the absence of a default, the collateral pledged or received by the portfolio cannot be repledged, resold, or rehypothecated. In the event of a counterparty's default (including bankruptcy), the portfolio may terminate any swap contracts with that counterparty, determine the net amount owed by either party in accordance with its master netting arrangements, and sell or retain any collateral held up to the net amount owed to the portfolio under the master

------

netting arrangements. The swap contracts contain provisions whereby a counterparty may terminate open contracts if the portfolio's net assets decline below a certain level, triggering a payment by the portfolio if the portfolio is in a net liability position at the time of the termination. The payment amount would be reduced by any collateral the portfolio has pledged. Any securities pledged as collateral for open contracts are noted in the Schedule of Investments. The value of collateral received or pledged is compared daily to the value of the swap contracts exposure with each counterparty, and any difference, if in excess of a specified minimum transfer amount, is adjusted and settled within two business days.

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

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

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

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

The following table summarizes the market value of the portfolio's investments and derivatives as of September 30, 2025, based on the inputs used to value them:

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | Level 1<br> ($000) | &nbsp;&nbsp;&nbsp;Level 2<br> ($000) | &nbsp;&nbsp;&nbsp;Level 3<br> ($000) | &nbsp;&nbsp;&nbsp;Total<br> ($000) |
| **Investments** |  |  |  |  |
| Assets |  |  |  |  |
| Common Stocks | 2322993 | &nbsp;&nbsp;&nbsp;&nbsp;119713 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;2442706 |
| U.S. Government and Agency Obligations | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;291232 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;291232 |
| Asset-Backed/Commercial Mortgage-Backed Securities | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32661 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32661 |
| Corporate Bonds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;837488 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;837488 |
| Sovereign Bonds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9289 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9289 |
| Taxable Municipal Bonds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48348 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48348 |
| Temporary Cash Investments | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;352 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27300 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27652 |
| Total | 2323345 | &nbsp;&nbsp;&nbsp;1366031 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;3689376 |
| **Derivative Financial Instruments** |  |  |  |  |
| Assets |  |  |  |  |
| Swap Contracts |  | &nbsp;&nbsp;&nbsp;1316 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;1316 |

---

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** VANGUARD VARIABLE INSURANCE FUNDS

- **b. Investment Company Act file number:** 811-05962

- **c. CIK number of Registrant:** 0000857490

- **d. LEI of Registrant:** 549300N9FZ0B1IR95761

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

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

  - **City:** Malvern

  - **State:** PA

  - **Foreign country:** US

  - **Zip / Postal Code:** 19355

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

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

- **a. Name of Series:** BALANCED PORTFOLIO

- **b. EDGAR series identifier (if any):** S000004390

- **c. LEI of Series:** QTPD0S14VORK5FC2PT42

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

- **a. Date of fiscal year-end:** 2025-12-31

- **b. Date as of which information is reported:** 2025-09-30

**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:** $3723629067.58

**Total Liabilities:** $755740.58

**Net Assets:** $3722873327.00

**Cash Not Reported:** $504965.30

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -1429.90201716 | **1-Year:** -46920.07173505 | **5-Year:** -162349.44995219 | **10-Year:** -253250.86861478 | **30-Year:** -164740.69667580

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

- **3-Month:** -9.22146671 | **1-Year:** -179.23560065 | **5-Year:** -909.91200264 | **10-Year:** -4082.03932530 | **30-Year:** -1843.70253775

