# EDGAR Filing Document

**Accession Number:** 0000105544
**File Stem:** 0001752724-23-050285
**Filing Date:** 2023-3
**Character Count:** 767650
**Document Hash:** 1122d6f2c42d8c0fca6ea9f8fa330b68
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-050285.hdr.sgml**: 20230301

**ACCESSION NUMBER**: 0001752724-23-050285

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230301

**DATE AS OF CHANGE**: 20230301

**PERIOD START**: 20230930

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** VANGUARD WELLESLEY INCOME FUND
- **CENTRAL INDEX KEY:** 0000105544
- **IRS NUMBER:** 231711688
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0930

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-01766
- **FILM NUMBER:** 23693873

**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 WELLESLEY INCOME FUND/
- **DATE OF NAME CHANGE:** 20011121

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

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

## Series and Classes Contracts Data

### VANGUARD WELLESLEY INCOME FUND (Series ID: S000004405)

| Class ID   | Class Name      | Ticker Symbol   |
|:---|:---|:---|
| C000012161 | Investor Shares | VWINX           |
| C000012162 | Admiral Shares  | VWIAX           |

## Nport-Ex

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

#### Schedule of Investments (unaudited)
As of December 31, 2022

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

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| **U.S. Government and Agency Obligations (12.4%)** | **U.S. Government and Agency Obligations (12.4%)** | **U.S. Government and Agency Obligations (12.4%)** | **U.S. Government and Agency Obligations (12.4%)** | **U.S. Government and Agency Obligations (12.4%)** | **U.S. Government and Agency Obligations (12.4%)** |
| **U.S. Government Securities (11.0%)** | **U.S. Government Securities (11.0%)** | **U.S. Government Securities (11.0%)** | **U.S. Government Securities (11.0%)** | **U.S. Government Securities (11.0%)** | **U.S. Government Securities (11.0%)** |
|  | United States Treasury Note/Bond | 0.375% | 8/15/24 | 242000 | &nbsp;&nbsp;&nbsp;&nbsp;226081 |
|  | United States Treasury Note/Bond | 0.375% | 9/15/24 | &nbsp;&nbsp;&nbsp;83000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77333 |
| <sup>1</sup> | United States Treasury Note/Bond | 4.250% | 9/30/24 | 335000 | &nbsp;&nbsp;&nbsp;&nbsp;333273 |
|  | United States Treasury Note/Bond | 0.625% | 10/15/24 | 501000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;467730 |
|  | United States Treasury Note/Bond | 4.375% | 10/31/24 | &nbsp;&nbsp;&nbsp;18559 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18504 |
|  | United States Treasury Note/Bond | 4.500% | 11/30/24 | 175000 | &nbsp;&nbsp;&nbsp;&nbsp;175027 |
|  | United States Treasury Note/Bond | 1.000% | 12/15/24 | &nbsp;&nbsp;&nbsp;68000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63623 |
|  | United States Treasury Note/Bond | 1.125% | 1/15/25 | 271270 | &nbsp;&nbsp;&nbsp;&nbsp;253765 |
|  | United States Treasury Note/Bond | 1.750% | 3/15/25 | 605000 | &nbsp;&nbsp;&nbsp;&nbsp;571441 |
|  | United States Treasury Note/Bond | 2.625% | 4/15/25 | 165050 | &nbsp;&nbsp;&nbsp;&nbsp;158783 |
|  | United States Treasury Note/Bond | 2.750% | 5/15/25 | &nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48188 |
|  | United States Treasury Note/Bond | 0.250% | 5/31/25 | 295605 | &nbsp;&nbsp;&nbsp;&nbsp;268169 |
|  | United States Treasury Note/Bond | 0.250% | 7/31/25 | 523245 | &nbsp;&nbsp;&nbsp;&nbsp;472065 |
|  | United States Treasury Note/Bond | 3.125% | 8/15/25 | 260000 | &nbsp;&nbsp;&nbsp;&nbsp;252403 |
|  | United States Treasury Note/Bond | 0.250% | 8/31/25 | &nbsp;&nbsp;&nbsp;44990 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40442 |
|  | United States Treasury Note/Bond | 3.500% | 9/15/25 | &nbsp;&nbsp;&nbsp;95310 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93374 |
|  | United States Treasury Note/Bond | 0.375% | 1/31/26 | 548320 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;487662 |
|  | United States Treasury Note/Bond | 1.250% | 12/31/26 | 421835 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;377608 |
|  | United States Treasury Note/Bond | 2.500% | 3/31/27 | &nbsp;&nbsp;&nbsp;21240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19929 |
|  | United States Treasury Note/Bond | 2.750% | 4/30/27 | &nbsp;&nbsp;&nbsp;&nbsp;9600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9095 |
|  | United States Treasury Note/Bond | 2.750% | 7/31/27 | &nbsp;&nbsp;&nbsp;53880 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50967 |
|  | United States Treasury Note/Bond | 3.125% | 8/31/27 | 258500 | &nbsp;&nbsp;&nbsp;&nbsp;248645 |
|  | United States Treasury Note/Bond | 4.125% | 9/30/27 | &nbsp;&nbsp;107000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;107368 |
|  | United States Treasury Note/Bond | 4.125% | 10/31/27 | &nbsp;&nbsp;&nbsp;20000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20069 |
|  | United States Treasury Note/Bond | 3.875% | 11/30/27 | &nbsp;&nbsp;&nbsp;81000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80544 |
|  | United States Treasury Note/Bond | 1.875% | 2/28/29 | &nbsp;&nbsp;&nbsp;&nbsp;2855 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2529 |
|  | United States Treasury Note/Bond | 3.875% | 9/30/29 | &nbsp;&nbsp;&nbsp;&nbsp;27376 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27167 |
|  | United States Treasury Note/Bond | 4.000% | 10/31/29 | 220000 | &nbsp;&nbsp;&nbsp;&nbsp;220034 |
|  | United States Treasury Note/Bond | 4.125% | 11/15/32 | &nbsp;&nbsp;118460 | &nbsp;&nbsp;&nbsp;&nbsp;120829 |
| <sup>2</sup> | United States Treasury Note/Bond | 2.000% | 11/15/41 | 712665 | &nbsp;&nbsp;&nbsp;&nbsp;509444 |
|  | United States Treasury Note/Bond | 3.375% | 8/15/42 | 363682 | &nbsp;&nbsp;&nbsp;&nbsp;325154 |
|  | United States Treasury Note/Bond | 4.000% | 11/15/42 | 132587 | &nbsp;&nbsp;&nbsp;&nbsp;129935 |
|  | United States Treasury Note/Bond | 3.000% | 8/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;35018 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28988 |
|  |  |  |  |  | &nbsp;&nbsp;**6286168** |
| **Agency Bonds and Notes (0.0%)** | **Agency Bonds and Notes (0.0%)** | **Agency Bonds and Notes (0.0%)** | **Agency Bonds and Notes (0.0%)** | **Agency Bonds and Notes (0.0%)** | **Agency Bonds and Notes (0.0%)** |
|  | Tennessee Valley Authority | 4.625% | 9/15/60 | &nbsp;&nbsp;&nbsp;19800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18557 |
| **Conventional Mortgage-Backed Securities (1.0%)** | **Conventional Mortgage-Backed Securities (1.0%)** | **Conventional Mortgage-Backed Securities (1.0%)** | **Conventional Mortgage-Backed Securities (1.0%)** | **Conventional Mortgage-Backed Securities (1.0%)** | **Conventional Mortgage-Backed Securities (1.0%)** |
| <sup>3,4</sup> | Fannie Mae Pool | 1.770% | 1/1/36 | &nbsp;&nbsp;&nbsp;21030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16039 |
| <sup>3,4</sup> | Freddie Mac Gold Pool | 4.000% | 7/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 |
| <sup>3</sup> | Ginnie Mae I Pool | 6.000% | 6/15/31–7/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 |
| <sup>3</sup> | Ginnie Mae I Pool | 6.500% | 4/15/32–7/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;1232 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1256 |
| <sup>3,4</sup> | UMBS Pool | 2.500% | 8/1/27–4/1/38 | &nbsp;&nbsp;&nbsp;25321 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22247 |