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000012146 | 1.55%                | 1.56%                | 2.54%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $40721369.36             | $9194841.82                                |
| Month 2  | $23327410.53             | $26633135.97                               |
| Month 3  | $44707391.81             | $40853367.65                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Abbott Laboratories                                                              | ABBOTT LABS                              | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |    182661 | NS      | $24465614.34  | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC                               | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |     83324 | NS      | $19292838.96  | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc                                                                     | ALPHABET INC-A                           | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |    552592 | NS      | $134335115.20 | 3.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com Inc                                                                   | AMAZON.COM INC                           | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |    503364 | NS      | $110523633.48 | 2.97%             |  |  |  | No            |                  1 | On Loan: No      |
| American Express Co                                                              | AMERICAN EXPRESS                         | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |     84530 | NS      | $28077484.80  | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| British American Tobacco PLC                                                     | BRIT AMER TOBACC                         | CUSIP: N/A<br>LEI: 213800FKA5MF17RJKT63       | Long             | EC               | CORP              | GB        |    490861 | NS      | $26107560.10  | 0.70%             |  |  |  | No            |                  2 | On Loan: No      |
| Amphenol Corp                                                                    | AMPHENOL CORP-A                          | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |    175854 | NS      | $21761932.50  | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                                | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |    672445 | NS      | $171224670.35 | 4.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMERICA                          | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |    283906 | NS      | $14646710.54  | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO/THE                            | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EC               | CORP              | US        |    111728 | NS      | $24114254.24  | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                             | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |    207106 | NS      | $68326340.46  | 1.84%             |  |  |  | No            |                  1 | On Loan: No      |
| Caterpillar Inc                                                                  | CATERPILLAR INC                          | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |     66766 | NS      | $31857396.90  | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Co/The                                                                 | COCA-COLA CO/THE                         | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |    357647 | NS      | $23719149.04  | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Corning Inc                                                                      | CORNING INC                              | CUSIP: 219350105<br>LEI: 549300X2937PB0CJ7I56 | Long             | EC               | CORP              | US        |    308665 | NS      | $25319789.95  | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Duke Energy Corp                                                                 | DUKE ENERGY CORP                         | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |    180769 | NS      | $22370163.75  | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| AstraZeneca PLC                                                                  | ASTRAZENECA-ADR                          | CUSIP: N/A<br>LEI: PY6ZZQWO2IZFZC3IOL08       | Long             | EC               | CORP              | US        |    293102 | NS      | $22486785.44  | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Exxon Mobil Corp                                                                 | EXXON MOBIL CORP                         | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |    225235 | NS      | $25395246.25  | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Meta Platforms Inc                                                               | META PLATFORMS-A                         | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |     96717 | NS      | $71027030.46  | 1.91%             |  |  |  | No            |                  1 | On Loan: No      |
| Figma Inc                                                                        | FIGMA INC-A                              | CUSIP: 316841105<br>LEI: 254900273Q0J4Z65HU28 | Long             | EC               | CORP              | US        |      6300 | NS      | $326781.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Freeport-McMoRan Inc                                                             | FREEPORT-MCMORAN                         | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |    434405 | NS      | $17037364.10  | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Arthur J Gallagher & Co                                                          | ARTHUR J GALLAGH                         | CUSIP: 363576109<br>LEI: 54930049QLLMPART6V29 | Long             | EC               | CORP              | US        |     57745 | NS      | $17885936.30  | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Gilead Sciences Inc                                                              | GILEAD SCIENCES                          | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |    147461 | NS      | $16368171.00  | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| HCA Healthcare Inc                                                               | HCA HEALTHCARE I                         | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               | CORP              | US        |     43866 | NS      | $18695689.20  | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                           | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |     33132 | NS      | $13424755.08  | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange Inc                                                    | INTERCONT EXCH I                         | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |     20613 | NS      | $3472878.24   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuit Inc                                                                       | INTUIT INC                               | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |     25913 | NS      | $17696246.83  | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                           | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |    105338 | NS      | $33226765.34  | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| Jabil Inc                                                                        | JABIL INC                                | CUSIP: 466313103<br>LEI: 5493000CGCQY2OQU7669 | Long             | EC               | CORP              | US        |     63129 | NS      | $13709724.93  | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| KKR & Co Inc                                                                     | KKR & CO INC                             | CUSIP: 48251W104<br>LEI: 54930013V5I303TF9571 | Long             | EC               | CORP              | US        |    129867 | NS      | $16876216.65  | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Kroger Co/The                                                                    | KROGER CO                                | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |    413296 | NS      | $27860283.36  | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Eli Lilly & Co                                                                   | ELI LILLY & CO                           | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |     51997 | NS      | $39673711.00  | 1.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Marathon Petroleum Corp                                                          | MARATHON PETROLE                         | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |     78785 | NS      | $15185020.90  | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Marriott International Inc/MD                                                    | MARRIOTT INTL-A                          | CUSIP: 571903202<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | EC               | CORP              | US        |     97604 | NS      | $25419985.76  | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Mastercard Inc                                                                   | MASTERCARD INC-A                         | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |     63162 | NS      | $35927177.22  | 0.97%             |  |  |  | No            |                  1 | On Loan: No      |
| McDonald's Corp                                                                  | MCDONALDS CORP                           | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |     49717 | NS      | $15108499.13  | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| MercadoLibre Inc                                                                 | MERCADOLIBRE INC                         | CUSIP: 58733R102<br>LEI: 549300DKPDN9M5S8GB14 | Long             | EC               | CORP              | US        |      2024 | NS      | $4729966.56   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Merck & Co Inc                                                                   | MERCK & CO                               | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |    209778 | NS      | $17606667.54  | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Microsoft Corp                                                                   | MICROSOFT CORP                           | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |    370358 | NS      | $191826926.10 | 5.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Micron Technology Inc                                                            | MICRON TECH                              | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |    108003 | NS      | $18071061.96  | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                           | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |     94631 | NS      | $15042543.76  | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Nasdaq Inc                                                                       | NASDAQ INC                               | CUSIP: 631103108<br>LEI: 549300L8X1Q78ERXFD06 | Long             | EC               | CORP              | US        |    503793 | NS      | $44560490.85  | 1.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Netflix Inc                                                                      | NETFLIX INC                              | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |     13111 | NS      | $15719040.12  | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| NextEra Energy Inc                                                               | NEXTERA ENERGY                           | CUSIP: 65339F101<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EC               | CORP              | US        |    200479 | NS      | $15134159.71  | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA Corp                                                                      | NVIDIA CORP                              | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |   1146350 | NS      | $213885983.00 | 5.75%             |  |  |  | No            |                  1 | On Loan: No      |
| O'Reilly Automotive Inc                                                          | O'REILLY AUTOMOT                         | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               | CORP              | US        |    179639 | NS      | $19366880.59  | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                              | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |     71149 | NS      | $20009944.76  | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| PACCAR Inc                                                                       | PACCAR INC                               | CUSIP: 693718108<br>LEI: KDTEY8BWE486IKZ3CC07 | Long             | EC               | CORP              | US        |    106377 | NS      | $10458986.64  | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Palantir Technologies Inc                                                        | PALANTIR TECHN-A                         | CUSIP: 69608A108<br>LEI: 549300UVN46B3BBDHO85 | Long             | EC               | CORP              | US        |     50916 | NS      | $9288096.72   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Parker-Hannifin Corp                                                             | PARKER HANNIFIN                          | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |     21383 | NS      | $16211521.45  | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Performance Food Group Co                                                        | PERFORMANCE FOOD                         | CUSIP: 71377A103<br>LEI: 549300EUK8GR9IT1YK57 | Long             | EC               | CORP              | US        |     65544 | NS      | $6819197.76   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN                         | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |    136447 | NS      | $22131703.40  | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic Services Inc                                                            | REPUBLIC SVCS                            | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               | CORP              | US        |     92927 | NS      | $21324887.96  | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| S&P Global Inc                                                                   | S&P GLOBAL INC                           | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |     40453 | NS      | $19688879.63  | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Charles Schwab Corp/The                                                          | SCHWAB (CHARLES)                         | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |    212378 | NS      | $20275727.66  | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Sempra                                                                           | SEMPRA                                   | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |    365862 | NS      | $32920262.76  | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| ServiceNow Inc                                                                   | SERVICENOW INC                           | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |     24351 | NS      | $22409738.28  | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Simon Property Group Inc                                                         | SIMON PROPERTY                           | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               | CORP              | US        |    156738 | NS      | $29415020.46  | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| Snowflake Inc                                                                    | SNOWFLAKE INC                            | CUSIP: 833445109<br>LEI: 254900CJNSY1K7T53Z16 | Long             | EC               | CORP              | US        |     64044 | NS      | $14445124.20  | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| TJX Cos Inc/The                                                                  | TJX COS INC                              | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |    168179 | NS      | $24308592.66  | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| T-Mobile US Inc                                                                  | T-MOBILE US INC                          | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |     92815 | NS      | $22218054.70  | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Targa Resources Corp                                                             | TARGA RESOURCES                          | CUSIP: 87612G101<br>LEI: 5493003QENHHS261UR94 | Long             | EC               | CORP              | US        |    149281 | NS      | $25010538.74  | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Teck Resources Ltd                                                               | TECK RESOURCES-B                         | CUSIP: 878742204<br>LEI: T8KI5SQ2JRWHL7XY0E11 | Long             | EC               | CORP              | US        |     33800 | NS      | $1483482.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Teradyne Inc                                                                     | TERADYNE INC                             | CUSIP: 880770102<br>LEI: C3X4YJ278QNZHRJULN75 | Long             | EC               | CORP              | US        |     49112 | NS      | $6759775.68   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Tesla Inc                                                                        | TESLA INC                                | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |     66453 | NS      | $29552978.16  | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Instruments Inc                                                            | TEXAS INSTRUMENT                         | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |    145279 | NS      | $26692110.67  | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                     | THERMO FISHER                            | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |     30160 | NS      | $14628203.20  | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Tractor Supply Co                                                                | TRACTOR SUPPLY                           | CUSIP: 892356106<br>LEI: 549300OJ9VZHZRO6I137 | Long             | EC               | CORP              | US        |    294462 | NS      | $16746053.94  | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| US Foods Holding Corp                                                            | US FOODS HOLDING                         | CUSIP: 912008109<br>LEI: 549300UGOZSO64CFPR97 | Long             | EC               | CORP              | US        |     94863 | NS      | $7268403.06   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP                         | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |     50280 | NS      | $17361684.00  | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Unity Software Inc                                                               | UNITY SOFTWARE I                         | CUSIP: 91332U101<br>LEI: 549300D1ESJMGNQNG432 | Long             | EC               | CORP              | US        |     56389 | NS      | $2257815.56   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Via Transportation Inc                                                           | VIA TRANSPOR-A                           | CUSIP: 92556W104<br>LEI: 5493008VI9XI9EV3A861 | Long             | EC               | CORP              | US        |     53652 | NS      | $2579588.16   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO & CO                         | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |    908443 | NS      | $76145692.26  | 2.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Welltower Inc                                                                    | WELLTOWER INC                            | CUSIP: 95040Q104<br>LEI: 254900F33BIAR82QTA19 | Long             | EC               | CORP              | US        |    166889 | NS      | $29729606.46  | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| Williams Cos Inc/The                                                             | WILLIAMS COS INC                         | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |    477767 | NS      | $30266539.45  | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| Unilever PLC                                                                     | UNILEVER PLC                             | CUSIP: N/A<br>LEI: 549300MKFYEKVRWML317       | Long             | EC               | CORP              | GB        |    376630 | NS      | $22262068.20  | 0.60%             |  |  |  | No            |                  2 | On Loan: No      |
| Haleon PLC                                                                       | HALEON PLC                               | CUSIP: N/A<br>LEI: 549300PSB3WWEODCUP19       | Long             | EC               | CORP              | GB        |   5554918 | NS      | $24998117.14  | 0.67%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS GROUP AG                             | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | EC               | CORP              | CH        |    703905 | NS      | $28940026.79  | 0.78%             |  |  |  | No            |                  2 | On Loan: No      |
| Anglo American PLC                                                               | ANGLO AMER PLC                           | CUSIP: N/A<br>LEI: 549300S9XF92D1X8ME43       | Long             | EC               | CORP              | GB        |    461591 | NS      | $17405350.37  | 0.47%             |  |  |  | No            |                  2 | On Loan: No      |
| Johnson Controls International plc                                               | JOHNSON CONTROLS                         | CUSIP: G51502105<br>LEI: 549300XQ6S1GYKGBL205 | Long             | EC               | CORP              | US        |    124099 | NS      | $13644685.05  | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Linde PLC                                                                        | LINDE PLC                                | CUSIP: G54950103<br>LEI: 5299003QR1WT0EF88V51 | Long             | EC               | CORP              | US        |     50367 | NS      | $23924325.00  | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Vanguard Cmt Funds-Vanguard Market Liquidity Fund                                | Vanguard Market Liquidity Fund           | CUSIP: N/A<br>LEI: 1I6HV0TLSTR3A4XQ6L78       | Long             | STIV             | CORP              | US        |      3464 | NS      | $346353.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AEP Texas Inc                                                                    | AEP TEXAS                                | CUSIP: 00108WAJ9<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    145000 | PA      | $113208.16    | 0.00%             | 2049-05-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| AEP Texas Inc                                                                    | AEP TEXAS                                | CUSIP: 00108WAK6<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    210000 | PA      | $145964.26    | 0.00%             | 2050-01-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| AEP Texas Inc                                                                    | AEP TEXAS                                | CUSIP: 00108WAN0<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    400000 | PA      | $275045.42    | 0.01%             | 2051-05-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| AEP Transmission Co LLC                                                          | AEP TRANSMISSION                         | CUSIP: 00115AAP4<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    265000 | PA      | $228946.57    | 0.01%             | 2052-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AEP Transmission Co LLC                                                          | AEP TRANSMISSION                         | CUSIP: 00115AAQ2<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    170000 | PA      | $168536.55    | 0.00%             | 2053-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| AIB Group PLC                                                                    | AIB GROUP PLC                            | CUSIP: 00135TAE4<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |    400000 | PA      | $420921.06    | 0.01%             | 2035-03-28      | Variable      | 5.87%                 | Yes           |                  2 | On Loan: No      |
| Corebridge Global Funding                                                        | COREBRIDGE GF                            | CUSIP: 00138CAU2<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |    595000 | PA      | $601852.17    | 0.02%             | 2026-07-02      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Corebridge Global Funding                                                        | COREBRIDGE GF                            | CUSIP: 00138CAV0<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |    255000 | PA      | $266936.96    | 0.01%             | 2028-09-19      | Fixed         | 5.90%                 | Yes           |                  2 | On Loan: No      |
| Corebridge Global Funding                                                        | COREBRIDGE GF                            | CUSIP: 00138CAX6<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |    615000 | PA      | $632629.97    | 0.02%             | 2029-01-12      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| Corebridge Global Funding                                                        | COREBRIDGE GF                            | CUSIP: 00138CBA5<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |   1950000 | PA      | $2004005.00   | 0.05%             | 2029-06-24      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| Corebridge Global Funding                                                        | COREBRIDGE GF                            | CUSIP: 00138CBF4<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |    498000 | PA      | $507112.92    | 0.01%             | 2030-06-06      | Fixed         | 4.85%                 | Yes           |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                                 | CUSIP: 00206RBH4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    796000 | PA      | $687102.01    | 0.02%             | 2042-12-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                                 | CUSIP: 00206RBK7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    510000 | PA      | $429971.12    | 0.01%             | 2045-06-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                                 | CUSIP: 00206RCQ3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    638000 | PA      | $569118.76    | 0.02%             | 2046-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                                 | CUSIP: 00206RJY9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1305000 | PA      | $1195985.59   | 0.03%             | 2031-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                                 | CUSIP: 00206RJZ6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   2255000 | PA      | $1802532.36   | 0.05%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                                 | CUSIP: 00206RLV2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    986000 | PA      | $674189.55    | 0.02%             | 2059-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                                 | CUSIP: 00206RMZ2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    300000 | PA      | $311182.10    | 0.01%             | 2056-08-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                                 | CUSIP: 00206RNB4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    600000 | PA      | $597361.87    | 0.02%             | 2032-11-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                                 | CUSIP: 00206RND0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    660000 | PA      | $653535.10    | 0.02%             | 2045-11-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC                               | CUSIP: 00287YAS8<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    649000 | PA      | $595535.22    | 0.02%             | 2045-05-14      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC                               | CUSIP: 00287YBD0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    819000 | PA      | $760101.95    | 0.02%             | 2048-11-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC                               | CUSIP: 00287YDA4<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    200000 | PA      | $188558.15    | 0.01%             | 2044-06-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC                               | CUSIP: 00287YDT3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1015000 | PA      | $1048919.28   | 0.03%             | 2031-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC                               | CUSIP: 00287YDV8<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    554000 | PA      | $555338.23    | 0.01%             | 2044-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC                               | CUSIP: 00287YDW6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    537000 | PA      | $534372.74    | 0.01%             | 2054-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC                               | CUSIP: 00287YEA3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    580000 | PA      | $600776.57    | 0.02%             | 2035-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Abu Dhabi Developmental Holding Co PJSC                                          | ABU DHABI DEVELO                         | CUSIP: 00402D2A2<br>LEI: 254900G082ZFKTCR2Q75 | Long             | DBT              | CORP              | AE        |   1135000 | PA      | $1179953.72   | 0.03%             | 2029-05-08      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Abu Dhabi Developmental Holding Co PJSC                                          | ABU DHABI DEVELO                         | CUSIP: 00402D2B0<br>LEI: 254900G082ZFKTCR2Q75 | Long             | DBT              | CORP              | AE        |   1795000 | PA      | $1900896.15   | 0.05%             | 2034-05-08      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Abu Dhabi Developmental Holding Co PJSC                                          | ABU DHABI DEVELO                         | CUSIP: 00402D2C8<br>LEI: 254900G082ZFKTCR2Q75 | Long             | DBT              | CORP              | AE        |   1210000 | PA      | $1210076.82   | 0.03%             | 2031-10-02      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Advocate Health & Hospitals Corp                                                 | ADVOCATE HEALTH                          | CUSIP: 007589AD6<br>LEI: 549300AEHU3PPOUCIL87 | Long             | DBT              | CORP              | US        |    360000 | PA      | $330130.80    | 0.01%             | 2030-06-15      | Fixed         | 2.21%                 | No            |                  2 | On Loan: No      |
| Advocate Health & Hospitals Corp                                                 | ADVOCATE HEALTH                          | CUSIP: 007589AE4<br>LEI: 549300AEHU3PPOUCIL87 | Long             | DBT              | CORP              | US        |    540000 | PA      | $362663.40    | 0.01%             | 2050-06-15      | Fixed         | 3.01%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | AERCAP IRELAND                           | CUSIP: 00774MAW5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    225000 | PA      | $216881.73    | 0.01%             | 2028-10-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AdventHealth Obligated Group                                                     | ADVENTHEALTH                             | CUSIP: 00778XAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    900000 | PA      | $570411.14    | 0.02%             | 2051-11-15      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| Alabama Federal Aid Highway Finance Authority                                    | ALABAMA FEDERAL AID                      | CUSIP: 010268CX6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $41130.78     | 0.00%             | 2037-09-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co                                                                 | ALABAMA POWER CO                         | CUSIP: 010392FB9<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    654000 | PA      | $706188.38    | 0.02%             | 2039-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co                                                                 | ALABAMA POWER CO                         | CUSIP: 010392FF0<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    120000 | PA      | $118884.55    | 0.00%             | 2041-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co                                                                 | ALABAMA POWER CO                         | CUSIP: 010392FG8<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    215000 | PA      | $184264.28    | 0.00%             | 2042-01-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co                                                                 | ALABAMA POWER CO                         | CUSIP: 010392FM5<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    630000 | PA      | $503943.82    | 0.01%             | 2045-03-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co                                                                 | ALABAMA POWER CO                         | CUSIP: 010392FS2<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    775000 | PA      | $661276.92    | 0.02%             | 2048-07-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co                                                                 | ALABAMA POWER CO                         | CUSIP: 010392GC6<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    475000 | PA      | $485364.30    | 0.01%             | 2035-04-02      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Alcon Finance Corp                                                               | ALCON FINANCE CO                         | CUSIP: 01400EAA1<br>LEI: 549300CUZUI9VU7XNK42 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197387.21    | 0.01%             | 2026-09-23      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| Alcon Finance Corp                                                               | ALCON FINANCE CO                         | CUSIP: 01400EAE3<br>LEI: 549300CUZUI9VU7XNK42 | Long             | DBT              | CORP              | US        |    255000 | PA      | $265863.47    | 0.01%             | 2032-12-06      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Alcon Finance Corp                                                               | ALCON FINANCE CO                         | CUSIP: 01400EAF0<br>LEI: 549300CUZUI9VU7XNK42 | Long             | DBT              | CORP              | US        |    775000 | PA      | $796713.89    | 0.02%             | 2052-12-06      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Aligned Data Centers Issuer LLC                                                  | ADC 2021-1A A2                           | CUSIP: 01627AAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1385000 | PA      | $1351866.78   | 0.04%             | 2046-08-15      | Fixed         | 1.94%                 | Yes           |                  2 | On Loan: No      |
| Allstate Corp/The                                                                | ALLSTATE CORP                            | CUSIP: 020002AS0<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    197000 | PA      | $206343.30    | 0.01%             | 2035-05-09      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Allstate Corp/The                                                                | ALLSTATE CORP                            | CUSIP: 020002BG5<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    156000 | PA      | $122124.24    | 0.00%             | 2049-08-10      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Allstate Corp/The                                                                | ALLSTATE CORP                            | CUSIP: 020002BK6<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    445000 | PA      | $461521.72    | 0.01%             | 2033-03-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                                     | ALPHABET INC                             | CUSIP: 02079KAM9<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100274.42    | 0.00%             | 2055-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                                     | ALPHABET INC                             | CUSIP: 02079KAN7<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     95000 | PA      | $94411.52     | 0.00%             | 2065-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                   | AMAZON.COM INC                           | CUSIP: 023135AQ9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    630000 | PA      | $623252.74    | 0.02%             | 2044-12-05      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                   | AMAZON.COM INC                           | CUSIP: 023135BM7<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   1648000 | PA      | $1383438.58   | 0.04%             | 2057-08-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                   | AMAZON.COM INC                           | CUSIP: 023135CA2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    105000 | PA      | $80599.99     | 0.00%             | 2041-05-12      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                   | AMAZON.COM INC                           | CUSIP: 023135CH7<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   2300000 | PA      | $2224226.55   | 0.06%             | 2032-04-13      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                   | AMAZON.COM INC                           | CUSIP: 023135CJ3<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     80000 | PA      | $64946.11     | 0.00%             | 2052-04-13      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                   | AMAZON.COM INC                           | CUSIP: 023135CK0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    255000 | PA      | $204986.99    | 0.01%             | 2062-04-13      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Ameren Illinois Co                                                               | AMEREN ILLINOIS                          | CUSIP: 02361DAA8<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1051862.87   | 0.03%             | 2028-12-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Ameren Illinois Co                                                               | AMEREN ILLINOIS                          | CUSIP: 02361DAR1<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |    140000 | PA      | $109292.27    | 0.00%             | 2047-12-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Ameren Illinois Co                                                               | AMEREN ILLINOIS                          | CUSIP: 02361DAS9<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |    590000 | PA      | $587674.21    | 0.02%             | 2028-05-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| America Movil SAB de CV                                                          | AMERICA MOVIL SA                         | CUSIP: 02364WBH7<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |    780000 | PA      | $762355.54    | 0.02%             | 2029-04-22      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Ameren Missouri Securitization Funding I LLC                                     | AMEREN MISSOURI                          | CUSIP: 023940AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    475000 | PA      | $477952.12    | 0.01%             | 2041-10-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                              | AMERICAN EXPRESS                         | CUSIP: 025816DA4<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    255000 | PA      | $252682.72    | 0.01%             | 2033-08-03      | Variable      | 4.42%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                              | AMERICAN EXPRESS                         | CUSIP: 025816DF3<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   1714000 | PA      | $1757590.69   | 0.05%             | 2034-05-01      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                              | AMERICAN EXPRESS                         | CUSIP: 025816DH9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    300000 | PA      | $309397.10    | 0.01%             | 2029-07-27      | Variable      | 5.28%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                              | AMERICAN EXPRESS                         | CUSIP: 025816DR7<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   1388000 | PA      | $1477322.89   | 0.04%             | 2035-04-25      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                              | AMERICAN EXPRESS                         | CUSIP: 025816DU0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    200000 | PA      | $208938.81    | 0.01%             | 2030-04-25      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                              | AMERICAN EXPRESS                         | CUSIP: 025816DW6<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1135285.04   | 0.03%             | 2035-07-26      | Variable      | 5.28%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                              | AMERICAN EXPRESS                         | CUSIP: 025816DZ9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    200000 | PA      | $207737.95    | 0.01%             | 2036-01-30      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                              | AMERICAN EXPRESS                         | CUSIP: 025816ED7<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    930000 | PA      | $944256.17    | 0.03%             | 2029-04-25      | Variable      | 4.73%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                              | AMERICAN EXPRESS                         | CUSIP: 025816EH8<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    700000 | PA      | $741479.91    | 0.02%             | 2036-04-25      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                              | AMERICAN EXPRESS                         | CUSIP: 025816EK1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    625000 | PA      | $635661.57    | 0.02%             | 2033-07-20      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| American Express Credit Account Master Trust                                     | AMXCA 2023-4 A                           | CUSIP: 02589BAC4<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-CBDO         | CORP              | US        |   1310000 | PA      | $1354682.00   | 0.04%             | 2030-09-16      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| American International Group Inc                                                 | AMERICAN INTERNA                         | CUSIP: 026874DL8<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    160000 | PA      | $144588.83    | 0.00%             | 2048-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| American International Group Inc                                                 | AMERICAN INTERNA                         | CUSIP: 026874DS3<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    765000 | PA      | $786359.40    | 0.02%             | 2033-03-27      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| American International Group Inc                                                 | AMERICAN INTERNA                         | CUSIP: 026874DW4<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    265000 | PA      | $271214.02    | 0.01%             | 2030-05-07      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| American Tower Trust #1                                                          | AMERICAN TOWER T                         | CUSIP: 03027WAM4<br>LEI: 5493004YGM0MQZJOEJ36 | Long             | DBT              | CORP              | US        |   2070000 | PA      | $2107452.92   | 0.06%             | 2053-03-15      | Fixed         | 5.49%                 | Yes           |                  2 | On Loan: No      |
| American Tower Corp                                                              | AMERICAN TOWER                           | CUSIP: 03027XAW0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    170000 | PA      | $166710.30    | 0.00%             | 2029-08-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                              | AMERICAN TOWER                           | CUSIP: 03027XCF5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     67000 | PA      | $71782.27     | 0.00%             | 2033-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                              | AMERICAN TOWER                           | CUSIP: 03027XCL2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    355000 | PA      | $363491.31    | 0.01%             | 2030-01-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp                                                      | AMERICAN WATER                           | CUSIP: 03040WAQ8<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    540000 | PA      | $529770.50    | 0.01%             | 2027-09-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp                                                      | AMERICAN WATER                           | CUSIP: 03040WAR6<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |     45000 | PA      | $34990.85     | 0.00%             | 2047-09-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp                                                      | AMERICAN WATER                           | CUSIP: 03040WAT2<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    590000 | PA      | $488567.16    | 0.01%             | 2048-09-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp                                                      | AMERICAN WATER                           | CUSIP: 03040WAV7<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |     25000 | PA      | $20394.42     | 0.00%             | 2049-06-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp                                                      | AMERICAN WATER                           | CUSIP: 03040WAX3<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |     95000 | PA      | $69000.48     | 0.00%             | 2050-05-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Ameriprise Financial Inc                                                         | AMERIPRISE FINL                          | CUSIP: 03076CAL0<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |    335000 | PA      | $336497.99    | 0.01%             | 2032-05-13      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ameriprise Financial Inc                                                         | AMERIPRISE FINL                          | CUSIP: 03076CAM8<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |    630000 | PA      | $652937.38    | 0.02%             | 2033-05-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Ameriprise Financial Inc                                                         | AMERIPRISE FINL                          | CUSIP: 03076CAN6<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |    494000 | PA      | $517436.01    | 0.01%             | 2028-12-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust 2019-5                                                  | AOMT 2019-5 A1                           | CUSIP: 03464KAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     17820 | PA      | $17616.66     | 0.00%             | 2049-10-25      | Variable      | 2.59%                 | Yes           |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust 2019-6                                                  | AOMT 2019-6 A1                           | CUSIP: 03464VAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     39652 | PA      | $39040.95     | 0.00%             | 2059-11-25      | Variable      | 2.62%                 | Yes           |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust 2021-6                                                  | AOMT 2021-6 A1                           | CUSIP: 03465JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    541377 | PA      | $460547.94    | 0.01%             | 2066-09-25      | Variable      | 1.46%                 | Yes           |                  2 | On Loan: No      |
| Anglo American Capital PLC                                                       | ANGLO AMERICAN                           | CUSIP: 034863AX8<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |    515000 | PA      | $472362.72    | 0.01%             | 2030-09-10      | Fixed         | 2.62%                 | Yes           |                  2 | On Loan: No      |
| Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc                      | ANHEUSER-BUSCH                           | CUSIP: 03522AAH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2440000 | PA      | $2410514.19   | 0.06%             | 2036-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc                      | ANHEUSER-BUSCH                           | CUSIP: 03522AAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4286000 | PA      | $4011560.48   | 0.11%             | 2046-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc                                               | ANHEUSER-BUSCH                           | CUSIP: 03523TBU1<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    298000 | PA      | $307653.89    | 0.01%             | 2039-01-23      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc                                               | ANHEUSER-BUSCH                           | CUSIP: 03523TBW7<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    317000 | PA      | $330434.09    | 0.01%             | 2059-01-23      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc                                               | ANHEUSER-BUSCH                           | CUSIP: 035240AG5<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |   2143000 | PA      | $2061638.39   | 0.06%             | 2042-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc                                               | ANHEUSER-BUSCH                           | CUSIP: 035240AM2<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    170000 | PA      | $161381.78    | 0.00%             | 2038-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | ELEVANCE HEALTH                          | CUSIP: 036752AP8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    780000 | PA      | $708384.93    | 0.02%             | 2031-03-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Aon Corp / Aon Global Holdings PLC                                               | AON CORP/AON GLO                         | CUSIP: 03740LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    550000 | PA      | $539446.15    | 0.01%             | 2027-05-28      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Aon North America Inc                                                            | AON NORTH AMER                           | CUSIP: 03740MAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1685000 | PA      | $1755339.79   | 0.05%             | 2034-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                                | CUSIP: 037833AL4<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1430000 | PA      | $1219286.38   | 0.03%             | 2043-05-04      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                                | CUSIP: 037833BA7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    120000 | PA      | $95110.88     | 0.00%             | 2045-02-09      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                                | CUSIP: 037833BX7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    210000 | PA      | $196264.02    | 0.01%             | 2046-02-23      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                                | CUSIP: 037833CD0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    985000 | PA      | $815288.99    | 0.02%             | 2046-08-04      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                                | CUSIP: 037833DW7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    825000 | PA      | $527753.03    | 0.01%             | 2050-05-11      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                                | CUSIP: 037833EF3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    792000 | PA      | $502880.23    | 0.01%             | 2051-02-08      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                                | CUSIP: 037833EQ9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    350000 | PA      | $284394.26    | 0.01%             | 2052-08-08      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Arizona Public Service Co                                                        | ARIZONA PUB SERV                         | CUSIP: 040555DJ0<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    430000 | PA      | $440989.87    | 0.01%             | 2055-08-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co                                                          | ARTHUR J GALLAGH                         | CUSIP: 04316JAL3<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    140000 | PA      | $142856.24    | 0.00%             | 2029-12-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Ascension Health                                                                 | ASCENSION HEALTH                         | CUSIP: 04351LAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $45548.22     | 0.00%             | 2053-11-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Ascension Health                                                                 | ASCENSION HEALTH                         | CUSIP: 04352EAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1405000 | PA      | $1320261.05   | 0.04%             | 2029-11-15      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| Ashtead Capital Inc                                                              | ASHTEAD CAPITAL                          | CUSIP: 045054AQ6<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |    200000 | PA      | $206267.61    | 0.01%             | 2033-05-30      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| Ashtead Capital Inc                                                              | ASHTEAD CAPITAL                          | CUSIP: 045054AR4<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |    255000 | PA      | $269660.26    | 0.01%             | 2033-10-15      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| Ashtead Capital Inc                                                              | ASHTEAD CAPITAL                          | CUSIP: 045054AS2<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |   1830000 | PA      | $1918201.57   | 0.05%             | 2034-04-15      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| AstraZeneca PLC                                                                  | ASTRAZENECA PLC                          | CUSIP: 046353AD0<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    360000 | PA      | $410090.18    | 0.01%             | 2037-09-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                                                  | ASTRAZENECA PLC                          | CUSIP: 046353AT5<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |   2270000 | PA      | $2271588.59   | 0.06%             | 2029-01-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                            | ATHENE GLOBAL FU                         | CUSIP: 04685A3C3<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9393.29      | 0.00%             | 2028-08-19      | Fixed         | 1.99%                 | Yes           |                  2 | On Loan: No      |
| Athene Global Funding                                                            | ATHENE GLOBAL FU                         | CUSIP: 04685A3G4<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    980000 | PA      | $927693.69    | 0.02%             | 2029-01-07      | Fixed         | 2.72%                 | Yes           |                  2 | On Loan: No      |
| Athene Global Funding                                                            | ATHENE GLOBAL FU                         | CUSIP: 04685A3Q2<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    860000 | PA      | $888268.39    | 0.02%             | 2029-01-09      | Fixed         | 5.58%                 | Yes           |                  2 | On Loan: No      |
| Athene Global Funding                                                            | ATHENE GLOBAL FU                         | CUSIP: 04685A3X7<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   1105000 | PA      | $1125960.92   | 0.03%             | 2027-07-09      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| Athene Global Funding                                                            | ATHENE GLOBAL FU                         | CUSIP: 04685A4C2<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   1244000 | PA      | $1253687.36   | 0.03%             | 2029-10-08      | Fixed         | 4.72%                 | Yes           |                  2 | On Loan: No      |
| Athene Global Funding                                                            | ATHENE GLOBAL FU                         | CUSIP: 04685A4G3<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   1385000 | PA      | $1427352.66   | 0.04%             | 2030-01-07      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Athene Global Funding                                                            | ATHENE GLOBAL FU                         | CUSIP: 04685A4R9<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    298000 | PA      | $302609.02    | 0.01%             | 2030-07-17      | Fixed         | 5.03%                 | Yes           |                  2 | On Loan: No      |
| Athene Holding Ltd                                                               | ATHENE HOLDING                           | CUSIP: 04686JAL5<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |   1270000 | PA      | $1360335.23   | 0.04%             | 2055-05-19      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp                                                                | ATMOS ENERGY COR                         | CUSIP: 049560BB0<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    465000 | PA      | $433537.17    | 0.01%             | 2054-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd                                        | AUST & NZ BANK                           | CUSIP: 052528AM8<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |    685000 | PA      | $611622.90    | 0.02%             | 2035-11-25      | Variable      | 2.57%                 | Yes           |                  2 | On Loan: No      |
| Automatic Data Processing Inc                                                    | AUTOMATIC DATA                           | CUSIP: 053015AJ2<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | DBT              | CORP              | US        |   1580000 | PA      | $1617845.99   | 0.04%             | 2032-05-08      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Aviation Capital Group LLC                                                       | AVIATION CAPITAL                         | CUSIP: 05369AAL5<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    415000 | PA      | $405604.66    | 0.01%             | 2026-09-20      | Fixed         | 1.95%                 | Yes           |                  2 | On Loan: No      |
| BAT Capital Corp                                                                 | BAT CAPITAL CORP                         | CUSIP: 054989AA6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    305000 | PA      | $329242.91    | 0.01%             | 2030-08-02      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                 | BAT CAPITAL CORP                         | CUSIP: 054989AC2<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    638000 | PA      | $719741.51    | 0.02%             | 2043-08-02      | Fixed         | 7.08%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                 | BAT CAPITAL CORP                         | CUSIP: 054989AF5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    320000 | PA      | $316670.71    | 0.01%             | 2033-03-22      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BAE Systems PLC                                                                  | BAE SYSTEMS PLC                          | CUSIP: 05523RAD9<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |    470000 | PA      | $453091.00    | 0.01%             | 2030-04-15      | Fixed         | 3.40%                 | Yes           |                  2 | On Loan: No      |
| BAE Systems PLC                                                                  | BAE SYSTEMS PLC                          | CUSIP: 05523RAK3<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $207565.92    | 0.01%             | 2031-03-26      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| BAE Systems PLC                                                                  | BAE SYSTEMS PLC                          | CUSIP: 05523RAL1<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |    555000 | PA      | $575190.92    | 0.02%             | 2034-03-26      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| BAT Capital Corp                                                                 | BAT CAPITAL CORP                         | CUSIP: 05526DBD6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   1230000 | PA      | $1126576.02   | 0.03%             | 2037-08-15      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                 | BAT CAPITAL CORP                         | CUSIP: 05526DBF1<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    705000 | PA      | $591338.83    | 0.02%             | 2047-08-15      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                 | BAT CAPITAL CORP                         | CUSIP: 05526DCD5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    455000 | PA      | $476094.89    | 0.01%             | 2055-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE                                     | CUSIP: 05571AAX3<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    575000 | PA      | $592266.68    | 0.02%             | 2029-05-30      | Fixed         | 5.28%                 | Yes           |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE                                     | CUSIP: 05571AAY1<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   1805000 | PA      | $1892729.06   | 0.05%             | 2035-05-30      | Variable      | 5.94%                 | Yes           |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE                                     | CUSIP: 05571AAZ8<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   1820000 | PA      | $1901432.51   | 0.05%             | 2031-01-14      | Variable      | 5.88%                 | Yes           |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE                                     | CUSIP: 05578AAN8<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   1450000 | PA      | $1362158.75   | 0.04%             | 2029-10-01      | Fixed         | 2.70%                 | Yes           |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP PARIBAS                              | CUSIP: 05581KAF8<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   1095000 | PA      | $1124558.24   | 0.03%             | 2029-06-12      | Variable      | 5.33%                 | Yes           |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE                                     | CUSIP: 05583JAC6<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   1780000 | PA      | $1751227.76   | 0.05%             | 2027-10-23      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| BX Trust 2021-ARIA                                                               | BX 2021-ARIA A                           | CUSIP: 05608RAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    425000 | PA      | $424601.56    | 0.01%             | 2036-10-15      | Floating      | 5.16%                 | Yes           |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE                                     | CUSIP: 056121AA4<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    585000 | PA      | $599897.87    | 0.02%             | 2031-05-28      | Variable      | 5.39%                 | Yes           |                  2 | On Loan: No      |
| Baltimore Gas and Electric Co                                                    | BALTIMORE GAS                            | CUSIP: 059165EM8<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    238000 | PA      | $155021.06    | 0.00%             | 2050-06-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | BANCO SANTANDER                          | CUSIP: 05964HBF1<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    400000 | PA      | $408113.80    | 0.01%             | 2028-07-15      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP                         | CUSIP: 06051GEN5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    260000 | PA      | $278449.04    | 0.01%             | 2042-02-07      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP                         | CUSIP: 06051GFC8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $975776.41    | 0.03%             | 2044-01-21      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP                         | CUSIP: 06051GHM4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   4780000 | PA      | $4794554.00   | 0.13%             | 2029-07-23      | Variable      | 4.27%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP                         | CUSIP: 06051GHS1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1406000 | PA      | $1197486.88   | 0.03%             | 2050-03-15      | Variable      | 4.33%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP                         | CUSIP: 06051GHV4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1055000 | PA      | $1016352.87   | 0.03%             | 2030-07-23      | Variable      | 3.19%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP                         | CUSIP: 06051GHZ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1495000 | PA      | $1383404.38   | 0.04%             | 2031-02-13      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP                         | CUSIP: 06051GJB6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    200000 | PA      | $185345.07    | 0.00%             | 2031-04-29      | Variable      | 2.59%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP                         | CUSIP: 06051GJW0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    870000 | PA      | $689722.26    | 0.02%             | 2042-04-22      | Variable      | 3.31%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP                         | CUSIP: 06051GKB4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1225000 | PA      | $814840.24    | 0.02%             | 2052-07-21      | Variable      | 2.97%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP                         | CUSIP: 06051GKD0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    490000 | PA      | $439304.08    | 0.01%             | 2032-10-20      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP                         | CUSIP: 06051GKL2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1323000 | PA      | $1236596.27   | 0.03%             | 2037-03-08      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP                         | CUSIP: 06051GKQ1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   4978000 | PA      | $4967967.44   | 0.13%             | 2033-04-27      | Variable      | 4.57%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP                         | CUSIP: 06051GKW8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     85000 | PA      | $86219.23     | 0.00%             | 2028-07-22      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP                         | CUSIP: 06051GKY4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1824000 | PA      | $1864524.08   | 0.05%             | 2033-07-22      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP                         | CUSIP: 06051GLC1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    300000 | PA      | $312666.69    | 0.01%             | 2028-11-10      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP                         | CUSIP: 06051GLH0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    305000 | PA      | $315526.51    | 0.01%             | 2034-04-25      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP                         | CUSIP: 06051GLS6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    670000 | PA      | $700506.80    | 0.02%             | 2029-09-15      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP                         | CUSIP: 06051GLU1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2680000 | PA      | $2871545.52   | 0.08%             | 2034-09-15      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP                         | CUSIP: 06051GML0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1548165.30   | 0.04%             | 2031-01-24      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP                         | CUSIP: 06051GMM8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3031000 | PA      | $3167640.48   | 0.09%             | 2036-01-24      | Variable      | 5.51%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP                         | CUSIP: 06051GMW6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    305000 | PA      | $318374.82    | 0.01%             | 2036-05-09      | Variable      | 5.46%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon/The                                                      | BK OF NY MELLON                          | CUSIP: 06405LAH4<br>LEI: HPFHU0OQ28E4N0NFVK49 | Long             | DBT              | CORP              | US        |    330000 | PA      | $335460.43    | 0.01%             | 2029-04-20      | Variable      | 4.73%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                 | BANK OF NY MELLO                         | CUSIP: 06406RBM8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   1004000 | PA      | $1081517.49   | 0.03%             | 2033-10-25      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                 | BANK OF NY MELLO                         | CUSIP: 06406RBP1<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    450000 | PA      | $451646.84    | 0.01%             | 2034-02-01      | Variable      | 4.71%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                 | BANK OF NY MELLO                         | CUSIP: 06406RBR7<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    952000 | PA      | $970394.26    | 0.03%             | 2034-04-26      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                 | BANK OF NY MELLO                         | CUSIP: 06406RBU0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    255000 | PA      | $284149.82    | 0.01%             | 2034-10-25      | Variable      | 6.47%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                 | BANK OF NY MELLO                         | CUSIP: 06406RBZ9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    170000 | PA      | $175556.37    | 0.00%             | 2032-07-22      | Variable      | 5.06%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                          | BANK NOVA SCOTIA                         | CUSIP: 06417XAD3<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    360000 | PA      | $351004.44    | 0.01%             | 2027-02-02      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                          | BANK NOVA SCOTIA                         | CUSIP: 06418JAA9<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   1740000 | PA      | $1765647.10   | 0.05%             | 2026-12-07      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Banner Health                                                                    | BANNER HEALTH                            | CUSIP: 06654DAG2<br>LEI: PLD0E0WJKFN8IZJ2WD85 | Long             | DBT              | CORP              | US        |    910000 | PA      | $678471.85    | 0.02%             | 2042-01-01      | Fixed         | 2.91%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                                            | BANQ FED CRD MUT                         | CUSIP: 06675DCN0<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |   1244000 | PA      | $1295635.32   | 0.03%             | 2030-01-22      | Fixed         | 5.54%                 | Yes           |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                                            | BANQ FED CRD MUT                         | CUSIP: 06675DCR1<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |   1285000 | PA      | $1296544.04   | 0.03%             | 2028-10-16      | Fixed         | 4.59%                 | Yes           |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                                            | BANQ FED CRD MUT                         | CUSIP: 06675FAY3<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |   1000000 | PA      | $974841.55    | 0.03%             | 2026-10-04      | Fixed         | 1.60%                 | Yes           |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                             | CUSIP: 06738EBU8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $391070.00    | 0.01%             | 2027-11-24      | Variable      | 2.28%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                             | CUSIP: 06738ECX1<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    785000 | PA      | $799034.56    | 0.02%             | 2029-02-25      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                             | CUSIP: 06738ECZ6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    298000 | PA      | $310863.03    | 0.01%             | 2036-02-25      | Variable      | 5.79%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                             | CUSIP: 06738EDD4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    565000 | PA      | $565971.07    | 0.02%             | 2029-11-11      | Variable      | 4.48%                 | No            |                  2 | On Loan: No      |
| Bay Area Toll Authority                                                          | BAY AREA TOLL-F-2                        | CUSIP: 072024ND0<br>LEI: 5493001FUZGUQMIP5D78 | Long             | DBT              | MUN               | US        |     60000 | PA      | $63409.69     | 0.00%             | 2049-04-01      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| Bay Area Toll Authority                                                          | BAY AREA TOLL-S1                         | CUSIP: 072024NU2<br>LEI: 5493001FUZGUQMIP5D78 | Long             | DBT              | MUN               | US        |    285000 | PA      | $322017.99    | 0.01%             | 2040-04-01      | Fixed         | 6.92%                 | No            |                  2 | On Loan: No      |
| Bay Area Toll Authority                                                          | BAY AREA TOLL-S1                         | CUSIP: 072024NV0<br>LEI: 5493001FUZGUQMIP5D78 | Long             | DBT              | MUN               | US        |    820000 | PA      | $942068.56    | 0.03%             | 2050-04-01      | Fixed         | 7.04%                 | No            |                  2 | On Loan: No      |
| Beacon Funding Trust                                                             | BEACON TRUST                             | CUSIP: 073952AB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1335000 | PA      | $1366234.10   | 0.04%             | 2054-08-15      | Fixed         | 6.27%                 | Yes           |                  2 | On Loan: No      |
| Belrose Funding Trust II                                                         | BELROSE FU TR II                         | CUSIP: 08079KAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1230000 | PA      | $1332375.41   | 0.04%             | 2055-05-15      | Fixed         | 6.79%                 | Yes           |                  2 | On Loan: No      |
| Berkshire Hathaway Energy Co                                                     | BERKSHIRE HATHAW                         | CUSIP: 084659AX9<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    115000 | PA      | $94065.45     | 0.00%             | 2050-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Energy Co                                                     | BERKSHIRE HATHAW                         | CUSIP: 084659BF7<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    293000 | PA      | $252245.97    | 0.01%             | 2053-05-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Bermuda Government International Bond                                            | BERMUDA-GOVT OF                          | CUSIP: 085209AG9<br>LEI: N/A                  | Long             | DBT              | NUSS              | BM        |    400000 | PA      | $363496.33    | 0.01%             | 2030-08-20      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| Bermuda Government International Bond                                            | BERMUDA-GOVT OF                          | CUSIP: 085209AH7<br>LEI: N/A                  | Long             | DBT              | NUSS              | BM        |    200000 | PA      | $140748.41    | 0.00%             | 2050-08-20      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| Beth Israel Lahey Health Inc                                                     | BETH ISRAEL LAHE                         | CUSIP: 08661UAB2<br>LEI: 549300QPZ5W3279DU141 | Long             | DBT              | CORP              | US        |    235000 | PA      | $153702.16    | 0.00%             | 2051-07-01      | Fixed         | 3.08%                 | No            |                  2 | On Loan: No      |
| BlackRock Funding Inc/DE                                                         | BLACKROCK INC                            | CUSIP: 09247XAS0<br>LEI: 529900VBK42Y5HHRMD23 | Long             | DBT              | CORP              | US        |    605000 | PA      | $530302.14    | 0.01%             | 2032-02-25      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Blackstone Holdings Finance Co LLC                                               | BLACKSTONE HLDGS                         | CUSIP: 09261BAG5<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |    605000 | PA      | $533444.45    | 0.01%             | 2032-03-30      | Fixed         | 2.55%                 | Yes           |                  2 | On Loan: No      |
| BlackRock Funding Inc                                                            | BLACKROCK FUND                           | CUSIP: 09290DAC5<br>LEI: 529900VBK42Y5HHRMD23 | Long             | DBT              | CORP              | US        |    765000 | PA      | $746566.29    | 0.02%             | 2054-03-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BlackRock Funding Inc                                                            | BLACKROCK FUND                           | CUSIP: 09290DAK7<br>LEI: 529900VBK42Y5HHRMD23 | Long             | DBT              | CORP              | US        |    450000 | PA      | $446206.74    | 0.01%             | 2055-01-08      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Blackstone Reg Finance Co L.L.C.                                                 | BLACKSTONE REG                           | CUSIP: 092914AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    510000 | PA      | $514365.87    | 0.01%             | 2034-12-06      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP PARIBAS                              | CUSIP: 09659W2C7<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   2050000 | PA      | $2019503.56   | 0.05%             | 2027-11-16      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP PARIBAS                              | CUSIP: 09659W2T0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    630000 | PA      | $616343.13    | 0.02%             | 2028-01-20      | Variable      | 2.59%                 | Yes           |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP PARIBAS                              | CUSIP: 09659W3A0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    550000 | PA      | $576677.10    | 0.02%             | 2033-01-13      | Variable      | 5.79%                 | Yes           |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO                                | CUSIP: 097023CV5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    215000 | PA      | $219426.07    | 0.01%             | 2040-05-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO                                | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    303000 | PA      | $302737.92    | 0.01%             | 2050-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO                                | CUSIP: 097023CX1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   2317000 | PA      | $2319923.52   | 0.06%             | 2060-05-01      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO/THE                            | CUSIP: 097023DS1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    846000 | PA      | $936257.23    | 0.03%             | 2034-05-01      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO/THE                            | CUSIP: 097023DT9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    200000 | PA      | $228156.16    | 0.01%             | 2054-05-01      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO/THE                            | CUSIP: 097023DU6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    345000 | PA      | $399493.63    | 0.01%             | 2064-05-01      | Fixed         | 7.01%                 | No            |                  2 | On Loan: No      |
| Bon Secours Mercy Health Inc                                                     | BON SECOURS HLTH                         | CUSIP: 09778PAA3<br>LEI: 5493006NA7JSVYYYF398 | Long             | DBT              | CORP              | US        |    590000 | PA      | $573098.49    | 0.02%             | 2030-06-01      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| Boston Gas Co                                                                    | BOSTON GAS CO                            | CUSIP: 100743AK9<br>LEI: FN7P4E7K9JOBORDEUX61 | Long             | DBT              | CORP              | US        |    140000 | PA      | $137487.49    | 0.00%             | 2027-08-01      | Fixed         | 3.15%                 | Yes           |                  2 | On Loan: No      |
| Boston Gas Co                                                                    | BOSTON GAS CO                            | CUSIP: 100743AM5<br>LEI: FN7P4E7K9JOBORDEUX61 | Long             | DBT              | CORP              | US        |    120000 | PA      | $112956.81    | 0.00%             | 2032-03-16      | Fixed         | 3.76%                 | Yes           |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                   | BP CAP MKTS AMER                         | CUSIP: 10373QBM1<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    345000 | PA      | $307477.44    | 0.01%             | 2030-08-10      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                   | BP CAP MKTS AMER                         | CUSIP: 10373QBN9<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    470000 | PA      | $295854.11    | 0.01%             | 2050-11-10      | Fixed         | 2.77%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                   | BP CAP MKTS AMER                         | CUSIP: 10373QBP4<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    925000 | PA      | $598057.93    | 0.02%             | 2051-06-04      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                   | BP CAP MKTS AMER                         | CUSIP: 10373QBQ2<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    370000 | PA      | $246626.62    | 0.01%             | 2061-02-08      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                   | BP CAP MKTS AMER                         | CUSIP: 10373QBS8<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |   1206000 | PA      | $785113.03    | 0.02%             | 2052-03-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                   | BP CAP MKTS AMER                         | CUSIP: 10373QBT6<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |   3040000 | PA      | $2758695.70   | 0.07%             | 2032-01-12      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                   | BP CAP MKTS AMER                         | CUSIP: 10373QBU3<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |   1580000 | PA      | $1598487.96   | 0.04%             | 2033-02-13      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                   | BP CAP MKTS AMER                         | CUSIP: 10373QBV1<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |   1240000 | PA      | $1257998.45   | 0.03%             | 2033-09-11      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                   | BP CAP MKTS AMER                         | CUSIP: 10373QCA6<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |   1120000 | PA      | $1157447.55   | 0.03%             | 2034-11-17      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| Brighthouse Financial Global Funding                                             | BRIGHTHS FIN GLB                         | CUSIP: 10921U2C1<br>LEI: 549300BLFX3KJ2IFOA78 | Long             | DBT              | CORP              | US        |    525000 | PA      | $514872.94    | 0.01%             | 2026-05-24      | Fixed         | 1.55%                 | Yes           |                  2 | On Loan: No      |
| Brighthouse Financial Global Funding                                             | BRIGHTHS FIN GLB                         | CUSIP: 10921U2E7<br>LEI: 549300BLFX3KJ2IFOA78 | Long             | DBT              | CORP              | US        |    520000 | PA      | $484095.84    | 0.01%             | 2028-06-28      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| Brighthouse Financial Global Funding                                             | BRIGHTHS FIN GLB                         | CUSIP: 10921U2L1<br>LEI: 549300BLFX3KJ2IFOA78 | Long             | DBT              | CORP              | US        |   1186000 | PA      | $1218059.92   | 0.03%             | 2029-06-10      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                          | BRISTOL-MYERS                            | CUSIP: 110122CQ9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    255000 | PA      | $230916.83    | 0.01%             | 2039-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                          | BRISTOL-MYERS                            | CUSIP: 110122CR7<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   1822000 | PA      | $1509932.30   | 0.04%             | 2049-10-26      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                          | BRISTOL-MYERS                            | CUSIP: 110122DL9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    169000 | PA      | $147826.58    | 0.00%             | 2048-02-20      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                          | BRISTOL-MYERS                            | CUSIP: 110122DV7<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   1785000 | PA      | $1442015.57   | 0.04%             | 2042-03-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                          | BRISTOL-MYERS                            | CUSIP: 110122DX3<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    200000 | PA      | $146500.94    | 0.00%             | 2062-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Broadcom Corp / Broadcom Cayman Finance Ltd                                      | BRDCOM CRP / FIN                         | CUSIP: 11134LAH2<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    305000 | PA      | $305000.00    | 0.01%             | 2027-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                             | CUSIP: 11135FAQ4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    130000 | PA      | $129374.83    | 0.00%             | 2030-11-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                             | CUSIP: 11135FBA8<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    170000 | PA      | $173439.34    | 0.00%             | 2029-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                             | CUSIP: 11135FBF7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    710000 | PA      | $623007.65    | 0.02%             | 2033-02-15      | Fixed         | 2.60%                 | Yes           |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                             | CUSIP: 11135FBJ9<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    850000 | PA      | $699438.58    | 0.02%             | 2041-02-15      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                             | CUSIP: 11135FBK6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1320000 | PA      | $1220381.87   | 0.03%             | 2033-04-15      | Fixed         | 3.42%                 | Yes           |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                             | CUSIP: 11135FBQ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    403000 | PA      | $344024.65    | 0.01%             | 2036-11-15      | Fixed         | 3.19%                 | Yes           |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                             | CUSIP: 11135FBX8<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    955000 | PA      | $983693.80    | 0.03%             | 2029-07-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                             | CUSIP: 11135FCB5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    525000 | PA      | $527678.49    | 0.01%             | 2030-02-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                             | CUSIP: 11135FCC3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    255000 | PA      | $256597.14    | 0.01%             | 2032-02-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                             | CUSIP: 11135FCD1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201174.39    | 0.01%             | 2034-10-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                             | CUSIP: 11135FCK5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1580000 | PA      | $1603682.81   | 0.04%             | 2030-07-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                             | CUSIP: 11135FCL3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1734000 | PA      | $1773370.45   | 0.05%             | 2032-07-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                             | CUSIP: 11135FCY5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1270000 | PA      | $1266206.45   | 0.03%             | 2036-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Brooklyn Union Gas Co/The                                                        | BROOKLYN UNION                           | CUSIP: 114259AQ7<br>LEI: 83BQ1DXS6VA5GZFK8S35 | Long             | DBT              | CORP              | US        |    708000 | PA      | $568752.04    | 0.02%             | 2048-03-15      | Fixed         | 4.27%                 | Yes           |                  2 | On Loan: No      |
| County of Broward FL Airport System Revenue                                      | BROWARD CNTY FL ARPT                     | CUSIP: 114894ZW1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    300000 | PA      | $256951.20    | 0.01%             | 2043-10-01      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| Brown University                                                                 | BROWN UNIVERSITY                         | CUSIP: 11575TAC2<br>LEI: 9M13ULPHBPDR83N6CB89 | Long             | DBT              | CORP              | US        |    155000 | PA      | $104404.49    | 0.00%             | 2050-09-01      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | BURLINGTON NORTH                         | CUSIP: 12189LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    340000 | PA      | $359957.50    | 0.01%             | 2040-05-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | BURLINGTON NORTH                         | CUSIP: 12189LAU5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    420000 | PA      | $377947.19    | 0.01%             | 2044-09-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | BURLINGTON NORTH                         | CUSIP: 12189LAW1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    415000 | PA      | $353703.16    | 0.01%             | 2045-04-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | BURLINGTON NORTH                         | CUSIP: 12189LBC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $49254.12     | 0.00%             | 2048-06-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | BURLINGTON NORTH                         | CUSIP: 12189LBF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    405000 | PA      | $273630.54    | 0.01%             | 2051-02-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | BURLINGTON NORTH                         | CUSIP: 12189LBH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    705000 | PA      | $451352.59    | 0.01%             | 2052-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | BURLINGTON NORTH                         | CUSIP: 12189LBJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     17000 | PA      | $14574.61     | 0.00%             | 2053-01-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| CENT 2025-CITY                                                                   | CENT 2025-CITY A                         | CUSIP: 12517TAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1015000 | PA      | $1026479.95   | 0.03%             | 2040-07-10      | Variable      | 5.09%                 | Yes           |                  2 | On Loan: No      |
| CF Hippolyta Issuer LLC                                                          | SORT 2021-1A A1                          | CUSIP: 12530MAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    342402 | PA      | $285056.39    | 0.01%             | 2061-03-15      | Fixed         | 1.53%                 | Yes           |                  2 | On Loan: No      |
| CF Hippolyta Issuer LLC                                                          | SORT 2022-1A A1                          | CUSIP: 12530MAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    108932 | PA      | $105292.47    | 0.00%             | 2062-08-15      | Fixed         | 5.97%                 | Yes           |                  2 | On Loan: No      |
| CK Hutchison International 20 Ltd                                                | CK HUTCHISON INT                         | CUSIP: 12564HAB1<br>LEI: 254900SSPRZHBMNJF043 | Long             | DBT              | CORP              | KY        |    560000 | PA      | $409725.33    | 0.01%             | 2050-05-08      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| CSL Finance PLC                                                                  | CSL FINANCE PLC                          | CUSIP: 12661PAE9<br>LEI: 2549007CCNBNAF4HBC02 | Long             | DBT              | CORP              | GB        |   1164000 | PA      | $1028707.99   | 0.03%             | 2052-04-27      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP                          | CUSIP: 126650CM0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    230000 | PA      | $224040.02    | 0.01%             | 2035-07-20      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP                          | CUSIP: 126650CZ1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    300000 | PA      | $267087.25    | 0.01%             | 2048-03-25      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP                          | CUSIP: 126650DY3<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    555000 | PA      | $567749.64    | 0.02%             | 2033-06-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP                          | CUSIP: 126650EB2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    150000 | PA      | $155031.76    | 0.00%             | 2029-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP                          | CUSIP: 126650ED8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    300000 | PA      | $312928.87    | 0.01%             | 2034-06-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP                          | CUSIP: 126650EF3<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    908000 | PA      | $918059.64    | 0.02%             | 2054-06-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| CRH SMW Finance DAC                                                              | CRH SMW FINANCE                          | CUSIP: 12704PAB4<br>LEI: 54930044475SH442C864 | Long             | DBT              | CORP              | IE        |    770000 | PA      | $792684.28    | 0.02%             | 2030-01-09      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                                     | CAIXABANK                                | CUSIP: 12803RAK0<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |   1305000 | PA      | $1313717.97   | 0.04%             | 2029-07-03      | Variable      | 4.63%                 | Yes           |                  2 | On Loan: No      |
| CaixaBank SA                                                                     | CAIXABANK                                | CUSIP: 12803RAL8<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |   1251000 | PA      | $1264360.02   | 0.03%             | 2031-07-03      | Variable      | 4.88%                 | Yes           |                  2 | On Loan: No      |
| California Health Facilities Financing Authority                                 | CA ST HLTH FACS AUTH                     | CUSIP: 13032UD88<br>LEI: 5493007RI8BUDOGHZ546 | Long             | DBT              | MUN               | US        |    120000 | PA      | $113307.88    | 0.00%             | 2037-06-01      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CA TXB-VAR PURP                          | CUSIP: 13063A5E0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    155000 | PA      | $181865.64    | 0.00%             | 2034-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CA TXB-VAR PURP                          | CUSIP: 13063A5G5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    375000 | PA      | $457543.09    | 0.01%             | 2039-04-01      | Fixed         | 7.55%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CA ST-BABS                               | CUSIP: 13063A7D0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1400000 | PA      | $1637895.14   | 0.04%             | 2039-10-01      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CALIFORNIA ST-TXBL                       | CUSIP: 13063D7G7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    885000 | PA      | $922818.09    | 0.02%             | 2041-10-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| California State University                                                      | CALIFORNIA ST UNIV-B                     | CUSIP: 13077DRV6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    445000 | PA      | $301223.21    | 0.01%             | 2052-11-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| California State University                                                      | CALIFORNIA ST UNIV-B                     | CUSIP: 13077DRW4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    350000 | PA      | $235768.16    | 0.01%             | 2052-11-01      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                               | CAN IMPERIAL BK                          | CUSIP: 13607L8C0<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   1105000 | PA      | $1126976.68   | 0.03%             | 2027-06-28      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                               | CAN IMPERIAL BK                          | CUSIP: 13607PHS6<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    925000 | PA      | $935762.99    | 0.03%             | 2030-09-11      | Variable      | 4.63%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                               | CAN IMPERIAL BK                          | CUSIP: 13607PHT4<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    925000 | PA      | $927758.29    | 0.02%             | 2027-09-11      | Variable      | 4.51%                 | No            |                  2 | On Loan: No      |
| Canadian National Railway Co                                                     | CANADIAN NATL RR                         | CUSIP: 136375CZ3<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    205000 | PA      | $123093.20    | 0.00%             | 2050-05-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co                                                      | CANADIAN PACIFIC                         | CUSIP: 13645RBF0<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    400000 | PA      | $356254.30    | 0.01%             | 2031-12-02      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co                                                      | CANADIAN PACIFIC                         | CUSIP: 13648TAE7<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    480000 | PA      | $449958.72    | 0.01%             | 2045-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                       | CAPITAL ONE FINL                         | CUSIP: 14040HCY9<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    250000 | PA      | $262204.11    | 0.01%             | 2034-02-01      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                       | CAPITAL ONE FINL                         | CUSIP: 14040HCZ6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    387000 | PA      | $405925.88    | 0.01%             | 2029-06-08      | Variable      | 6.31%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                       | CAPITAL ONE FINL                         | CUSIP: 14040HDA0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   1246000 | PA      | $1346578.79   | 0.04%             | 2034-06-08      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                       | CAPITAL ONE FINL                         | CUSIP: 14040HDB8<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    455000 | PA      | $468548.08    | 0.01%             | 2027-10-29      | Variable      | 7.15%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                       | CAPITAL ONE FINL                         | CUSIP: 14040HDC6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    914000 | PA      | $1033798.98   | 0.03%             | 2031-10-30      | Variable      | 7.62%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                       | CAPITAL ONE FINL                         | CUSIP: 14040HDE2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    208000 | PA      | $215967.48    | 0.01%             | 2030-02-01      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                       | CAPITAL ONE FINL                         | CUSIP: 14040HDF9<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   1233000 | PA      | $1307487.80   | 0.04%             | 2035-02-01      | Variable      | 6.05%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                       | CAPITAL ONE FINL                         | CUSIP: 14040HDJ1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    540000 | PA      | $560635.78    | 0.02%             | 2036-01-30      | Variable      | 6.18%                 | No            |                  2 | On Loan: No      |
| Cargill Inc                                                                      | CARGILL INC                              | CUSIP: 141784BH0<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |    645000 | PA      | $676955.79    | 0.02%             | 2028-05-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                         | DUKE ENERGY PROG                         | CUSIP: 144141CY2<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    365000 | PA      | $402492.25    | 0.01%             | 2038-04-01      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                         | CAROLINA P & L                           | CUSIP: 144141DD7<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    118000 | PA      | $100400.64    | 0.00%             | 2043-03-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Castlelake Aircraft Structured Trust 2019-1                                      | CLAST 2019-1A A                          | CUSIP: 14855MAA6<br>LEI: 549300MHTIBONNXM3R82 | Long             | ABS-CBDO         | CORP              | US        |    269794 | PA      | $263051.75    | 0.01%             | 2039-04-15      | Fixed         | 3.97%                 | Yes           |                  2 | On Loan: No      |
| Caterpillar Inc                                                                  | CATERPILLAR INC                          | CUSIP: 149123CL3<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    810000 | PA      | $838264.89    | 0.02%             | 2035-05-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CommonSpirit Health                                                              | CATHOLIC HEALTH                          | CUSIP: 14916RAD6<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    601000 | PA      | $519043.31    | 0.01%             | 2042-11-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Cedars-Sinai Health System                                                       | CEDARS-SINAI HLT                         | CUSIP: 15073LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1330000 | PA      | $1191475.57   | 0.03%             | 2031-08-15      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Resources Corp                                                | CENTERPOINT ENER                         | CUSIP: 15189WAL4<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |   1369000 | PA      | $1363042.71   | 0.04%             | 2028-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Resources Corp                                                | CENTERPOINT ENER                         | CUSIP: 15189WAS9<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |    145000 | PA      | $149698.76    | 0.00%             | 2034-07-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                                          | CENTERPOINT HOUS                         | CUSIP: 15189XAT5<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    195000 | PA      | $163559.08    | 0.00%             | 2049-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                                          | CENTERPOINT HOUS                         | CUSIP: 15189XBE7<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    465000 | PA      | $475439.67    | 0.01%             | 2034-03-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                                          | CENTERPOINT HOUS                         | CUSIP: 15189XBF4<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    255000 | PA      | $257846.27    | 0.01%             | 2035-03-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Resources Corp                                                | CENTERPOINT ENER                         | CUSIP: 15189YAG1<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |   1109000 | PA      | $1137622.38   | 0.03%             | 2028-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Resources Corp                                                | CENTERPOINT ENER                         | CUSIP: 15189YAH9<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |    868000 | PA      | $896308.40    | 0.02%             | 2033-03-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT                         | CUSIP: 161175BA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    755000 | PA      | $745779.96    | 0.02%             | 2045-10-23      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT                         | CUSIP: 161175BL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    295000 | PA      | $254764.35    | 0.01%             | 2047-05-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT                         | CUSIP: 161175BT0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    600000 | PA      | $474396.58    | 0.01%             | 2050-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT                         | CUSIP: 161175BV5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    675000 | PA      | $445180.23    | 0.01%             | 2051-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT                         | CUSIP: 161175CE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2789000 | PA      | $2008921.66   | 0.05%             | 2042-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT                         | CUSIP: 161175CJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    650000 | PA      | $615946.98    | 0.02%             | 2033-04-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT                         | CUSIP: 161175CQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    170000 | PA      | $178396.44    | 0.00%             | 2029-06-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT                         | CUSIP: 161175CS1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     85000 | PA      | $85832.85     | 0.00%             | 2035-12-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners LP                                                      | CHENIERE ENERGYP                         | CUSIP: 16411QAQ4<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    560000 | PA      | $592620.75    | 0.02%             | 2033-06-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Chesapeake Funding II LLC                                                        | CFII 2024-1A A1                          | CUSIP: 165183DE1<br>LEI: 5493000HT7H4OFOD6Z12 | Long             | ABS-CBDO         | CORP              | US        |    410790 | PA      | $415934.22    | 0.01%             | 2036-05-15      | Fixed         | 5.52%                 | Yes           |                  2 | On Loan: No      |
| Chicago Transit Authority Sales & Transfer Tax Receipts Revenue                  | CHICAGO TRANSIT SER A                    | CUSIP: 167725AC4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1623690 | PA      | $1814126.38   | 0.05%             | 2040-12-01      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Chicago Transit Authority Sales & Transfer Tax Receipts Revenue                  | CHICAGO TRANSIT SER B                    | CUSIP: 167725AF7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    750845 | PA      | $838909.06    | 0.02%             | 2040-12-01      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Chicago Transit Authority Sales Tax Receipts Fund                                | CHICAGO TRANSIT BAB                      | CUSIP: 16772PAQ9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    550000 | PA      | $579282.11    | 0.02%             | 2040-12-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Children's Hospital Corp/The                                                     | CHILDREN'S HOSP                          | CUSIP: 16876BAB8<br>LEI: 549300NXFO6BISJLOS32 | Long             | DBT              | CORP              | US        |    160000 | PA      | $98864.67     | 0.00%             | 2050-02-01      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bond                                              | CHILE                                    | CUSIP: 168863DT2<br>LEI: N/A                  | Long             | DBT              | NUSS              | CL        |   1085000 | PA      | $932876.57    | 0.03%             | 2033-07-27      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bond                                              | CHILE                                    | CUSIP: 168863DV7<br>LEI: N/A                  | Long             | DBT              | NUSS              | CL        |    545000 | PA      | $499325.90    | 0.01%             | 2034-01-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Cisco Systems Inc                                                                | CISCO SYSTEMS                            | CUSIP: 17275RBS0<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    795000 | PA      | $822690.25    | 0.02%             | 2031-02-26      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Cisco Systems Inc                                                                | CISCO SYSTEMS                            | CUSIP: 17275RBT8<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |   1045000 | PA      | $1080625.80   | 0.03%             | 2034-02-26      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Cisco Systems Inc                                                                | CISCO SYSTEMS                            | CUSIP: 17275RBU5<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    305000 | PA      | $301045.84    | 0.01%             | 2054-02-26      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                            | CUSIP: 172967LS8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    839000 | PA      | $827778.27    | 0.02%             | 2028-10-27      | Variable      | 3.52%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                            | CUSIP: 172967LU3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1025000 | PA      | $900996.88    | 0.02%             | 2039-01-24      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                            | CUSIP: 172967NA5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1213000 | PA      | $1189893.43   | 0.03%             | 2027-06-09      | Variable      | 1.46%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                            | CUSIP: 172967NF4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    560000 | PA      | $409919.66    | 0.01%             | 2042-11-03      | Variable      | 2.90%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                            | CUSIP: 172967NG2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $984702.14    | 0.03%             | 2028-02-24      | Variable      | 3.07%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                            | CUSIP: 172967PF2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    500000 | PA      | $513097.18    | 0.01%             | 2030-02-13      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                            | CUSIP: 172967QA2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2598000 | PA      | $2646622.56   | 0.07%             | 2031-05-07      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                            | CUSIP: 172967QF1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    565000 | PA      | $565253.30    | 0.02%             | 2031-09-11      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                            | CUSIP: 172967QH7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    585000 | PA      | $590835.92    | 0.02%             | 2036-09-11      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                            | CUSIP: 17327CBA0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    760000 | PA      | $777307.69    | 0.02%             | 2036-03-27      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| Cleco Securitization I LLC                                                       | CLECO SECURIT I                          | CUSIP: 185512AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    765000 | PA      | $737600.19    | 0.02%             | 2044-09-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Cleco Corporate Holdings LLC                                                     | CLECO CORP                               | CUSIP: 18551PAC3<br>LEI: 5493002H80P81B3HXL31 | Long             | DBT              | CORP              | US        |     39000 | PA      | $38781.39     | 0.00%             | 2026-05-01      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| Cleco Corporate Holdings LLC                                                     | CLECO CORP                               | CUSIP: 18551PAE9<br>LEI: 5493002H80P81B3HXL31 | Long             | DBT              | CORP              | US        |    405000 | PA      | $378536.21    | 0.01%             | 2029-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CNO Global Funding                                                               | CNO GLOBAL FUND                          | CUSIP: 18977W2C3<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |    370000 | PA      | $349933.03    | 0.01%             | 2029-01-06      | Fixed         | 2.65%                 | Yes           |                  2 | On Loan: No      |
| CNO Global Funding                                                               | CNO GLOBAL FUND                          | CUSIP: 18977W2D1<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |   1035000 | PA      | $1062547.65   | 0.03%             | 2027-06-04      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| CNO Global Funding                                                               | CNO GLOBAL FUND                          | CUSIP: 18977W2G4<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |    215000 | PA      | $218007.60    | 0.01%             | 2027-12-10      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Coca-Cola Consolidated Inc                                                       | COCA-COLA CONSOL                         | CUSIP: 191098AM4<br>LEI: 57VG5X0E00X0QJU7CQ58 | Long             | DBT              | CORP              | US        |    208000 | PA      | $215079.63    | 0.01%             | 2029-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Columbia Pipelines Holding Co LLC                                                | COLUMBIA PIPE HC                         | CUSIP: 19828AAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    140000 | PA      | $144328.29    | 0.00%             | 2034-01-15      | Fixed         | 5.68%                 | Yes           |                  2 | On Loan: No      |
| Columbia Pipelines Holding Co LLC                                                | COLUMBIA PIPE HC                         | CUSIP: 19828AAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    265000 | PA      | $269030.06    | 0.01%             | 2031-10-01      | Fixed         | 5.10%                 | Yes           |                  2 | On Loan: No      |
| Columbia Pipelines Operating Co LLC                                              | COLUMBIA PIPE OC                         | CUSIP: 19828TAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    355000 | PA      | $375588.16    | 0.01%             | 2030-08-15      | Fixed         | 5.93%                 | Yes           |                  2 | On Loan: No      |
| Columbia Pipelines Operating Co LLC                                              | COLUMBIA PIPE OC                         | CUSIP: 19828TAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1075000 | PA      | $1147247.70   | 0.03%             | 2033-11-15      | Fixed         | 6.04%                 | Yes           |                  2 | On Loan: No      |
| Columbia Pipelines Operating Co LLC                                              | COLUMBIA PIPE OC                         | CUSIP: 19828TAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    247000 | PA      | $270853.52    | 0.01%             | 2063-08-15      | Fixed         | 6.71%                 | Yes           |                  2 | On Loan: No      |