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| <sup>3,4</sup> | UMBS Pool | 4.500% | 10/1/52–11/1/52 | 142590 | &nbsp;&nbsp;&nbsp;&nbsp;137730 |
| <sup>3,4,5</sup> | UMBS Pool | 4.000% | 1/12/53 | 289895 | &nbsp;&nbsp;&nbsp;&nbsp;272456 |
| <sup>3,4,5</sup> | UMBS Pool | 5.000% | 1/12/53 | &nbsp;&nbsp;118000 | &nbsp;&nbsp;&nbsp;&nbsp;116359 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**566103** |
| **Nonconventional Mortgage-Backed Securities (0.4%)** | **Nonconventional Mortgage-Backed Securities (0.4%)** | **Nonconventional Mortgage-Backed Securities (0.4%)** | **Nonconventional Mortgage-Backed Securities (0.4%)** | **Nonconventional Mortgage-Backed Securities (0.4%)** | **Nonconventional Mortgage-Backed Securities (0.4%)** |
| <sup>3,4</sup> | Fannie Mae REMICS | 1.250% | 2/25/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7872 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7376 |
| <sup>3,4</sup> | Fannie Mae REMICS | 3.500% | 4/25/31–11/25/57 | &nbsp;&nbsp;&nbsp;68647 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64903 |
| <sup>3,4</sup> | Fannie Mae REMICS | 3.000% | 12/25/39–9/25/57 | &nbsp;&nbsp;&nbsp;43632 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39021 |
| <sup>3,4</sup> | Fannie Mae REMICS | 1.500% | 8/25/41–11/25/42 | &nbsp;&nbsp;&nbsp;&nbsp;3895 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3572 |
| <sup>3,4</sup> | Fannie Mae REMICS | 1.700% | 6/25/43 | &nbsp;&nbsp;&nbsp;&nbsp;1453 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1377 |
| <sup>3,4</sup> | Fannie Mae REMICS | 2.000% | 6/25/43–6/25/44 | &nbsp;&nbsp;&nbsp;&nbsp;5311 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4884 |
| <sup>3,4</sup> | Fannie Mae REMICS | 2.500% | 8/25/46–2/25/47 | &nbsp;&nbsp;&nbsp;31733 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25522 |
| <sup>3,4</sup> | Fannie Mae REMICS | 4.000% | 7/25/53 | &nbsp;&nbsp;&nbsp;&nbsp;2361 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2303 |
| <sup>3,4</sup> | Freddie Mac REMICS | 4.000% | 12/15/30–2/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;3321 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3206 |
| <sup>3,4</sup> | Freddie Mac REMICS | 3.500% | 3/15/31–10/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;8609 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7918 |
| <sup>3,4</sup> | Freddie Mac REMICS | 2.000% | 9/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7235 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6842 |
| <sup>3,4</sup> | Freddie Mac REMICS | 2.500% | 9/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;865 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;843 |
| <sup>3,4</sup> | Freddie Mac REMICS | 1.500% | 10/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;5366 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4683 |
| <sup>3,4</sup> | Freddie Mac REMICS | 3.000% | 6/15/44–5/15/46 | &nbsp;&nbsp;&nbsp;31181 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27844 |
| <sup>3</sup> | Ginnie Mae | 1.700% | 10/20/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;771 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;760 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**201054** |
| **Total U.S. Government and Agency Obligations (Cost $7,654,057)** | **Total U.S. Government and Agency Obligations (Cost $7,654,057)** | **Total U.S. Government and Agency Obligations (Cost $7,654,057)** | **Total U.S. Government and Agency Obligations (Cost $7,654,057)** | **Total U.S. Government and Agency Obligations (Cost $7,654,057)** | **7071882** |
| **Asset-Backed/Commercial Mortgage-Backed Securities (1.5%)** | **Asset-Backed/Commercial Mortgage-Backed Securities (1.5%)** | **Asset-Backed/Commercial Mortgage-Backed Securities (1.5%)** | **Asset-Backed/Commercial Mortgage-Backed Securities (1.5%)** | **Asset-Backed/Commercial Mortgage-Backed Securities (1.5%)** | **Asset-Backed/Commercial Mortgage-Backed Securities (1.5%)** |
| <sup>3,6</sup> | Aaset Trust Class A Series 2019-1 | 3.844% | 5/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7168 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4677 |
| <sup>3,6</sup> | Affirm Asset Securitization Trust Class A Series 2021-B | 1.030% | 8/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;17575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16718 |
| <sup>3,6</sup> | Affirm Asset Securitization Trust Class A Series 2021-Z1 | 1.070% | 8/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;6426 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6212 |
| <sup>3,6</sup> | Affirm Asset Securitization Trust Class A Series 2021-Z2 | 1.170% | 11/16/26 | &nbsp;&nbsp;&nbsp;&nbsp;5452 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5217 |
| <sup>3,6</sup> | Aligned Data Centers Issuer LLC Class A2 Series 2021-1A | 1.937% | 8/15/46 | &nbsp;&nbsp;&nbsp;43730 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37388 |
| <sup>3,6</sup> | American Tower Trust #1 Class 2A Series 13 | 3.070% | 3/15/48 | &nbsp;&nbsp;&nbsp;32900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32734 |
| <sup>3,6,7</sup> | Angel Oak Mortgage Trust Class A1 Series 2019-5 | 2.593% | 10/25/49 | &nbsp;&nbsp;&nbsp;&nbsp;1856 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1787 |
| <sup>3,6,7</sup> | Angel Oak Mortgage Trust Class A1 Series 2019-6 | 2.620% | 11/25/59 | &nbsp;&nbsp;&nbsp;&nbsp;4105 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3940 |
| <sup>3,6,7</sup> | Angel Oak Mortgage Trust Class A1 Series 2021-6 | 1.458% | 9/25/66 | &nbsp;&nbsp;&nbsp;23807 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18895 |
| <sup>3,6,7</sup> | Angel Oak Mortgage Trust I LLC Class A1 Series 2019-4 | 2.993% | 7/26/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;566 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;563 |
| <sup>3,6,7</sup> | BX Commercial Mortgage Trust Class A Series 2021-VOLT, 1M USD LIBOR + 0.700% | 5.018% | 9/15/36 | &nbsp;&nbsp;&nbsp;28565 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27476 |
| <sup>3,6,7</sup> | BX Trust Class A Series 2021-ARIA, 1M USD LIBOR + 0.899% | 5.217% | 10/15/36 | &nbsp;&nbsp;&nbsp;14465 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13761 |
| <sup>3,6,7</sup> | BXHPP Trust Class A Series 2021-FILM, 1M USD LIBOR + 0.650% | 4.968% | 8/15/36 | &nbsp;&nbsp;&nbsp;15215 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14361 |
| <sup>3,6,7</sup> | BXHPP Trust Class B Series 2021-FILM, 1M USD LIBOR + 0.900% | 5.128% | 8/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;3140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2960 |
| <sup>3,6</sup> | Castlelake Aircraft Structured Trust Class A Series 2019-1A | 3.967% | 4/15/39 | &nbsp;&nbsp;&nbsp;18233 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15409 |
| <sup>3,6,7</sup> | Cent CLO 21 Ltd. Class A1R3 Series 2014-21A, 3M USD LIBOR + 0.970% | 3.739% | 7/27/30 | &nbsp;&nbsp;&nbsp;&nbsp;9960 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9798 |
| <sup>3,6</sup> | CF Hippolyta LLC Class A1 Series 2021-A1 | 1.530% | 3/15/61 | &nbsp;&nbsp;&nbsp;25030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21595 |

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| <sup>3,6</sup> | DB Master Finance LLC Class A2II Series 2019-1A | 4.021% | 5/20/49 | 13090 | &nbsp;&nbsp;&nbsp;12102 |
| <sup>3,6</sup> | Domino's Pizza Master Issuer LLC Class A2I Series 2021-1A | 2.662% | 4/25/51 | 16755 | &nbsp;&nbsp;13993 |
| <sup>3,6</sup> | Domino's Pizza Master Issuer LLC Class A2II Series 2021-1A | 3.151% | 4/25/51 | 26235 | &nbsp;&nbsp;20929 |
| <sup>3,6</sup> | Enterprise Fleet Financing LLC Class A2 Series 2019-2 | 2.290% | 2/20/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;479 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;479 |
| <sup>3,6</sup> | Enterprise Fleet Financing LLC Class A2 Series 2019-3 | 2.060% | 5/20/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;560 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;559 |
| <sup>3,4,7</sup> | Fannie Mae Connecticut Avenue Securities Class 2M2 Series 2016-C03, 1M USD LIBOR + 5.900% | 10.289% | 10/25/28 | &nbsp;&nbsp;&nbsp;2792 | &nbsp;&nbsp;&nbsp;&nbsp;2904 |
| <sup>3,4</sup> | FHLMC Multifamily Structured Pass Through Certificates Class A2 Series K733 | 3.750% | 8/25/25 | &nbsp;&nbsp;10785 | &nbsp;&nbsp;&nbsp;10515 |
| <sup>3,4</sup> | FHLMC Multifamily Structured Pass Through Certificates Class A3 Series K-1512 | 3.059% | 4/25/34 | &nbsp;&nbsp;&nbsp;&nbsp;7200 | &nbsp;&nbsp;&nbsp;&nbsp;6069 |
| <sup>3,6</sup> | FirstKey Homes Trust Class A Series 2021-SFR1 | 1.538% | 8/17/38 | &nbsp;&nbsp;67029 | &nbsp;&nbsp;&nbsp;57689 |
| <sup>3,4</sup> | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K1521 | 2.184% | 8/25/36 | &nbsp;&nbsp;17210 | &nbsp;&nbsp;13051 |
| <sup>3,4</sup> | Freddie Mac Multifamily Structured Pass Through Certificates Class A3 Series K1513 | 2.797% | 8/25/34 | &nbsp;&nbsp;&nbsp;&nbsp;7552 | &nbsp;&nbsp;&nbsp;&nbsp;6246 |
| <sup>3,6</sup> | Home Partners of America Trust Class A Series 2021-2 | 1.901% | 12/17/26 | 34805 | &nbsp;&nbsp;29796 |
| <sup>3,6</sup> | Horizon Aircraft Finance II Ltd. Class A Series 2019-1 | 3.721% | 7/15/39 | &nbsp;&nbsp;&nbsp;8827 | &nbsp;&nbsp;&nbsp;&nbsp;6944 |
| <sup>3,6</sup> | Horizon Aircraft Finance III Ltd. Class A Series 2019-2 | 3.425% | 11/15/39 | &nbsp;&nbsp;&nbsp;9681 | &nbsp;&nbsp;&nbsp;&nbsp;7454 |
| <sup>3,6,7</sup> | Life Mortgage Trust Class A Series 2021-BMR, 1M USD LIBOR + 0.700% | 5.018% | 3/15/38 | &nbsp;&nbsp;&nbsp;9717 | &nbsp;&nbsp;&nbsp;&nbsp;9412 |
| <sup>3,6</sup> | MACH 1 Cayman Ltd. Class A Series 2019-1 | 3.474% | 10/15/39 | &nbsp;&nbsp;&nbsp;8863 | &nbsp;&nbsp;&nbsp;&nbsp;7160 |
| <sup>3,6,7</sup> | Madison Park Funding XIII Ltd. Class AR2 Series 2014-13A, 3M USD LIBOR + 0.950% | 5.177% | 4/19/30 | 32229 | &nbsp;&nbsp;&nbsp;31874 |
| <sup>3,6,7</sup> | Magnetite VII Ltd. Class A1R2 Series 2012-7A, 3M USD LIBOR + 0.800% | 4.879% | 1/15/28 | 28948 | &nbsp;&nbsp;28629 |
| <sup>3,6</sup> | MAPS Ltd. Class A Series 2019-1A | 4.458% | 3/15/44 | &nbsp;&nbsp;&nbsp;3607 | &nbsp;&nbsp;&nbsp;&nbsp;3165 |
| <sup>3,6</sup> | Mercury Financial Credit Card Master Trust Class A Series 2021-1A | 1.540% | 3/20/26 | 36145 | &nbsp;&nbsp;34435 |
| <sup>3,6</sup> | MMAF Equipment Finance LLC Class A3 Series 2019-B | 2.010% | 12/12/24 | 12552 | &nbsp;&nbsp;12322 |
| <sup>3,6</sup> | New Economy Assets Phase 1 Sponsor LLC Class A1 Series 2021-1 | 1.910% | 10/20/61 | 98855 | &nbsp;&nbsp;83530 |
| <sup>3,6</sup> | New Economy Assets Phase 1 Sponsor LLC Class B1 Series 2021-1 | 2.410% | 10/20/61 | &nbsp;&nbsp;10130 | &nbsp;&nbsp;&nbsp;&nbsp;8322 |
| <sup>3,6</sup> | OneMain Direct Auto Receivables Trust Class A Series 2021-1A | 0.870% | 7/14/28 | 29755 | &nbsp;&nbsp;&nbsp;27419 |
| <sup>3,4</sup> | Seasoned Credit Risk Transfer Trust Class MA Series 2019-3 | 3.500% | 10/25/58 | 24463 | &nbsp;&nbsp;23557 |
| <sup>3,6,7</sup> | SFAVE Commercial Mortgage Securities Trust Class A2B Series 2015-5AVE | 4.144% | 1/5/43 | 22000 | &nbsp;&nbsp;15512 |
| <sup>3,6</sup> | SoFi Professional Loan Program Trust Class AFX Series 2021-B | 1.140% | 2/15/47 | 15730 | &nbsp;&nbsp;12246 |
| <sup>3,6</sup> | START Ireland Class A Series 2019-1 | 4.089% | 3/15/44 | &nbsp;&nbsp;&nbsp;9529 | &nbsp;&nbsp;&nbsp;&nbsp;8156 |