| Columbia Pipelines Operating Co LLC                                              | COLUMBIA PIPE OC                         | CUSIP: 19828TAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1202000 | PA      | $1279104.96   | 0.03%             | 2043-08-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                             | CUSIP: 20030NAF8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    110000 | PA      | $116100.01    | 0.00%             | 2035-06-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                             | CUSIP: 20030NAK7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     24000 | PA      | $26857.84     | 0.00%             | 2035-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                             | CUSIP: 20030NCC3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    586000 | PA      | $457390.09    | 0.01%             | 2047-11-01      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                             | CUSIP: 20030NCG4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    604000 | PA      | $461582.13    | 0.01%             | 2052-11-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                             | CUSIP: 20030NCY5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    845000 | PA      | $673526.75    | 0.02%             | 2039-11-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                             | CUSIP: 20030NDG3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    145000 | PA      | $140252.85    | 0.00%             | 2030-04-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                             | CUSIP: 20030NDH1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    450000 | PA      | $377856.23    | 0.01%             | 2040-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                             | CUSIP: 20030NDP3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1025000 | PA      | $564738.41    | 0.02%             | 2052-08-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                             | CUSIP: 20030NDQ1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    615000 | PA      | $322955.77    | 0.01%             | 2062-08-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                             | CUSIP: 20030NDS7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1120000 | PA      | $689366.47    | 0.02%             | 2051-11-01      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                             | CUSIP: 20030NDU2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   3908000 | PA      | $2317253.21   | 0.06%             | 2056-11-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                             | CUSIP: 20030NDW8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   2093000 | PA      | $1195247.77   | 0.03%             | 2063-11-01      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| CommonSpirit Health                                                              | COMMONSPIRIT                             | CUSIP: 20268JAB9<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |   1015000 | PA      | $978409.35    | 0.03%             | 2029-10-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| CommonSpirit Health                                                              | COMMONSPIRIT                             | CUSIP: 20268JAF0<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    684000 | PA      | $632818.22    | 0.02%             | 2030-10-01      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| CommonSpirit Health                                                              | COMMONSPIRIT                             | CUSIP: 20268JAG8<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |     70000 | PA      | $52690.37     | 0.00%             | 2050-10-01      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| CommonSpirit Health                                                              | COMMONSPIRIT                             | CUSIP: 20268JAR4<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |   1235000 | PA      | $1276884.70   | 0.03%             | 2031-12-01      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                                   | COM BK AUSTRALIA                         | CUSIP: 202712BN4<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |   2285000 | PA      | $2067556.34   | 0.06%             | 2031-03-11      | Fixed         | 2.69%                 | Yes           |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                                   | COM BK AUSTRALIA                         | CUSIP: 20271AAL1<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |   1060000 | PA      | $1095243.54   | 0.03%             | 2028-09-14      | Fixed         | 5.07%                 | Yes           |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                           | COMMONWEALTH EDI                         | CUSIP: 202795JG6<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    375000 | PA      | $322800.44    | 0.01%             | 2045-11-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                           | COMMONWEALTH EDI                         | CUSIP: 202795JJ0<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    115000 | PA      | $89036.61     | 0.00%             | 2046-06-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                           | COMMONWEALTH EDI                         | CUSIP: 202795JK7<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    645000 | PA      | $633436.43    | 0.02%             | 2027-08-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                           | COMMONWEALTH EDI                         | CUSIP: 202795JM3<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    368000 | PA      | $298038.38    | 0.01%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                           | COMMONWEALTH EDI                         | CUSIP: 202795JV3<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    115000 | PA      | $88281.27     | 0.00%             | 2052-03-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                            | CUSIP: 209111FD0<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    185000 | PA      | $163159.40    | 0.00%             | 2044-03-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                            | CUSIP: 209111FF5<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |   2490000 | PA      | $2142823.78   | 0.06%             | 2054-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                            | CUSIP: 209111FG3<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    980000 | PA      | $862694.94    | 0.02%             | 2045-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                            | CUSIP: 209111FH1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     76000 | PA      | $60928.50     | 0.00%             | 2046-06-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                            | CUSIP: 209111FN8<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    500000 | PA      | $383873.75    | 0.01%             | 2057-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                            | CUSIP: 209111FQ1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |   1353000 | PA      | $1129341.09   | 0.03%             | 2058-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                            | CUSIP: 209111FY4<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     50000 | PA      | $39809.41     | 0.00%             | 2050-04-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                            | CUSIP: 209111GC1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    570000 | PA      | $388067.55    | 0.01%             | 2051-12-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                            | CUSIP: 209111GD9<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    156000 | PA      | $167912.59    | 0.00%             | 2052-11-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Constellation Software Inc/Canada                                                | CONSTELLATION ST                         | CUSIP: 21037XAD2<br>LEI: 549300B6PYHMCTDWQV29 | Long             | DBT              | CORP              | CA        |    229000 | PA      | $233991.91    | 0.01%             | 2034-02-16      | Fixed         | 5.46%                 | Yes           |                  2 | On Loan: No      |
| Consumers Energy Co                                                              | CONSUMERS ENERGY                         | CUSIP: 210518DQ6<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1651.67      | 0.00%             | 2052-09-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial Inc                                                         | COREBRIDGE FIN                           | CUSIP: 21871XAK5<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    105000 | PA      | $91267.98     | 0.00%             | 2042-04-05      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial Inc                                                         | COREBRIDGE FIN                           | CUSIP: 21871XAR0<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    190000 | PA      | $203097.22    | 0.01%             | 2033-09-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial Inc                                                         | COREBRIDGE FIN                           | CUSIP: 21871XAS8<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1209751.78   | 0.03%             | 2034-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Corp Nacional del Cobre de Chile                                                 | CODELCO INC                              | CUSIP: 21987BBA5<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |    600000 | PA      | $422923.15    | 0.01%             | 2050-01-30      | Fixed         | 3.70%                 | Yes           |                  2 | On Loan: No      |
| Cottage Health Obligated Group                                                   | COTTAGE HEALTH                           | CUSIP: 22170QAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    295000 | PA      | $209522.27    | 0.01%             | 2049-11-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Cousins Properties LP                                                            | COUSINS LP                               | CUSIP: 222793AC5<br>LEI: 254900ZQIHJ5FQH4C329 | Long             | DBT              | CORP              | US        |    235000 | PA      | $240653.38    | 0.01%             | 2030-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Cox Communications Inc                                                           | COX COMMUN INC                           | CUSIP: 224044CF2<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |   1540000 | PA      | $1457194.52   | 0.04%             | 2035-02-01      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| Credit Agricole SA                                                               | CRED AGRICOLE SA                         | CUSIP: 22535WAJ6<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    355000 | PA      | $374138.29    | 0.01%             | 2029-10-03      | Variable      | 6.32%                 | Yes           |                  2 | On Loan: No      |
| Credit Agricole SA                                                               | CRED AGRICOLE SA                         | CUSIP: 22535WAL1<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    995000 | PA      | $1001089.65   | 0.03%             | 2028-09-11      | Variable      | 4.63%                 | Yes           |                  2 | On Loan: No      |
| Credit Agricole SA                                                               | CRED AGRICOLE SA                         | CUSIP: 22535WAN7<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    250000 | PA      | $263127.59    | 0.01%             | 2036-01-09      | Variable      | 5.86%                 | Yes           |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS GROUP                                | CUSIP: 225401AU2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1195000 | PA      | $1106091.15   | 0.03%             | 2032-05-14      | Variable      | 3.09%                 | Yes           |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS GROUP                                | CUSIP: 225401AZ1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    485000 | PA      | $534883.18    | 0.01%             | 2033-08-12      | Variable      | 6.54%                 | Yes           |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS GROUP                                | CUSIP: 225401BB3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    750000 | PA      | $939784.68    | 0.03%             | 2033-11-15      | Variable      | 9.02%                 | Yes           |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS GROUP                                | CUSIP: 225401BG2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    765000 | PA      | $834156.43    | 0.02%             | 2034-09-22      | Variable      | 6.30%                 | Yes           |                  2 | On Loan: No      |
| UBS AG/Stamford CT                                                               | UBS AG STAMFORD                          | CUSIP: 22550L2M2<br>LEI: 254900R882POXXVAK772 | Long             | DBT              | CORP              | CH        |   1195000 | PA      | $1286269.33   | 0.03%             | 2028-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                 | CROWN CASTLE INT                         | CUSIP: 22822VAL5<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    245000 | PA      | $243781.49    | 0.01%             | 2029-02-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                 | CROWN CASTLE INT                         | CUSIP: 22822VAP6<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    218000 | PA      | $167165.19    | 0.00%             | 2049-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                 | CROWN CASTLE INT                         | CUSIP: 22822VAR2<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    880000 | PA      | $833064.49    | 0.02%             | 2030-07-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                 | CROWN CASTLE INT                         | CUSIP: 22822VAT8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     57000 | PA      | $50722.18     | 0.00%             | 2031-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                 | CROWN CASTLE INT                         | CUSIP: 22822VAW1<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    531000 | PA      | $464710.09    | 0.01%             | 2031-04-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                 | CROWN CASTLE INT                         | CUSIP: 22822VAY7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    470000 | PA      | $418561.64    | 0.01%             | 2031-07-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                 | CROWN CASTLE INC                         | CUSIP: 22822VBB6<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    314000 | PA      | $318313.12    | 0.01%             | 2028-09-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                 | CROWN CASTLE INC                         | CUSIP: 22822VBC4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    678000 | PA      | $685833.21    | 0.02%             | 2033-05-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                 | CROWN CASTLE INC                         | CUSIP: 22822VBD2<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    290000 | PA      | $301142.93    | 0.01%             | 2029-06-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                 | CROWN CASTLE INC                         | CUSIP: 22822VBE0<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    800000 | PA      | $841388.43    | 0.02%             | 2034-03-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                 | CROWN CASTLE INC                         | CUSIP: 22822VBF7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    402000 | PA      | $407884.81    | 0.01%             | 2029-09-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                 | CROWN CASTLE INC                         | CUSIP: 22822VBG5<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    587000 | PA      | $592764.42    | 0.02%             | 2034-09-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| DB Master Finance LLC                                                            | DNKN 2019-1A A2II                        | CUSIP: 233046AK7<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-CBDO         | CORP              | US        |    380700 | PA      | $379336.37    | 0.01%             | 2049-05-20      | Fixed         | 4.02%                 | Yes           |                  2 | On Loan: No      |
| DNB Bank ASA                                                                     | DNB BANK ASA                             | CUSIP: 23329PAG5<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |    960000 | PA      | $943187.60    | 0.03%             | 2027-05-25      | Variable      | 1.53%                 | Yes           |                  2 | On Loan: No      |
| DTE Energy Co                                                                    | DTE ENERGY CO                            | CUSIP: 233331BM8<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    640000 | PA      | $648208.38    | 0.02%             | 2027-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| DTE Energy Co                                                                    | DTE ENERGY CO                            | CUSIP: 233331BN6<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    565000 | PA      | $582287.12    | 0.02%             | 2030-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Daimler Truck Finance North America LLC                                          | DAIMLER TRUCK                            | CUSIP: 233853AM2<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    445000 | PA      | $441503.39    | 0.01%             | 2027-04-07      | Fixed         | 3.65%                 | Yes           |                  2 | On Loan: No      |
| Daimler Truck Finance North America LLC                                          | DAIMLER TRUCK                            | CUSIP: 233853AQ3<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152591.60    | 0.00%             | 2028-01-19      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Daimler Truck Finance North America LLC                                          | DAIMLER TRUCK                            | CUSIP: 233853AV2<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    210000 | PA      | $212130.03    | 0.01%             | 2027-01-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Daimler Truck Finance North America LLC                                          | DAIMLER TRUCK                            | CUSIP: 233853AW0<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    355000 | PA      | $362294.14    | 0.01%             | 2034-01-18      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Daimler Truck Finance North America LLC                                          | DAIMLER TRUCK                            | CUSIP: 233853BH2<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    465000 | PA      | $465717.50    | 0.01%             | 2030-10-12      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| Dallas Fort Worth International Airport                                          | DALLAS-FORT WORTH-C                      | CUSIP: 2350366Z8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    220000 | PA      | $179857.77    | 0.00%             | 2040-11-01      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| Dallas Fort Worth International Airport                                          | DALLAS-FORT WORTH TX                     | CUSIP: 2350368N3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    515000 | PA      | $375681.38    | 0.01%             | 2046-11-01      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| Dallas Fort Worth International Airport                                          | DALLAS-FORT WORTH-A                      | CUSIP: 23503CAN7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    205000 | PA      | $180070.73    | 0.00%             | 2051-11-01      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| Dallas Fort Worth International Airport                                          | DALLAS-FORT WORTH-A                      | CUSIP: 23503CAP2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     75000 | PA      | $62409.43     | 0.00%             | 2051-11-01      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                                  | DANSKE BANK A/S                          | CUSIP: 23636ABB6<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |   1605000 | PA      | $1564088.15   | 0.04%             | 2027-09-10      | Variable      | 1.55%                 | Yes           |                  2 | On Loan: No      |
| Danone SA                                                                        | DANONE                                   | CUSIP: 23636TAE0<br>LEI: 969500KMUQ2B6CBAF162 | Long             | DBT              | CORP              | FR        |    735000 | PA      | $726277.65    | 0.02%             | 2026-11-02      | Fixed         | 2.95%                 | Yes           |                  2 | On Loan: No      |
| John Deere Capital Corp                                                          | JOHN DEERE CAP                           | CUSIP: 24422EXE4<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    565000 | PA      | $591108.18    | 0.02%             | 2033-09-08      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                          | JOHN DEERE CAP                           | CUSIP: 24422EXH7<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    755000 | PA      | $766224.22    | 0.02%             | 2029-01-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                          | JOHN DEERE CAP                           | CUSIP: 24422EXX2<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    400000 | PA      | $402885.04    | 0.01%             | 2031-09-08      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Diageo Capital PLC                                                               | DIAGEO CAP PLC                           | CUSIP: 25243YBB4<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |   2108000 | PA      | $1972176.42   | 0.05%             | 2029-10-24      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                                               | WALT DISNEY CO                           | CUSIP: 254687EV4<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |     26000 | PA      | $24087.94     | 0.00%             | 2044-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                                               | WALT DISNEY CO                           | CUSIP: 254687FM3<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    424000 | PA      | $273374.33    | 0.01%             | 2049-09-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                                               | WALT DISNEY CO                           | CUSIP: 254687FY7<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    849000 | PA      | $711681.47    | 0.02%             | 2040-05-13      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TWDC Enterprises 18 Corp                                                         | WALT DISNEY CO                           | CUSIP: 25468PCP9<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |    133000 | PA      | $119904.84    | 0.00%             | 2041-08-16      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| DNB Bank ASA                                                                     | DNB BANK ASA                             | CUSIP: 25601B2B0<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |   1330000 | PA      | $1280831.51   | 0.03%             | 2028-03-30      | Variable      | 1.60%                 | Yes           |                  2 | On Loan: No      |
| Dominion Energy Inc                                                              | DOMINION RES                             | CUSIP: 25746UBM0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    225000 | PA      | $208331.66    | 0.01%             | 2041-08-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                              | DOMINION ENERGY                          | CUSIP: 25746UCZ0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    760000 | PA      | $642233.41    | 0.02%             | 2049-03-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                              | DOMINION ENERGY                          | CUSIP: 25746UDG1<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    298000 | PA      | $286340.99    | 0.01%             | 2030-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                              | DOMINION ENERGY                          | CUSIP: 25746UDQ9<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   3007000 | PA      | $2615216.98   | 0.07%             | 2052-08-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                              | DOMINION ENERGY                          | CUSIP: 25746UDR7<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   1470000 | PA      | $1528306.17   | 0.04%             | 2032-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                              | DOMINION ENERGY                          | CUSIP: 25746UDY2<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    785000 | PA      | $792988.93    | 0.02%             | 2028-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Domino's Pizza Master Issuer LLC                                                 | DPABS 2021-1A A2I                        | CUSIP: 25755TAN0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    262575 | PA      | $248227.22    | 0.01%             | 2051-04-25      | Fixed         | 2.66%                 | Yes           |                  2 | On Loan: No      |
| Domino's Pizza Master Issuer LLC                                                 | DPABS 2021-1A A2II                       | CUSIP: 25755TAP5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    724512 | PA      | $662353.75    | 0.02%             | 2051-04-25      | Fixed         | 3.15%                 | Yes           |                  2 | On Loan: No      |
| Duke Energy Corp                                                                 | DUKE ENERGY CORP                         | CUSIP: 26441CAP0<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1070534.30   | 0.03%             | 2045-12-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                 | DUKE ENERGY COR                          | CUSIP: 26441CAT2<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    645000 | PA      | $494960.65    | 0.01%             | 2046-09-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                 | DUKE ENERGY COR                          | CUSIP: 26441CAY1<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    200000 | PA      | $155644.98    | 0.00%             | 2047-08-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                 | DUKE ENERGY COR                          | CUSIP: 26441CBE4<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    350000 | PA      | $340214.42    | 0.01%             | 2029-06-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                 | DUKE ENERGY COR                          | CUSIP: 26441CBF1<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    525000 | PA      | $420623.43    | 0.01%             | 2049-06-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                 | DUKE ENERGY COR                          | CUSIP: 26441CBH7<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    470000 | PA      | $432930.84    | 0.01%             | 2030-06-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                 | DUKE ENERGY COR                          | CUSIP: 26441CBM6<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   1120000 | PA      | $864150.22    | 0.02%             | 2041-06-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                 | DUKE ENERGY COR                          | CUSIP: 26441CBN4<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   1190000 | PA      | $839013.67    | 0.02%             | 2051-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                 | DUKE ENERGY COR                          | CUSIP: 26441CBT1<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    625000 | PA      | $621221.15    | 0.02%             | 2032-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                 | DUKE ENERGY COR                          | CUSIP: 26441CBU8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   2053000 | PA      | $1849837.75   | 0.05%             | 2052-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                 | DUKE ENERGY COR                          | CUSIP: 26441CCF0<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   1625000 | PA      | $1642905.86   | 0.04%             | 2054-06-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                 | DUKE ENERGY COR                          | CUSIP: 26441CCJ2<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    565000 | PA      | $561267.84    | 0.02%             | 2035-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                 | DUKE ENERGY COR                          | CUSIP: 26441CCK9<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   1295000 | PA      | $1290101.53   | 0.03%             | 2055-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | DUKE ENERGY CAR                          | CUSIP: 26442CAA2<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    493000 | PA      | $531309.43    | 0.01%             | 2037-06-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | DUKE ENERGY CAR                          | CUSIP: 26442CAT1<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    470000 | PA      | $360915.64    | 0.01%             | 2047-12-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | DUKE ENERGY CAR                          | CUSIP: 26442CBJ2<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    148000 | PA      | $152314.87    | 0.00%             | 2033-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | DUKE ENERGY CAR                          | CUSIP: 26442CBK9<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |   1075000 | PA      | $1053196.38   | 0.03%             | 2053-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Duke University                                                                  | DUKE UNIVERSITY                          | CUSIP: 26442TAH0<br>LEI: FY5ICUIRRDCHN4HHL592 | Long             | DBT              | CORP              | US        |    775000 | PA      | $493207.31    | 0.01%             | 2055-10-01      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                         | DUKE ENERGY PROG                         | CUSIP: 26442UAB0<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |   2045000 | PA      | $1733887.48   | 0.05%             | 2045-08-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                         | DUKE ENERGY PROG                         | CUSIP: 26442UAK0<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |     70000 | PA      | $41927.02     | 0.00%             | 2050-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                         | DUKE ENERGY PROG                         | CUSIP: 26442UAM6<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |     70000 | PA      | $44831.32     | 0.00%             | 2051-08-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                         | DUKE ENERGY PROG                         | CUSIP: 26442UAU8<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |   1220000 | PA      | $1241395.90   | 0.03%             | 2035-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress Nc Storm Funding II LLC                                     | DUKE ENE  II                             | CUSIP: 26443NAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1148428.73   | 0.03%             | 2048-01-01      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas Nc Storm Funding II LLC                                    | DUKE ENERGY II                           | CUSIP: 26443UAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1125000 | PA      | $1123643.45   | 0.03%             | 2048-01-01      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress NC Storm Funding LLC                                        | DUKE ENERGY PROG                         | CUSIP: 26444BAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1010000 | PA      | $860837.23    | 0.02%             | 2039-07-01      | Fixed         | 2.39%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                          | DUKE ENERGY FLA                          | CUSIP: 26444HAA9<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    170000 | PA      | $125719.03    | 0.00%             | 2046-10-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                          | DUKE ENERGY FLA                          | CUSIP: 26444HAN1<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    155000 | PA      | $163226.65    | 0.00%             | 2052-11-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Durst Commercial Mortgage Trust 2025-151                                         | DURST 2025-151 A                         | CUSIP: 266895AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $254629.60    | 0.01%             | 2042-08-10      | Variable      | 5.32%                 | Yes           |                  2 | On Loan: No      |
| Eni SpA                                                                          | ENI SPA                                  | CUSIP: 26874RAP3<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |   1030000 | PA      | $1031797.13   | 0.03%             | 2054-05-15      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| ERAC USA Finance LLC                                                             | ERAC USA FINANCE                         | CUSIP: 26882PBE1<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1341134.50   | 0.04%             | 2037-10-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| ERAC USA Finance LLC                                                             | ERAC USA FINANCE                         | CUSIP: 26884TAE2<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |    340000 | PA      | $346932.87    | 0.01%             | 2042-03-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| ERAC USA Finance LLC                                                             | ERAC USA FINANCE                         | CUSIP: 26884TAN2<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |   1669000 | PA      | $1477913.00   | 0.04%             | 2045-02-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| ERAC USA Finance LLC                                                             | ERAC USA FINANCE                         | CUSIP: 26884TAW2<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |    985000 | PA      | $1001134.75   | 0.03%             | 2033-05-01      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| ERAC USA Finance LLC                                                             | ERAC USA FINANCE                         | CUSIP: 26884TAX0<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |    725000 | PA      | $720859.60    | 0.02%             | 2053-05-01      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| ERAC USA Finance LLC                                                             | ERAC USA FINANCE                         | CUSIP: 26884TAY8<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |    270000 | PA      | $276880.30    | 0.01%             | 2029-02-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| East Ohio Gas Co/The                                                             | EAST OHIO GAS CO                         | CUSIP: 27409LAC7<br>LEI: BC95Y6MXLT75BGO7UM71 | Long             | DBT              | CORP              | US        |    325000 | PA      | $292471.65    | 0.01%             | 2030-06-15      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| East Ohio Gas Co/The                                                             | EAST OHIO GAS CO                         | CUSIP: 27409LAE3<br>LEI: BC95Y6MXLT75BGO7UM71 | Long             | DBT              | CORP              | US        |    475000 | PA      | $307100.29    | 0.01%             | 2050-06-15      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Eastern Gas Transmission & Storage Inc                                           | EASTERN GAS TRAN                         | CUSIP: 276480AD2<br>LEI: H2VQBNB3NSKRM5QWBI71 | Long             | DBT              | CORP              | US        |   1603000 | PA      | $1403037.42   | 0.04%             | 2044-12-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Eastern Gas Transmission & Storage Inc                                           | EASTERN GAS TRAN                         | CUSIP: 276480AF7<br>LEI: H2VQBNB3NSKRM5QWBI71 | Long             | DBT              | CORP              | US        |    125000 | PA      | $112386.20    | 0.00%             | 2043-11-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Eastern Gas Transmission & Storage Inc                                           | EASTERN GAS TRAN                         | CUSIP: 276480AH3<br>LEI: H2VQBNB3NSKRM5QWBI71 | Long             | DBT              | CORP              | US        |    585000 | PA      | $556198.33    | 0.01%             | 2029-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Eaton Corp                                                                       | EATON CORP                               | CUSIP: 278062AJ3<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |    130000 | PA      | $119001.92    | 0.00%             | 2052-08-23      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| EIG Pearl Holdings Sarl                                                          | EIG PEARL HOLDIN                         | CUSIP: 28249NAA9<br>LEI: 549300KIMRL45BWA5H76 | Long             | DBT              | CORP              | LU        |    620557 | PA      | $572281.68    | 0.02%             | 2036-08-31      | Fixed         | 3.54%                 | Yes           |                  2 | On Loan: No      |
| EIG Pearl Holdings Sarl                                                          | EIG PEARL HOLDIN                         | CUSIP: 28249NAB7<br>LEI: 549300KIMRL45BWA5H76 | Long             | DBT              | CORP              | LU        |    470000 | PA      | $386613.60    | 0.01%             | 2046-11-30      | Fixed         | 4.39%                 | Yes           |                  2 | On Loan: No      |
| Element Fleet Management Corp                                                    | ELEMENT FLEET MA                         | CUSIP: 286181AM4<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |    450000 | PA      | $458427.55    | 0.01%             | 2027-03-13      | Fixed         | 5.64%                 | Yes           |                  2 | On Loan: No      |
| Emera US Finance LP                                                              | EMERA US FINANCE                         | CUSIP: 29103DAJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    716000 | PA      | $711151.73    | 0.02%             | 2026-06-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Emera US Finance LP                                                              | EMERA US FINANCE                         | CUSIP: 29103DAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1121894.54   | 0.03%             | 2046-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                     | ENBRIDGE INC                             | CUSIP: 29250NBZ7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    370000 | PA      | $413355.12    | 0.01%             | 2053-11-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                     | ENBRIDGE INC                             | CUSIP: 29250NCD5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    300000 | PA      | $307992.10    | 0.01%             | 2054-04-05      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                     | ENBRIDGE INC                             | CUSIP: 29250NCJ2<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    370000 | PA      | $378288.27    | 0.01%             | 2030-06-20      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                     | ENBRIDGE INC                             | CUSIP: 29250NCK9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    275000 | PA      | $283701.01    | 0.01%             | 2035-06-20      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANSFER                          | CUSIP: 29273RAT6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    155000 | PA      | $140671.04    | 0.00%             | 2043-02-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANSFER                          | CUSIP: 29273RBJ7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    170000 | PA      | $171474.38    | 0.00%             | 2045-12-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANSFER                          | CUSIP: 29273RBL2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    155000 | PA      | $140097.35    | 0.00%             | 2047-04-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANS                             | CUSIP: 29273VAW0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    550000 | PA      | $533501.16    | 0.01%             | 2054-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANS                             | CUSIP: 29273VBD1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    383000 | PA      | $394960.78    | 0.01%             | 2030-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Enel Finance International NV                                                    | ENEL FIN INTL NV                         | CUSIP: 29278GBF4<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    390000 | PA      | $389048.38    | 0.01%             | 2028-09-30      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Enel Finance International NV                                                    | ENEL FIN INTL NV                         | CUSIP: 29278GBG2<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |   1010000 | PA      | $1003076.85   | 0.03%             | 2030-09-30      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Enel Finance International NV                                                    | ENEL FIN INTL NV                         | CUSIP: 29278GBH0<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    355000 | PA      | $349706.89    | 0.01%             | 2035-09-30      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Enel Finance International NV                                                    | ENEL FIN INTL NV                         | CUSIP: 29278GBJ6<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |   1655000 | PA      | $1622406.36   | 0.04%             | 2055-09-30      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANSFER                          | CUSIP: 29278NAE3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    458000 | PA      | $451608.89    | 0.01%             | 2048-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANSFER                          | CUSIP: 29278NAG8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1885000 | PA      | $1939340.29   | 0.05%             | 2029-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                                            | ENTERGY LA LLC                           | CUSIP: 29364WAZ1<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    410000 | PA      | $404247.08    | 0.01%             | 2027-09-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| New Issuer: BB Company ID:71306716                                               | EFF 2023-3 A2                            | CUSIP: 29374LAB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    753512 | PA      | $764822.72    | 0.02%             | 2030-03-20      | Fixed         | 6.40%                 | Yes           |                  2 | On Loan: No      |
| Enterprise Fleet Financing 2024-1 LLC                                            | EFF 2024-1 A2                            | CUSIP: 29375PAB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    402029 | PA      | $405459.25    | 0.01%             | 2030-03-20      | Fixed         | 5.23%                 | Yes           |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | ENTERPRISE PRODU                         | CUSIP: 29379VAT0<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     90000 | PA      | $95098.58     | 0.00%             | 2041-02-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | ENTERPRISE PRODU                         | CUSIP: 29379VBC6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    950000 | PA      | $902377.87    | 0.02%             | 2045-02-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | ENTERPRISE PRODU                         | CUSIP: 29379VBJ1<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    375000 | PA      | $344299.43    | 0.01%             | 2046-05-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | ENTERPRISE PRODU                         | CUSIP: 29379VBQ5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    730000 | PA      | $607668.45    | 0.02%             | 2048-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | ENTERPRISE PRODU                         | CUSIP: 29379VCH4<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197721.85    | 0.01%             | 2055-02-16      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | ENTERPRISE PRODU                         | CUSIP: 29379VCL5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    430000 | PA      | $437114.81    | 0.01%             | 2036-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                      | EQUINOR ASA                              | CUSIP: 29446MAF9<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |   1548000 | PA      | $1484404.63   | 0.04%             | 2030-04-06      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                      | EQUINOR ASA                              | CUSIP: 29446MAN2<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |   2339000 | PA      | $2410803.25   | 0.06%             | 2035-06-03      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Equitable America Global Funding                                                 | EQUITABLE AMERIC                         | CUSIP: 29446Q2C6<br>LEI: 98450066CCBIACF06694 | Long             | DBT              | CORP              | US        |    170000 | PA      | $169693.62    | 0.00%             | 2027-09-15      | Fixed         | 3.95%                 | Yes           |                  2 | On Loan: No      |
| Equitable America Global Funding                                                 | EQUITABLE AMERIC                         | CUSIP: 29446Q2E2<br>LEI: 98450066CCBIACF06694 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149311.60    | 0.00%             | 2032-09-15      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| Equitable Financial Life Global Funding                                          | EQUITABLE FINANC                         | CUSIP: 29449W7M3<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |    825000 | PA      | $807495.34    | 0.02%             | 2026-07-12      | Fixed         | 1.30%                 | Yes           |                  2 | On Loan: No      |
| Equitable Financial Life Global Funding                                          | EQUITABLE FINANC                         | CUSIP: 29449WAB3<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |    535000 | PA      | $508709.60    | 0.01%             | 2027-08-27      | Fixed         | 1.40%                 | Yes           |                  2 | On Loan: No      |
| Equitable Financial Life Global Funding                                          | EQUITABLE FINANC                         | CUSIP: 29449WAF4<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |    870000 | PA      | $821356.59    | 0.02%             | 2028-03-08      | Fixed         | 1.80%                 | Yes           |                  2 | On Loan: No      |
| Equitable Financial Life Global Funding                                          | EQUITABLE FINANC                         | CUSIP: 29449WAL1<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |    365000 | PA      | $355639.16    | 0.01%             | 2026-11-12      | Fixed         | 1.70%                 | Yes           |                  2 | On Loan: No      |
| Equitable Financial Life Global Funding                                          | EQUITABLE FINANC                         | CUSIP: 29449WAR8<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |    255000 | PA      | $258879.69    | 0.01%             | 2027-11-19      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Evergy Metro Inc                                                                 | EVERGY METRO                             | CUSIP: 30037DAA3<br>LEI: 1128SIJQ26096WL7IO82 | Long             | DBT              | CORP              | US        |    205000 | PA      | $187749.06    | 0.01%             | 2030-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                                | EVERSOURCE ENERG                         | CUSIP: 30040WAE8<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    275000 | PA      | $269076.95    | 0.01%             | 2028-01-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                                | EVERSOURCE ENERG                         | CUSIP: 30040WAP3<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |     70000 | PA      | $64766.50     | 0.00%             | 2032-03-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                                | EVERSOURCE ENERG                         | CUSIP: 30040WAT5<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    765000 | PA      | $785702.06    | 0.02%             | 2028-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                                | EVERSOURCE ENERG                         | CUSIP: 30040WAU2<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    115000 | PA      | $116626.25    | 0.00%             | 2033-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                                | EVERSOURCE ENERG                         | CUSIP: 30040WAZ1<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    300000 | PA      | $318434.72    | 0.01%             | 2034-07-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                                                      | EXELON CO                                | CUSIP: 30161NBE0<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    540000 | PA      | $504491.28    | 0.01%             | 2032-03-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                                                           | EXTRA SPACE STOR                         | CUSIP: 30225VAK3<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |    510000 | PA      | $531977.71    | 0.01%             | 2030-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                                                           | EXTRA SPACE STOR                         | CUSIP: 30225VAR8<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |    821000 | PA      | $872050.72    | 0.02%             | 2031-01-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                                                           | EXTRA SPACE STOR                         | CUSIP: 30225VAT4<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |    555000 | PA      | $565452.53    | 0.02%             | 2035-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                                                           | EXTRA SPACE STOR                         | CUSIP: 30225VAV9<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |    595000 | PA      | $598842.47    | 0.02%             | 2033-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp                                                                 | EXXON MOBIL CORP                         | CUSIP: 30231GBN1<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    545000 | PA      | $508608.06    | 0.01%             | 2030-10-15      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                               | META PLATFORMS                           | CUSIP: 30303M8N5<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    300000 | PA      | $310359.58    | 0.01%             | 2033-05-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                               | META PLATFORMS                           | CUSIP: 30303M8Q8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   1235000 | PA      | $1250869.18   | 0.03%             | 2053-05-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                               | META PLATFORMS                           | CUSIP: 30303M8R6<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    480000 | PA      | $492594.31    | 0.01%             | 2063-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                               | META PLATFORMS                           | CUSIP: 30303M8V7<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   1916000 | PA      | $1893991.18   | 0.05%             | 2054-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                               | META PLATFORMS                           | CUSIP: 30303M8W5<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    500000 | PA      | $496314.10    | 0.01%             | 2064-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| F&G Global Funding                                                               | F&G GLOBAL FUND                          | CUSIP: 30321L2K7<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |    110000 | PA      | $110375.33    | 0.00%             | 2028-09-08      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Connecticut Avenue Securities                                         | CAS 2016-C03 2M2                         | CUSIP: 30711XCT9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     24706 | PA      | $25076.65     | 0.00%             | 2028-10-25      | Floating      | 10.37%                | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                                | FNR 2013-43 XP                           | CUSIP: 3136AD2H1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     32624 | PA      | $31563.05     | 0.00%             | 2041-08-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                                | FNR 2016-58 LZ                           | CUSIP: 3136ATAD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    218269 | PA      | $184642.74    | 0.00%             | 2046-08-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                                | FNR 2016-49 BZ                           | CUSIP: 3136ATKU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    251450 | PA      | $212374.67    | 0.01%             | 2046-08-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                                | FNR 2017-35 AH                           | CUSIP: 3136AWNN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     25554 | PA      | $25402.15     | 0.00%             | 2053-04-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                                | FNR 2017-49 JA                           | CUSIP: 3136AXJT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     31297 | PA      | $31195.38     | 0.00%             | 2053-07-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                                | FNR 2017-84 KA                           | CUSIP: 3136AYMB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     38799 | PA      | $38474.13     | 0.00%             | 2053-04-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                                | FNR 2019-6 GJ                            | CUSIP: 3136B3T59<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     22851 | PA      | $22263.59     | 0.00%             | 2049-02-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                                | FNR 2019-12 HA                           | CUSIP: 3136B4EJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    762033 | PA      | $736192.78    | 0.02%             | 2057-11-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                                | FNR 2019-14 CA                           | CUSIP: 3136B4FP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    348272 | PA      | $337542.64    | 0.01%             | 2049-04-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 310228                                | CUSIP: 31374CSR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    142035 | PA      | $130060.14    | 0.00%             | 2043-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                               | FHR 3775 DB                              | CUSIP: 3137A4UE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     17263 | PA      | $17178.92     | 0.00%             | 2030-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                               | FHR 3803 TY                              | CUSIP: 3137A76P0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     40933 | PA      | $40730.40     | 0.00%             | 2031-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                               | FHR 3823 DB                              | CUSIP: 3137A8D70<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     27748 | PA      | $27281.24     | 0.00%             | 2031-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                               | FHR 4518 CZ                              | CUSIP: 3137BLP93<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    220238 | PA      | $208764.39    | 0.01%             | 2045-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                               | FHR 4640 CZ                              | CUSIP: 3137BTKX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    164199 | PA      | $153621.99    | 0.00%             | 2046-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K-1512 A3                           | CUSIP: 3137FMTT9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    300000 | PA      | $269964.24    | 0.01%             | 2034-04-25      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K-1513 A3                           | CUSIP: 3137FPJ97<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    300000 | PA      | $262861.50    | 0.01%             | 2034-08-25      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K-1521 A2                           | CUSIP: 3137H2NY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    495000 | PA      | $393424.27    | 0.01%             | 2036-08-25      | Fixed         | 2.18%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K-156 A2                            | CUSIP: 3137HA2B1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    885000 | PA      | $891329.34    | 0.02%             | 2033-02-25      | Variable      | 4.43%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K511 A2                             | CUSIP: 3137HB3G7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1220000 | PA      | $1247758.17   | 0.03%             | 2028-10-25      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K516 A2                             | CUSIP: 3137HBPM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1451421 | PA      | $1509105.12   | 0.04%             | 2029-01-25      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                                | FNR 2011-33 GD                           | CUSIP: 31397SGR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     44358 | PA      | $43737.24     | 0.00%             | 2031-04-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM1257                                | CUSIP: 3140J5MF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    178245 | PA      | $164760.70    | 0.00%             | 2037-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM3972                                | CUSIP: 3140J8MW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    325462 | PA      | $300838.38    | 0.01%             | 2038-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BS0344                                | CUSIP: 3140LAL29<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    507761 | PA      | $407728.27    | 0.01%             | 2036-01-01      | Fixed         | 1.77%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BZ3585                                | CUSIP: 3140NX6X6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1759000 | PA      | $1777153.58   | 0.05%             | 2030-04-01      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BZ4461                                | CUSIP: 3140NY5X5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    261729 | PA      | $267907.99    | 0.01%             | 2030-08-01      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BZ4324                                | CUSIP: 3140NYYW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    465000 | PA      | $470205.54    | 0.01%             | 2030-07-01      | Fixed         | 4.36%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BZ4503                                | CUSIP: 3140Q0AD4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    459438 | PA      | $465229.86    | 0.01%             | 2030-08-01      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BZ4570                                | CUSIP: 3140Q0CG5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    573000 | PA      | $578197.97    | 0.02%             | 2030-08-01      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BZ4571                                | CUSIP: 3140Q0CH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    467000 | PA      | $471236.39    | 0.01%             | 2030-08-01      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BZ4572                                | CUSIP: 3140Q0CJ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    738000 | PA      | $744694.77    | 0.02%             | 2030-08-01      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BZ4574                                | CUSIP: 3140Q0CL4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    287086 | PA      | $288172.85    | 0.01%             | 2030-08-01      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BZ4578                                | CUSIP: 3140Q0CQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    509000 | PA      | $513617.39    | 0.01%             | 2030-08-01      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BZ4655                                | CUSIP: 3140Q0E57<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    262888 | PA      | $263883.24    | 0.01%             | 2030-08-01      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BZ4631                                | CUSIP: 3140Q0ED0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    558087 | PA      | $560189.82    | 0.02%             | 2030-09-01      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BZ4646                                | CUSIP: 3140Q0EU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    569648 | PA      | $571052.64    | 0.02%             | 2030-08-01      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BZ4661                                | CUSIP: 3140Q0FB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1970381 | PA      | $1977684.22   | 0.05%             | 2030-09-01      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BZ4711                                | CUSIP: 3140Q0GV8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    380000 | PA      | $384116.77    | 0.01%             | 2030-08-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BZ4730                                | CUSIP: 3140Q0HG0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    966000 | PA      | $978157.59    | 0.03%             | 2030-08-01      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BZ4732                                | CUSIP: 3140Q0HJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    435000 | PA      | $440470.86    | 0.01%             | 2030-08-01      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BZ4895                                | CUSIP: 3140Q0NM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1230000 | PA      | $1225141.50   | 0.03%             | 2030-09-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BZ4977                                | CUSIP: 3140Q0Q70<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    775000 | PA      | $784136.40    | 0.02%             | 2030-09-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| UAE INTERNATIONAL GOVERNMENT BOND                                                | UAE INTL BOND                            | CUSIP: 31424EAE2<br>LEI: N/A                  | Long             | DBT              | NUSS              | AE        |    390000 | PA      | $375965.07    | 0.01%             | 2052-07-07      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Federation des Caisses Desjardins du Quebec                                      | CAISS DESJARDINS                         | CUSIP: 31429KAL7<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |   2055000 | PA      | $2127222.50   | 0.06%             | 2029-04-26      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Federation des Caisses Desjardins du Quebec                                      | CAISS DESJARDINS                         | CUSIP: 31429KAP8<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |    925000 | PA      | $929665.75    | 0.02%             | 2030-08-26      | Fixed         | 4.57%                 | Yes           |                  2 | On Loan: No      |