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| <sup>3,6,7</sup> | Symphony CLO XIV Ltd. Class AR Series 2014-14A, 3M USD LIBOR + 0.950% | 4.961% | 7/14/26 | &nbsp;&nbsp;&nbsp;&nbsp;1397 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1395 |
| <sup>3,6</sup> | Taco Bell Funding LLC Class A2I Series 2021-1A | 1.946% | 8/25/51 | &nbsp;&nbsp;&nbsp;20364 | &nbsp;&nbsp;&nbsp;&nbsp;17143 |
| <sup>3,6</sup> | Taco Bell Funding LLC Class A2II Series 2021-1A | 2.294% | 8/25/51 | &nbsp;&nbsp;&nbsp;36353 | &nbsp;&nbsp;&nbsp;&nbsp;29170 |
| <sup>3,6</sup> | Vantage Data Centers Issuer LLC Class A2 Series 2019-1A | 3.188% | 7/15/44 | &nbsp;&nbsp;&nbsp;10107 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9599 |
| <sup>3,6</sup> | Vantage Data Centers Issuer LLC Class A2 Series 2021-1A | 2.165% | 10/15/46 | &nbsp;&nbsp;&nbsp;47695 | &nbsp;&nbsp;&nbsp;&nbsp;41002 |
| <sup>3,6</sup> | Vantage Data Centers LLC Class A2 Series 2020-1A | 1.645% | 9/15/45 | &nbsp;&nbsp;&nbsp;32830 | &nbsp;&nbsp;&nbsp;&nbsp;28828 |
| **Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $975,090)** | **Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $975,090)** | **Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $975,090)** | **Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $975,090)** | **Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $975,090)** | **855097** |
| **Corporate Bonds (43.0%)** | **Corporate Bonds (43.0%)** | **Corporate Bonds (43.0%)** | **Corporate Bonds (43.0%)** | **Corporate Bonds (43.0%)** | **Corporate Bonds (43.0%)** |
| **Communications (2.7%)** | **Communications (2.7%)** | **Communications (2.7%)** | **Communications (2.7%)** | **Communications (2.7%)** | **Communications (2.7%)** |
|  | America Movil SAB de CV | 3.625% | 4/22/29 | &nbsp;&nbsp;&nbsp;25600 | &nbsp;&nbsp;&nbsp;&nbsp;23311 |
|  | America Movil SAB de CV | 6.125% | 3/30/40 | &nbsp;&nbsp;&nbsp;&nbsp;10010 | &nbsp;&nbsp;&nbsp;&nbsp;10345 |
|  | AT&T Inc. | 2.750% | 6/1/31 | &nbsp;&nbsp;&nbsp;71900 | &nbsp;&nbsp;&nbsp;&nbsp;59702 |
|  | AT&T Inc. | 4.300% | 12/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;5945 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4899 |
|  | AT&T Inc. | 3.650% | 6/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;6086 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4304 |
|  | AT&T Inc. | 3.500% | 9/15/53 | &nbsp;&nbsp;&nbsp;33465 | &nbsp;&nbsp;&nbsp;&nbsp;22769 |
|  | AT&T Inc. | 3.850% | 6/1/60 | &nbsp;&nbsp;&nbsp;&nbsp;17664 | &nbsp;&nbsp;&nbsp;&nbsp;12330 |
|  | Comcast Corp. | 3.375% | 2/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;2565 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2488 |
|  | Comcast Corp. | 3.150% | 3/1/26 | &nbsp;&nbsp;&nbsp;15280 | &nbsp;&nbsp;&nbsp;&nbsp;14558 |
|  | Comcast Corp. | 3.400% | 4/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;4915 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4474 |
|  | Comcast Corp. | 4.250% | 1/15/33 | &nbsp;&nbsp;&nbsp;15060 | &nbsp;&nbsp;&nbsp;&nbsp;14191 |
|  | Comcast Corp. | 4.200% | 8/15/34 | &nbsp;&nbsp;&nbsp;30155 | &nbsp;&nbsp;&nbsp;&nbsp;27857 |
|  | Comcast Corp. | 4.400% | 8/15/35 | &nbsp;&nbsp;&nbsp;32657 | &nbsp;&nbsp;&nbsp;&nbsp;30333 |
|  | Comcast Corp. | 3.969% | 11/1/47 | &nbsp;&nbsp;&nbsp;40576 | &nbsp;&nbsp;&nbsp;&nbsp;32553 |
|  | Comcast Corp. | 4.000% | 3/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;17415 | &nbsp;&nbsp;&nbsp;&nbsp;14022 |
|  | Comcast Corp. | 3.999% | 11/1/49 | &nbsp;&nbsp;&nbsp;26848 | &nbsp;&nbsp;&nbsp;&nbsp;21386 |
|  | Comcast Corp. | 2.887% | 11/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;37513 | &nbsp;&nbsp;&nbsp;&nbsp;24277 |
|  | Comcast Corp. | 2.450% | 8/15/52 | &nbsp;&nbsp;&nbsp;35080 | &nbsp;&nbsp;&nbsp;&nbsp;20737 |
|  | Comcast Corp. | 4.049% | 11/1/52 | &nbsp;&nbsp;&nbsp;19891 | &nbsp;&nbsp;&nbsp;&nbsp;16004 |
|  | Comcast Corp. | 2.937% | 11/1/56 | 156916 | &nbsp;&nbsp;&nbsp;&nbsp;98422 |
|  | Comcast Corp. | 2.987% | 11/1/63 | 105670 | &nbsp;&nbsp;&nbsp;&nbsp;64340 |
| <sup>6</sup> | Cox Communications Inc. | 4.800% | 2/1/35 | &nbsp;&nbsp;&nbsp;58525 | &nbsp;&nbsp;&nbsp;&nbsp;51911 |
|  | Discovery Communications LLC | 4.125% | 5/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;4406 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3821 |
|  | Discovery Communications LLC | 3.625% | 5/15/30 | &nbsp;&nbsp;&nbsp;24240 | &nbsp;&nbsp;&nbsp;&nbsp;20006 |
|  | Discovery Communications LLC | 4.000% | 9/15/55 | &nbsp;&nbsp;&nbsp;33777 | &nbsp;&nbsp;&nbsp;&nbsp;20349 |
|  | NBCUniversal Media LLC | 4.450% | 1/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;6495 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5697 |
| <sup>6</sup> | NBN Co. Ltd. | 1.625% | 1/8/27 | &nbsp;&nbsp;&nbsp;25935 | &nbsp;&nbsp;&nbsp;&nbsp;22513 |
| <sup>6</sup> | NBN Co. Ltd. | 2.625% | 5/5/31 | &nbsp;&nbsp;&nbsp;38645 | &nbsp;&nbsp;&nbsp;&nbsp;30786 |
| <sup>6</sup> | NBN Co. Ltd. | 2.500% | 1/8/32 | &nbsp;&nbsp;&nbsp;68983 | &nbsp;&nbsp;&nbsp;&nbsp;53576 |
| <sup>6</sup> | NTT Finance Corp. | 1.162% | 4/3/26 | &nbsp;&nbsp;&nbsp;76700 | &nbsp;&nbsp;&nbsp;&nbsp;67881 |
| <sup>6</sup> | NTT Finance Corp. | 2.065% | 4/3/31 | &nbsp;&nbsp;&nbsp;11535 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9223 |
| <sup>6</sup> | Ooredoo International Finance Ltd. | 2.625% | 4/8/31 | &nbsp;&nbsp;&nbsp;45300 | &nbsp;&nbsp;&nbsp;&nbsp;38964 |
|  | Orange SA | 9.000% | 3/1/31 | &nbsp;&nbsp;&nbsp;54566 | &nbsp;&nbsp;&nbsp;&nbsp;66749 |
| <sup>6</sup> | SK Telecom Co. Ltd. | 3.750% | 4/16/23 | &nbsp;&nbsp;&nbsp;12220 | &nbsp;&nbsp;&nbsp;&nbsp;12165 |
| <sup>6</sup> | Sky Ltd. | 3.750% | 9/16/24 | &nbsp;&nbsp;&nbsp;42911 | &nbsp;&nbsp;&nbsp;&nbsp;41895 |
| <sup>3,6</sup> | Sprint Spectrum Co. LLC / Sprint Spectrum Co. II LLC / Sprint Spectrum Co. III LLC | 4.738% | 9/20/29 | &nbsp;&nbsp;&nbsp;24714 | &nbsp;&nbsp;&nbsp;&nbsp;24398 |
|  | Time Warner Cable Enterprises LLC | 8.375% | 3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;3215 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3236 |
|  | T-Mobile USA Inc. | 2.050% | 2/15/28 | &nbsp;&nbsp;&nbsp;42480 | &nbsp;&nbsp;&nbsp;&nbsp;36545 |
|  | T-Mobile USA Inc. | 3.875% | 4/15/30 | &nbsp;&nbsp;&nbsp;83375 | &nbsp;&nbsp;&nbsp;&nbsp;75682 |
|  | T-Mobile USA Inc. | 2.550% | 2/15/31 | &nbsp;&nbsp;&nbsp;19710 | &nbsp;&nbsp;&nbsp;&nbsp;16062 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | T-Mobile USA Inc. | 2.250% | 11/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;5105 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4015 |
|  | T-Mobile USA Inc. | 4.375% | 4/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;17030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14611 |
|  | T-Mobile USA Inc. | 4.500% | 4/15/50 | &nbsp;&nbsp;&nbsp;23440 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19354 |
|  | TWDC Enterprises 18 Corp. | 4.125% | 6/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;3720 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3214 |
|  | Verizon Communications Inc. | 4.329% | 9/21/28 | &nbsp;&nbsp;&nbsp;22990 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22130 |
|  | Verizon Communications Inc. | 2.355% | 3/15/32 | &nbsp;&nbsp;&nbsp;59959 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47550 |
|  | Verizon Communications Inc. | 4.812% | 3/15/39 | &nbsp;&nbsp;&nbsp;50074 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46060 |
|  | Verizon Communications Inc. | 4.750% | 11/1/41 | &nbsp;&nbsp;&nbsp;23900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21792 |
|  | Verizon Communications Inc. | 2.987% | 10/30/56 | &nbsp;&nbsp;&nbsp;34918 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21429 |
|  | Walt Disney Co. | 2.000% | 9/1/29 | &nbsp;&nbsp;&nbsp;84065 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70573 |
|  | Walt Disney Co. | 2.650% | 1/13/31 | &nbsp;&nbsp;&nbsp;20785 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17759 |
|  | Walt Disney Co. | 6.200% | 12/15/34 | &nbsp;&nbsp;&nbsp;11000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11993 |