| Federation des Caisses Desjardins du Quebec                                      | CAISS DESJARDINS                         | CUSIP: 31430WC85<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |   1075000 | PA      | $1114443.27   | 0.03%             | 2028-11-27      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                              | FIFTH THIRD BANC                         | CUSIP: 316773DE7<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    325000 | PA      | $323919.21    | 0.01%             | 2028-04-25      | Variable      | 4.05%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                              | FIFTH THIRD BANC                         | CUSIP: 316773DF4<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14621.23     | 0.00%             | 2033-04-25      | Variable      | 4.34%                 | No            |                  2 | On Loan: No      |
| Wachovia Corp                                                                    | WACHOVIA CORP                            | CUSIP: 337358BA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1175446.54   | 0.03%             | 2035-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Transmission LLC                                                     | FIRSTENERGY TRAN                         | CUSIP: 33767BAH2<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |    523000 | PA      | $522565.05    | 0.01%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FirstKey Homes 2021-SFR1 Trust                                                   | FKH 2021-SFR1 A                          | CUSIP: 33767WAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1705284 | PA      | $1665337.15   | 0.04%             | 2038-08-17      | Fixed         | 1.54%                 | Yes           |                  2 | On Loan: No      |
| FirstEnergy Corp                                                                 | FIRSTENERGY CORP                         | CUSIP: 337932AJ6<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |     71000 | PA      | $62838.52     | 0.00%             | 2047-07-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Corp                                                                 | FIRSTENERGY CORP                         | CUSIP: 337932AL1<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    170000 | PA      | $157821.01    | 0.00%             | 2030-03-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Corp                                                                 | FIRSTENERGY CORP                         | CUSIP: 337932AM9<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    770000 | PA      | $536556.67    | 0.01%             | 2050-03-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Corp                                                                 | FIRSTENERGY CORP                         | CUSIP: 337932AP2<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    370000 | PA      | $332626.95    | 0.01%             | 2030-09-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Five Corners Funding Trust III                                                   | FIVE CORNERS III                         | CUSIP: 33830GAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    810000 | PA      | $855622.50    | 0.02%             | 2033-02-15      | Fixed         | 5.79%                 | Yes           |                  2 | On Loan: No      |
| Five Corners Funding Trust IV                                                    | FIVE CORNERS IV                          | CUSIP: 33835PAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    980000 | PA      | $1027592.37   | 0.03%             | 2053-02-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Florida Power & Light Co                                                         | FLORIDA PWR & LT                         | CUSIP: 341081ES2<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1059544.54   | 0.03%             | 2035-02-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                         | FLORIDA PWR & LT                         | CUSIP: 341081ET0<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1017130.13   | 0.03%             | 2035-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                         | FLORIDA PWR & LT                         | CUSIP: 341081FC6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    615000 | PA      | $648545.08    | 0.02%             | 2040-03-01      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                         | FLORIDA POWER &                          | CUSIP: 341081FP7<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    368000 | PA      | $286947.08    | 0.01%             | 2047-12-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                         | FLORIDA POWER &                          | CUSIP: 341081GM3<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    535000 | PA      | $524660.80    | 0.01%             | 2053-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                          | FLORIDA PWR CORP                         | CUSIP: 341099CH0<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    200000 | PA      | $222335.25    | 0.01%             | 2037-09-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| State Board of Administration Finance Corp                                       | FLORIDA ST BRD OF ADM                    | CUSIP: 341271AE4<br>LEI: 549300S34SOJ0RULXM35 | Long             | DBT              | MUN               | US        |    925000 | PA      | $890607.30    | 0.02%             | 2027-07-01      | Fixed         | 1.71%                 | No            |                  2 | On Loan: No      |
| Foothill-Eastern Transportation Corridor Agency                                  | FOOTHILL ESTRN TRANSP                    | CUSIP: 345105JG6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    345000 | PA      | $265847.31    | 0.01%             | 2053-01-15      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| Fortis Inc/Canada                                                                | FORTIS INC                               | CUSIP: 349553AM9<br>LEI: 549300MQYQ9Y065XPR71 | Long             | DBT              | CORP              | CA        |   1195000 | PA      | $1181438.27   | 0.03%             | 2026-10-04      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                            | FOUNDRY JV HOLDC                         | CUSIP: 350930AB9<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    495000 | PA      | $521843.67    | 0.01%             | 2030-01-25      | Fixed         | 5.90%                 | Yes           |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                            | FOUNDRY JV HOLDC                         | CUSIP: 350930AD5<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   1305000 | PA      | $1397598.02   | 0.04%             | 2035-01-25      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                            | FOUNDRY JV HOLDC                         | CUSIP: 350930AE3<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    750000 | PA      | $812848.90    | 0.02%             | 2038-01-25      | Fixed         | 6.40%                 | Yes           |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                            | FOUNDRY JV HOLDC                         | CUSIP: 350930AJ2<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   1107000 | PA      | $1183888.62   | 0.03%             | 2037-01-25      | Fixed         | 6.20%                 | Yes           |                  2 | On Loan: No      |
| Orange SA                                                                        | FRANCE TELECOM                           | CUSIP: 35177PAL1<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |    530000 | PA      | $643832.70    | 0.02%             | 2031-03-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Seasoned Credit Risk Transfer Trust Series 2019-3                    | SCRT 2019-3 MA                           | CUSIP: 35563PLH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    481510 | PA      | $467448.33    | 0.01%             | 2058-10-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GA Global Funding Trust                                                          | GA GLOBAL FNDING                         | CUSIP: 36143L2L8<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |    502000 | PA      | $519521.93    | 0.01%             | 2029-01-08      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| GA Global Funding Trust                                                          | GA GLOBAL FNDING                         | CUSIP: 36143L2N4<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |   1540000 | PA      | $1544098.14   | 0.04%             | 2027-09-23      | Fixed         | 4.40%                 | Yes           |                  2 | On Loan: No      |
| GA Global Funding Trust                                                          | GA GLOBAL FNDING                         | CUSIP: 36143L2Q7<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |    795000 | PA      | $809790.16    | 0.02%             | 2031-12-09      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| GA Global Funding Trust                                                          | GA GLOBAL FNDING                         | CUSIP: 36143L2S3<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |    588000 | PA      | $610710.89    | 0.02%             | 2035-01-13      | Fixed         | 5.90%                 | Yes           |                  2 | On Loan: No      |
| GLP Capital LP / GLP Financing II Inc                                            | GLP CAP/FIN II                           | CUSIP: 361841AV1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    345000 | PA      | $346004.64    | 0.01%             | 2033-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GLP Capital LP / GLP Financing II Inc                                            | GLP CAP/FIN II                           | CUSIP: 361841AW9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    530000 | PA      | $526580.05    | 0.01%             | 2037-11-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 531366                                | CUSIP: 36212EJK4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       571 | PA      | $574.75       | 0.00%             | 2030-09-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 533322                                | CUSIP: 36212GPF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      3795 | PA      | $3920.45      | 0.00%             | 2030-09-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 782085                                | CUSIP: 36241KJ66<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      4739 | PA      | $4837.15      | 0.00%             | 2033-11-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 782086                                | CUSIP: 36241KJ74<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       438 | PA      | $443.69       | 0.00%             | 2031-11-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 782063                                | CUSIP: 36241KJG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1191 | PA      | $1217.89      | 0.00%             | 2032-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 782071                                | CUSIP: 36241KJQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      3683 | PA      | $3758.62      | 0.00%             | 2033-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 782072                                | CUSIP: 36241KJR0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       454 | PA      | $463.11       | 0.00%             | 2033-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 782074                                | CUSIP: 36241KJT6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       849 | PA      | $868.12       | 0.00%             | 2033-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| New Issuer: BB Company ID:70987808                                               | GMCAR 2023-2 A3                          | CUSIP: 362583AD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    157017 | PA      | $157299.69    | 0.00%             | 2028-02-16      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies Inc                                                   | GE HEALTHCARE                            | CUSIP: 36266GAB3<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    937000 | PA      | $952545.56    | 0.03%             | 2031-01-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies Inc                                                   | GE HEALTHCARE                            | CUSIP: 36266GAC1<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |   1009000 | PA      | $1045642.41   | 0.03%             | 2035-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies Inc                                                   | GE HEALTHCARE                            | CUSIP: 36267VAM5<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    300000 | PA      | $330791.44    | 0.01%             | 2052-11-22      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| GM Financial Revolving Receivables Trust 2023-2                                  | GMREV 2023-2 A                           | CUSIP: 36268DAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1632000 | PA      | $1711260.04   | 0.05%             | 2036-08-11      | Fixed         | 5.77%                 | Yes           |                  2 | On Loan: No      |
| New Issuer: BB Company ID:71645526                                               | GMALT 2024-2 A3                          | CUSIP: 36269WAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    795000 | PA      | $800442.33    | 0.02%             | 2027-07-20      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| Galaxy Pipeline Assets Bidco Ltd                                                 | GALAXY PIPELINE                          | CUSIP: 36321PAD2<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | JE        |   1013826 | PA      | $921437.63    | 0.02%             | 2034-03-31      | Fixed         | 2.16%                 | Yes           |                  2 | On Loan: No      |
| Galaxy Pipeline Assets Bidco Ltd                                                 | GALAXY PIPELINE                          | CUSIP: 36321PAE0<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | JE        |    974678 | PA      | $828791.54    | 0.02%             | 2040-09-30      | Fixed         | 2.94%                 | Yes           |                  2 | On Loan: No      |
| Georgetown University/The                                                        | GEORGETOWN UNIV                          | CUSIP: 37310PAC5<br>LEI: 549300GCL3B0KVXSX752 | Long             | DBT              | CORP              | US        |    149000 | PA      | $125233.30    | 0.00%             | 2049-04-01      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| Georgetown University/The                                                        | GEORGETOWN UNIV                          | CUSIP: 37310PAD3<br>LEI: 549300GCL3B0KVXSX752 | Long             | DBT              | CORP              | US        |    175000 | PA      | $115011.32    | 0.00%             | 2050-04-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co                                                                 | GEORGIA POWER                            | CUSIP: 373334JR3<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    205000 | PA      | $210160.60    | 0.01%             | 2040-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co                                                                 | GEORGIA POWER                            | CUSIP: 373334JS1<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    988000 | PA      | $943105.50    | 0.03%             | 2040-09-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co                                                                 | GEORGIA POWER                            | CUSIP: 373334JW2<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |   2411000 | PA      | $2128501.54   | 0.06%             | 2042-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co                                                                 | GEORGIA POWER                            | CUSIP: 373334KN0<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    170000 | PA      | $129604.43    | 0.00%             | 2050-01-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co                                                                 | GEORGIA POWER                            | CUSIP: 373334KQ3<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    910000 | PA      | $921889.54    | 0.02%             | 2032-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co                                                                 | GEORGIA POWER                            | CUSIP: 373334KR1<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    540000 | PA      | $515254.89    | 0.01%             | 2052-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co                                                                 | GEORGIA POWER                            | CUSIP: 373334KT7<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |   1035000 | PA      | $1055672.96   | 0.03%             | 2033-05-17      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co                                                                 | GEORGIA POWER                            | CUSIP: 373334KW0<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    455000 | PA      | $469212.57    | 0.01%             | 2034-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co                                                                 | GEORGIA POWER                            | CUSIP: 373334LA7<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    465000 | PA      | $477271.40    | 0.01%             | 2031-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co                                                                 | GEORGIA POWER                            | CUSIP: 373334LB5<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    955000 | PA      | $979521.03    | 0.03%             | 2035-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| J Paul Getty Trust/The                                                           | J PAUL GETTY TRS                         | CUSIP: 374288AC2<br>LEI: 72TDDU3K225INPK3EI14 | Long             | DBT              | CORP              | US        |    580000 | PA      | $594449.04    | 0.02%             | 2035-04-01      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                                              | GILEAD SCIENCES                          | CUSIP: 375558BK8<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |   1071000 | PA      | $903117.44    | 0.02%             | 2047-03-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                                              | GILEAD SCIENCES                          | CUSIP: 375558BS1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    110000 | PA      | $80735.72     | 0.00%             | 2040-10-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| GlaxoSmithKline Capital Inc                                                      | GLAXOSMITHKLINE                          | CUSIP: 377372AB3<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |    572000 | PA      | $603091.48    | 0.02%             | 2034-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                             | GLENCORE FDG LLC                         | CUSIP: 378272AV0<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    216000 | PA      | $219436.79    | 0.01%             | 2029-03-12      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Glencore Funding LLC                                                             | GLENCORE FDG LLC                         | CUSIP: 378272BC1<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |     70000 | PA      | $52646.20     | 0.00%             | 2051-04-27      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Glencore Funding LLC                                                             | GLENCORE FDG LLC                         | CUSIP: 378272BG2<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    230000 | PA      | $206433.54    | 0.01%             | 2031-09-23      | Fixed         | 2.62%                 | Yes           |                  2 | On Loan: No      |
| Glencore Funding LLC                                                             | GLENCORE FDG LLC                         | CUSIP: 378272BH0<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    261000 | PA      | $178652.26    | 0.00%             | 2051-09-23      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| Glencore Funding LLC                                                             | GLENCORE FDG LLC                         | CUSIP: 378272BP2<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   1541000 | PA      | $1665155.32   | 0.04%             | 2030-10-06      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Glencore Funding LLC                                                             | GLENCORE FDG LLC                         | CUSIP: 378272BQ0<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    700000 | PA      | $771582.69    | 0.02%             | 2033-10-06      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Glencore Funding LLC                                                             | GLENCORE FDG LLC                         | CUSIP: 378272BS6<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   1143000 | PA      | $1177604.93   | 0.03%             | 2029-04-04      | Fixed         | 5.37%                 | Yes           |                  2 | On Loan: No      |
| Glencore Funding LLC                                                             | GLENCORE FDG LLC                         | CUSIP: 378272BU1<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   1697000 | PA      | $1764978.95   | 0.05%             | 2034-04-04      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| Glencore Funding LLC                                                             | GLENCORE FDG LLC                         | CUSIP: 378272BV9<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    765000 | PA      | $771797.19    | 0.02%             | 2054-04-04      | Fixed         | 5.89%                 | Yes           |                  2 | On Loan: No      |
| Glencore Funding LLC                                                             | GLENCORE FDG LLC                         | CUSIP: 378272BZ0<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    440000 | PA      | $453133.51    | 0.01%             | 2030-04-01      | Fixed         | 5.19%                 | Yes           |                  2 | On Loan: No      |
| Glencore Funding LLC                                                             | GLENCORE FDG LLC                         | CUSIP: 378272CA4<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    920000 | PA      | $955838.95    | 0.03%             | 2035-04-01      | Fixed         | 5.67%                 | Yes           |                  2 | On Loan: No      |
| Glencore Funding LLC                                                             | GLENCORE FDG LLC                         | CUSIP: 378272CB2<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1044949.31   | 0.03%             | 2055-04-01      | Fixed         | 6.14%                 | Yes           |                  2 | On Loan: No      |
| New Issuer: BB Company ID:71577453                                               | GMCAR 2024-2 A3                          | CUSIP: 379931AD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    820000 | PA      | $827545.39    | 0.02%             | 2029-03-16      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Golden State Tobacco Securitization Corp                                         | GOLDEN ST TOBACCO -B                     | CUSIP: 38122NB50<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     70000 | PA      | $62095.31     | 0.00%             | 2034-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Golden State Tobacco Securitization Corp                                         | GOLDEN ST TOBACCO -B                     | CUSIP: 38122NB68<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    130000 | PA      | $101749.01    | 0.00%             | 2042-06-01      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| Golden State Tobacco Securitization Corp                                         | GOLDEN ST TOBACCO -B                     | CUSIP: 38122NB76<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    205000 | PA      | $183297.90    | 0.00%             | 2046-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP                         | CUSIP: 38141GA53<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    747000 | PA      | $836437.38    | 0.02%             | 2034-10-24      | Variable      | 6.56%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP                         | CUSIP: 38141GB60<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    500000 | PA      | $506456.88    | 0.01%             | 2030-10-23      | Variable      | 4.69%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP                         | CUSIP: 38141GC93<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    827000 | PA      | $855173.29    | 0.02%             | 2031-04-23      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP                         | CUSIP: 38141GFD1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    835000 | PA      | $934908.36    | 0.03%             | 2037-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP                         | CUSIP: 38141GWB6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    740000 | PA      | $738086.76    | 0.02%             | 2027-01-26      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP                         | CUSIP: 38141GWL4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    640000 | PA      | $635350.36    | 0.02%             | 2028-06-05      | Variable      | 3.69%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP                         | CUSIP: 38141GWV2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    840000 | PA      | $832659.17    | 0.02%             | 2029-04-23      | Variable      | 3.81%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP                         | CUSIP: 38141GWZ3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2430000 | PA      | $2432661.65   | 0.07%             | 2029-05-01      | Variable      | 4.22%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP                         | CUSIP: 38141GYB4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   3130000 | PA      | $2837274.83   | 0.08%             | 2032-04-22      | Variable      | 2.62%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP                         | CUSIP: 38141GYG3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1165000 | PA      | $1136174.45   | 0.03%             | 2027-09-10      | Variable      | 1.54%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP                         | CUSIP: 38141GYJ7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1963000 | PA      | $1750953.23   | 0.05%             | 2032-07-21      | Variable      | 2.38%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP                         | CUSIP: 38141GYN8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    625000 | PA      | $562094.39    | 0.02%             | 2032-10-21      | Variable      | 2.65%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP                         | CUSIP: 38141GZK3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1860000 | PA      | $1821088.30   | 0.05%             | 2028-02-24      | Variable      | 2.64%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP                         | CUSIP: 38141GZM9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    679000 | PA      | $622826.40    | 0.02%             | 2033-02-24      | Variable      | 3.10%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                         | GNR 2021-215 KA                          | CUSIP: 38383DY69<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1738584 | PA      | $1558735.79   | 0.04%             | 2049-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Grand Parkway Transportation Corp                                                | GRAND PARKWAY-E                          | CUSIP: 38611TAV9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    140000 | PA      | $140931.60    | 0.00%             | 2042-10-01      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| Grand Parkway Transportation Corp                                                | GRAND PARKWAY TRANSPR                    | CUSIP: 38611TDL8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    930000 | PA      | $655288.79    | 0.02%             | 2052-10-01      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| Greensaif Pipelines Bidco Sarl                                                   | GREENSAIF PIPELI                         | CUSIP: 39541EAA1<br>LEI: 549300YWDGUXPB8GRP47 | Long             | DBT              | CORP              | LU        |    234000 | PA      | $250337.88    | 0.01%             | 2038-02-23      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| Greensaif Pipelines Bidco Sarl                                                   | GREENSAIF PIPELI                         | CUSIP: 39541EAC7<br>LEI: 549300YWDGUXPB8GRP47 | Long             | DBT              | CORP              | LU        |    825000 | PA      | $892427.70    | 0.02%             | 2042-02-23      | Fixed         | 6.51%                 | Yes           |                  2 | On Loan: No      |
| Greensaif Pipelines Bidco Sarl                                                   | GREENSAIF PIPELI                         | CUSIP: 39541EAD5<br>LEI: 549300YWDGUXPB8GRP47 | Long             | DBT              | CORP              | LU        |    530000 | PA      | $556536.05    | 0.01%             | 2036-02-23      | Fixed         | 5.85%                 | Yes           |                  2 | On Loan: No      |
| Greensaif Pipelines Bidco Sarl                                                   | GREENSAIF PIPELI                         | CUSIP: 39541EAE3<br>LEI: 549300YWDGUXPB8GRP47 | Long             | DBT              | CORP              | LU        |    815000 | PA      | $857382.31    | 0.02%             | 2042-08-23      | Fixed         | 6.10%                 | Yes           |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA INC                                  | CUSIP: 404119CT4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    310000 | PA      | $322272.18    | 0.01%             | 2031-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA INC                                  | CUSIP: 404119CV9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    640000 | PA      | $641296.98    | 0.02%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                            | CUSIP: 404280AM1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $326557.43    | 0.01%             | 2042-01-14      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                            | CUSIP: 404280BK4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    890000 | PA      | $887356.16    | 0.02%             | 2028-03-13      | Variable      | 4.04%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                            | CUSIP: 404280BT5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1773000 | PA      | $1785086.47   | 0.05%             | 2029-06-19      | Variable      | 4.58%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                            | CUSIP: 404280CK3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1425000 | PA      | $1289588.41   | 0.03%             | 2031-08-18      | Variable      | 2.36%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                            | CUSIP: 404280CT4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1055000 | PA      | $955702.67    | 0.03%             | 2032-05-24      | Variable      | 2.80%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                            | CUSIP: 404280CV9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1085000 | PA      | $1023973.45   | 0.03%             | 2029-08-17      | Variable      | 2.21%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                            | CUSIP: 404280DR7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1565000 | PA      | $1662503.49   | 0.04%             | 2028-11-03      | Variable      | 7.39%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                            | CUSIP: 404280DV8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $326580.78    | 0.01%             | 2034-03-09      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                            | CUSIP: 404280DX4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $215720.52    | 0.01%             | 2034-06-20      | Variable      | 6.55%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                            | CUSIP: 404280DZ9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1270000 | PA      | $1286957.40   | 0.03%             | 2027-08-14      | Variable      | 5.89%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                            | CUSIP: 404280EF2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1360000 | PA      | $1388342.06   | 0.04%             | 2028-05-17      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                            | CUSIP: 404280EQ8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1255000 | PA      | $1272723.61   | 0.03%             | 2029-03-03      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                            | CUSIP: 404280EW5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1065000 | PA      | $1095443.50   | 0.03%             | 2031-05-13      | Variable      | 5.24%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                            | CUSIP: 404280FB0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    725000 | PA      | $738354.60    | 0.02%             | 2036-09-10      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| Healthpeak OP LLC                                                                | HEALTHPEAK OP                            | CUSIP: 42250GAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    895000 | PA      | $889086.76    | 0.02%             | 2033-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Healthpeak OP LLC                                                                | HEALTHPEAK OP                            | CUSIP: 42250PAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    630000 | PA      | $595250.57    | 0.02%             | 2030-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Healthpeak OP LLC                                                                | HEALTHPEAK OP                            | CUSIP: 42250PAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    880000 | PA      | $823615.04    | 0.02%             | 2028-12-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                           | CUSIP: 437076BA9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    425000 | PA      | $370183.94    | 0.01%             | 2043-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                           | CUSIP: 437076BD3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    695000 | PA      | $659469.89    | 0.02%             | 2044-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                           | CUSIP: 437076BF8<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   1120000 | PA      | $987590.31    | 0.03%             | 2045-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                           | CUSIP: 437076BH4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   1332000 | PA      | $1144111.50   | 0.03%             | 2046-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                           | CUSIP: 437076BX9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    761000 | PA      | $669724.19    | 0.02%             | 2048-12-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                           | CUSIP: 437076BZ4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     75000 | PA      | $51991.43     | 0.00%             | 2049-12-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                           | CUSIP: 437076CC4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    655000 | PA      | $536658.58    | 0.01%             | 2040-04-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                           | CUSIP: 437076CD2<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    500000 | PA      | $360914.34    | 0.01%             | 2050-04-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                           | CUSIP: 437076CG5<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     70000 | PA      | $40810.62     | 0.00%             | 2051-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                           | CUSIP: 437076CK6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    320000 | PA      | $201840.30    | 0.01%             | 2051-09-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                           | CUSIP: 437076CQ3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    655000 | PA      | $490422.79    | 0.01%             | 2052-04-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                           | CUSIP: 437076DF6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    930000 | PA      | $910564.74    | 0.02%             | 2054-06-25      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Home Partners of America 2021-2 Trust                                            | HPA 2021-2 A                             | CUSIP: 43732VAT3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    848002 | PA      | $823638.96    | 0.02%             | 2026-12-17      | Fixed         | 1.90%                 | Yes           |                  2 | On Loan: No      |
| New Issuer: BB Company ID:71657139                                               | HAROT 2024-2 A3                          | CUSIP: 437930AC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1060000 | PA      | $1074409.00   | 0.03%             | 2028-11-20      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc                                                      | HONEYWELL INTL                           | CUSIP: 438516BB1<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    132000 | PA      | $136242.61    | 0.00%             | 2041-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc                                                      | HONEYWELL INTL                           | CUSIP: 438516CL8<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    839000 | PA      | $843215.98    | 0.02%             | 2029-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc                                                      | HONEYWELL INTL                           | CUSIP: 438516CQ7<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    161000 | PA      | $165606.45    | 0.00%             | 2029-09-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Horizon Aircraft Finance II Ltd                                                  | HORZN 2019-1 A                           | CUSIP: 44040HAA0<br>LEI: 549300KSCDSEIWTVMM32 | Long             | ABS-CBDO         | CORP              | KY        |     93541 | PA      | $91669.57     | 0.00%             | 2039-07-15      | Fixed         | 3.72%                 | Yes           |                  2 | On Loan: No      |
| Horizon Aircraft Finance III Ltd                                                 | HORZN 2019-2 A                           | CUSIP: 44040JAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    177449 | PA      | $172568.49    | 0.00%             | 2039-11-15      | Fixed         | 3.42%                 | Yes           |                  2 | On Loan: No      |
| City of Houston TX                                                               | HOUSTON REF-TXB-A-PEN                    | CUSIP: 442331QM9<br>LEI: 549300C64URYS0WQQY42 | Long             | DBT              | MUN               | US        |    260000 | PA      | $276936.48    | 0.01%             | 2032-03-01      | Fixed         | 6.29%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                                                       | HUMANA INC                               | CUSIP: 444859BV3<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    550000 | PA      | $578520.15    | 0.02%             | 2033-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                                                       | HUMANA INC                               | CUSIP: 444859BY7<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    300000 | PA      | $315315.66    | 0.01%             | 2034-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Huntington National Bank/The                                                     | HUNTINGTON NATL                          | CUSIP: 44644MAF8<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | DBT              | CORP              | US        |    320000 | PA      | $321951.36    | 0.01%             | 2028-05-17      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                          | HYUNDAI CAP AMER                         | CUSIP: 44891ABZ9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   1060000 | PA      | $1034170.53   | 0.03%             | 2026-09-17      | Fixed         | 1.65%                 | Yes           |                  2 | On Loan: No      |
| State of Illinois                                                                | IL ST TXB-PENSION                        | CUSIP: 452151LF8<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |   8917451 | PA      | $9071581.08   | 0.24%             | 2033-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Illinois State Toll Highway Authority                                            | IL TWY TXB-A-SR PRIOR                    | CUSIP: 452252FH7<br>LEI: 549300ISBFGI8MJJKM98 | Long             | DBT              | MUN               | US        |    750000 | PA      | $803047.95    | 0.02%             | 2034-01-01      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| Imperial Brands Finance PLC                                                      | IMPERIAL BRANDS                          | CUSIP: 45262BAJ2<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |    655000 | PA      | $659470.14    | 0.02%             | 2028-06-30      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Indiana Michigan Power Co                                                        | IND MICH POWER                           | CUSIP: 454889AT3<br>LEI: JHR9V15J0ZRG02MIRD06 | Long             | DBT              | CORP              | US        |    415000 | PA      | $337622.37    | 0.01%             | 2048-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Indiana University Health Inc Obligated Group                                    | INDIANA UNIV                             | CUSIP: 455170AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    365000 | PA      | $234430.56    | 0.01%             | 2051-11-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                     | ING GROEP NV                             | CUSIP: 456837AH6<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   2495000 | PA      | $2485953.65   | 0.07%             | 2027-03-29      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                     | ING GROEP NV                             | CUSIP: 456837AV5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    500000 | PA      | $493533.11    | 0.01%             | 2027-04-01      | Variable      | 1.73%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                     | ING GROEP NV                             | CUSIP: 456837BL6<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    245000 | PA      | $252754.85    | 0.01%             | 2030-03-19      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| Inova Health System Foundation                                                   | INOVA HEALTH SY                          | CUSIP: 45791GAA0<br>LEI: 5493001L7PBVS286Y307 | Long             | DBT              | CORP              | US        |    475000 | PA      | $382908.43    | 0.01%             | 2052-05-15      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                               | CUSIP: 458140AV2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    439000 | PA      | $345539.45    | 0.01%             | 2046-05-19      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                               | CUSIP: 458140AY6<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    106000 | PA      | $82591.85     | 0.00%             | 2047-05-11      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                               | CUSIP: 458140BJ8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    180000 | PA      | $119708.83    | 0.00%             | 2049-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                               | CUSIP: 458140BU3<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    105000 | PA      | $91793.48     | 0.00%             | 2031-08-12      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                               | CUSIP: 458140BX7<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    425000 | PA      | $254238.54    | 0.01%             | 2061-08-12      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                               | CUSIP: 458140CH1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   1906000 | PA      | $1879865.84   | 0.05%             | 2043-02-10      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                    | INTERCONTINENT                           | CUSIP: 45866FAH7<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    949000 | PA      | $804011.63    | 0.02%             | 2048-09-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                    | INTERCONTINENT                           | CUSIP: 45866FAL8<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |   1032000 | PA      | $690746.36    | 0.02%             | 2050-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                    | INTERCONTINENT                           | CUSIP: 45866FAQ7<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    850000 | PA      | $527341.28    | 0.01%             | 2060-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                    | INTERCONTINENT                           | CUSIP: 45866FAU8<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |   3545000 | PA      | $3544688.89   | 0.10%             | 2027-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                    | INTERCONTINENT                           | CUSIP: 45866FAV6<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    255000 | PA      | $257173.34    | 0.01%             | 2029-06-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                    | INTERCONTINENT                           | CUSIP: 45866FAX2<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |   2290000 | PA      | $2125920.70   | 0.06%             | 2052-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                             | IBM CORP                                 | CUSIP: 459200KA8<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   2839000 | PA      | $2781884.20   | 0.07%             | 2029-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                             | IBM CORP                                 | CUSIP: 459200KB6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    439000 | PA      | $393943.53    | 0.01%             | 2039-05-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                             | IBM CORP                                 | CUSIP: 459200KC4<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   1160000 | PA      | $958926.59    | 0.03%             | 2049-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                             | IBM CORP                                 | CUSIP: 459200KJ9<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    255000 | PA      | $230908.76    | 0.01%             | 2030-05-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                             | IBM CORP                                 | CUSIP: 459200LK5<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   2039000 | PA      | $2065974.64   | 0.06%             | 2055-02-10      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Intuit Inc                                                                       | INTUIT INC                               | CUSIP: 46124HAH9<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |    611000 | PA      | $615001.93    | 0.02%             | 2053-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Israel Government International Bond                                             | STATE OF ISRAEL                          | CUSIP: 46514BRL3<br>LEI: N/A                  | Long             | DBT              | NUSS              | IL        |    580000 | PA      | $595063.07    | 0.02%             | 2034-03-12      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Israel Government International Bond                                             | STATE OF ISRAEL                          | CUSIP: 46514BRM1<br>LEI: N/A                  | Long             | DBT              | NUSS              | IL        |   1875000 | PA      | $1774688.81   | 0.05%             | 2054-03-12      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Israel Government International Bond                                             | STATE OF ISRAEL                          | CUSIP: 46514BRN9<br>LEI: N/A                  | Long             | DBT              | NUSS              | IL        |   1110000 | PA      | $1139399.20   | 0.03%             | 2029-03-12      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                       | JBS HLD/FD/LUX                           | CUSIP: 46590XAP1<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    500000 | PA      | $446855.78    | 0.01%             | 2032-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                       | JBS HLD/FD/LUX                           | CUSIP: 46590XAY2<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    365000 | PA      | $380918.38    | 0.01%             | 2033-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                           | CUSIP: 46647PAL0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   6475000 | PA      | $5291547.48   | 0.14%             | 2048-11-15      | Variable      | 3.96%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                           | CUSIP: 46647PBD7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2525000 | PA      | $2481482.05   | 0.07%             | 2030-05-06      | Variable      | 3.70%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                           | CUSIP: 46647PBM7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    835000 | PA      | $656832.28    | 0.02%             | 2041-04-22      | Variable      | 3.11%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                           | CUSIP: 46647PBN5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    845000 | PA      | $583162.41    | 0.02%             | 2051-04-22      | Variable      | 3.11%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                           | CUSIP: 46647PCD6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    560000 | PA      | $436079.58    | 0.01%             | 2042-04-22      | Variable      | 3.16%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                           | CUSIP: 46647PDH6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2305000 | PA      | $2350761.76   | 0.06%             | 2033-07-25      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                           | CUSIP: 46647PDR4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2344000 | PA      | $2441544.95   | 0.07%             | 2034-06-01      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                           | CUSIP: 46647PEC6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    650000 | PA      | $674724.34    | 0.02%             | 2035-01-23      | Variable      | 5.34%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                           | CUSIP: 46647PEG7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   6100000 | PA      | $6370582.82   | 0.17%             | 2030-04-22      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                           | CUSIP: 46647PEK8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    600000 | PA      | $619935.37    | 0.02%             | 2035-07-22      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                           | CUSIP: 46647PEQ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1540000 | PA      | $1557327.51   | 0.04%             | 2030-10-22      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                           | CUSIP: 46647PEV4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1130000 | PA      | $1166937.69   | 0.03%             | 2031-01-24      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                           | CUSIP: 46647PEX0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3780000 | PA      | $3987559.42   | 0.11%             | 2036-04-22      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                           | CUSIP: 46647PEY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    305000 | PA      | $315232.34    | 0.01%             | 2031-04-22      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| Jackson National Life Global Funding                                             | JACKSON NAT LIFE                         | CUSIP: 46849CJP7<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |    805000 | PA      | $813943.75    | 0.02%             | 2028-06-05      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| Jackson National Life Global Funding                                             | JACKSON NAT LIFE                         | CUSIP: 46849LVA6<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |    610000 | PA      | $623366.78    | 0.02%             | 2027-07-02      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| JBS USA LUX Sarl / JBS USA Food Co / JBS USA Foods Group                         | JBS USA/FOOD/GRP                         | CUSIP: 472140AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    425000 | PA      | $446620.35    | 0.01%             | 2035-04-20      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| JBS USA LUX Sarl / JBS USA Food Co / JBS USA Foods Group                         | JBS USA/FOOD/GRP                         | CUSIP: 472140AC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    298000 | PA      | $311155.50    | 0.01%             | 2055-02-25      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| JBS USA Holding Lux Sarl / JBS USA Foods Group Holdings Inc / JBS USA Food Co    | JBS HLD/FOOD/GRP                         | CUSIP: 472140AE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    800000 | PA      | $814168.58    | 0.02%             | 2036-01-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| JBS USA Holding Lux Sarl / JBS USA Foods Group Holdings Inc / JBS USA Food Co    | JBS HLD/FOOD/GRP                         | CUSIP: 472140AG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2590000 | PA      | $2655095.84   | 0.07%             | 2056-03-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| JBS USA Holding Lux Sarl / JBS USA Foods Group Holdings Inc / JBS USA Food Co    | JBS HLD/FOOD/GRP                         | CUSIP: 472140AJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1345000 | PA      | $1383652.33   | 0.04%             | 2066-04-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                       | JBS HLD/FD/LUX                           | CUSIP: 47214BAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    300000 | PA      | $331673.68    | 0.01%             | 2034-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Jersey Central Power & Light Co                                                  | JERSEY CENT P&L                          | CUSIP: 476556DF9<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |   1075000 | PA      | $1090001.72   | 0.03%             | 2035-01-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| JobsOhio Beverage System                                                         | JOBSOHIO BEVERAGE SYS                    | CUSIP: 47770VBQ2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    160000 | PA      | $133740.98    | 0.00%             | 2038-01-01      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| JobsOhio Beverage System                                                         | JOBSOHIO BEVERAGE SYS                    | CUSIP: 47770VBR0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    315000 | PA      | $316496.53    | 0.01%             | 2033-01-01      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| Johns Hopkins University                                                         | JOHNS HOPKINS                            | CUSIP: 478115AB4<br>LEI: 549300Z1XKWYKTIOM958 | Long             | DBT              | CORP              | US        |    195000 | PA      | $158862.72    | 0.00%             | 2053-07-01      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| Johnsonville Aeroderivative Combustion Turbine Generation LLC                    | JOHNSONVILLE AER                         | CUSIP: 479281AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    650951 | PA      | $626578.90    | 0.02%             | 2054-10-01      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                           | CUSIP: 48126BAA1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    750000 | PA      | $766800.71    | 0.02%             | 2042-01-06      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| KBC Group NV                                                                     | KBC GROUP NV                             | CUSIP: 48241FAC8<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |    640000 | PA      | $700134.34    | 0.02%             | 2034-09-21      | Variable      | 6.32%                 | Yes           |                  2 | On Loan: No      |