|  | Walt Disney Co. | 3.500% | 5/13/40 | &nbsp;&nbsp;&nbsp;52100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42015 |
|  | Walt Disney Co. | 2.750% | 9/1/49 | &nbsp;&nbsp;&nbsp;14600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9676 |
|  | Walt Disney Co. | 3.600% | 1/13/51 | &nbsp;&nbsp;&nbsp;48240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36991 |
|  | Walt Disney Co. | 3.800% | 5/13/60 | &nbsp;&nbsp;&nbsp;16160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12416 |
| <sup>6</sup> | Warnermedia Holdings Inc. | 4.054% | 3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;4996 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4330 |
|  |  |  |  |  | &nbsp;&nbsp;**1530669** |
| **Consumer Discretionary (2.1%)** | **Consumer Discretionary (2.1%)** | **Consumer Discretionary (2.1%)** | **Consumer Discretionary (2.1%)** | **Consumer Discretionary (2.1%)** | **Consumer Discretionary (2.1%)** |
|  | Amazon.com Inc. | 2.800% | 8/22/24 | &nbsp;&nbsp;&nbsp;&nbsp;8900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8622 |
|  | Amazon.com Inc. | 3.600% | 4/13/32 | &nbsp;&nbsp;&nbsp;82875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76019 |
|  | Amazon.com Inc. | 4.800% | 12/5/34 | &nbsp;&nbsp;&nbsp;55880 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55896 |
|  | Amazon.com Inc. | 4.950% | 12/5/44 | &nbsp;&nbsp;&nbsp;13920 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13749 |
|  | Amazon.com Inc. | 3.950% | 4/13/52 | &nbsp;&nbsp;&nbsp;30665 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25690 |
|  | Amazon.com Inc. | 4.250% | 8/22/57 | &nbsp;&nbsp;&nbsp;32790 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28438 |
|  | American Honda Finance Corp. | 2.300% | 9/9/26 | &nbsp;&nbsp;&nbsp;&nbsp;17135 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15665 |
|  | American Honda Finance Corp. | 2.000% | 3/24/28 | &nbsp;&nbsp;&nbsp;34925 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30171 |
| <sup>6</sup> | BMW US Capital LLC | 2.250% | 9/15/23 | &nbsp;&nbsp;&nbsp;93000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91178 |
| <sup>6</sup> | BMW US Capital LLC | 0.800% | 4/1/24 | &nbsp;&nbsp;&nbsp;25960 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24619 |
| <sup>6</sup> | BMW US Capital LLC | 1.250% | 8/12/26 | &nbsp;&nbsp;&nbsp;28890 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25293 |
| <sup>3</sup> | Duke University | 2.832% | 10/1/55 | &nbsp;&nbsp;&nbsp;&nbsp;9635 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6491 |
|  | Emory University | 2.143% | 9/1/30 | &nbsp;&nbsp;&nbsp;39256 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32329 |
| <sup>6</sup> | ERAC USA Finance LLC | 7.000% | 10/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;3775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4113 |
| <sup>6</sup> | ERAC USA Finance LLC | 5.625% | 3/15/42 | &nbsp;&nbsp;&nbsp;31000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29258 |
|  | General Motors Financial Co. Inc. | 3.950% | 4/13/24 | &nbsp;&nbsp;&nbsp;58730 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57573 |
|  | George Washington University | 3.545% | 9/15/46 | &nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7416 |
|  | Georgetown University | 4.315% | 4/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;5155 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4280 |
|  | Georgetown University | 2.943% | 4/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;9795 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6287 |
|  | Home Depot Inc. | 3.900% | 12/6/28 | &nbsp;&nbsp;&nbsp;10040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9674 |
|  | Home Depot Inc. | 2.700% | 4/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7305 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6378 |
|  | Home Depot Inc. | 1.875% | 9/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;8465 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6769 |
|  | Home Depot Inc. | 3.250% | 4/15/32 | &nbsp;&nbsp;&nbsp;22220 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19752 |
|  | Home Depot Inc. | 4.500% | 9/15/32 | &nbsp;&nbsp;&nbsp;41895 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41054 |
|  | Home Depot Inc. | 3.300% | 4/15/40 | &nbsp;&nbsp;&nbsp;32073 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25590 |
|  | Home Depot Inc. | 4.400% | 3/15/45 | &nbsp;&nbsp;&nbsp;22390 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20002 |
|  | Home Depot Inc. | 4.250% | 4/1/46 | &nbsp;&nbsp;&nbsp;18668 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16254 |
|  | Home Depot Inc. | 4.500% | 12/6/48 | &nbsp;&nbsp;&nbsp;12020 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11007 |
|  | Home Depot Inc. | 3.125% | 12/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;2435 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1739 |
|  | Home Depot Inc. | 2.375% | 3/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;2435 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1473 |
|  | Home Depot Inc. | 2.750% | 9/15/51 | &nbsp;&nbsp;&nbsp;19470 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12891 |
|  | Home Depot Inc. | 3.625% | 4/15/52 | &nbsp;&nbsp;&nbsp;39335 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30744 |
|  | Home Depot Inc. | 4.950% | 9/15/52 | &nbsp;&nbsp;&nbsp;52506 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50732 |
| <sup>6</sup> | Hyundai Capital America | 0.800% | 4/3/23 | &nbsp;&nbsp;118000 | &nbsp;&nbsp;&nbsp;&nbsp;116653 |
| <sup>6</sup> | Hyundai Capital America | 0.875% | 6/14/24 | &nbsp;&nbsp;&nbsp;30300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28282 |
| <sup>6</sup> | Hyundai Capital America | 1.650% | 9/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;36110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31265 |
| <sup>3</sup> | Johns Hopkins University | 4.083% | 7/1/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7145 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5986 |
| <sup>3</sup> | Johns Hopkins University | 2.813% | 1/1/60 | &nbsp;&nbsp;&nbsp;&nbsp;2920 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1834 |
|  | Lowe's Cos. Inc. | 3.100% | 5/3/27 | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93184 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Lowe's Cos. Inc. | 3.750% | 4/1/32 | 13090 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11666 |
|  | McDonald's Corp. | 3.250% | 6/10/24 | &nbsp;&nbsp;&nbsp;4400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4303 |
|  | McDonald's Corp. | 3.625% | 9/1/49 | 24770 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18853 |
| <sup>3</sup> | Northeastern University | 2.894% | 10/1/50 | &nbsp;&nbsp;&nbsp;8570 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5625 |
|  | Starbucks Corp. | 3.350% | 3/12/50 | &nbsp;&nbsp;&nbsp;&nbsp;7185 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5077 |
|  | Thomas Jefferson University | 3.847% | 11/1/57 | &nbsp;&nbsp;11905 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8654 |
| <sup>3</sup> | University of Chicago | 2.761% | 4/1/45 | &nbsp;&nbsp;&nbsp;9540 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7203 |
|  | University of Miami | 4.063% | 4/1/52 | 16335 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13412 |
|  | VF Corp. | 2.800% | 4/23/27 | 23720 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21541 |
|  | VF Corp. | 2.950% | 4/23/30 | 51225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42613 |
|  |  |  |  |  | &nbsp;&nbsp;**1213297** |
| **Consumer Staples (1.5%)** | **Consumer Staples (1.5%)** | **Consumer Staples (1.5%)** | **Consumer Staples (1.5%)** | **Consumer Staples (1.5%)** | **Consumer Staples (1.5%)** |
|  | Altria Group Inc. | 4.500% | 5/2/43 | &nbsp;&nbsp;&nbsp;5615 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4225 |
|  | Anheuser-Busch Cos. LLC / Anheuser-Busch InBev Worldwide Inc. | 4.700% | 2/1/36 | 15460 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14575 |
|  | Anheuser-Busch Cos. LLC / Anheuser-Busch InBev Worldwide Inc. | 4.900% | 2/1/46 | 96935 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88705 |
|  | Anheuser-Busch InBev Worldwide Inc. | 4.375% | 4/15/38 | &nbsp;&nbsp;18114 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16285 |
|  | Anheuser-Busch InBev Worldwide Inc. | 4.950% | 1/15/42 | &nbsp;&nbsp;&nbsp;5967 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5593 |
|  | Anheuser-Busch InBev Worldwide Inc. | 4.500% | 6/1/50 | 22050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19487 |
|  | Archer-Daniels-Midland Co. | 4.500% | 3/15/49 | 34425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31413 |
|  | BAT Capital Corp. | 3.557% | 8/15/27 | 60340 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54945 |
| <sup>6</sup> | BAT International Finance plc | 3.950% | 6/15/25 | 15000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14410 |
| <sup>6</sup> | Cargill Inc. | 2.125% | 4/23/30 | &nbsp;&nbsp;10230 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8406 |
| <sup>6</sup> | Cargill Inc. | 4.760% | 11/23/45 | &nbsp;&nbsp;57879 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52853 |
| <sup>6</sup> | CK Hutchison International 20 Ltd. | 3.375% | 5/8/50 | 22780 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16050 |
| <sup>6</sup> | Coca-Cola Europacific Partners plc | 0.800% | 5/3/24 | &nbsp;&nbsp;53765 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50538 |
|  | Conagra Brands Inc. | 4.600% | 11/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;7685 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7560 |
|  | Conagra Brands Inc. | 1.375% | 11/1/27 | 12255 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10195 |
|  | Conagra Brands Inc. | 5.300% | 11/1/38 | &nbsp;&nbsp;10375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9814 |
| <sup>6</sup> | Danone SA | 2.589% | 11/2/23 | 10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9784 |
| <sup>6</sup> | Danone SA | 2.947% | 11/2/26 | 68785 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64043 |
|  | Diageo Capital plc | 2.625% | 4/29/23 | 42580 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42168 |
|  | Diageo Capital plc | 2.375% | 10/24/29 | 19420 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16592 |
|  | Diageo Capital plc | 2.000% | 4/29/30 | &nbsp;&nbsp;11315 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9317 |
|  | Diageo Capital plc | 2.125% | 4/29/32 | &nbsp;&nbsp;&nbsp;3585 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2853 |
|  | Estee Lauder Cos. Inc. | 2.375% | 12/1/29 | 12280 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10544 |
|  | Estee Lauder Cos. Inc. | 2.600% | 4/15/30 | &nbsp;&nbsp;&nbsp;9875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8495 |
|  | Hormel Foods Corp. | 1.700% | 6/3/28 | &nbsp;&nbsp;11685 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10099 |
|  | Kroger Co. | 3.850% | 8/1/23 | &nbsp;&nbsp;&nbsp;5055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5013 |
|  | McCormick & Co. Inc. | 2.500% | 4/15/30 | &nbsp;&nbsp;&nbsp;6060 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5060 |
|  | Molson Coors Beverage Co. | 3.000% | 7/15/26 | 50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46427 |
|  | PepsiCo Inc. | 2.375% | 10/6/26 | 72545 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67585 |
|  | Philip Morris International Inc. | 5.125% | 11/17/27 | &nbsp;&nbsp;34170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34494 |
|  | Philip Morris International Inc. | 5.625% | 11/17/29 | 21285 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21678 |
|  | Philip Morris International Inc. | 5.750% | 11/17/32 | 36830 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37671 |
|  | Philip Morris International Inc. | 4.500% | 3/20/42 | &nbsp;&nbsp;11665 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9835 |
|  | Philip Morris International Inc. | 3.875% | 8/21/42 | 22785 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17332 |
|  | Philip Morris International Inc. | 4.125% | 3/4/43 | 10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7907 |
|  | Philip Morris International Inc. | 4.875% | 11/15/43 | &nbsp;&nbsp;&nbsp;5835 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5133 |
|  | Philip Morris International Inc. | 4.250% | 11/10/44 | 15000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12085 |
| <sup>6</sup> | Sigma Alimentos SA de CV | 4.125% | 5/2/26 | 21075 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19986 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**869155** |
| **Energy (2.0%)** | **Energy (2.0%)** | **Energy (2.0%)** | **Energy (2.0%)** | **Energy (2.0%)** | **Energy (2.0%)** |
|  | BP Capital Markets America Inc. | 1.749% | 8/10/30 | 23705 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18912 |
|  | BP Capital Markets America Inc. | 2.721% | 1/12/32 | 95580 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80011 |
|  | BP Capital Markets America Inc. | 2.772% | 11/10/50 | &nbsp;&nbsp;17760 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11347 |
|  | BP Capital Markets America Inc. | 2.939% | 6/4/51 | 32550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21490 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | BP Capital Markets America Inc. | 3.001% | 3/17/52 | 54330 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36178 |
|  | BP Capital Markets America Inc. | 3.379% | 2/8/61 | 19795 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13686 |
|  | ConocoPhillips Co. | 3.758% | 3/15/42 | &nbsp;&nbsp;11185 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9363 |
|  | Eastern Gas Transmission & Storage Inc. | 3.000% | 11/15/29 | 19580 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16943 |
|  | Eastern Gas Transmission & Storage Inc. | 4.800% | 11/1/43 | &nbsp;&nbsp;14190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12251 |
|  | Eastern Gas Transmission & Storage Inc. | 4.600% | 12/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;7003 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5754 |
| <sup>6</sup> | EIG Pearl Holdings Sarl | 3.545% | 8/31/36 | 59370 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49868 |
| <sup>6</sup> | EIG Pearl Holdings Sarl | 4.387% | 11/30/46 | 24880 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19097 |
|  | Energy Transfer LP | 5.350% | 5/15/45 | &nbsp;&nbsp;&nbsp;3410 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2906 |
|  | Energy Transfer LP | 5.300% | 4/15/47 | &nbsp;&nbsp;&nbsp;5600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4685 |
|  | Energy Transfer LP | 5.400% | 10/1/47 | &nbsp;&nbsp;20601 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17534 |
|  | Energy Transfer Operating LP | 5.000% | 5/15/50 | 10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8073 |
|  | Enterprise Products Operating LLC | 4.900% | 5/15/46 | &nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4381 |
|  | Enterprise Products Operating LLC | 4.250% | 2/15/48 | 23475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18930 |
|  | Enterprise Products Operating LLC | 3.700% | 1/31/51 | &nbsp;&nbsp;&nbsp;5445 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3960 |
|  | Enterprise Products Operating LLC | 3.300% | 2/15/53 | 24250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16195 |
|  | Equinor ASA | 2.450% | 1/17/23 | &nbsp;&nbsp;10840 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10822 |
|  | Equinor ASA | 2.650% | 1/15/24 | &nbsp;&nbsp;10105 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9861 |
|  | Equinor ASA | 3.700% | 3/1/24 | 20035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19755 |
|  | Equinor ASA | 3.250% | 11/10/24 | &nbsp;&nbsp;17460 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17024 |
|  | Equinor ASA | 2.875% | 4/6/25 | &nbsp;&nbsp;&nbsp;4965 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4760 |