| KLA Corp                                                                         | KLA  CORP                                | CUSIP: 482480AM2<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |   1401000 | PA      | $1309108.10   | 0.04%             | 2052-07-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Kaiser Foundation Hospitals                                                      | KAISER FOUN HOSP                         | CUSIP: 48305QAC7<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |    275000 | PA      | $271783.93    | 0.01%             | 2027-05-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Kaiser Foundation Hospitals                                                      | KAISER FOUN HOSP                         | CUSIP: 48305QAF0<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |   1130000 | PA      | $834837.01    | 0.02%             | 2041-06-01      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| Kaiser Foundation Hospitals                                                      | KAISER FOUN HOSP                         | CUSIP: 48305QAG8<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |   1105000 | PA      | $732860.18    | 0.02%             | 2051-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Evergy Metro Inc                                                                 | EVERGY METRO                             | CUSIP: 485134BR0<br>LEI: 1128SIJQ26096WL7IO82 | Long             | DBT              | CORP              | US        |    137000 | PA      | $112669.58    | 0.00%             | 2048-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Kansas Development Finance Authority                                             | KS ST DEV EMPLOYEES-C                    | CUSIP: 485428ZY5<br>LEI: 549300WTL7BL8KBDPR87 | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2107060.00   | 0.06%             | 2034-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Kansas Development Finance Authority                                             | KS DEV FIN AUTH-K-TXB                    | CUSIP: 48542RSV7<br>LEI: 549300WTL7BL8KBDPR87 | Long             | DBT              | MUN               | US        |    390000 | PA      | $277334.23    | 0.01%             | 2051-05-01      | Fixed         | 2.77%                 | No            |                  2 | On Loan: No      |
| Kenvue Inc                                                                       | KENVUE INC                               | CUSIP: 49177JAH5<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |    855000 | PA      | $878450.25    | 0.02%             | 2030-03-22      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kenvue Inc                                                                       | KENVUE INC                               | CUSIP: 49177JAM4<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |    460000 | PA      | $443938.04    | 0.01%             | 2043-03-22      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Kenvue Inc                                                                       | KENVUE INC                               | CUSIP: 49177JAP7<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |    300000 | PA      | $278900.07    | 0.01%             | 2053-03-22      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Kenvue Inc                                                                       | KENVUE INC                               | CUSIP: 49177JAS1<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |   1180000 | PA      | $1196623.66   | 0.03%             | 2032-05-22      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| KeySpan Gas East Corp                                                            | KEYSPAN GAS EAST                         | CUSIP: 49338CAB9<br>LEI: K8TS3HOE1568DUBUJL44 | Long             | DBT              | CORP              | US        |    670000 | PA      | $661358.25    | 0.02%             | 2026-08-15      | Fixed         | 2.74%                 | Yes           |                  2 | On Loan: No      |
| Kite Realty Group LP                                                             | KITE REALTY GRP                          | CUSIP: 49803XAG8<br>LEI: 549300X6R2GYI8Y3OD81 | Long             | DBT              | CORP              | US        |    105000 | PA      | $106974.58    | 0.00%             | 2032-08-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| L'Oreal SA                                                                       | L'OREAL SA                               | CUSIP: 502117AA2<br>LEI: 529900JI1GG6F7RKVI53 | Long             | DBT              | CORP              | FR        |    825000 | PA      | $849148.02    | 0.02%             | 2035-05-20      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| LSEGA Financing PLC                                                              | LSEGA FIN PLC                            | CUSIP: 50220PAC7<br>LEI: 2138009YFYTGEHZNNZ09 | Long             | DBT              | CORP              | GB        |    630000 | PA      | $597693.34    | 0.02%             | 2028-04-06      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| Lseg US Fin Corp                                                                 | LSEG US FIN CORP                         | CUSIP: 50222CAB6<br>LEI: 2138007FV67QQ13CGJ43 | Long             | DBT              | CORP              | US        |    255000 | PA      | $264104.54    | 0.01%             | 2034-03-28      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| Liberty Mutual Group Inc                                                         | LIBERTY MUTUAL                           | CUSIP: 53079EBG8<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |    280000 | PA      | $281777.18    | 0.01%             | 2029-02-01      | Fixed         | 4.57%                 | Yes           |                  2 | On Loan: No      |
| Liberty Mutual Group Inc                                                         | LIBERTY MUTUAL                           | CUSIP: 53079EBN3<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |   1709000 | PA      | $1635718.29   | 0.04%             | 2052-06-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                   | ELI LILLY & CO                           | CUSIP: 532457CG1<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    270000 | PA      | $251872.24    | 0.01%             | 2053-02-27      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                   | ELI LILLY & CO                           | CUSIP: 532457CH9<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    235000 | PA      | $216360.89    | 0.01%             | 2063-02-27      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                   | ELI LILLY & CO                           | CUSIP: 532457CS5<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    415000 | PA      | $395677.55    | 0.01%             | 2054-08-14      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                   | ELI LILLY & CO                           | CUSIP: 532457CT3<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    140000 | PA      | $134538.99    | 0.00%             | 2064-08-14      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Lincoln Financial Global Funding                                                 | LINCOLN GLOBAL                           | CUSIP: 53359KAB7<br>LEI: 984500OC010458395923 | Long             | DBT              | CORP              | US        |    270000 | PA      | $272947.28    | 0.01%             | 2028-05-28      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Lincoln Financial Global Funding                                                 | LINCOLN GLOBAL                           | CUSIP: 53359KAC5<br>LEI: 984500OC010458395923 | Long             | DBT              | CORP              | US        |    165000 | PA      | $166012.17    | 0.00%             | 2030-08-18      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                         | LLOYDS BK GR PLC                         | CUSIP: 539439AQ2<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    225000 | PA      | $222042.86    | 0.01%             | 2028-11-07      | Variable      | 3.57%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                         | LLOYDS BK GR PLC                         | CUSIP: 539439BD0<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    550000 | PA      | $557596.41    | 0.01%             | 2029-06-13      | Variable      | 4.82%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                         | LLOYDS BK GR PLC                         | CUSIP: 53944YAX1<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    846000 | PA      | $887120.29    | 0.02%             | 2035-01-05      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                         | LLOYDS BK GR PLC                         | CUSIP: 53944YBA0<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    600000 | PA      | $627146.27    | 0.02%             | 2030-06-05      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                         | LLOYDS BK GR PLC                         | CUSIP: 53944YBC6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    740000 | PA      | $753047.46    | 0.02%             | 2028-11-26      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                             | LOCKHEED MARTIN                          | CUSIP: 539830BK4<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    211000 | PA      | $206286.29    | 0.01%             | 2036-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                             | LOCKHEED MARTIN                          | CUSIP: 539830BL2<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    546000 | PA      | $501111.30    | 0.01%             | 2046-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                             | LOCKHEED MARTIN                          | CUSIP: 539830BX6<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |   1379000 | PA      | $1422204.91   | 0.04%             | 2054-11-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Louisiana Local Government Environmental Facilities & Community Development Auth | LA LOCAL GOVT -A1-A3                     | CUSIP: 54627RAT7<br>LEI: 5493004WIZ1HV87IVF85 | Long             | DBT              | MUN               | US        |    670000 | PA      | $692128.16    | 0.02%             | 2039-12-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                   | LOWE'S COS INC                           | CUSIP: 548661EN3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    672000 | PA      | $674123.20    | 0.02%             | 2062-09-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Manufacturers & Traders Trust Co                                                 | MANUF & TRADERS                          | CUSIP: 55279HAW0<br>LEI: WWB2V0FCW3A0EE3ZJN75 | Long             | DBT              | CORP              | US        |   2125000 | PA      | $2152997.66   | 0.06%             | 2028-01-27      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                  | CUSIP: 55336VBX7<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    615000 | PA      | $626987.53    | 0.02%             | 2034-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MACH 1 Cayman 2019-1 Ltd                                                         | MAACH 2019-1 A                           | CUSIP: 55446MAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     65212 | PA      | $64432.58     | 0.00%             | 2039-10-15      | Fixed         | 3.47%                 | Yes           |                  2 | On Loan: No      |
| Macquarie Group Ltd                                                              | MACQUARIE GROUP                          | CUSIP: 55608JAX6<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |   1245000 | PA      | $1200957.23   | 0.03%             | 2028-04-14      | Variable      | 1.94%                 | Yes           |                  2 | On Loan: No      |
| Macquarie Group Ltd                                                              | MACQUARIE GROUP                          | CUSIP: 55608JAZ1<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |   1543000 | PA      | $1390972.47   | 0.04%             | 2033-01-14      | Variable      | 2.87%                 | Yes           |                  2 | On Loan: No      |
| Mars Inc                                                                         | MARS INC                                 | CUSIP: 571676AY1<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   1010000 | PA      | $1029127.19   | 0.03%             | 2030-03-01      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| Mars Inc                                                                         | MARS INC                                 | CUSIP: 571676AZ8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1227386.12   | 0.03%             | 2032-03-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Mars Inc                                                                         | MARS INC                                 | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   1990000 | PA      | $2033462.02   | 0.05%             | 2035-03-01      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| Mars Inc                                                                         | MARS INC                                 | CUSIP: 571676BB0<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    580000 | PA      | $588709.60    | 0.02%             | 2045-05-01      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| Mars Inc                                                                         | MARS INC                                 | CUSIP: 571676BC8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    850000 | PA      | $861671.10    | 0.02%             | 2055-05-01      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                                                         | MARSH & MCLENNAN                         | CUSIP: 571748BG6<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    675000 | PA      | $681093.37    | 0.02%             | 2029-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                                                         | MARSH & MCLENNAN                         | CUSIP: 571748BJ0<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    220000 | PA      | $202108.61    | 0.01%             | 2049-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                                                         | MARSH & MCLENNAN                         | CUSIP: 571748BQ4<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    560000 | PA      | $359401.49    | 0.01%             | 2051-12-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                                                         | MARSH & MCLENNAN                         | CUSIP: 571748BT8<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    240000 | PA      | $237481.86    | 0.01%             | 2053-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Maryland Economic Development Corp                                               | MARYLAND ST ECON DEV                     | CUSIP: 574205JJ0<br>LEI: 549300JJ16DDBSZWSN94 | Long             | DBT              | MUN               | US        |    385000 | PA      | $372973.95    | 0.01%             | 2056-05-31      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| Massachusetts Electric Co                                                        | MASS ELECTRIC CO                         | CUSIP: 575634AS9<br>LEI: 549300XN8GZY5U5O1B96 | Long             | DBT              | CORP              | US        |    585000 | PA      | $613068.94    | 0.02%             | 2039-11-15      | Fixed         | 5.90%                 | Yes           |                  2 | On Loan: No      |
| Massachusetts Mutual Life Insurance Co                                           | MASS MUTUAL LIFE                         | CUSIP: 575767AR9<br>LEI: R6ZXK5P01NP6HXSY1S07 | Long             | DBT              | CORP              | US        |    590000 | PA      | $368232.61    | 0.01%             | 2061-12-01      | Fixed         | 3.20%                 | Yes           |                  2 | On Loan: No      |
| Massachusetts School Building Authority                                          | MA ST                                    | CUSIP: 576000KV4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1047544.00   | 0.03%             | 2039-08-15      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                    | MASSACHUSETTS CMNWLTH                    | CUSIP: 576004HG3<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |    112757 | PA      | $112874.41    | 0.00%             | 2031-07-15      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                  | MCDONALD'S CORP                          | CUSIP: 58013MFK5<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    142000 | PA      | $106356.61    | 0.00%             | 2049-09-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Memorial Sloan-Kettering Cancer Center                                           | MEMORIAL SLOAN                           | CUSIP: 586054AB4<br>LEI: 549300IZ71UAMEHWL382 | Long             | DBT              | CORP              | US        |    140000 | PA      | $114422.76    | 0.00%             | 2052-07-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Memorial Sloan-Kettering Cancer Center                                           | MEMORIAL SLOAN                           | CUSIP: 586054AD0<br>LEI: 549300IZ71UAMEHWL382 | Long             | DBT              | CORP              | US        |    590000 | PA      | $392558.06    | 0.01%             | 2050-01-01      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                   | MERCK & CO INC                           | CUSIP: 58933YAJ4<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    760000 | PA      | $660612.35    | 0.02%             | 2043-05-18      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                   | MERCK & CO INC                           | CUSIP: 58933YAW5<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    842000 | PA      | $683838.00    | 0.02%             | 2049-03-07      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                   | MERCK & CO INC                           | CUSIP: 58933YBN4<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    300000 | PA      | $282102.95    | 0.01%             | 2063-05-17      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                   | MERCK & CO INC                           | CUSIP: 58933YBR5<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   1940000 | PA      | $1956766.74   | 0.05%             | 2032-09-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                   | MERCK & CO INC                           | CUSIP: 58933YBS3<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   2600000 | PA      | $2630329.68   | 0.07%             | 2035-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                   | MERCK & CO INC                           | CUSIP: 58933YBT1<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   1855000 | PA      | $1915026.46   | 0.05%             | 2055-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Bon Secours Mercy Health Inc                                                     | BON SECOURS HLTH                         | CUSIP: 58942HAC5<br>LEI: 5493006NA7JSVYYYF398 | Long             | DBT              | CORP              | US        |    570000 | PA      | $571217.84    | 0.02%             | 2028-07-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Met Tower Global Funding                                                         | MET TOWER                                | CUSIP: 58989V2H6<br>LEI: 635400OFJCY9IOGBGY57 | Long             | DBT              | CORP              | US        |    340000 | PA      | $351571.85    | 0.01%             | 2029-04-12      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| MetLife Inc                                                                      | METLIFE INC                              | CUSIP: 59156RBD9<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    145000 | PA      | $124750.44    | 0.00%             | 2042-08-13      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                                      | METLIFE INC                              | CUSIP: 59156RBG2<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    530000 | PA      | $499034.63    | 0.01%             | 2043-11-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                                      | METLIFE INC                              | CUSIP: 59156RCC0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    387000 | PA      | $361255.33    | 0.01%             | 2052-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Pennsylvania Electric Co                                             | FIRSTENERGY PENN                         | CUSIP: 591894CC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    249000 | PA      | $248977.84    | 0.01%             | 2029-01-15      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| FirstEnergy Pennsylvania Electric Co                                             | FIRSTENERGY PENN                         | CUSIP: 591894CE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $61321.54     | 0.00%             | 2028-04-01      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| Metropolitan Life Global Funding I                                               | MET LIFE GLOB                            | CUSIP: 59217GBY4<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |    640000 | PA      | $635965.96    | 0.02%             | 2026-12-18      | Fixed         | 3.45%                 | Yes           |                  2 | On Loan: No      |
| Metropolitan Life Global Funding I                                               | MET LIFE GLOB                            | CUSIP: 59217GCK3<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |   1165000 | PA      | $1142282.20   | 0.03%             | 2027-09-19      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Metropolitan Life Global Funding I                                               | MET LIFE GLOB                            | CUSIP: 59217GET2<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |   1410000 | PA      | $1246417.02   | 0.03%             | 2032-01-11      | Fixed         | 2.40%                 | Yes           |                  2 | On Loan: No      |
| Metropolitan Life Global Funding I                                               | MET LIFE GLOB                            | CUSIP: 59217GFD6<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |    440000 | PA      | $441978.91    | 0.01%             | 2029-08-25      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| Metropolitan Life Global Funding I                                               | MET LIFE GLOB                            | CUSIP: 59217GFP9<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |    520000 | PA      | $538556.54    | 0.01%             | 2033-03-28      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| Metropolitan Transportation Authority Dedicated Tax Fund                         | MTA NY-TXB                               | CUSIP: 59259NZH9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    285000 | PA      | $340479.10    | 0.01%             | 2039-11-15      | Fixed         | 7.34%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                            | MET TRN-BABS-TXB-TR                      | CUSIP: 59259YDK2<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |     25000 | PA      | $25251.02     | 0.00%             | 2026-11-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                            | MET TRANSN-TXB-E-BABS                    | CUSIP: 59259YGF0<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |    500000 | PA      | $554786.10    | 0.01%             | 2040-11-15      | Fixed         | 6.81%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                            | MET TRANS-C2-UNREFUND                    | CUSIP: 59261A2P1<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |     70000 | PA      | $64598.09     | 0.00%             | 2049-11-15      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| Michigan Finance Authority                                                       | MICHIGAN ST FIN AUTH                     | CUSIP: 59447TXW8<br>LEI: 54930022O46HOX5J1D14 | Long             | DBT              | MUN               | US        |    295000 | PA      | $268955.90    | 0.01%             | 2034-12-01      | Fixed         | 3.08%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                                   | MICROSOFT CORP                           | CUSIP: 594918BS2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    822000 | PA      | $750818.00    | 0.02%             | 2036-08-08      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                                   | MICROSOFT CORP                           | CUSIP: 594918CC6<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   2735000 | PA      | $1730348.79   | 0.05%             | 2050-06-01      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                                   | MICROSOFT CORP                           | CUSIP: 594918CE2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   3151000 | PA      | $2140159.58   | 0.06%             | 2052-03-17      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                                   | MICROSOFT CORP                           | CUSIP: 594918CW2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    492000 | PA      | $308051.18    | 0.01%             | 2050-09-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Micron Technology Inc                                                            | MICRON TECH                              | CUSIP: 595112BQ5<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    562000 | PA      | $567280.08    | 0.02%             | 2030-02-15      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| Micron Technology Inc                                                            | MICRON TECH                              | CUSIP: 595112CG6<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    600000 | PA      | $629239.24    | 0.02%             | 2032-11-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Mid-Atlantic Interstate Transmission LLC                                         | MID-ATLANTIC INT                         | CUSIP: 59524QAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    220000 | PA      | $219756.22    | 0.01%             | 2028-05-15      | Fixed         | 4.10%                 | Yes           |                  2 | On Loan: No      |
| MidAmerican Energy Co                                                            | MIDAMERICAN ENER                         | CUSIP: 595620AN5<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13162.53     | 0.00%             | 2044-10-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co                                                            | MIDAMERICAN ENER                         | CUSIP: 595620AP0<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |     45000 | PA      | $38353.51     | 0.00%             | 2046-05-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co                                                            | MIDAMERICAN ENER                         | CUSIP: 595620AU9<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    165000 | PA      | $137966.50    | 0.00%             | 2049-07-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co                                                            | MIDAMERICAN ENER                         | CUSIP: 595620AV7<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |   1166000 | PA      | $803234.78    | 0.02%             | 2050-04-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Energy Co                                                     | MIDAMERICAN ENER                         | CUSIP: 59562VAM9<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    765000 | PA      | $832360.36    | 0.02%             | 2036-04-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Energy Co                                                     | MIDAMERICAN ENER                         | CUSIP: 59562VAP2<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26976.84     | 0.00%             | 2037-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Energy Co                                                     | BERKSHIRE HATHAW                         | CUSIP: 59562VBD8<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    940000 | PA      | $912990.93    | 0.02%             | 2043-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Mississippi Power Co                                                             | MISS POWER CO                            | CUSIP: 605417BZ6<br>LEI: LNZ0J6YZ5SC6ILIRU850 | Long             | DBT              | CORP              | US        |    211000 | PA      | $183750.72    | 0.00%             | 2042-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                               | MITSUB UFJ FIN                           | CUSIP: 606822CL6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    815000 | PA      | $827317.40    | 0.02%             | 2028-07-20      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| Monongahela Power Co                                                             | MONONGAHELA PWR                          | CUSIP: 610202BP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    135000 | PA      | $133607.03    | 0.00%             | 2043-12-15      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                           | CUSIP: 6174468L6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1105000 | PA      | $1032453.30   | 0.03%             | 2031-01-22      | Variable      | 2.70%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                           | CUSIP: 61744YAP3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   4022000 | PA      | $3987428.42   | 0.11%             | 2029-01-24      | Variable      | 3.77%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                           | CUSIP: 61746BCY0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3056198.52   | 0.08%             | 2026-08-09      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                           | CUSIP: 61746BEF9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1245689.19   | 0.03%             | 2027-01-20      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                           | CUSIP: 61747YDY8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    850000 | PA      | $745581.82    | 0.02%             | 2045-01-27      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                           | CUSIP: 61747YED3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1805000 | PA      | $1593753.52   | 0.04%             | 2032-07-21      | Variable      | 2.24%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                           | CUSIP: 61747YEF8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1075000 | PA      | $934261.84    | 0.03%             | 2036-09-16      | Variable      | 2.48%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                           | CUSIP: 61747YEH4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    615000 | PA      | $548283.66    | 0.01%             | 2032-10-20      | Variable      | 2.51%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                           | CUSIP: 61747YES0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    270000 | PA      | $274022.77    | 0.01%             | 2037-04-20      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                           | CUSIP: 61747YFB6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    825000 | PA      | $864310.85    | 0.02%             | 2038-01-19      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                           | CUSIP: 61747YFK6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1823000 | PA      | $1872987.28   | 0.05%             | 2030-01-16      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                           | CUSIP: 61747YFL4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    805000 | PA      | $838291.07    | 0.02%             | 2035-01-18      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                           | CUSIP: 61747YFU4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2821000 | PA      | $2851680.72   | 0.08%             | 2030-10-18      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                           | CUSIP: 61748UAE2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    885000 | PA      | $913475.97    | 0.02%             | 2031-01-15      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                           | CUSIP: 61748UAF9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    510000 | PA      | $534017.83    | 0.01%             | 2036-01-18      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Private Bank NA                                                   | MORGAN STANLEY                           | CUSIP: 61776NVE0<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |   1820000 | PA      | $1830416.66   | 0.05%             | 2028-07-06      | Variable      | 4.47%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Private Bank NA                                                   | MORGAN STANLEY                           | CUSIP: 61776NVG5<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |    985000 | PA      | $999936.81    | 0.03%             | 2031-07-18      | Variable      | 4.73%                 | No            |                  2 | On Loan: No      |
| Municipal Electric Authority of Georgia                                          | MEAG TXB-PLT VOGTLE                      | CUSIP: 626207YF5<br>LEI: JA0WNILDDF2KUPS83B16 | Long             | DBT              | MUN               | US        |   1953000 | PA      | $2140327.46   | 0.06%             | 2057-04-01      | Fixed         | 6.64%                 | No            |                  2 | On Loan: No      |
| Mutual of Omaha Cos Global Funding                                               | MUTUAL OF OMAHA                          | CUSIP: 62829D2F6<br>LEI: 635400AL5J3F1ZPTAN95 | Long             | DBT              | CORP              | US        |    550000 | PA      | $562543.37    | 0.02%             | 2030-04-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| NBK SPC Ltd                                                                      | NBK SPC LTD                              | CUSIP: 62877PAB0<br>LEI: 549300P1ANDK86KWB419 | Long             | DBT              | CORP              | AE        |   1975000 | PA      | $1920216.46   | 0.05%             | 2027-09-15      | Variable      | 1.62%                 | Yes           |                  2 | On Loan: No      |
| NBN Co Ltd                                                                       | NBN CO LTD                               | CUSIP: 62878U2B7<br>LEI: 2549007CRZ2NT7S96A24 | Long             | DBT              | CORP              | AU        |   1105000 | PA      | $1009363.85   | 0.03%             | 2031-05-05      | Fixed         | 2.62%                 | Yes           |                  2 | On Loan: No      |
| NBN Co Ltd                                                                       | NBN CO LTD                               | CUSIP: 62878U2D3<br>LEI: 2549007CRZ2NT7S96A24 | Long             | DBT              | CORP              | AU        |    760000 | PA      | $736853.54    | 0.02%             | 2027-01-08      | Fixed         | 1.62%                 | Yes           |                  2 | On Loan: No      |
| NBN Co Ltd                                                                       | NBN CO LTD                               | CUSIP: 62878U2E1<br>LEI: 2549007CRZ2NT7S96A24 | Long             | DBT              | CORP              | AU        |   2179000 | PA      | $1935234.42   | 0.05%             | 2032-01-08      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| NLG Global Funding                                                               | NLG GLB FUNDING                          | CUSIP: 62915W2B8<br>LEI: 635400SKBQOWEJZLTW68 | Long             | DBT              | CORP              | US        |    665000 | PA      | $658695.41    | 0.02%             | 2030-09-15      | Fixed         | 4.35%                 | Yes           |                  2 | On Loan: No      |
| NTT Finance Corp                                                                 | NTT FINANCE                              | CUSIP: 62954WAQ8<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    595000 | PA      | $600814.63    | 0.02%             | 2028-07-16      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| NTT Finance Corp                                                                 | NTT FINANCE                              | CUSIP: 62954WAS4<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    775000 | PA      | $787485.03    | 0.02%             | 2030-07-16      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| NTT Finance Corp                                                                 | NTT FINANCE                              | CUSIP: 62954WAU9<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    700000 | PA      | $716986.65    | 0.02%             | 2032-07-16      | Fixed         | 5.17%                 | Yes           |                  2 | On Loan: No      |
| NTT Finance Corp                                                                 | NTT FINANCE                              | CUSIP: 62954WAV7<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    525000 | PA      | $542879.17    | 0.01%             | 2035-07-16      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| National Australia Bank Ltd                                                      | NATL AUSTRALIABK                         | CUSIP: 632525AU5<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |   2140000 | PA      | $1926331.34   | 0.05%             | 2030-08-21      | Fixed         | 2.33%                 | Yes           |                  2 | On Loan: No      |
| National Australia Bank Ltd                                                      | NATL AUSTRALIABK                         | CUSIP: 632525BL4<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |   1538000 | PA      | $1593428.57   | 0.04%             | 2028-11-28      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| National Australia Bank Ltd/New York                                             | NATL AUS BANK/NY                         | CUSIP: 63254ABE7<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | AU        |    885000 | PA      | $884910.91    | 0.02%             | 2027-06-09      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| NNN REIT Inc                                                                     | NNN REIT                                 | CUSIP: 637417AT3<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |    535000 | PA      | $554626.74    | 0.01%             | 2034-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| National Securities Clearing Corp                                                | NATIONAL SECS CL                         | CUSIP: 637639AH8<br>LEI: 549300RYC9NELN2ICA34 | Long             | DBT              | CORP              | US        |   1565000 | PA      | $1599883.57   | 0.04%             | 2027-11-21      | Fixed         | 5.10%                 | Yes           |                  2 | On Loan: No      |
| Nationwide Financial Services Inc                                                | NATIONWIDE FIN                           | CUSIP: 638612AM3<br>LEI: 5493001H7AZNDS6BKJ36 | Long             | DBT              | CORP              | US        |   1430000 | PA      | $1098439.84   | 0.03%             | 2049-11-30      | Fixed         | 3.90%                 | Yes           |                  2 | On Loan: No      |
| Nationwide Building Society                                                      | NATIONWIDE BLDG                          | CUSIP: 63861VAM9<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |    735000 | PA      | $740500.48    | 0.02%             | 2029-07-14      | Variable      | 4.65%                 | Yes           |                  2 | On Loan: No      |
| Nationwide Building Society                                                      | NATIONWIDE BLDG                          | CUSIP: 63861VAN7<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |    485000 | PA      | $498405.54    | 0.01%             | 2036-07-14      | Variable      | 5.54%                 | Yes           |                  2 | On Loan: No      |
| Nationwide Mutual Insurance Co                                                   | NATIONWIDE MUTL                          | CUSIP: 638671AN7<br>LEI: Z7LVXXWM8HZPKF5T2355 | Long             | DBT              | CORP              | US        |   1520000 | PA      | $1205832.60   | 0.03%             | 2050-04-30      | Fixed         | 4.35%                 | Yes           |                  2 | On Loan: No      |
| NatWest Group PLC                                                                | NATWEST GROUP                            | CUSIP: 639057AC2<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    870000 | PA      | $853649.33    | 0.02%             | 2027-06-14      | Variable      | 1.64%                 | No            |                  2 | On Loan: No      |
| NBCUniversal Media LLC                                                           | NBCUNIVERSAL MED                         | CUSIP: 63946BAJ9<br>LEI: VTBDOQJ6KOGQ6K786R46 | Long             | DBT              | CORP              | US        |    359000 | PA      | $313761.77    | 0.01%             | 2043-01-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Nevada Power Co                                                                  | NEVADA POWER CO                          | CUSIP: 641423CE6<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |    305000 | PA      | $201547.86    | 0.01%             | 2050-08-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| New Jersey Turnpike Authority                                                    | NJ TPK-F-TXB                             | CUSIP: 646139W35<br>LEI: 5493005YN67D71KSMI84 | Long             | DBT              | MUN               | US        |    410000 | PA      | $495139.90    | 0.01%             | 2040-01-01      | Fixed         | 7.41%                 | No            |                  2 | On Loan: No      |
| New York Life Insurance Co                                                       | NEW YORK LIFE                            | CUSIP: 64952GAE8<br>LEI: TAE73CY392TBWJ3O3305 | Long             | DBT              | CORP              | US        |   2100000 | PA      | $2225003.61   | 0.06%             | 2033-05-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| New York Life Insurance Co                                                       | NEW YORK LIFE                            | CUSIP: 64952GAQ1<br>LEI: TAE73CY392TBWJ3O3305 | Long             | DBT              | CORP              | US        |    435000 | PA      | $345446.90    | 0.01%             | 2069-05-15      | Fixed         | 4.45%                 | Yes           |                  2 | On Loan: No      |
| New York Life Insurance Co                                                       | NEW YORK LIFE                            | CUSIP: 64952GAT5<br>LEI: TAE73CY392TBWJ3O3305 | Long             | DBT              | CORP              | US        |    345000 | PA      | $260758.60    | 0.01%             | 2050-05-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| New York Life Global Funding                                                     | NEW YORK LIFE GL                         | CUSIP: 64952WFE8<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |   1195000 | PA      | $1220127.07   | 0.03%             | 2034-01-09      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| City of New York NY                                                              | NEW YORK-TXBL C-2                        | CUSIP: 64966SGN0<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    920000 | PA      | $904595.52    | 0.02%             | 2037-09-01      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                              | NEW YORK-TXBL-D-1                        | CUSIP: 64966SHM1<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    595000 | PA      | $568726.41    | 0.02%             | 2049-10-01      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                              | NEW YORK-TXBL-D-1                        | CUSIP: 64966SHN9<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    280000 | PA      | $267549.77    | 0.01%             | 2054-10-01      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                              | NEW YORK-H-TXBL                          | CUSIP: 64966SNK8<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    155000 | PA      | $166139.39    | 0.00%             | 2055-02-01      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Niagara Mohawk Power Corp                                                        | NIAGARA MOHAWK                           | CUSIP: 65364UAL0<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $999864.69    | 0.03%             | 2028-12-15      | Fixed         | 4.28%                 | Yes           |                  2 | On Loan: No      |
| Niagara Mohawk Power Corp                                                        | NIAGARA MOHAWK                           | CUSIP: 65364UAP1<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |    540000 | PA      | $347634.86    | 0.01%             | 2050-06-27      | Fixed         | 3.02%                 | Yes           |                  2 | On Loan: No      |
| NiSource Inc                                                                     | NISOURCE INC                             | CUSIP: 65473PAM7<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |   2036000 | PA      | $1837203.53   | 0.05%             | 2052-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                                                     | NISOURCE INC                             | CUSIP: 65473PAS4<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    225000 | PA      | $232081.50    | 0.01%             | 2029-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                                                     | NISOURCE INC                             | CUSIP: 65473PAU9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    300000 | PA      | $304759.21    | 0.01%             | 2055-04-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                                                     | NISOURCE INC                             | CUSIP: 65473QBB8<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    645000 | PA      | $626017.50    | 0.02%             | 2043-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                                                     | NISOURCE INC                             | CUSIP: 65473QBC6<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    255000 | PA      | $231974.09    | 0.01%             | 2044-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Glencore Canada Corp                                                             | NORANDA INC                              | CUSIP: 655422AV5<br>LEI: 549300ED6C93BGYAS129 | Long             | DBT              | CORP              | CA        |    141000 | PA      | $150149.28    | 0.00%             | 2035-06-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                                                                  | NORDEA BANK ABP                          | CUSIP: 65559CAE1<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |   1900000 | PA      | $1852666.46   | 0.05%             | 2026-09-30      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| North Texas Tollway Authority                                                    | N TX HWY-TXB-B                           | CUSIP: 66285WFB7<br>LEI: PQGZGRE0F2WPMYQQ1B78 | Long             | DBT              | MUN               | US        |    465000 | PA      | $517963.69    | 0.01%             | 2049-01-01      | Fixed         | 6.72%                 | No            |                  2 | On Loan: No      |
| Northeastern University                                                          | NRTHEAST UNIV                            | CUSIP: 664675AT2<br>LEI: 549300I2J5CUY7XEVC78 | Long             | DBT              | CORP              | US        |    225000 | PA      | $153660.69    | 0.00%             | 2050-10-01      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| Northern States Power Co/MN                                                      | NORTHERN ST PR-M                         | CUSIP: 665772CB3<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |   1745000 | PA      | $1931499.18   | 0.05%             | 2036-06-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Northern States Power Co/MN                                                      | NORTHERN ST PR-M                         | CUSIP: 665772CT4<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    145000 | PA      | $131443.25    | 0.00%             | 2031-04-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                                                            | NORTHROP GRUMMAN                         | CUSIP: 666807CN0<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    240000 | PA      | $244166.64    | 0.01%             | 2030-07-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                                                            | NORTHROP GRUMMAN                         | CUSIP: 666807CP5<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    290000 | PA      | $299959.53    | 0.01%             | 2035-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Northwestern Mutual Life Insurance Co/The                                        | NORTHWESTERN MUT                         | CUSIP: 668138AA8<br>LEI: 1DU7IM20QESYGDO4HO54 | Long             | DBT              | CORP              | US        |    696000 | PA      | $540377.99    | 0.01%             | 2047-09-30      | Fixed         | 3.85%                 | Yes           |                  2 | On Loan: No      |
| Northwestern Mutual Life Insurance Co/The                                        | NORTHWESTERN MUT                         | CUSIP: 668138AC4<br>LEI: 1DU7IM20QESYGDO4HO54 | Long             | DBT              | CORP              | US        |    270000 | PA      | $187338.53    | 0.01%             | 2059-09-30      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Northwestern Mutual Global Funding                                               | NW MUTUAL GLOBAL                         | CUSIP: 66815L2S7<br>LEI: 635400LZXFVELZDVP257 | Long             | DBT              | CORP              | US        |    845000 | PA      | $875824.22    | 0.02%             | 2031-05-28      | Fixed         | 5.16%                 | Yes           |                  2 | On Loan: No      |
| Northwestern University                                                          | NORTHWESTERN UNI                         | CUSIP: 668444AS1<br>LEI: OBWWNZE695DUK77DTI34 | Long             | DBT              | CORP              | US        |     25000 | PA      | $15840.40     | 0.00%             | 2050-12-01      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp                                                            | NOVARTIS CAPITAL                         | CUSIP: 66989HAH1<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    640000 | PA      | $578400.61    | 0.02%             | 2044-05-06      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Nuveen LLC                                                                       | NUVEEN LLC                               | CUSIP: 67080LAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    130000 | PA      | $135777.42    | 0.00%             | 2030-01-15      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| Nuveen LLC                                                                       | NUVEEN LLC                               | CUSIP: 67080LAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    290000 | PA      | $305652.93    | 0.01%             | 2034-04-15      | Fixed         | 5.85%                 | Yes           |                  2 | On Loan: No      |
| Oglethorpe Power Corp                                                            | OGLETHORPE POWER                         | CUSIP: 677050AC0<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |    798750 | PA      | $838782.24    | 0.02%             | 2031-01-01      | Fixed         | 6.19%                 | Yes           |                  2 | On Loan: No      |
| Oglethorpe Power Corp                                                            | OGLETHORPE POWER                         | CUSIP: 677050AG1<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |    170000 | PA      | $178460.42    | 0.00%             | 2039-11-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Oglethorpe Power Corp                                                            | OGLETHORPE POWER                         | CUSIP: 677050AK2<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |     50000 | PA      | $42667.72     | 0.00%             | 2044-06-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Oglethorpe Power Corp                                                            | OGLETHORPE POWER                         | CUSIP: 677050AL0<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |    537000 | PA      | $426867.36    | 0.01%             | 2046-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Oglethorpe Power Corp                                                            | OGLETHORPE POWER                         | CUSIP: 677050AN6<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |     65000 | PA      | $59109.84     | 0.00%             | 2048-10-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Oglethorpe Power Corp                                                            | OGLETHORPE POWER                         | CUSIP: 677050AS5<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |    115000 | PA      | $97218.14     | 0.00%             | 2047-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Oglethorpe Power Corp                                                            | OGLETHORPE POWER                         | CUSIP: 677050AW6<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |    575000 | PA      | $572829.46    | 0.02%             | 2054-06-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Ohio Edison Co                                                                   | OHIO EDISON CO                           | CUSIP: 677347CJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    135000 | PA      | $138008.52    | 0.00%             | 2029-12-15      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| OhioHealth Corp                                                                  | OHIOHEALTH                               | CUSIP: 67777JAL2<br>LEI: JGYGIL4QGKKPZU7C1D18 | Long             | DBT              | CORP              | US        |    760000 | PA      | $679945.56    | 0.02%             | 2031-11-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| OhioHealth Corp                                                                  | OHIOHEALTH                               | CUSIP: 67777JAM0<br>LEI: JGYGIL4QGKKPZU7C1D18 | Long             | DBT              | CORP              | US        |    485000 | PA      | $358666.08    | 0.01%             | 2041-11-15      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| OMERS Finance Trust                                                              | OMERS FINANCE TR                         | CUSIP: 682142AJ3<br>LEI: 529900M039WCPES03P17 | Long             | DBT              | NUSS              | CA        |    560000 | PA      | $562186.18    | 0.02%             | 2028-04-20      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Omnis Funding Trust                                                              | OMNIS FUND TRUST                         | CUSIP: 68218WAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1475000 | PA      | $1590881.84   | 0.04%             | 2055-05-15      | Fixed         | 6.72%                 | Yes           |                  2 | On Loan: No      |