|  | Equinor ASA | 3.125% | 4/6/30 | 82270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73973 |
|  | Equinor ASA | 2.375% | 5/22/30 | 15795 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13447 |
|  | Exxon Mobil Corp. | 2.726% | 3/1/23 | &nbsp;&nbsp;10710 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10675 |
|  | Exxon Mobil Corp. | 3.043% | 3/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;7330 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6998 |
|  | Exxon Mobil Corp. | 2.275% | 8/16/26 | 35095 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32492 |
|  | Exxon Mobil Corp. | 2.440% | 8/16/29 | 24070 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21055 |
|  | Exxon Mobil Corp. | 2.610% | 10/15/30 | &nbsp;&nbsp;36910 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32224 |
|  | Exxon Mobil Corp. | 4.114% | 3/1/46 | &nbsp;&nbsp;10845 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9275 |
| <sup>6</sup> | Galaxy Pipeline Assets Bidco Ltd. | 2.160% | 3/31/34 | &nbsp;&nbsp;48517 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41233 |
| <sup>6</sup> | Galaxy Pipeline Assets Bidco Ltd. | 2.940% | 9/30/40 | &nbsp;&nbsp;37643 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30307 |
| <sup>6</sup> | QatarEnergy Trading LLC | 2.250% | 7/12/31 | 32240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26728 |
| <sup>6</sup> | QatarEnergy Trading LLC | 3.125% | 7/12/41 | 23670 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18170 |
| <sup>6</sup> | Saudi Arabian Oil Co. | 3.500% | 4/16/29 | &nbsp;&nbsp;27885 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25600 |
| <sup>6</sup> | Schlumberger Holdings Corp. | 3.900% | 5/17/28 | 25724 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24028 |
|  | Shell International Finance BV | 3.250% | 5/11/25 | 28680 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27798 |
|  | Shell International Finance BV | 4.125% | 5/11/35 | 40575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37575 |
|  | Shell International Finance BV | 5.500% | 3/25/40 | &nbsp;&nbsp;10795 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11031 |
|  | Shell International Finance BV | 4.375% | 5/11/45 | 95725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83855 |
|  | Shell International Finance BV | 3.000% | 11/26/51 | &nbsp;&nbsp;51310 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34923 |
|  | Suncor Energy Inc. | 5.950% | 12/1/34 | 13000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12936 |
|  | Total Capital International SA | 2.700% | 1/25/23 | 32714 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32660 |
|  | Total Capital International SA | 3.750% | 4/10/24 | 50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49364 |
|  | TransCanada PipeLines Ltd. | 4.875% | 1/15/26 | 58060 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57767 |
|  | TransCanada PipeLines Ltd. | 4.100% | 4/15/30 | 14595 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13382 |
|  |  |  |  |  | &nbsp;&nbsp;**1161282** |
| **Financials (17.8%)** | **Financials (17.8%)** | **Financials (17.8%)** | **Financials (17.8%)** | **Financials (17.8%)** | **Financials (17.8%)** |
|  | AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 3.000% | 10/29/28 | 14995 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12585 |
|  | AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 3.300% | 1/30/32 | &nbsp;&nbsp;&nbsp;1410 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1102 |
|  | AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 3.400% | 10/29/33 | &nbsp;&nbsp;&nbsp;8910 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6777 |
| <sup>6</sup> | AIA Group Ltd. | 3.600% | 4/9/29 | 49000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44761 |
| <sup>6</sup> | AIA Group Ltd. | 3.375% | 4/7/30 | 12795 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11376 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | American International Group Inc. | 6.250% | 5/1/36 | &nbsp;&nbsp;&nbsp;8338 | &nbsp;&nbsp;&nbsp;&nbsp;8798 |
|  | American International Group Inc. | 4.800% | 7/10/45 | &nbsp;&nbsp;&nbsp;9065 | &nbsp;&nbsp;&nbsp;&nbsp;8108 |
|  | American International Group Inc. | 4.750% | 4/1/48 | 21540 | &nbsp;&nbsp;19243 |
|  | American International Group Inc. | 4.375% | 6/30/50 | &nbsp;&nbsp;13125 | &nbsp;&nbsp;&nbsp;11176 |
|  | Ameriprise Financial Inc. | 4.500% | 5/13/32 | 14270 | &nbsp;&nbsp;13789 |
|  | Aon Corp. / Aon Global Holdings plc | 2.850% | 5/28/27 | 18420 | &nbsp;&nbsp;16864 |
| <sup>6</sup> | Athene Global Funding | 1.000% | 4/16/24 | 23855 | &nbsp;&nbsp;22323 |
| <sup>6</sup> | Athene Global Funding | 1.985% | 8/19/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;565 |
| <sup>6</sup> | Athene Global Funding | 2.717% | 1/7/29 | 42315 | &nbsp;&nbsp;34994 |
| <sup>6</sup> | Australia & New Zealand Banking Group Ltd. | 2.570% | 11/25/35 | 23805 | &nbsp;&nbsp;&nbsp;17473 |
| <sup>6</sup> | Aviation Capital Group LLC | 1.950% | 9/20/26 | 23950 | &nbsp;&nbsp;20240 |
|  | Banco Santander SA | 3.125% | 2/23/23 | 28600 | &nbsp;&nbsp;28517 |
|  | Banco Santander SA | 3.848% | 4/12/23 | &nbsp;&nbsp;17000 | &nbsp;&nbsp;16930 |
|  | Banco Santander SA | 1.849% | 3/25/26 | 48600 | &nbsp;&nbsp;43152 |
|  | Banco Santander SA | 2.749% | 12/3/30 | 16800 | &nbsp;&nbsp;12864 |
|  | Banco Santander SA | 2.958% | 3/25/31 | &nbsp;&nbsp;&nbsp;9800 | &nbsp;&nbsp;&nbsp;&nbsp;7860 |
|  | Bank of America Corp. | 3.559% | 4/23/27 | 49370 | &nbsp;&nbsp;46260 |
|  | Bank of America Corp. | 3.593% | 7/21/28 | 42995 | &nbsp;&nbsp;39597 |
|  | Bank of America Corp. | 3.419% | 12/20/28 | 48603 | &nbsp;&nbsp;44084 |
|  | Bank of America Corp. | 4.271% | 7/23/29 | 72640 | &nbsp;&nbsp;&nbsp;67850 |
|  | Bank of America Corp. | 3.974% | 2/7/30 | 69430 | &nbsp;&nbsp;63069 |
|  | Bank of America Corp. | 3.194% | 7/23/30 | 33250 | &nbsp;&nbsp;28616 |
|  | Bank of America Corp. | 2.496% | 2/13/31 | 99085 | &nbsp;&nbsp;80497 |
|  | Bank of America Corp. | 2.687% | 4/22/32 | 65125 | &nbsp;&nbsp;52105 |
|  | Bank of America Corp. | 2.572% | 10/20/32 | 21500 | &nbsp;&nbsp;16866 |
|  | Bank of America Corp. | 5.015% | 7/22/33 | &nbsp;&nbsp;27500 | &nbsp;&nbsp;26091 |
|  | Bank of America Corp. | 6.110% | 1/29/37 | 30000 | &nbsp;&nbsp;30542 |
|  | Bank of America Corp. | 3.846% | 3/8/37 | 62865 | &nbsp;&nbsp;51996 |
|  | Bank of America Corp. | 5.875% | 2/7/42 | &nbsp;&nbsp;&nbsp;8770 | &nbsp;&nbsp;&nbsp;&nbsp;8872 |
|  | Bank of America Corp. | 3.311% | 4/22/42 | 25000 | &nbsp;&nbsp;18383 |
|  | Bank of America Corp. | 5.000% | 1/21/44 | 24180 | &nbsp;&nbsp;22208 |
|  | Bank of America Corp. | 3.946% | 1/23/49 | &nbsp;&nbsp;&nbsp;5290 | &nbsp;&nbsp;&nbsp;&nbsp;4086 |
|  | Bank of America Corp. | 4.330% | 3/15/50 | 59475 | &nbsp;&nbsp;48918 |
|  | Bank of America Corp. | 2.972% | 7/21/52 | 29030 | &nbsp;&nbsp;18316 |
|  | Bank of New York Mellon Corp. | 2.200% | 8/16/23 | 32698 | &nbsp;&nbsp;32164 |
|  | Bank of New York Mellon Corp. | 3.000% | 2/24/25 | &nbsp;&nbsp;22710 | &nbsp;&nbsp;21895 |
|  | Bank of New York Mellon Corp. | 5.834% | 10/25/33 | 24651 | &nbsp;&nbsp;25642 |
|  | Bank of Nova Scotia | 2.700% | 8/3/26 | 60225 | &nbsp;&nbsp;&nbsp;55774 |
|  | Bank of Nova Scotia | 1.950% | 2/2/27 | &nbsp;&nbsp;12170 | &nbsp;&nbsp;10836 |
| <sup>6</sup> | Banque Federative du Credit Mutuel SA | 1.604% | 10/4/26 | 33875 | &nbsp;&nbsp;29473 |
|  | Barclays plc | 3.932% | 5/7/25 | 52770 | &nbsp;&nbsp;51163 |
|  | Barclays plc | 2.852% | 5/7/26 | &nbsp;&nbsp;&nbsp;9735 | &nbsp;&nbsp;&nbsp;&nbsp;9038 |
|  | Barclays plc | 2.279% | 11/24/27 | &nbsp;&nbsp;10635 | &nbsp;&nbsp;&nbsp;&nbsp;9218 |
|  | Barclays plc | 2.667% | 3/10/32 | 52470 | &nbsp;&nbsp;40107 |
|  | Barclays plc | 2.894% | 11/24/32 | 42750 | &nbsp;&nbsp;32534 |
|  | Barclays plc | 3.330% | 11/24/42 | 16060 | &nbsp;&nbsp;&nbsp;11039 |
| <sup>7</sup> | Barclays plc, 3M USD LIBOR + 1.380% | 6.024% | 5/16/24 | &nbsp;&nbsp;36710 | &nbsp;&nbsp;36653 |
|  | Berkshire Hathaway Finance Corp. | 2.875% | 3/15/32 | 16000 | &nbsp;&nbsp;13879 |