| Oncor Electric Delivery Co LLC                                                   | ONCOR ELECTRIC D                         | CUSIP: 68233JAT1<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     75000 | PA      | $68130.09     | 0.00%             | 2041-12-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co LLC                                                   | ONCOR ELECTRIC D                         | CUSIP: 68233JCD4<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    355000 | PA      | $217306.28    | 0.01%             | 2051-11-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co LLC                                                   | ONCOR ELECTRIC D                         | CUSIP: 68233JCF9<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    150000 | PA      | $146600.08    | 0.00%             | 2032-06-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co LLC                                                   | ONCOR ELECTRIC D                         | CUSIP: 68233JCH5<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    670000 | PA      | $572134.97    | 0.02%             | 2052-06-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co LLC                                                   | ONCOR ELECTRIC D                         | CUSIP: 68233JCK8<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    414000 | PA      | $413707.62    | 0.01%             | 2032-09-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co LLC                                                   | ONCOR ELECTRIC D                         | CUSIP: 68233JCM4<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    294000 | PA      | $268104.01    | 0.01%             | 2052-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co LLC                                                   | ONCOR ELECTRIC D                         | CUSIP: 68233JCS1<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |   2025000 | PA      | $2153536.27   | 0.06%             | 2033-11-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK INC                                | CUSIP: 682680BL6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    356000 | PA      | $377467.06    | 0.01%             | 2033-09-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK INC                                | CUSIP: 682680BN2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    350000 | PA      | $372176.35    | 0.01%             | 2053-09-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK INC                                | CUSIP: 682680CD3<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    530000 | PA      | $530024.16    | 0.01%             | 2031-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK INC                                | CUSIP: 682680DB6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    615000 | PA      | $615366.51    | 0.02%             | 2032-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| OneMain Direct Auto Receivables Trust 2021-1                                     | ODART 2021-1A A                          | CUSIP: 682687AA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     34731 | PA      | $34642.39     | 0.00%             | 2028-07-14      | Fixed         | 0.87%                 | Yes           |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                              | CUSIP: 68389XBN4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1360000 | PA      | $1336401.33   | 0.04%             | 2027-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Oregon School Boards Association                                                 | OR SCH BRDS-TXB-PENSI                    | CUSIP: 686053DR7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1044237 | PA      | $1067219.99   | 0.03%             | 2028-06-30      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| Oregon State University                                                          | OREGON ST UNIV GEN                       | CUSIP: 68608WAL6<br>LEI: 549300UBMR6O3SFCEV73 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $709331.00    | 0.02%             | 2060-03-01      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| PECO Energy Co                                                                   | PECO ENERGY CO                           | CUSIP: 693304BD8<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    280000 | PA      | $247703.04    | 0.01%             | 2052-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| PG&E Wildfire Recovery Funding LLC                                               | PG&E WILDFIRE                            | CUSIP: 693342AD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    365000 | PA      | $326032.16    | 0.01%             | 2049-12-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| PG&E Wildfire Recovery Funding LLC                                               | PG&E WILDFIRE                            | CUSIP: 693342AJ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    720000 | PA      | $697977.80    | 0.02%             | 2049-12-01      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| PG&E Wildfire Recovery Funding LLC                                               | PG&E WILDFIRE                            | CUSIP: 693342AK3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    685000 | PA      | $646928.70    | 0.02%             | 2054-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| PNC Bank NA                                                                      | PNC BANK NA                              | CUSIP: 69353RFG8<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |   1165000 | PA      | $1145550.49   | 0.03%             | 2027-10-25      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| PNC Bank NA                                                                      | PNC BANK NA                              | CUSIP: 69353RFJ2<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |   1675000 | PA      | $1648441.12   | 0.04%             | 2028-01-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                      | PACIFIC GAS&ELEC                         | CUSIP: 694308HH3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    305000 | PA      | $261069.80    | 0.01%             | 2044-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                      | PACIFIC GAS&ELEC                         | CUSIP: 694308JN8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    210831 | PA      | $181636.63    | 0.00%             | 2050-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                      | PACIFIC GAS&ELEC                         | CUSIP: 694308KH9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    260000 | PA      | $280103.01    | 0.01%             | 2053-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                      | PACIFIC GAS&ELEC                         | CUSIP: 694308KP1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    695000 | PA      | $770511.94    | 0.02%             | 2034-03-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                      | PACIFIC GAS&ELEC                         | CUSIP: 694308KR7<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    155000 | PA      | $160656.50    | 0.00%             | 2034-05-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Pacific LifeCorp                                                                 | PACIFIC LIFECORP                         | CUSIP: 694476AF9<br>LEI: VFN8KLUEIK7XMVX1JM30 | Long             | DBT              | CORP              | US        |    500000 | PA      | $489339.52    | 0.01%             | 2052-09-15      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| Mass General Brigham Inc                                                         | PARTNERS HEALTH                          | CUSIP: 70213HAE8<br>LEI: 5493007Z86EDN0QFYU66 | Long             | DBT              | CORP              | US        |    535000 | PA      | $375363.35    | 0.01%             | 2049-07-01      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| Mass General Brigham Inc                                                         | PARTNERS HEALTH                          | CUSIP: 70213HAF5<br>LEI: 5493007Z86EDN0QFYU66 | Long             | DBT              | CORP              | US        |    955000 | PA      | $640908.21    | 0.02%             | 2060-07-01      | Fixed         | 3.34%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co Lp / PTL Finance Corp                                    | PENSKE TRUCK LE                          | CUSIP: 709599BR4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1288196.94   | 0.03%             | 2027-11-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Penske Truck Leasing Co Lp / PTL Finance Corp                                    | PENSKE TRUCK LE                          | CUSIP: 709599BS2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1230000 | PA      | $1264826.06   | 0.03%             | 2028-02-01      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| Penske Truck Leasing Co Lp / PTL Finance Corp                                    | PENSKE TRUCK LE                          | CUSIP: 709599BV5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    218000 | PA      | $232993.70    | 0.01%             | 2030-06-15      | Fixed         | 6.20%                 | Yes           |                  2 | On Loan: No      |
| Penske Truck Leasing Co Lp / PTL Finance Corp                                    | PENSKE TRUCK LE                          | CUSIP: 709599BW3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1125000 | PA      | $1174716.98   | 0.03%             | 2028-08-01      | Fixed         | 6.05%                 | Yes           |                  2 | On Loan: No      |
| Penske Truck Leasing Co Lp / PTL Finance Corp                                    | PENSKE TRUCK LE                          | CUSIP: 709599BZ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    375000 | PA      | $385767.46    | 0.01%             | 2029-03-30      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| Penske Truck Leasing Co Lp / PTL Finance Corp                                    | PENSKE TRUCK LE                          | CUSIP: 709599CA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    170000 | PA      | $174820.24    | 0.00%             | 2029-07-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Penske Truck Leasing Co Lp / PTL Finance Corp                                    | PENSKE TRUCK LE                          | CUSIP: 709599CB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    145000 | PA      | $149553.58    | 0.00%             | 2030-02-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Pfizer Investment Enterprises Pte Ltd                                            | PFIZER INVSTMNT                          | CUSIP: 716973AE2<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |    300000 | PA      | $303103.70    | 0.01%             | 2033-05-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Pfizer Investment Enterprises Pte Ltd                                            | PFIZER INVSTMNT                          | CUSIP: 716973AF9<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |   1640000 | PA      | $1589720.34   | 0.04%             | 2043-05-19      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| Pfizer Investment Enterprises Pte Ltd                                            | PFIZER INVSTMNT                          | CUSIP: 716973AG7<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |   1116000 | PA      | $1078676.57   | 0.03%             | 2053-05-19      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                       | PFIZER INC                               | CUSIP: 717081EJ8<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |   1505000 | PA      | $1368230.27   | 0.04%             | 2038-09-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                       | PFIZER INC                               | CUSIP: 717081ET6<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |   2165000 | PA      | $2130089.74   | 0.06%             | 2029-03-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| PG&E Energy Recovery Funding LLC                                                 | PG&E ENERGY RECO                         | CUSIP: 71710TAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    109000 | PA      | $89568.75     | 0.00%             | 2038-01-15      | Fixed         | 2.28%                 | No            |                  2 | On Loan: No      |
| PG&E Energy Recovery Funding LLC                                                 | PG&E ENERGY RECO                         | CUSIP: 71710TAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    494000 | PA      | $357075.39    | 0.01%             | 2048-07-15      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| Philadelphia Authority for Industrial Development                                | PHILADELPHIA INDL-C                      | CUSIP: 71781LBH1<br>LEI: 549300DIY68KQZEW7M79 | Long             | DBT              | MUN               | US        |   1945000 | PA      | $2065402.11   | 0.06%             | 2028-10-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN                         | CUSIP: 718172BD0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    145000 | PA      | $135068.34    | 0.00%             | 2043-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN                         | CUSIP: 718172BL2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   2295000 | PA      | $1974865.13   | 0.05%             | 2044-11-10      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN                         | CUSIP: 718172CW7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   1160000 | PA      | $1221375.29   | 0.03%             | 2029-11-17      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN                         | CUSIP: 718172CX5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   1470000 | PA      | $1565715.74   | 0.04%             | 2032-11-17      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN                         | CUSIP: 718172DA4<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   2740000 | PA      | $2831711.80   | 0.08%             | 2030-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN                         | CUSIP: 718172DB2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   3794000 | PA      | $3963273.26   | 0.11%             | 2033-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN                         | CUSIP: 718172DH9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    705000 | PA      | $729328.36    | 0.02%             | 2031-02-13      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN                         | CUSIP: 718172DP1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    675000 | PA      | $686511.03    | 0.02%             | 2031-11-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| DOC DR LLC                                                                       | PHYSICIANS REALT                         | CUSIP: 71951QAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    170000 | PA      | $151577.67    | 0.00%             | 2031-11-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Piedmont Healthcare Inc                                                          | PIEDMONT HLTH                            | CUSIP: 72014TAC3<br>LEI: 254900D1I6W7J0DSAY11 | Long             | DBT              | CORP              | US        |    255000 | PA      | $218837.16    | 0.01%             | 2032-01-01      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| Piedmont Healthcare Inc                                                          | PIEDMONT HLTH                            | CUSIP: 72014TAD1<br>LEI: 254900D1I6W7J0DSAY11 | Long             | DBT              | CORP              | US        |    255000 | PA      | $181688.57    | 0.00%             | 2042-01-01      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| Piedmont Healthcare Inc                                                          | PIEDMONT HLTH                            | CUSIP: 72014TAE9<br>LEI: 254900D1I6W7J0DSAY11 | Long             | DBT              | CORP              | US        |    340000 | PA      | $216914.90    | 0.01%             | 2052-01-01      | Fixed         | 2.86%                 | No            |                  2 | On Loan: No      |
| Piedmont Natural Gas Co Inc                                                      | PIEDMONT NAT GAS                         | CUSIP: 720186AP0<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |    260000 | PA      | $236048.82    | 0.01%             | 2052-05-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                          | PORT AUTH-174TH                          | CUSIP: 73358WJA3<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |   1175000 | PA      | $1002820.32   | 0.03%             | 2062-10-01      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                          | PORT AUTH NY/NJ-192                      | CUSIP: 73358WXQ2<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |    640000 | PA      | $583107.90    | 0.02%             | 2065-10-15      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                          | NY & NJ PORT AUTH                        | CUSIP: 73358XCN0<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |    485000 | PA      | $317780.97    | 0.01%             | 2060-07-15      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                          | NY & NJ PORT AUTH-239                    | CUSIP: 73358XJB9<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |   1035000 | PA      | $995577.78    | 0.03%             | 2053-07-15      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| Potomac Electric Power Co                                                        | POTOMAC ELEC PWR                         | CUSIP: 737679DB3<br>LEI: 549300BXF2DWUNN57U06 | Long             | DBT              | CORP              | US        |    750000 | PA      | $844699.37    | 0.02%             | 2037-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Pricoa Global Funding I                                                          | PRICOA GLOB FUND                         | CUSIP: 74153WCS6<br>LEI: 635400IBXEBMD9ADYA79 | Long             | DBT              | CORP              | US        |   1058000 | PA      | $1084381.83   | 0.03%             | 2028-05-30      | Fixed         | 5.10%                 | Yes           |                  2 | On Loan: No      |
| Pricoa Global Funding I                                                          | PRICOA GLOB FUND                         | CUSIP: 74153WCV9<br>LEI: 635400IBXEBMD9ADYA79 | Long             | DBT              | CORP              | US        |    270000 | PA      | $272827.76    | 0.01%             | 2031-08-27      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| Pricoa Global Funding I                                                          | PRICOA GLOB FUND                         | CUSIP: 74153WCW7<br>LEI: 635400IBXEBMD9ADYA79 | Long             | DBT              | CORP              | US        |    220000 | PA      | $223579.58    | 0.01%             | 2030-05-28      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| Pricoa Global Funding I                                                          | PRICOA GLOB FUND                         | CUSIP: 74153WCX5<br>LEI: 635400IBXEBMD9ADYA79 | Long             | DBT              | CORP              | US        |    205000 | PA      | $212499.04    | 0.01%             | 2035-05-28      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| Principal Life Global Funding II                                                 | PRINCIPAL LFE II                         | CUSIP: 74256LBG3<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |    825000 | PA      | $770801.50    | 0.02%             | 2029-09-16      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Prologis LP                                                                      | PROLOGIS LP                              | CUSIP: 74340XCQ2<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    302000 | PA      | $308308.11    | 0.01%             | 2031-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                      | PROLOGIS LP                              | CUSIP: 74340XCR0<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    950000 | PA      | $977762.88    | 0.03%             | 2035-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Prologis Targeted US Logistics Fund LP                                           | PROLOGIS TARGETE                         | CUSIP: 74350LAC8<br>LEI: 5493004DTBWUQ9F2VJ87 | Long             | DBT              | CORP              | US        |    561000 | PA      | $573950.37    | 0.02%             | 2035-01-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Protective Life Global Funding                                                   | PROTECTIVE LIFE                          | CUSIP: 74368CBP8<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |    750000 | PA      | $757308.18    | 0.02%             | 2027-07-06      | Fixed         | 4.71%                 | Yes           |                  2 | On Loan: No      |
| Protective Life Global Funding                                                   | PROTECTIVE LIFE                          | CUSIP: 74368CCB8<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |    650000 | PA      | $676307.93    | 0.02%             | 2032-01-14      | Fixed         | 5.43%                 | Yes           |                  2 | On Loan: No      |
| Protective Life Global Funding                                                   | PROTECTIVE LIFE                          | CUSIP: 74368CCC6<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |    345000 | PA      | $351339.75    | 0.01%             | 2030-06-05      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| Providence St Joseph Health Obligated Group                                      | ST JOSEPH HLTH                           | CUSIP: 743756AE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    325000 | PA      | $249880.54    | 0.01%             | 2048-10-01      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| Providence St Joseph Health Obligated Group                                      | ST JOSEPH HLTH                           | CUSIP: 743820AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    985000 | PA      | $921687.28    | 0.02%             | 2029-10-01      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| Providence St Joseph Health Obligated Group                                      | ST JOSEPH HLTH                           | CUSIP: 743820AC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    449000 | PA      | $461971.65    | 0.01%             | 2033-10-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Providence St Joseph Health Obligated Group                                      | ST JOSEPH HLTH                           | CUSIP: 743820AG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    990000 | PA      | $1019715.09   | 0.03%             | 2032-10-01      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                         | PRUDENTIAL FIN                           | CUSIP: 74432QCE3<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |   1856000 | PA      | $1574871.05   | 0.04%             | 2050-02-25      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Public Service Co of Oklahoma                                                    | PUB SVC OKLAHOMA                         | CUSIP: 744533BR0<br>LEI: F3TJNSIZRGXRH8GEIK79 | Long             | DBT              | CORP              | US        |    300000 | PA      | $303796.82    | 0.01%             | 2035-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Public Service Co of Oklahoma                                                    | PUB SVC OKLAHOMA                         | CUSIP: 744533BS8<br>LEI: F3TJNSIZRGXRH8GEIK79 | Long             | DBT              | CORP              | US        |   1485000 | PA      | $1517126.50   | 0.04%             | 2036-01-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Public Service Co of New Hampshire                                               | PUB SVC NEW HAMP                         | CUSIP: 744538AF6<br>LEI: 549300SHPFALUPKK2351 | Long             | DBT              | CORP              | US        |    170000 | PA      | $177952.40    | 0.00%             | 2033-10-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co                                               | PUBLIC SERVICE                           | CUSIP: 74456QCU8<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    803000 | PA      | $820057.94    | 0.02%             | 2035-03-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co                                               | PUBLIC SERVICE                           | CUSIP: 74456QCV6<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    543000 | PA      | $545912.67    | 0.01%             | 2055-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Public Service Enterprise Group Inc                                              | PUBLIC SERVICE                           | CUSIP: 744573AY2<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    530000 | PA      | $546847.19    | 0.01%             | 2029-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Public Service Enterprise Group Inc                                              | PUBLIC SERVICE                           | CUSIP: 744573AZ9<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    340000 | PA      | $351939.99    | 0.01%             | 2034-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Public Service Enterprise Group Inc                                              | PUBLIC SERVICE                           | CUSIP: 744573BB1<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    680000 | PA      | $701947.42    | 0.02%             | 2035-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Public Storage Operating Co                                                      | PUBLIC STORAGE                           | CUSIP: 74460WAH0<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4941.96      | 0.00%             | 2053-08-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| QatarEnergy                                                                      | QATAR ENERGY                             | CUSIP: 74730DAE3<br>LEI: 254900QTESJKJ3P87J26 | Long             | DBT              | CORP              | QA        |    675000 | PA      | $519217.95    | 0.01%             | 2041-07-12      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| Ooredoo International Finance Ltd                                                | OOREDOO INTL FIN                         | CUSIP: 74735KAA0<br>LEI: 549300BHXCDJ03WU7N77 | Long             | DBT              | CORP              | BM        |    725000 | PA      | $666219.49    | 0.02%             | 2031-04-08      | Fixed         | 2.62%                 | Yes           |                  2 | On Loan: No      |
| QUALCOMM Inc                                                                     | QUALCOMM INC                             | CUSIP: 747525AK9<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    570000 | PA      | $534153.30    | 0.01%             | 2045-05-20      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                                                     | QUALCOMM INC                             | CUSIP: 747525AV5<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    245000 | PA      | $210298.93    | 0.01%             | 2047-05-20      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                                                     | QUALCOMM INC                             | CUSIP: 747525BK8<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |   1075000 | PA      | $987173.24    | 0.03%             | 2030-05-20      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                                                     | QUALCOMM INC                             | CUSIP: 747525BR3<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    463000 | PA      | $401545.27    | 0.01%             | 2052-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                                                     | QUALCOMM INC                             | CUSIP: 747525BU6<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    395000 | PA      | $401121.27    | 0.01%             | 2030-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                                                     | QUALCOMM INC                             | CUSIP: 747525BW2<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    745000 | PA      | $760174.15    | 0.02%             | 2035-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                         | COOPERATIEVE RAB                         | CUSIP: 74977RDR2<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    625000 | PA      | $630272.14    | 0.02%             | 2028-08-22      | Variable      | 4.66%                 | Yes           |                  2 | On Loan: No      |
| RFR Trust                                                                        | RFR 2025-SGRM A                          | CUSIP: 74984NAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1204759 | PA      | $1231846.80   | 0.03%             | 2041-03-11      | Variable      | 5.56%                 | Yes           |                  2 | On Loan: No      |
| Realty Income Corp                                                               | REALTY INCOME                            | CUSIP: 756109AX2<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    380000 | PA      | $359818.13    | 0.01%             | 2031-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                               | REALTY INCOME                            | CUSIP: 756109BJ2<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    735000 | PA      | $700607.89    | 0.02%             | 2028-06-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                               | REALTY INCOME                            | CUSIP: 756109BL7<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |   1295000 | PA      | $1155781.26   | 0.03%             | 2032-12-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                               | REALTY INCOME                            | CUSIP: 756109BS2<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    840000 | PA      | $855012.96    | 0.02%             | 2028-12-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                               | REALTY INCOME                            | CUSIP: 756109BT0<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    816000 | PA      | $827131.10    | 0.02%             | 2033-07-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                               | REALTY INCOME                            | CUSIP: 756109CG7<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    766000 | PA      | $785054.72    | 0.02%             | 2034-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                               | REALTY INCOME                            | CUSIP: 756109CT9<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    900000 | PA      | $914719.37    | 0.02%             | 2035-04-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Reinsurance Group of America Inc                                                 | REINSURANCE GRP                          | CUSIP: 759351AS8<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |    768000 | PA      | $802208.62    | 0.02%             | 2034-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Republic Services Inc                                                            | REPUBLIC SVCS                            | CUSIP: 760759BA7<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    965000 | PA      | $841491.36    | 0.02%             | 2033-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Republic Services Inc                                                            | REPUBLIC SVCS                            | CUSIP: 760759BH2<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |     85000 | PA      | $87766.20     | 0.00%             | 2033-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Republic Services Inc                                                            | REPUBLIC SVCS                            | CUSIP: 760759BK5<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    800000 | PA      | $828590.94    | 0.02%             | 2034-11-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Reynolds American Inc                                                            | REYNOLDS AMERICA                         | CUSIP: 761713BA3<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |    255000 | PA      | $265220.44    | 0.01%             | 2035-08-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Reynolds American Inc                                                            | REYNOLDS AMERICA                         | CUSIP: 761713BB1<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |    425000 | PA      | $421067.13    | 0.01%             | 2045-08-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| RGA Global Funding                                                               | RGA GLOBAL                               | CUSIP: 76209PAB9<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |    425000 | PA      | $402959.13    | 0.01%             | 2029-01-18      | Fixed         | 2.70%                 | Yes           |                  2 | On Loan: No      |
| RGA Global Funding                                                               | RGA GLOBAL                               | CUSIP: 76209PAD5<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |    495000 | PA      | $516668.99    | 0.01%             | 2031-01-11      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| RGA Global Funding                                                               | RGA GLOBAL                               | CUSIP: 76209PAE3<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |    585000 | PA      | $607133.15    | 0.02%             | 2029-05-24      | Fixed         | 5.45%                 | Yes           |                  2 | On Loan: No      |
| RGA Global Funding                                                               | RGA GLOBAL                               | CUSIP: 76209PAF0<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |   1225000 | PA      | $1248664.81   | 0.03%             | 2031-12-06      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| RGA Global Funding                                                               | RGA GLOBAL                               | CUSIP: 76209PAG8<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |   1020000 | PA      | $1055270.68   | 0.03%             | 2030-01-09      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| RGA Global Funding                                                               | RGA GLOBAL                               | CUSIP: 76209PAH6<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |    475000 | PA      | $475477.49    | 0.01%             | 2028-08-25      | Fixed         | 4.35%                 | Yes           |                  2 | On Loan: No      |
| RGA Global Funding                                                               | RGA GLOBAL                               | CUSIP: 76209PAJ2<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |    270000 | PA      | $271707.05    | 0.01%             | 2032-08-25      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Rio Tinto Finance USA PLC                                                        | RIO TINTO FIN PL                         | CUSIP: 76720AAT3<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $308138.05    | 0.01%             | 2032-03-14      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance USA PLC                                                        | RIO TINTO FIN PL                         | CUSIP: 76720AAU0<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $206149.94    | 0.01%             | 2035-03-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance USA PLC                                                        | RIO TINTO FIN PL                         | CUSIP: 76720AAV8<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    660000 | PA      | $679351.04    | 0.02%             | 2055-03-14      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance USA PLC                                                        | RIO TINTO FIN PL                         | CUSIP: 76720AAW6<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    140000 | PA      | $145890.82    | 0.00%             | 2065-03-14      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| City of Riverside CA                                                             | RIVERSIDE CA PENSN OB                    | CUSIP: 769036BT0<br>LEI: 549300FG48YQF1N4C302 | Long             | DBT              | MUN               | US        |    260000 | PA      | $227237.19    | 0.01%             | 2045-06-01      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| County of Riverside CA                                                           | RIVERSIDE CO-TXBL-REV                    | CUSIP: 76913CBF5<br>LEI: 254900CB5HEOBAVTY629 | Long             | DBT              | MUN               | US        |    290000 | PA      | $274191.32    | 0.01%             | 2038-02-15      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| Roche Holdings Inc                                                               | ROCHE HLDGS INC                          | CUSIP: 771196BY7<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |    305000 | PA      | $189434.34    | 0.01%             | 2051-12-13      | Fixed         | 2.61%                 | Yes           |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | ROYAL BK CANADA                          | CUSIP: 78016FZX5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   1364000 | PA      | $1408075.46   | 0.04%             | 2033-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Royalty Pharma PLC                                                               | ROYALTY PHARM                            | CUSIP: 78081BAR4<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |   2479000 | PA      | $2531204.62   | 0.07%             | 2034-09-02      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Royalty Pharma PLC                                                               | ROYALTY PHARM                            | CUSIP: 78081BAS2<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    600000 | PA      | $597921.71    | 0.02%             | 2054-09-02      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Rutgers The State University of New Jersey                                       | RUTGERS NJ ST UNIV                       | CUSIP: 783186UJ6<br>LEI: 549300BOYDHNW8J60112 | Long             | DBT              | MUN               | US        |    275000 | PA      | $225334.45    | 0.01%             | 2043-05-01      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| SBA Tower Trust                                                                  | SBA TOWER TRUST                          | CUSIP: 78403DAP5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    265000 | PA      | $262989.63    | 0.01%             | 2050-07-15      | Fixed         | 1.88%                 | Yes           |                  2 | On Loan: No      |
| SBA Tower Trust                                                                  | SBA TOWER TRUST                          | CUSIP: 78403DAT7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1060000 | PA      | $1029050.65   | 0.03%             | 2051-05-15      | Fixed         | 1.63%                 | Yes           |                  2 | On Loan: No      |
| SBA Tower Trust                                                                  | SBA TOWER TRUST                          | CUSIP: 78403DAV2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1570000 | PA      | $1499554.26   | 0.04%             | 2027-04-15      | Fixed         | 1.84%                 | Yes           |                  2 | On Loan: No      |
| SBA Tower Trust                                                                  | SBA TOWER TRUST                          | CUSIP: 78403DAX8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1326033.00   | 0.04%             | 2056-10-15      | Fixed         | 2.59%                 | Yes           |                  2 | On Loan: No      |
| S&P Global Inc                                                                   | S&P GLOBAL INC                           | CUSIP: 78409VBK9<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |   1817000 | PA      | $1665269.11   | 0.04%             | 2032-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| SCE Recovery Funding LLC                                                         | SCE REC FUND                             | CUSIP: 78433LAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    193138 | PA      | $171197.11    | 0.00%             | 2033-11-15      | Fixed         | 0.86%                 | No            |                  2 | On Loan: No      |
| SCE Recovery Funding LLC                                                         | SCE REC FUND                             | CUSIP: 78433LAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    110000 | PA      | $85574.24     | 0.00%             | 2040-05-15      | Fixed         | 1.94%                 | No            |                  2 | On Loan: No      |
| SCE Recovery Funding LLC                                                         | SCE REC FUND                             | CUSIP: 78433LAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $68705.40     | 0.00%             | 2043-11-15      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| SSM Health Care Corp                                                             | SSM HEALTH CARE                          | CUSIP: 784710AA3<br>LEI: 5493000QP6H63JFPC580 | Long             | DBT              | CORP              | US        |    940000 | PA      | $935513.71    | 0.03%             | 2027-06-01      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| Sales Tax Securitization Corp                                                    | SALES TAX-B-REF-TXBL                     | CUSIP: 79467BDX0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $829547.60    | 0.02%             | 2042-01-01      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| Sammons Financial Group Global Funding                                           | SAMMONS FIN GLO                          | CUSIP: 79587J2A0<br>LEI: 635400IPRNPM6HDHRS48 | Long             | DBT              | CORP              | US        |    475000 | PA      | $488789.87    | 0.01%             | 2029-12-10      | Fixed         | 5.10%                 | Yes           |                  2 | On Loan: No      |
| Sammons Financial Group Global Funding                                           | SAMMONS FIN GLO                          | CUSIP: 79587J2C6<br>LEI: 635400IPRNPM6HDHRS48 | Long             | DBT              | CORP              | US        |   1180000 | PA      | $1197482.80   | 0.03%             | 2030-06-12      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| San Diego Gas & Electric Co                                                      | SAN DIEGO G & E                          | CUSIP: 797440BV5<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    160000 | PA      | $122784.86    | 0.00%             | 2047-06-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| San Diego Gas & Electric Co                                                      | SAN DIEGO G & E                          | CUSIP: 797440BW3<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    545000 | PA      | $441703.05    | 0.01%             | 2048-05-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| San Diego Gas & Electric Co                                                      | SAN DIEGO G & E                          | CUSIP: 797440BZ6<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    145000 | PA      | $128011.77    | 0.00%             | 2030-10-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| San Diego Gas & Electric Co                                                      | SAN DIEGO G & E                          | CUSIP: 797440CA0<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |     21000 | PA      | $13666.13     | 0.00%             | 2051-08-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| San Diego Gas & Electric Co                                                      | SAN DIEGO G & E                          | CUSIP: 797440CC6<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    790000 | PA      | $582449.70    | 0.02%             | 2052-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| San Diego Gas & Electric Co                                                      | SAN DIEGO G & E                          | CUSIP: 797440CD4<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1009491.22   | 0.03%             | 2053-04-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Saudi Government International Bond                                              | SAUDI INT BOND                           | CUSIP: 80413TBH1<br>LEI: N/A                  | Long             | DBT              | NUSS              | SA        |    763000 | PA      | $766132.44    | 0.02%             | 2054-01-16      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Saudi Government International Bond                                              | SAUDI INT BOND                           | CUSIP: 80413TBK4<br>LEI: N/A                  | Long             | DBT              | NUSS              | SA        |    810000 | PA      | $849941.61    | 0.02%             | 2031-01-13      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Saudi Arabian Oil Co                                                             | SAUDI ARAB OIL                           | CUSIP: 80414L3B9<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |   1060000 | PA      | $1094820.36   | 0.03%             | 2035-06-02      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Saudi Arabian Oil Co                                                             | SAUDI ARAB OIL                           | CUSIP: 80414L3F0<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |    855000 | PA      | $909910.00    | 0.02%             | 2055-06-02      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Scentre Group Trust 1 / Scentre Group Trust 2                                    | SCENTRE GROUP TR                         | CUSIP: 80622GAE4<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |    695000 | PA      | $695340.76    | 0.02%             | 2030-05-28      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Schlumberger Holdings Corp                                                       | SCHLUMBERGER HLD                         | CUSIP: 806851AM3<br>LEI: 529900IKZG65COT1D505 | Long             | DBT              | CORP              | US        |    430000 | PA      | $443398.97    | 0.01%             | 2029-11-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                                          | CHARLES SCHWAB                           | CUSIP: 808513AQ8<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    410000 | PA      | $405705.30    | 0.01%             | 2027-03-02      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                                          | CHARLES SCHWAB                           | CUSIP: 808513BP9<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    952000 | PA      | $909409.44    | 0.02%             | 2028-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Sempra                                                                           | SEMPRA                                   | CUSIP: 816851AP4<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    600000 | PA      | $624704.08    | 0.02%             | 2039-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Sempra                                                                           | SEMPRA                                   | CUSIP: 816851BA6<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |   4095000 | PA      | $4024446.26   | 0.11%             | 2027-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Shell International Finance BV                                                   | SHELL INTL FIN                           | CUSIP: 822582AN2<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    600000 | PA      | $621229.58    | 0.02%             | 2040-03-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Shell International Finance BV                                                   | SHELL INTL FIN                           | CUSIP: 822582CL4<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |   2085000 | PA      | $1390810.74   | 0.04%             | 2051-11-26      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Shell Finance US Inc                                                             | SHELL FINANCE US                         | CUSIP: 822905AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3361000 | PA      | $2937819.58   | 0.08%             | 2045-05-11      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Shell Finance US Inc                                                             | SHELL FINANCE US                         | CUSIP: 822905AC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1130000 | PA      | $1085005.55   | 0.03%             | 2035-05-11      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Shell Finance US Inc                                                             | SHELL FINANCE US                         | CUSIP: 822905AD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $90570.27     | 0.00%             | 2043-08-12      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Shell Finance US Inc                                                             | SHELL FINANCE US                         | CUSIP: 822905AH8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    170000 | PA      | $135163.59    | 0.00%             | 2046-09-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Siemens Financieringsmaatschappij NV                                             | SIEMENS FINAN                            | CUSIP: 82620KAF0<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |    550000 | PA      | $490000.37    | 0.01%             | 2045-05-27      | Fixed         | 4.40%                 | Yes           |                  2 | On Loan: No      |
| Siemens Financieringsmaatschappij NV                                             | SIEMENS FINAN                            | CUSIP: 82620KBE2<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |    850000 | PA      | $766145.49    | 0.02%             | 2031-03-11      | Fixed         | 2.15%                 | Yes           |                  2 | On Loan: No      |
| Simon Property Group LP                                                          | SIMON PROP GP LP                         | CUSIP: 828807DF1<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |   1160000 | PA      | $1089238.14   | 0.03%             | 2029-09-13      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                          | SIMON PROP GP LP                         | CUSIP: 828807DY0<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    700000 | PA      | $695365.03    | 0.02%             | 2034-09-26      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SoFi Professional Loan Program 2021-B Trust                                      | SOFI 2021-B AFX                          | CUSIP: 83405NAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    284396 | PA      | $249485.45    | 0.01%             | 2047-02-15      | Fixed         | 1.14%                 | Yes           |                  2 | On Loan: No      |
| Dominion Energy South Carolina Inc                                               | SOUTH CAROL E&G                          | CUSIP: 837004BV1<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |    138000 | PA      | $153961.74    | 0.00%             | 2032-02-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Dominion Energy South Carolina Inc                                               | SOUTH CAROL E&G                          | CUSIP: 837004BX7<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |     44000 | PA      | $45695.71     | 0.00%             | 2033-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Dominion Energy South Carolina Inc                                               | SOUTH CAROL E&G                          | CUSIP: 837004CE8<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |     95000 | PA      | $96466.36     | 0.00%             | 2041-02-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                          | CUSIP: 842400FA6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    135000 | PA      | $135104.32    | 0.00%             | 2035-07-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                          | CUSIP: 842400FF5<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   2250000 | PA      | $2243838.62   | 0.06%             | 2037-01-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                          | CUSIP: 842400FL2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     55000 | PA      | $56672.43     | 0.00%             | 2039-03-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                          | CUSIP: 842400GG2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    195000 | PA      | $147202.89    | 0.00%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                          | CUSIP: 842400GR8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     87000 | PA      | $73956.67     | 0.00%             | 2049-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                          | CUSIP: 842400GT4<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    155000 | PA      | $108471.89    | 0.00%             | 2050-02-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                          | CUSIP: 842400HV8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    317000 | PA      | $298079.08    | 0.01%             | 2053-03-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                          | CUSIP: 842400HX4<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    309000 | PA      | $298639.64    | 0.01%             | 2053-12-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                          | CUSIP: 842400JC8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1017258.90   | 0.03%             | 2029-06-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                          | CUSIP: 842400JD6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    255000 | PA      | $240210.19    | 0.01%             | 2054-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                          | CUSIP: 842400JE4<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    905000 | PA      | $931358.19    | 0.03%             | 2031-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                          | CUSIP: 842400JG9<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    865000 | PA      | $874935.36    | 0.02%             | 2035-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                          | CUSIP: 842400JK0<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    825000 | PA      | $834544.38    | 0.02%             | 2055-09-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Southern California Gas Co                                                       | SOUTHERN CAL GAS                         | CUSIP: 842434CQ3<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    820000 | PA      | $810920.88    | 0.02%             | 2026-06-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Southern California Gas Co                                                       | SOUTHERN CAL GAS                         | CUSIP: 842434CX8<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    250000 | PA      | $273329.22    | 0.01%             | 2052-11-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Southern Co/The                                                                  | SOUTHERN CO                              | CUSIP: 842587CX3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   2250000 | PA      | $1916075.05   | 0.05%             | 2046-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Southern Co Gas Capital Corp                                                     | SOUTHERN CO GAS                          | CUSIP: 8426EPAB4<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    200000 | PA      | $158301.79    | 0.00%             | 2046-10-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Southern Co Gas Capital Corp                                                     | SOUTHERN GAS                             | CUSIP: 8426EPAG3<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    165000 | PA      | $174816.40    | 0.00%             | 2033-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Southern Co Gas Capital Corp                                                     | SOUTHERN GAS                             | CUSIP: 8426EPAK4<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    190000 | PA      | $190539.53    | 0.01%             | 2035-09-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Southwest Gas Corp                                                               | SOUTHWEST GAS                            | CUSIP: 845011AC9<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |    230000 | PA      | $208953.33    | 0.01%             | 2030-06-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Southwestern Electric Power Co                                                   | SOUTHWESTN EL PR                         | CUSIP: 845437BL5<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |    400000 | PA      | $423195.39    | 0.01%             | 2040-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Southwestern Public Service Co                                                   | SOUTHWESTERN PUB                         | CUSIP: 845743BR3<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |    102000 | PA      | $76971.60     | 0.00%             | 2047-08-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                                           | STANDARD CHART                           | CUSIP: 853254CS7<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    990000 | PA      | $1030045.54   | 0.03%             | 2029-01-09      | Variable      | 6.30%                 | Yes           |                  2 | On Loan: No      |
| Standard Chartered PLC                                                           | STANDARD CHART                           | CUSIP: 85325C2D3<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   1385000 | PA      | $1419053.91   | 0.04%             | 2029-01-21      | Variable      | 5.54%                 | Yes           |                  2 | On Loan: No      |
| Start II LTD                                                                     | STARR 2019-1 A                           | CUSIP: 85573LAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |    190876 | PA      | $189690.45    | 0.01%             | 2044-03-15      | Fixed         | 4.09%                 | Yes           |                  2 | On Loan: No      |
| State Street Corp                                                                | STATE STREET CRP                         | CUSIP: 857477CA9<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    450000 | PA      | $455519.28    | 0.01%             | 2034-01-26      | Variable      | 4.82%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                                                | STATE STREET CRP                         | CUSIP: 857477CX9<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    680000 | PA      | $694497.25    | 0.02%             | 2036-02-28      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                                                | STATE STREET CRP                         | CUSIP: 857477DB6<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    660000 | PA      | $677937.26    | 0.02%             | 2030-04-24      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| Suncor Energy Inc                                                                | SUNCOR ENERGY                            | CUSIP: 867229AD8<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |    330000 | PA      | $347531.60    | 0.01%             | 2034-12-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANSFER                          | CUSIP: 86765BAQ2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    160000 | PA      | $146735.28    | 0.00%             | 2045-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANSFER                          | CUSIP: 86765BAV1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1226000 | PA      | $1123868.99   | 0.03%             | 2047-10-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Sutter Health                                                                    | SUTTER HEALTH                            | CUSIP: 86944BAG8<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |    295000 | PA      | $269655.33    | 0.01%             | 2030-08-15      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| Sutter Health                                                                    | SUTTER HEALTH                            | CUSIP: 86944BAP8<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |    395000 | PA      | $409556.92    | 0.01%             | 2032-08-15      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Sutter Health                                                                    | SUTTER HEALTH                            | CUSIP: 86944BAQ6<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |   1105000 | PA      | $1161630.01   | 0.03%             | 2035-08-15      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| Svenska Handelsbanken AB                                                         | SVENSKA HNDLSBKN                         | CUSIP: 86959LAH6<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |   1875000 | PA      | $1839516.96   | 0.05%             | 2027-06-11      | Variable      | 1.42%                 | Yes           |                  2 | On Loan: No      |