|  | Berkshire Hathaway Inc. | 3.125% | 3/15/26 | 23645 | &nbsp;&nbsp;22687 |
|  | BlackRock Inc. | 2.100% | 2/25/32 | &nbsp;&nbsp;39410 | &nbsp;&nbsp;31668 |
| <sup>6</sup> | Blackstone Holdings Finance Co. LLC | 2.550% | 3/30/32 | 19945 | &nbsp;&nbsp;15492 |
|  | BNP Paribas SA | 3.250% | 3/3/23 | &nbsp;&nbsp;&nbsp;4190 | &nbsp;&nbsp;&nbsp;&nbsp;4182 |
| <sup>6</sup> | BNP Paribas SA | 3.800% | 1/10/24 | 56070 | &nbsp;&nbsp;55107 |
| <sup>6</sup> | BNP Paribas SA | 3.375% | 1/9/25 | 61070 | &nbsp;&nbsp;58845 |
| <sup>6</sup> | BNP Paribas SA | 2.819% | 11/19/25 | 44480 | &nbsp;&nbsp;42076 |
| <sup>6</sup> | BNP Paribas SA | 1.323% | 1/13/27 | 20420 | &nbsp;&nbsp;&nbsp;17846 |
| <sup>6</sup> | BNP Paribas SA | 3.500% | 11/16/27 | &nbsp;&nbsp;74220 | &nbsp;&nbsp;68038 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| <sup>6</sup> | BNP Paribas SA | 2.591% | 1/20/28 | &nbsp;&nbsp;&nbsp;66815 | &nbsp;&nbsp;58790 |
| <sup>6</sup> | BNP Paribas SA | 2.159% | 9/15/29 | &nbsp;&nbsp;30900 | &nbsp;&nbsp;25210 |
| <sup>6</sup> | BNP Paribas SA | 2.871% | 4/19/32 | &nbsp;&nbsp;&nbsp;24730 | &nbsp;&nbsp;19351 |
| <sup>6</sup> | BPCE SA | 5.700% | 10/22/23 | &nbsp;&nbsp;&nbsp;10670 | &nbsp;&nbsp;10604 |
|  | BPCE SA | 4.000% | 4/15/24 | &nbsp;&nbsp;&nbsp;25885 | &nbsp;&nbsp;25444 |
| <sup>6</sup> | BPCE SA | 5.150% | 7/21/24 | &nbsp;&nbsp;&nbsp;37185 | &nbsp;&nbsp;36464 |
| <sup>6</sup> | BPCE SA | 2.045% | 10/19/27 | &nbsp;&nbsp;&nbsp;24910 | &nbsp;&nbsp;21551 |
| <sup>6</sup> | BPCE SA | 3.500% | 10/23/27 | &nbsp;&nbsp;64900 | &nbsp;&nbsp;58244 |
| <sup>6</sup> | BPCE SA | 2.700% | 10/1/29 | &nbsp;&nbsp;&nbsp;48550 | &nbsp;&nbsp;40621 |
| <sup>6</sup> | Brighthouse Financial Global Funding | 1.000% | 4/12/24 | &nbsp;&nbsp;&nbsp;&nbsp;4600 | &nbsp;&nbsp;&nbsp;&nbsp;4326 |
| <sup>6</sup> | Brighthouse Financial Global Funding | 1.750% | 1/13/25 | &nbsp;&nbsp;&nbsp;16695 | &nbsp;&nbsp;15370 |
| <sup>6</sup> | Brighthouse Financial Global Funding | 1.550% | 5/24/26 | &nbsp;&nbsp;&nbsp;37050 | &nbsp;&nbsp;32624 |
| <sup>6</sup> | Brighthouse Financial Global Funding | 2.000% | 6/28/28 | &nbsp;&nbsp;&nbsp;27235 | &nbsp;&nbsp;22538 |
| <sup>6</sup> | Canadian Imperial Bank of Commerce | 1.150% | 7/8/26 | &nbsp;&nbsp;&nbsp;35110 | &nbsp;&nbsp;30884 |
|  | Capital One Financial Corp. | 3.750% | 4/24/24 | &nbsp;&nbsp;&nbsp;60945 | &nbsp;&nbsp;59808 |
|  | Capital One Financial Corp. | 3.200% | 2/5/25 | &nbsp;&nbsp;&nbsp;&nbsp;9055 | &nbsp;&nbsp;&nbsp;&nbsp;8719 |
|  | Charles Schwab Corp. | 0.750% | 3/18/24 | &nbsp;&nbsp;&nbsp;58465 | &nbsp;&nbsp;55572 |
|  | Charles Schwab Corp. | 3.200% | 3/2/27 | &nbsp;&nbsp;&nbsp;19790 | &nbsp;&nbsp;18616 |
|  | Charles Schwab Corp. | 2.000% | 3/20/28 | &nbsp;&nbsp;&nbsp;42325 | &nbsp;&nbsp;&nbsp;37149 |
|  | Charles Schwab Corp. | 2.900% | 3/3/32 | &nbsp;&nbsp;&nbsp;47885 | &nbsp;&nbsp;40689 |
|  | Chubb INA Holdings Inc. | 3.350% | 5/15/24 | &nbsp;&nbsp;&nbsp;20340 | &nbsp;&nbsp;19903 |
|  | Chubb INA Holdings Inc. | 3.350% | 5/3/26 | &nbsp;&nbsp;&nbsp;12280 | &nbsp;&nbsp;&nbsp;11768 |
|  | Chubb INA Holdings Inc. | 4.350% | 11/3/45 | &nbsp;&nbsp;&nbsp;24795 | &nbsp;&nbsp;21518 |
|  | Citigroup Inc. | 0.981% | 5/1/25 | &nbsp;&nbsp;&nbsp;52610 | &nbsp;&nbsp;49250 |
|  | Citigroup Inc. | 1.462% | 6/9/27 | 101990 | &nbsp;&nbsp;88526 |
|  | Citigroup Inc. | 3.070% | 2/24/28 | &nbsp;&nbsp;34000 | &nbsp;&nbsp;30679 |
|  | Citigroup Inc. | 4.125% | 7/25/28 | &nbsp;&nbsp;&nbsp;45085 | &nbsp;&nbsp;42033 |
|  | Citigroup Inc. | 3.520% | 10/27/28 | &nbsp;&nbsp;&nbsp;72260 | &nbsp;&nbsp;65812 |
|  | Citigroup Inc. | 3.878% | 1/24/39 | &nbsp;&nbsp;&nbsp;37225 | &nbsp;&nbsp;30807 |
|  | Citigroup Inc. | 5.875% | 1/30/42 | &nbsp;&nbsp;&nbsp;&nbsp;7460 | &nbsp;&nbsp;&nbsp;&nbsp;7522 |
|  | Citigroup Inc. | 2.904% | 11/3/42 | &nbsp;&nbsp;&nbsp;19070 | &nbsp;&nbsp;13267 |
|  | Citigroup Inc. | 5.300% | 5/6/44 | &nbsp;&nbsp;&nbsp;12142 | &nbsp;&nbsp;10942 |
| <sup>6</sup> | CNO Global Funding | 1.650% | 1/6/25 | &nbsp;&nbsp;&nbsp;&nbsp;8460 | &nbsp;&nbsp;&nbsp;&nbsp;7845 |
| <sup>6</sup> | CNO Global Funding | 2.650% | 1/6/29 | &nbsp;&nbsp;&nbsp;22195 | &nbsp;&nbsp;18809 |
| <sup>6</sup> | Commonwealth Bank of Australia | 2.688% | 3/11/31 | &nbsp;&nbsp;&nbsp;79335 | &nbsp;&nbsp;&nbsp;61011 |
| <sup>6</sup> | Commonwealth Bank of Australia | 3.784% | 3/14/32 | &nbsp;&nbsp;&nbsp;&nbsp;9825 | &nbsp;&nbsp;&nbsp;&nbsp;8073 |
| <sup>6</sup> | Cooperatieve Rabobank UA | 1.106% | 2/24/27 | &nbsp;&nbsp;&nbsp;50065 | &nbsp;&nbsp;43600 |
| <sup>6</sup> | Cooperatieve Rabobank UA | 4.655% | 8/22/28 | &nbsp;&nbsp;&nbsp;46035 | &nbsp;&nbsp;44172 |
| <sup>6</sup> | Corebridge Financial Inc. | 3.900% | 4/5/32 | &nbsp;&nbsp;&nbsp;19028 | &nbsp;&nbsp;16667 |
| <sup>6</sup> | Corebridge Financial Inc. | 4.350% | 4/5/42 | &nbsp;&nbsp;&nbsp;&nbsp;5430 | &nbsp;&nbsp;&nbsp;&nbsp;4441 |
| <sup>6</sup> | Corebridge Financial Inc. | 4.400% | 4/5/52 | &nbsp;&nbsp;&nbsp;13765 | &nbsp;&nbsp;&nbsp;10974 |
| <sup>6</sup> | Credit Agricole SA | 3.750% | 4/24/23 | &nbsp;&nbsp;&nbsp;31690 | &nbsp;&nbsp;31523 |
| <sup>6</sup> | Credit Agricole SA | 3.250% | 10/4/24 | &nbsp;&nbsp;&nbsp;79590 | &nbsp;&nbsp;76695 |
|  | Credit Suisse Group AG | 3.750% | 3/26/25 | &nbsp;&nbsp;&nbsp;57400 | &nbsp;&nbsp;51836 |
| <sup>6</sup> | Credit Suisse Group AG | 2.593% | 9/11/25 | &nbsp;&nbsp;&nbsp;33940 | &nbsp;&nbsp;30061 |
| <sup>6</sup> | Credit Suisse Group AG | 1.305% | 2/2/27 | &nbsp;&nbsp;&nbsp;45860 | &nbsp;&nbsp;36478 |
| <sup>6</sup> | Credit Suisse Group AG | 3.869% | 1/12/29 | &nbsp;&nbsp;&nbsp;11050 | &nbsp;&nbsp;&nbsp;&nbsp;8833 |
| <sup>6</sup> | Credit Suisse Group AG | 3.091% | 5/14/32 | &nbsp;&nbsp;&nbsp;41460 | &nbsp;&nbsp;28788 |
| <sup>6</sup> | Credit Suisse Group AG | 6.537% | 8/12/33 | &nbsp;&nbsp;&nbsp;44285 | &nbsp;&nbsp;38903 |
| <sup>6</sup> | Danske Bank A/S | 3.875% | 9/12/23 | &nbsp;&nbsp;&nbsp;45515 | &nbsp;&nbsp;44902 |
| <sup>6</sup> | Danske Bank A/S | 5.375% | 1/12/24 | &nbsp;&nbsp;&nbsp;57035 | &nbsp;&nbsp;56777 |
| <sup>6</sup> | Danske Bank A/S | 1.621% | 9/11/26 | &nbsp;&nbsp;&nbsp;30135 | &nbsp;&nbsp;26506 |
| <sup>6</sup> | Danske Bank A/S | 1.549% | 9/10/27 | &nbsp;&nbsp;&nbsp;55390 | &nbsp;&nbsp;&nbsp;47376 |
| <sup>6</sup> | DNB Bank ASA | 1.535% | 5/25/27 | &nbsp;&nbsp;&nbsp;51450 | &nbsp;&nbsp;44784 |
| <sup>6</sup> | DNB Bank ASA | 1.605% | 3/30/28 | &nbsp;&nbsp;&nbsp;45295 | &nbsp;&nbsp;38307 |
| <sup>6</sup> | Equitable Financial Life Global Funding | 1.400% | 7/7/25 | &nbsp;&nbsp;&nbsp;15285 | &nbsp;&nbsp;13867 |
| <sup>6</sup> | Equitable Financial Life Global Funding | 1.300% | 7/12/26 | &nbsp;&nbsp;&nbsp;26910 | &nbsp;&nbsp;23365 |
| <sup>6</sup> | Equitable Financial Life Global Funding | 1.700% | 11/12/26 | &nbsp;&nbsp;&nbsp;12195 | &nbsp;&nbsp;10679 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| <sup>6</sup> | Equitable Financial Life Global Funding | 1.400% | 8/27/27 | &nbsp;&nbsp;&nbsp;33510 | &nbsp;&nbsp;28052 |
| <sup>6</sup> | Equitable Financial Life Global Funding | 1.800% | 3/8/28 | &nbsp;&nbsp;&nbsp;30265 | &nbsp;&nbsp;25232 |
|  | Fifth Third Bancorp | 4.055% | 4/25/28 | &nbsp;&nbsp;&nbsp;24480 | &nbsp;&nbsp;23252 |
|  | Fifth Third Bancorp | 4.337% | 4/25/33 | &nbsp;&nbsp;&nbsp;16015 | &nbsp;&nbsp;14669 |
|  | Fifth Third Bank NA | 3.850% | 3/15/26 | &nbsp;&nbsp;&nbsp;29295 | &nbsp;&nbsp;&nbsp;27966 |
| <sup>6</sup> | Five Corners Funding Trust | 4.419% | 11/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;5320 | &nbsp;&nbsp;&nbsp;&nbsp;5269 |
| <sup>6</sup> | GA Global Funding Trust | 1.000% | 4/8/24 | &nbsp;&nbsp;&nbsp;36170 | &nbsp;&nbsp;33891 |
|  | Goldman Sachs Group Inc. | 3.625% | 1/22/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7715 | &nbsp;&nbsp;&nbsp;&nbsp;7706 |
|  | Goldman Sachs Group Inc. | 3.272% | 9/29/25 | &nbsp;&nbsp;&nbsp;44260 | &nbsp;&nbsp;42563 |
|  | Goldman Sachs Group Inc. | 3.500% | 11/16/26 | &nbsp;&nbsp;&nbsp;48000 | &nbsp;&nbsp;45092 |
|  | Goldman Sachs Group Inc. | 3.850% | 1/26/27 | &nbsp;&nbsp;&nbsp;36525 | &nbsp;&nbsp;34777 |