| Swedbank AB                                                                      | SWEDBANK AB                              | CUSIP: 870195AC8<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |   1360000 | PA      | $1402973.38   | 0.04%             | 2029-11-20      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Synopsys Inc                                                                     | SYNOPSYS INC                             | CUSIP: 871607AD9<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |   1335000 | PA      | $1363886.82   | 0.04%             | 2032-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Synopsys Inc                                                                     | SYNOPSYS INC                             | CUSIP: 871607AG2<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    750000 | PA      | $756878.31    | 0.02%             | 2055-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-MOBILE USA INC                         | CUSIP: 87264AAX3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    300000 | PA      | $270806.38    | 0.01%             | 2040-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-MOBILE USA INC                         | CUSIP: 87264AAZ8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    200000 | PA      | $168317.10    | 0.00%             | 2050-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-MOBILE USA INC                         | CUSIP: 87264ABX2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    150000 | PA      | $131907.69    | 0.00%             | 2031-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-MOBILE USA INC                         | CUSIP: 87264ACA1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1275000 | PA      | $1215274.21   | 0.03%             | 2028-02-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-MOBILE USA INC                         | CUSIP: 87264ADL6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1577000 | PA      | $1575495.31   | 0.04%             | 2029-10-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Taco Bell Funding LLC                                                            | BELL 2021-1A A2I                         | CUSIP: 87342RAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    560025 | PA      | $540822.53    | 0.01%             | 2051-08-25      | Fixed         | 1.95%                 | Yes           |                  2 | On Loan: No      |
| Taco Bell Funding LLC                                                            | BELL 2021-1A A2II                        | CUSIP: 87342RAH7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1031625 | PA      | $953460.22    | 0.03%             | 2051-08-25      | Fixed         | 2.29%                 | Yes           |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co Ltd                                                     | TAKEDA PHARM                             | CUSIP: 874060BK1<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |    698000 | PA      | $718584.86    | 0.02%             | 2034-07-05      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Tampa Electric Co                                                                | TAMPA ELECTRIC                           | CUSIP: 875127BM3<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |    245000 | PA      | $250571.24    | 0.01%             | 2029-03-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp                                                             | TARGA RESOURCES                          | CUSIP: 87612GAE1<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |   1815000 | PA      | $1911807.76   | 0.05%             | 2029-03-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp                                                             | TARGA RESOURCES                          | CUSIP: 87612GAM3<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |   1370000 | PA      | $1397522.49   | 0.04%             | 2035-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp                                                             | TARGA RESOURCES                          | CUSIP: 87612GAN1<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |   1090000 | PA      | $1096381.26   | 0.03%             | 2055-05-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Teachers Insurance & Annuity Association of America                              | TEACHERS INS&ANN                         | CUSIP: 878091BF3<br>LEI: O06XD7BJ4EPXNABVFN69 | Long             | DBT              | CORP              | US        |   1145000 | PA      | $950721.86    | 0.03%             | 2047-05-15      | Fixed         | 4.27%                 | Yes           |                  2 | On Loan: No      |
| Telefonica Emisiones SA                                                          | TELEFONICA EMIS                          | CUSIP: 87938WAU7<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |    190000 | PA      | $170863.74    | 0.00%             | 2047-03-08      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones SA                                                          | TELEFONICA EMIS                          | CUSIP: 87938WAX1<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $185926.59    | 0.00%             | 2049-03-01      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Texas Electric Market Stabilization Funding N LLC                                | TX ELECTRIC MRKT                         | CUSIP: 88240TAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1120000 | PA      | $1107627.75   | 0.03%             | 2044-02-01      | Fixed         | 4.97%                 | Yes           |                  2 | On Loan: No      |
| Texas Electric Market Stabilization Funding N LLC                                | TX ELECTRIC MRKT                         | CUSIP: 88240TAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    535000 | PA      | $509471.06    | 0.01%             | 2048-08-01      | Fixed         | 5.06%                 | Yes           |                  2 | On Loan: No      |
| Texas Electric Market Stabilization Funding N LLC                                | TX ELECTRIC MRKT                         | CUSIP: 88240TAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $479396.38    | 0.01%             | 2052-02-01      | Fixed         | 5.17%                 | Yes           |                  2 | On Loan: No      |
| Texas Natural Gas Securitization Finance Corp                                    | TX NATURAL GAS SECZ                      | CUSIP: 88258MAA3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    370722 | PA      | $381953.48    | 0.01%             | 2035-04-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Texas Natural Gas Securitization Finance Corp                                    | TX NATURAL GAS SECZ                      | CUSIP: 88258MAB1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    330000 | PA      | $336166.35    | 0.01%             | 2041-04-01      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable LLC                                                            | TIME WARNER CABL                         | CUSIP: 88732JAY4<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    158000 | PA      | $151081.96    | 0.00%             | 2040-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable LLC                                                            | TIME WARNER CABL                         | CUSIP: 88732JBB3<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    988000 | PA      | $904722.19    | 0.02%             | 2041-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Toledo Hospital/The                                                              | TOLEDO HOSPITAL                          | CUSIP: 889184AD9<br>LEI: 5493009DCR7NWV6K4T34 | Long             | DBT              | CORP              | US        |    265000 | PA      | $267334.58    | 0.01%             | 2038-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                        | TORONTO DOM BANK                         | CUSIP: 89115A2E1<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    332000 | PA      | $331826.36    | 0.01%             | 2032-06-08      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital SA                                                         | TOTALENERGIES                            | CUSIP: 89157XAA9<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |    705000 | PA      | $731396.54    | 0.02%             | 2034-04-05      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital SA                                                         | TOTALENERGIES                            | CUSIP: 89157XAB7<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |    796000 | PA      | $788749.54    | 0.02%             | 2054-04-05      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital SA                                                         | TOTALENERGIES                            | CUSIP: 89157XAC5<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |    665000 | PA      | $665059.34    | 0.02%             | 2064-04-05      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital SA                                                         | TOTALENERGIES                            | CUSIP: 89157XAE1<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |   1022000 | PA      | $982355.55    | 0.03%             | 2054-09-10      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital SA                                                         | TOTALENERGIES                            | CUSIP: 89157XAF8<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |   1466000 | PA      | $1411727.29   | 0.04%             | 2064-09-10      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Loan Extended Note Trust 2021-1                                      | TALNT 2021-1A A                          | CUSIP: 89237MAA7<br>LEI: 54930055QDKD6LCRW256 | Long             | ABS-CBDO         | CORP              | US        |   1603000 | PA      | $1582812.46   | 0.04%             | 2034-02-27      | Fixed         | 1.07%                 | Yes           |                  2 | On Loan: No      |
| Toyota Auto Receivables 2024-D Owner Trust                                       | TAOT 2024-D A3                           | CUSIP: 89239TAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    980000 | PA      | $986690.66    | 0.03%             | 2029-06-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Toyota Lease Owner Trust 2025-B                                                  | TLOT 2025-B A3                           | CUSIP: 89240NAD4<br>LEI: 25490023VYI9VGKU0357 | Long             | ABS-CBDO         | CORP              | US        |    530000 | PA      | $530447.00    | 0.01%             | 2028-11-20      | Fixed         | 3.96%                 | Yes           |                  2 | On Loan: No      |
| Trane Technologies Financing Ltd                                                 | TRANE TECH                               | CUSIP: 892938AA9<br>LEI: 549300A5OEF3CJI2CO89 | Long             | DBT              | CORP              | IE        |    515000 | PA      | $536067.99    | 0.01%             | 2033-03-03      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Trans-Allegheny Interstate Line Co                                               | TRANS-ALLEGHENY                          | CUSIP: 893045AF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    455000 | PA      | $466607.17    | 0.01%             | 2031-01-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd                                                        | TRANSCANADA PL                           | CUSIP: 89352HBA6<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    125000 | PA      | $123153.58    | 0.00%             | 2030-04-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Travelers Cos Inc/The                                                            | TRAVELERS COS                            | CUSIP: 89417EAT6<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    170000 | PA      | $173020.48    | 0.00%             | 2035-07-24      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Trustees of Princeton University/The                                             | PRINCETON UNIV                           | CUSIP: 89837LAG0<br>LEI: 549300PJZYINN64GDJ90 | Long             | DBT              | CORP              | US        |     61000 | PA      | $38640.86     | 0.00%             | 2050-07-01      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| Trustees of Princeton University/The                                             | TRST PRINCETON U                         | CUSIP: 89837LAH8<br>LEI: 549300PJZYINN64GDJ90 | Long             | DBT              | CORP              | US        |     64000 | PA      | $54263.94     | 0.00%             | 2052-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Tucson Electric Power Co                                                         | TUCSON ELEC PWR                          | CUSIP: 898813AV2<br>LEI: YLF139GXSRKPBBTNZL03 | Long             | DBT              | CORP              | US        |    210000 | PA      | $203802.65    | 0.01%             | 2053-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Tucson Electric Power Co                                                         | TUCSON ELEC PWR                          | CUSIP: 898813AX8<br>LEI: YLF139GXSRKPBBTNZL03 | Long             | DBT              | CORP              | US        |    215000 | PA      | $219698.86    | 0.01%             | 2055-04-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS GROUP                                | CUSIP: 902613AE8<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    720000 | PA      | $634973.40    | 0.02%             | 2032-02-11      | Variable      | 2.10%                 | Yes           |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS GROUP                                | CUSIP: 902613AL2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    855000 | PA      | $650526.91    | 0.02%             | 2043-02-11      | Variable      | 3.18%                 | Yes           |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS GROUP                                | CUSIP: 902613BH0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    750000 | PA      | $789867.84    | 0.02%             | 2035-02-08      | Variable      | 5.70%                 | Yes           |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS GROUP                                | CUSIP: 902613BJ6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    400000 | PA      | $413085.39    | 0.01%             | 2030-02-08      | Variable      | 5.43%                 | Yes           |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS GROUP                                | CUSIP: 902613BL1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1946000 | PA      | $2032176.08   | 0.05%             | 2030-09-13      | Variable      | 5.62%                 | Yes           |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS GROUP                                | CUSIP: 902613BQ0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    960000 | PA      | $998869.62    | 0.03%             | 2036-05-09      | Variable      | 5.58%                 | Yes           |                  2 | On Loan: No      |
| UBS AG/London                                                                    | UBS AG LONDON                            | CUSIP: 902674ZW3<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | DBT              | CORP              | CH        |   1385000 | PA      | $1447552.85   | 0.04%             | 2028-09-11      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| UL Solutions Inc                                                                 | UL SOLUTIONS                             | CUSIP: 903731AC1<br>LEI: 549300F7CUV5ESKV9P71 | Long             | DBT              | CORP              | US        |    380000 | PA      | $399612.93    | 0.01%             | 2028-10-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UniCredit SpA                                                                    | UNICREDIT SPA                            | CUSIP: 904678AW9<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |   1015000 | PA      | $998873.94    | 0.03%             | 2027-06-03      | Variable      | 1.98%                 | Yes           |                  2 | On Loan: No      |
| UniCredit SpA                                                                    | UNICREDIT SPA                            | CUSIP: 904678AY5<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |   1000000 | PA      | $920814.35    | 0.02%             | 2032-06-03      | Variable      | 3.13%                 | Yes           |                  2 | On Loan: No      |
| Union Electric Co                                                                | UNION ELECTRIC                           | CUSIP: 906548CN0<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    423000 | PA      | $338979.55    | 0.01%             | 2048-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Union Electric Co                                                                | UNION ELECTRIC                           | CUSIP: 906548CW0<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    250000 | PA      | $245075.08    | 0.01%             | 2053-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | UNION PAC CORP                           | CUSIP: 907818EM6<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    696000 | PA      | $536112.60    | 0.01%             | 2051-10-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | UNION PAC CORP                           | CUSIP: 907818FK9<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     72000 | PA      | $50722.83     | 0.00%             | 2050-02-05      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | UNION PAC CORP                           | CUSIP: 907818FL7<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    335000 | PA      | $233547.95    | 0.01%             | 2070-02-05      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | UNION PAC CORP                           | CUSIP: 907818FX1<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7325.46      | 0.00%             | 2032-02-14      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | UNION PAC CORP                           | CUSIP: 907818FY9<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    515000 | PA      | $407694.88    | 0.01%             | 2042-02-14      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | UNION PAC CORP                           | CUSIP: 907818GH5<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203245.54    | 0.01%             | 2054-12-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| United Airlines 2018-1 Class B Pass Through Trust                                | UNTD AIR 18-1 B                          | CUSIP: 90932NAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     74540 | PA      | $74147.27     | 0.00%             | 2027-09-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                           | CUSIP: 91087BAX8<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    364000 | PA      | $354690.46    | 0.01%             | 2053-05-04      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                           | CUSIP: 91087BBA7<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    533000 | PA      | $521578.26    | 0.01%             | 2054-05-07      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                          | CUSIP: 912810SX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    179200 | PA      | $115241.00    | 0.00%             | 2051-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                          | CUSIP: 912810TC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9116500 | PA      | $6396862.89   | 0.17%             | 2041-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                          | CUSIP: 912810TF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    865000 | PA      | $640505.47    | 0.02%             | 2042-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                          | CUSIP: 912810TK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6735700 | PA      | $5736132.63   | 0.15%             | 2042-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                          | CUSIP: 912810TL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    110000 | PA      | $97319.92     | 0.00%             | 2052-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                          | CUSIP: 912810TM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3193000 | PA      | $2951155.19   | 0.08%             | 2042-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                          | CUSIP: 912810TR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    537000 | PA      | $443423.56    | 0.01%             | 2053-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                          | CUSIP: 912810TS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3846200 | PA      | $3483214.88   | 0.09%             | 2043-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                          | CUSIP: 912810TT5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1166200 | PA      | $1053998.80   | 0.03%             | 2053-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                          | CUSIP: 912810TV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    748800 | PA      | $749911.50    | 0.02%             | 2053-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                          | CUSIP: 912810TZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    775800 | PA      | $758586.94    | 0.02%             | 2044-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                          | CUSIP: 912810UA4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1382500 | PA      | $1358306.25   | 0.04%             | 2054-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                          | CUSIP: 912810UE6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    395000 | PA      | $380326.37    | 0.01%             | 2054-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                          | CUSIP: 912810UF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    775800 | PA      | $768678.40    | 0.02%             | 2044-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                          | CUSIP: 912810UG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    820000 | PA      | $805970.31    | 0.02%             | 2055-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                          | CUSIP: 912810UJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3215900 | PA      | $3235999.38   | 0.09%             | 2045-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                          | CUSIP: 912810UK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1437800 | PA      | $1442293.13   | 0.04%             | 2055-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                          | CUSIP: 912810UL0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7149600 | PA      | $7425809.14   | 0.20%             | 2045-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                          | CUSIP: 912810UM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3644300 | PA      | $3657396.70   | 0.10%             | 2055-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                          | CUSIP: 912810UN6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2478500 | PA      | $2533975.79   | 0.07%             | 2045-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                          | CUSIP: 91282CEF4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    439000 | PA      | $431591.88    | 0.01%             | 2027-03-31      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                          | CUSIP: 91282CFB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    292000 | PA      | $287426.09    | 0.01%             | 2027-07-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                          | CUSIP: 91282CFL0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     83700 | PA      | $84275.44     | 0.00%             | 2029-09-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                          | CUSIP: 91282CFT3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    334000 | PA      | $337757.50    | 0.01%             | 2029-10-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                          | CUSIP: 91282CFU0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8919000 | PA      | $9008886.75   | 0.24%             | 2027-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                          | CUSIP: 91282CGC9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    738000 | PA      | $742035.94    | 0.02%             | 2027-12-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                          | CUSIP: 91282CGQ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5607500 | PA      | $5672774.78   | 0.15%             | 2030-02-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                          | CUSIP: 91282CGZ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    317000 | PA      | $313929.06    | 0.01%             | 2030-04-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                          | CUSIP: 91282CHE4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    336000 | PA      | $336026.25    | 0.01%             | 2028-05-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                          | CUSIP: 91282CHF1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    538000 | PA      | $538336.25    | 0.01%             | 2030-05-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                          | CUSIP: 91282CJK8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6456000 | PA      | $6518542.50   | 0.18%             | 2026-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                          | CUSIP: 91282CJQ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    694000 | PA      | $693295.15    | 0.02%             | 2030-12-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                          | CUSIP: 91282CJT9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1473000 | PA      | $1478466.21   | 0.04%             | 2027-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                          | CUSIP: 91282CJW2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5570400 | PA      | $5630891.03   | 0.15%             | 2029-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                          | CUSIP: 91282CKA8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8142600 | PA      | $8189674.41   | 0.22%             | 2027-02-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                          | CUSIP: 91282CKD2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4622700 | PA      | $4710459.05   | 0.13%             | 2029-02-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                          | CUSIP: 91282CKG5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7372500 | PA      | $7484815.39   | 0.20%             | 2029-03-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                          | CUSIP: 91282CKP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7153600 | PA      | $7381621.00   | 0.20%             | 2029-04-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                          | CUSIP: 91282CKT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6392100 | PA      | $6571378.40   | 0.18%             | 2029-05-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                          | CUSIP: 91282CKX8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7532500 | PA      | $7682561.49   | 0.21%             | 2029-06-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                          | CUSIP: 91282CKZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6319200 | PA      | $6398683.66   | 0.17%             | 2027-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                          | CUSIP: 91282CLC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4586600 | PA      | $4637124.24   | 0.12%             | 2029-07-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                          | CUSIP: 91282CLD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2732300 | PA      | $2773924.87   | 0.07%             | 2031-07-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                          | CUSIP: 91282CLG4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4540000 | PA      | $4549221.88   | 0.12%             | 2027-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                          | CUSIP: 91282CLK5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    775300 | PA      | $773422.32    | 0.02%             | 2029-08-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                          | CUSIP: 91282CLM1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    176300 | PA      | $174233.98    | 0.00%             | 2031-09-30      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                          | CUSIP: 91282CLN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7397500 | PA      | $7346064.22   | 0.20%             | 2029-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                          | CUSIP: 91282CLR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5172400 | PA      | $5254835.13   | 0.14%             | 2029-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                          | CUSIP: 91282CLS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2220000 | PA      | $2229625.79   | 0.06%             | 2026-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                          | CUSIP: 91282CLU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    432200 | PA      | $438547.94    | 0.01%             | 2031-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                          | CUSIP: 91282CLY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    200000 | PA      | $201195.31    | 0.01%             | 2026-11-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                          | CUSIP: 91282CMA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5462800 | PA      | $5550716.94   | 0.15%             | 2029-11-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                          | CUSIP: 91282CMB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3503000 | PA      | $3531872.39   | 0.09%             | 2027-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                          | CUSIP: 91282CMD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4956400 | PA      | $5084956.63   | 0.14%             | 2029-12-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                          | CUSIP: 91282CME8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1200000 | PA      | $1207734.37   | 0.03%             | 2026-12-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                          | CUSIP: 91282CMF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3350800 | PA      | $3396480.82   | 0.09%             | 2028-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                          | CUSIP: 91282CMG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2830100 | PA      | $2890239.63   | 0.08%             | 2030-01-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                          | CUSIP: 91282CMH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11177100 | PA      | $11236914.92  | 0.30%             | 2027-01-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                          | CUSIP: 91282CMK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    280000 | PA      | $287765.62    | 0.01%             | 2032-01-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                          | CUSIP: 91282CMM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    136500 | PA      | $141874.69    | 0.00%             | 2035-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                          | CUSIP: 91282CMN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2129500 | PA      | $2159695.65   | 0.06%             | 2028-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                          | CUSIP: 91282CMP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8377700 | PA      | $8428097.06   | 0.23%             | 2027-02-28      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                          | CUSIP: 91282CMU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    733400 | PA      | $741822.64    | 0.02%             | 2030-03-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                          | CUSIP: 91282CMV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8970000 | PA      | $8996980.06   | 0.24%             | 2027-03-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                          | CUSIP: 91282CMW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1611100 | PA      | $1616008.81   | 0.04%             | 2028-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                          | CUSIP: 91282CMY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8050000 | PA      | $8061634.75   | 0.22%             | 2027-04-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                          | CUSIP: 91282CMZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4969600 | PA      | $5001436.50   | 0.13%             | 2030-04-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                          | CUSIP: 91282CNA5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    316400 | PA      | $318290.98    | 0.01%             | 2032-04-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                          | CUSIP: 91282CNC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    155000 | PA      | $156459.18    | 0.00%             | 2035-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                          | CUSIP: 91282CND9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1098900 | PA      | $1102462.84   | 0.03%             | 2028-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                          | CUSIP: 91282CNE7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8100000 | PA      | $8128160.14   | 0.22%             | 2027-05-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                          | CUSIP: 91282CNG2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2505300 | PA      | $2534854.70   | 0.07%             | 2030-05-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                          | CUSIP: 91282CNH0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1625100 | PA      | $1635764.72   | 0.04%             | 2028-06-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                          | CUSIP: 91282CNJ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4314500 | PA      | $4337420.78   | 0.12%             | 2032-06-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                          | CUSIP: 91282CNK3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5747400 | PA      | $5782872.21   | 0.16%             | 2030-06-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                          | CUSIP: 91282CNL1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5533300 | PA      | $5543458.81   | 0.15%             | 2027-06-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                          | CUSIP: 91282CNT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7474500 | PA      | $7535522.27   | 0.20%             | 2035-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                          | CUSIP: 91282CNU1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    932700 | PA      | $932736.43    | 0.03%             | 2028-08-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                          | CUSIP: 91282CNV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6344400 | PA      | $6344400.00   | 0.17%             | 2027-08-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                          | CUSIP: 91282CNW7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1344000 | PA      | $1340272.50   | 0.04%             | 2032-08-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                          | CUSIP: 91282CNX5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3554300 | PA      | $3536111.97   | 0.09%             | 2030-08-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                          | CUSIP: 91282CNY3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5230300 | PA      | $5194750.28   | 0.14%             | 2028-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                                                         | UNITED TECH CORP                         | CUSIP: 913017CW7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     80000 | PA      | $75241.24     | 0.00%             | 2038-11-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP                         | CUSIP: 91324PBQ4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    317000 | PA      | $335913.12    | 0.01%             | 2041-02-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP                         | CUSIP: 91324PBW1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1318000 | PA      | $1170513.85   | 0.03%             | 2042-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP                         | CUSIP: 91324PCD2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1390274.70   | 0.04%             | 2043-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP                         | CUSIP: 91324PCR1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1140000 | PA      | $1037534.35   | 0.03%             | 2045-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP                         | CUSIP: 91324PCX8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    215000 | PA      | $178355.94    | 0.00%             | 2047-01-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP                         | CUSIP: 91324PDF6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    145000 | PA      | $111245.94    | 0.00%             | 2047-10-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP                         | CUSIP: 91324PDK5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1190000 | PA      | $1185405.84   | 0.03%             | 2028-06-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP                         | CUSIP: 91324PDL3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    976000 | PA      | $807423.60    | 0.02%             | 2048-06-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP                         | CUSIP: 91324PDQ2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    140000 | PA      | $118926.44    | 0.00%             | 2048-12-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP                         | CUSIP: 91324PDT6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    215000 | PA      | $179174.02    | 0.00%             | 2039-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP                         | CUSIP: 91324PDX7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    275000 | PA      | $249176.32    | 0.01%             | 2030-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP                         | CUSIP: 91324PDY5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    310000 | PA      | $230945.35    | 0.01%             | 2040-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP                         | CUSIP: 91324PDZ2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1539000 | PA      | $992087.31    | 0.03%             | 2050-05-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP                         | CUSIP: 91324PED0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    435000 | PA      | $389768.09    | 0.01%             | 2031-05-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP                         | CUSIP: 91324PEE8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    213000 | PA      | $161995.93    | 0.00%             | 2041-05-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP                         | CUSIP: 91324PEF5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    295000 | PA      | $201046.47    | 0.01%             | 2051-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP                         | CUSIP: 91324PFC1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    200000 | PA      | $191769.22    | 0.01%             | 2054-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP                         | CUSIP: 91324PFJ6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    225000 | PA      | $230733.17    | 0.01%             | 2034-07-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP                         | CUSIP: 91324PFL1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    904000 | PA      | $899085.18    | 0.02%             | 2054-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP                         | CUSIP: 91324PFM9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    583000 | PA      | $581019.05    | 0.02%             | 2064-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Regents of the University of California Medical Center Pooled Revenue            | UNIV CA-BABS                             | CUSIP: 913366DF4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    695000 | PA      | $749609.76    | 0.02%             | 2049-05-15      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| Regents of the University of California Medical Center Pooled Revenue            | UNIV OF CALIFORNIA-H                     | CUSIP: 913366EP1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     80000 | PA      | $86258.75     | 0.00%             | 2048-05-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Regents of the University of California Medical Center Pooled Revenue            | UNIV OF CALIFORNIA CA                    | CUSIP: 913366KB5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    450000 | PA      | $297704.07    | 0.01%             | 2050-05-15      | Fixed         | 3.01%                 | No            |                  2 | On Loan: No      |
| Regents of the University of California Medical Center Pooled Revenue            | UNIV OF CALIFORNIA CA                    | CUSIP: 913366KC3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    780000 | PA      | $500617.73    | 0.01%             | 2060-05-15      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| Regents of the University of California Medical Center Pooled Revenue            | UNIV OF CA REGENTS-Q                     | CUSIP: 913366KV1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    465000 | PA      | $460020.59    | 0.01%             | 2032-05-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Regents of the University of California Medical Center Pooled Revenue            | UNIV OF CA REGENTS-Q                     | CUSIP: 913366KW9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1350000 | PA      | $1166761.94   | 0.03%             | 2053-05-15      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| University of California                                                         | UNIV OF CA-AP-TXBL                       | CUSIP: 91412GXE0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    570000 | PA      | $523354.62    | 0.01%             | 2045-05-15      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| University of California                                                         | UNIV OF CALIFORNIA-BG                    | CUSIP: 91412HGF4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    215000 | PA      | $207106.49    | 0.01%             | 2027-05-15      | Fixed         | 1.32%                 | No            |                  2 | On Loan: No      |
| University of California                                                         | UNIV OF CALIFORNIA-BG                    | CUSIP: 91412HGG2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    645000 | PA      | $583584.78    | 0.02%             | 2030-05-15      | Fixed         | 1.61%                 | No            |                  2 | On Loan: No      |
| University of Chicago/The                                                        | UNIV OF CHICAGO                          | CUSIP: 91412NBD1<br>LEI: 54930099Y7GU6182V326 | Long             | DBT              | CORP              | US        |    165000 | PA      | $130027.45    | 0.00%             | 2045-04-01      | Fixed         | 2.76%                 | No            |                  2 | On Loan: No      |
| University of Michigan                                                           | UNIV OF MICHIGAN MI                      | CUSIP: 914455UG3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    997000 | PA      | $633007.36    | 0.02%             | 2050-04-01      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| University of Michigan                                                           | UNIV OF MICHIGAN-A                       | CUSIP: 914455UH1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    210000 | PA      | $158239.66    | 0.00%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| University of Minnesota                                                          | UNIV OF MINNESOTA MN                     | CUSIP: 914460WT3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    775000 | PA      | $633506.00    | 0.02%             | 2052-04-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Trustees of the University of Pennsylvania/The                                   | UNI OF PENNSYLVA                         | CUSIP: 91481CAD2<br>LEI: 549300FG60YK9HZ7DS75 | Long             | DBT              | CORP              | US        |    186000 | PA      | $111423.48    | 0.00%             | 2050-10-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| University of Southern California                                                | UNIV OF SOUTHERN                         | CUSIP: 914886AH9<br>LEI: 0GMCSQ6M60R4T46U5511 | Long             | DBT              | CORP              | US        |    475000 | PA      | $448511.62    | 0.01%             | 2053-10-01      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP                                                               | VICI PROPERTIE                           | CUSIP: 925650AC7<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    170000 | PA      | $171915.71    | 0.00%             | 2030-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP                                                               | VICI PROPERTIE                           | CUSIP: 925650AD5<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30288.21     | 0.00%             | 2032-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP                                                               | VICI PROPERTIE                           | CUSIP: 925650AF0<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |     85000 | PA      | $88178.12     | 0.00%             | 2034-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP                                                               | VICI PROPERTIE                           | CUSIP: 925650AG8<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    872000 | PA      | $882317.28    | 0.02%             | 2054-04-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                   | VIRGINIA EL&PWR                          | CUSIP: 927804GA6<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    150000 | PA      | $130846.68    | 0.00%             | 2048-12-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                   | VIRGINIA EL&PWR                          | CUSIP: 927804GL2<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    400000 | PA      | $390291.58    | 0.01%             | 2053-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                   | VIRGINIA EL&PWR                          | CUSIP: 927804GS7<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    400000 | PA      | $396142.79    | 0.01%             | 2054-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                   | VIRGINIA EL&PWR                          | CUSIP: 927804GT5<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    215000 | PA      | $218785.71    | 0.01%             | 2035-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                   | VIRGINIA EL&PWR                          | CUSIP: 927804GU2<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    465000 | PA      | $467321.80    | 0.01%             | 2055-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                   | VIRGINIA EL&PWR                          | CUSIP: 927804GV0<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    520000 | PA      | $517266.11    | 0.01%             | 2035-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                   | VIRGINIA EL&PWR                          | CUSIP: 927804GW8<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |   1555000 | PA      | $1550306.67   | 0.04%             | 2055-09-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Volkswagen Auto Lease Trust 2024-A                                               | VWALT 2024-A A3                          | CUSIP: 92866EAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    785000 | PA      | $791954.16    | 0.02%             | 2027-06-21      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Volkswagen Auto Lease Trust 2025-B                                               | VWALT 2025-B A3                          | CUSIP: 92868BAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    680000 | PA      | $680934.46    | 0.02%             | 2029-01-22      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| Waste Connections Inc                                                            | WASTE CONNECT                            | CUSIP: 94106BAJ0<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |    280000 | PA      | $288572.62    | 0.01%             | 2035-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                           | CUSIP: 949746RF0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2316000 | PA      | $2319450.24   | 0.06%             | 2044-01-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                           | CUSIP: 94974BGK0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    425000 | PA      | $348375.24    | 0.01%             | 2045-05-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                           | CUSIP: 94974BGQ7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    515000 | PA      | $469215.89    | 0.01%             | 2045-11-17      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                           | CUSIP: 94974BGU8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2070000 | PA      | $1837557.07   | 0.05%             | 2046-12-07      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Bank NA                                                              | WELLS FARGO BANK                         | CUSIP: 94988J6F9<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | DBT              | CORP              | US        |   2917000 | PA      | $2959578.37   | 0.08%             | 2026-12-11      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                           | CUSIP: 95000U2F9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1705000 | PA      | $1693180.09   | 0.05%             | 2027-06-17      | Variable      | 3.20%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                           | CUSIP: 95000U2G7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    235000 | PA      | $222397.18    | 0.01%             | 2030-10-30      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                           | CUSIP: 95000U2J1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2177000 | PA      | $2023177.32   | 0.05%             | 2031-02-11      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                           | CUSIP: 95000U2U6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    827000 | PA      | $769673.72    | 0.02%             | 2033-03-02      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                           | CUSIP: 95000U2V4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1230000 | PA      | $1219082.11   | 0.03%             | 2028-03-24      | Variable      | 3.53%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                           | CUSIP: 95000U2Z5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1245000 | PA      | $1093619.88   | 0.03%             | 2053-04-25      | Variable      | 4.61%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                           | CUSIP: 95000U3B7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   6131000 | PA      | $6227992.67   | 0.17%             | 2033-07-25      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                           | CUSIP: 95000U3D3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    830000 | PA      | $862388.44    | 0.02%             | 2034-04-24      | Variable      | 5.39%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                           | CUSIP: 95000U3E1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103630.34    | 0.00%             | 2029-07-25      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                           | CUSIP: 95000U3G6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1310000 | PA      | $1387756.26   | 0.04%             | 2029-10-23      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                           | CUSIP: 95000U3J0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103017.84    | 0.00%             | 2030-01-23      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                           | CUSIP: 95000U3K7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    630000 | PA      | $656967.02    | 0.02%             | 2035-01-23      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                           | CUSIP: 95000U3N1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    800000 | PA      | $817453.77    | 0.02%             | 2035-12-03      | Variable      | 5.21%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                           | CUSIP: 95000U3P6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    690000 | PA      | $713841.78    | 0.02%             | 2031-01-24      | Variable      | 5.24%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                           | CUSIP: 95000U3V3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    305000 | PA      | $319994.59    | 0.01%             | 2036-04-23      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                           | CUSIP: 95000U3W1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    305000 | PA      | $314612.54    | 0.01%             | 2031-04-23      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| Welltower OP LLC                                                                 | WELLTOWER OP LLC                         | CUSIP: 95041AAG3<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |   1375000 | PA      | $1399154.52   | 0.04%             | 2035-07-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Evergy Kansas Central Inc                                                        | WESTAR ENERGY                            | CUSIP: 95709TAQ3<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |    510000 | PA      | $350981.05    | 0.01%             | 2049-09-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Westinghouse Air Brake Technologies Corp                                         | WESTINGHOUSE AIR                         | CUSIP: 960386AS9<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |    285000 | PA      | $291272.98    | 0.01%             | 2030-05-29      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Westinghouse Air Brake Technologies Corp                                         | WESTINGHOUSE AIR                         | CUSIP: 960386AT7<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |    350000 | PA      | $362032.73    | 0.01%             | 2035-05-29      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Wheels Fleet Lease Funding 1 LLC                                                 | WFLF 2023-1A A                           | CUSIP: 96328GAS6<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-CBDO         | CORP              | US        |    332012 | PA      | $334484.49    | 0.01%             | 2038-04-18      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| Wheels Fleet Lease Funding 1 LLC                                                 | WFLF 2023-2A A                           | CUSIP: 96328GBG1<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-CBDO         | CORP              | US        |   1445693 | PA      | $1466005.76   | 0.04%             | 2038-08-18      | Fixed         | 6.46%                 | Yes           |                  2 | On Loan: No      |
| Wheels Fleet Lease Funding 1 LLC                                                 | WFLF 2024-2A A1                          | CUSIP: 96328GBT3<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-CBDO         | CORP              | US        |    607614 | PA      | $613845.91    | 0.02%             | 2039-06-21      | Fixed         | 4.87%                 | Yes           |                  2 | On Loan: No      |
| Whistler Pipeline LLC                                                            | WHISTLER PIPELIN                         | CUSIP: 96337RAA0<br>LEI: 549300NG57SGLTNW5C85 | Long             | DBT              | CORP              | US        |    240000 | PA      | $247040.08    | 0.01%             | 2029-09-30      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| Whistler Pipeline LLC                                                            | WHISTLER PIPELIN                         | CUSIP: 96337RAB8<br>LEI: 549300NG57SGLTNW5C85 | Long             | DBT              | CORP              | US        |    180000 | PA      | $187083.19    | 0.01%             | 2031-09-30      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| Wisconsin Electric Power Co                                                      | WISCONSIN ELECTR                         | CUSIP: 976656BZ0<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |    690000 | PA      | $743797.35    | 0.02%             | 2036-12-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Wyeth LLC                                                                        | WYETH                                    | CUSIP: 983024AG5<br>LEI: 549300Q9GR3WRH4N4836 | Long             | DBT              | CORP              | US        |    170000 | PA      | $192140.13    | 0.01%             | 2034-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Glencore Finance Canada Ltd                                                      | XSTRATA FIN CAN                          | CUSIP: 98417EAN0<br>LEI: 5493005TTO0UJ33KCK70 | Long             | DBT              | CORP              | CA        |     80000 | PA      | $82751.97     | 0.00%             | 2041-11-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Yale University                                                                  | YALE UNIVERSITY                          | CUSIP: 98459LAC7<br>LEI: 9SFB6DIM0FRWV0EV8S84 | Long             | DBT              | CORP              | US        |     41000 | PA      | $24936.02     | 0.00%             | 2050-04-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | GOLDMAN SACHS GROUP INC/THE TRS 0.0 05-0 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |     24322 | NC      | $1276657.50   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | GOLDMAN SACHS GROUP INC/THE TRS 0.0 05-1 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |      1856 | NC      | $6396.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RBS Securities, Inc.                                                             | RBS TRIPARTY TREASUR                     | CUSIP: N/A<br>LEI: ZE2ZWJ5BTIQJ8M0C6K34       | Long             | RA               | CORP              | US        |  23600000 | PA      | $23600000.00  | 0.63%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA                                                                    | HSBC TRIPARTY TREAS                      | CUSIP: N/A<br>LEI: CYYGQCGNHMHPSMRL3R97       | Long             | RA               | CORP              | US        |   3700000 | PA      | $3700000.00   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Chile Government International Bond                                              | CHILE                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CL        |    575000 | PA      | $412931.02    | 0.01%             | 2053-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| QatarEnergy                                                                      | QATAR ENERGY                             | CUSIP: N/A<br>LEI: 254900QTESJKJ3P87J26       | Long             | DBT              | CORP              | QA        |   1175000 | PA      | $829080.71    | 0.02%             | 2051-07-12      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Greensaif Pipelines Bidco Sarl                                                   | GREENSAIF PIPELI                         | CUSIP: N/A<br>LEI: 549300YWDGUXPB8GRP47       | Long             | DBT              | CORP              | LU        |    425000 | PA      | $454623.90    | 0.01%             | 2038-02-23      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-11-25

**Name of Applicant:** VANGUARD VARIABLE INSURANCE FUNDS

**Signature:** Ashley Grim

**Name of Signer:** Ashley Grim

**Title:** Treasurer