|  | Goldman Sachs Group Inc. | 1.431% | 3/9/27 | &nbsp;&nbsp;&nbsp;80170 | &nbsp;&nbsp;70145 |
|  | Goldman Sachs Group Inc. | 1.542% | 9/10/27 | &nbsp;&nbsp;&nbsp;43275 | &nbsp;&nbsp;&nbsp;37385 |
|  | Goldman Sachs Group Inc. | 3.691% | 6/5/28 | &nbsp;&nbsp;&nbsp;22025 | &nbsp;&nbsp;20461 |
|  | Goldman Sachs Group Inc. | 3.814% | 4/23/29 | &nbsp;&nbsp;&nbsp;72755 | &nbsp;&nbsp;66192 |
|  | Goldman Sachs Group Inc. | 4.223% | 5/1/29 | &nbsp;&nbsp;&nbsp;54990 | &nbsp;&nbsp;51219 |
|  | Goldman Sachs Group Inc. | 3.800% | 3/15/30 | &nbsp;&nbsp;&nbsp;21120 | &nbsp;&nbsp;18953 |
|  | Goldman Sachs Group Inc. | 2.615% | 4/22/32 | &nbsp;&nbsp;&nbsp;88650 | &nbsp;&nbsp;70647 |
|  | Goldman Sachs Group Inc. | 2.383% | 7/21/32 | &nbsp;&nbsp;&nbsp;45765 | &nbsp;&nbsp;35477 |
|  | Goldman Sachs Group Inc. | 2.650% | 10/21/32 | &nbsp;&nbsp;&nbsp;24510 | &nbsp;&nbsp;19346 |
|  | Goldman Sachs Group Inc. | 3.102% | 2/24/33 | 103655 | &nbsp;&nbsp;84524 |
|  | Goldman Sachs Group Inc. | 6.250% | 2/1/41 | &nbsp;&nbsp;&nbsp;20700 | &nbsp;&nbsp;21573 |
|  | Goldman Sachs Group Inc. | 3.210% | 4/22/42 | &nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;7198 |
|  | Goldman Sachs Group Inc. | 4.800% | 7/8/44 | &nbsp;&nbsp;&nbsp;19895 | &nbsp;&nbsp;&nbsp;17576 |
| <sup>6</sup> | Guardian Life Global Funding | 1.250% | 5/13/26 | &nbsp;&nbsp;&nbsp;&nbsp;7235 | &nbsp;&nbsp;&nbsp;&nbsp;6397 |
|  | HSBC Holdings plc | 3.600% | 5/25/23 | &nbsp;&nbsp;&nbsp;56130 | &nbsp;&nbsp;55808 |
|  | HSBC Holdings plc | 0.976% | 5/24/25 | &nbsp;&nbsp;&nbsp;19405 | &nbsp;&nbsp;&nbsp;17951 |
|  | HSBC Holdings plc | 1.589% | 5/24/27 | &nbsp;&nbsp;&nbsp;24800 | &nbsp;&nbsp;21373 |
|  | HSBC Holdings plc | 2.251% | 11/22/27 | &nbsp;&nbsp;&nbsp;73225 | &nbsp;&nbsp;63432 |
|  | HSBC Holdings plc | 4.041% | 3/13/28 | &nbsp;&nbsp;&nbsp;27520 | &nbsp;&nbsp;25382 |
|  | HSBC Holdings plc | 2.013% | 9/22/28 | &nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;8346 |
|  | HSBC Holdings plc | 7.390% | 11/3/28 | &nbsp;&nbsp;&nbsp;36110 | &nbsp;&nbsp;&nbsp;37898 |
|  | HSBC Holdings plc | 4.583% | 6/19/29 | &nbsp;&nbsp;&nbsp;40190 | &nbsp;&nbsp;36950 |
|  | HSBC Holdings plc | 2.206% | 8/17/29 | &nbsp;&nbsp;&nbsp;32365 | &nbsp;&nbsp;26140 |
|  | HSBC Holdings plc | 2.357% | 8/18/31 | &nbsp;&nbsp;&nbsp;62305 | &nbsp;&nbsp;&nbsp;47730 |
|  | HSBC Holdings plc | 7.625% | 5/17/32 | &nbsp;&nbsp;&nbsp;15800 | &nbsp;&nbsp;16197 |
|  | HSBC Holdings plc | 2.804% | 5/24/32 | &nbsp;&nbsp;&nbsp;54790 | &nbsp;&nbsp;42294 |
|  | HSBC Holdings plc | 2.871% | 11/22/32 | &nbsp;&nbsp;&nbsp;16015 | &nbsp;&nbsp;12264 |
|  | HSBC Holdings plc | 6.500% | 5/2/36 | &nbsp;&nbsp;&nbsp;22000 | &nbsp;&nbsp;22150 |
|  | HSBC Holdings plc | 6.100% | 1/14/42 | &nbsp;&nbsp;&nbsp;43680 | &nbsp;&nbsp;45615 |
|  | HSBC Holdings plc | 5.250% | 3/14/44 | &nbsp;&nbsp;&nbsp;&nbsp;5795 | &nbsp;&nbsp;&nbsp;&nbsp;4908 |
| <sup>7</sup> | HSBC Holdings plc, 3M USD LIBOR + 1.000% | 3.961% | 5/18/24 | &nbsp;&nbsp;&nbsp;26495 | &nbsp;&nbsp;26396 |
|  | Huntington National Bank | 4.552% | 5/17/28 | &nbsp;&nbsp;&nbsp;&nbsp;17175 | &nbsp;&nbsp;16558 |
|  | ING Groep NV | 3.950% | 3/29/27 | &nbsp;&nbsp;&nbsp;33605 | &nbsp;&nbsp;31699 |
|  | ING Groep NV | 1.726% | 4/1/27 | &nbsp;&nbsp;&nbsp;33125 | &nbsp;&nbsp;29178 |
|  | Intercontinental Exchange Inc. | 4.350% | 6/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;17315 | &nbsp;&nbsp;16751 |
|  | Intercontinental Exchange Inc. | 1.850% | 9/15/32 | &nbsp;&nbsp;&nbsp;16125 | &nbsp;&nbsp;12133 |
|  | Intercontinental Exchange Inc. | 4.600% | 3/15/33 | &nbsp;&nbsp;&nbsp;43125 | &nbsp;&nbsp;41363 |
|  | Intercontinental Exchange Inc. | 2.650% | 9/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;6100 | &nbsp;&nbsp;&nbsp;&nbsp;4244 |
|  | Intercontinental Exchange Inc. | 3.000% | 6/15/50 | &nbsp;&nbsp;&nbsp;55840 | &nbsp;&nbsp;&nbsp;37370 |
|  | Intercontinental Exchange Inc. | 4.950% | 6/15/52 | &nbsp;&nbsp;&nbsp;46610 | &nbsp;&nbsp;43249 |
|  | Intercontinental Exchange Inc. | 3.000% | 9/15/60 | &nbsp;&nbsp;&nbsp;27695 | &nbsp;&nbsp;&nbsp;17276 |
| <sup>6</sup> | JAB Holdings BV | 2.200% | 11/23/30 | &nbsp;&nbsp;&nbsp;10375 | &nbsp;&nbsp;&nbsp;&nbsp;7776 |
| <sup>6</sup> | JAB Holdings BV | 3.750% | 5/28/51 | &nbsp;&nbsp;&nbsp;20355 | &nbsp;&nbsp;12036 |
| <sup>6</sup> | JAB Holdings BV | 4.500% | 4/8/52 | &nbsp;&nbsp;&nbsp;51835 | &nbsp;&nbsp;35201 |
| <sup>6</sup> | Jackson National Life Global Funding | 3.250% | 1/30/24 | &nbsp;&nbsp;&nbsp;48955 | &nbsp;&nbsp;&nbsp;47912 |
| <sup>6</sup> | Jackson National Life Global Funding | 1.750% | 1/12/25 | &nbsp;&nbsp;&nbsp;18300 | &nbsp;&nbsp;16966 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | JPMorgan Chase & Co. | 3.375% | 5/1/23 | &nbsp;&nbsp;&nbsp;20345 | &nbsp;&nbsp;&nbsp;&nbsp;20242 |
|  | JPMorgan Chase & Co. | 3.875% | 2/1/24 | &nbsp;&nbsp;&nbsp;11200 | &nbsp;&nbsp;&nbsp;&nbsp;11070 |
|  | JPMorgan Chase & Co. | 3.900% | 7/15/25 | &nbsp;&nbsp;&nbsp;11560 | &nbsp;&nbsp;&nbsp;&nbsp;11311 |
|  | JPMorgan Chase & Co. | 7.750% | 7/15/25 | &nbsp;&nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;&nbsp;26778 |
|  | JPMorgan Chase & Co. | 3.300% | 4/1/26 | &nbsp;&nbsp;&nbsp;26730 | &nbsp;&nbsp;&nbsp;&nbsp;25374 |
|  | JPMorgan Chase & Co. | 2.950% | 10/1/26 | &nbsp;&nbsp;&nbsp;75000 | &nbsp;&nbsp;&nbsp;&nbsp;69966 |
|  | JPMorgan Chase & Co. | 4.250% | 10/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;9275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8922 |
|  | JPMorgan Chase & Co. | 2.069% | 6/1/29 | &nbsp;&nbsp;&nbsp;14530 | &nbsp;&nbsp;&nbsp;&nbsp;12134 |
|  | JPMorgan Chase & Co. | 4.452% | 12/5/29 | &nbsp;&nbsp;&nbsp;40000 | &nbsp;&nbsp;&nbsp;&nbsp;37604 |
|  | JPMorgan Chase & Co. | 3.702% | 5/6/30 | &nbsp;&nbsp;&nbsp;18940 | &nbsp;&nbsp;&nbsp;&nbsp;16950 |
|  | JPMorgan Chase & Co. | 1.953% | 2/4/32 | &nbsp;&nbsp;&nbsp;&nbsp;37965 | &nbsp;&nbsp;&nbsp;&nbsp;29061 |
|  | JPMorgan Chase & Co. | 2.580% | 4/22/32 | &nbsp;&nbsp;&nbsp;22175 | &nbsp;&nbsp;&nbsp;&nbsp;17741 |
|  | JPMorgan Chase & Co. | 4.912% | 7/25/33 | &nbsp;&nbsp;&nbsp;78440 | &nbsp;&nbsp;&nbsp;&nbsp;74620 |
|  | JPMorgan Chase & Co. | 5.717% | 9/14/33 | &nbsp;&nbsp;&nbsp;&nbsp;39110 | &nbsp;&nbsp;&nbsp;&nbsp;38432 |
|  | JPMorgan Chase & Co. | 3.109% | 4/22/41 | &nbsp;&nbsp;&nbsp;38075 | &nbsp;&nbsp;&nbsp;&nbsp;27639 |
|  | JPMorgan Chase & Co. | 5.600% | 7/15/41 | &nbsp;&nbsp;&nbsp;70000 | &nbsp;&nbsp;&nbsp;&nbsp;70150 |
|  | JPMorgan Chase & Co. | 5.400% | 1/6/42 | &nbsp;&nbsp;&nbsp;16235 | &nbsp;&nbsp;&nbsp;&nbsp;15959 |
|  | JPMorgan Chase & Co. | 3.157% | 4/22/42 | &nbsp;&nbsp;&nbsp;19440 | &nbsp;&nbsp;&nbsp;&nbsp;14133 |
|  | JPMorgan Chase & Co. | 5.625% | 8/16/43 | &nbsp;&nbsp;&nbsp;13500 | &nbsp;&nbsp;&nbsp;&nbsp;13195 |
|  | JPMorgan Chase & Co. | 4.950% | 6/1/45 | &nbsp;&nbsp;&nbsp;12000 | &nbsp;&nbsp;&nbsp;&nbsp;10750 |
|  | JPMorgan Chase & Co. | 3.964% | 11/15/48 | 160000 | &nbsp;&nbsp;125259 |
|  | JPMorgan Chase & Co. | 3.109% | 4/22/51 | &nbsp;&nbsp;&nbsp;38610 | &nbsp;&nbsp;&nbsp;&nbsp;25652 |
| <sup>6</sup> | Liberty Mutual Group Inc. | 4.250% | 6/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;2608 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2585 |
| <sup>6</sup> | Liberty Mutual Group Inc. | 4.569% | 2/1/29 | &nbsp;&nbsp;&nbsp;12217 | &nbsp;&nbsp;&nbsp;&nbsp;11451 |
| <sup>6</sup> | Liberty Mutual Group Inc. | 5.500% | 6/15/52 | &nbsp;&nbsp;&nbsp;33825 | &nbsp;&nbsp;&nbsp;&nbsp;30344 |
| <sup>6</sup> | Liberty Mutual Insurance Co. | 8.500% | 5/15/25 | &nbsp;&nbsp;&nbsp;21665 | &nbsp;&nbsp;&nbsp;&nbsp;22880 |
|  | Loews Corp. | 2.625% | 5/15/23 | &nbsp;&nbsp;&nbsp;14100 | &nbsp;&nbsp;&nbsp;&nbsp;13964 |
| <sup>6</sup> | LSEGA Financing plc | 1.375% | 4/6/26 | &nbsp;&nbsp;&nbsp;&nbsp;97795 | &nbsp;&nbsp;&nbsp;&nbsp;86220 |
| <sup>6</sup> | LSEGA Financing plc | 2.000% | 4/6/28 | &nbsp;&nbsp;&nbsp;63125 | &nbsp;&nbsp;&nbsp;&nbsp;53761 |
| <sup>6</sup> | LSEGA Financing plc | 2.500% | 4/6/31 | &nbsp;&nbsp;&nbsp;45300 | &nbsp;&nbsp;&nbsp;&nbsp;37438 |
| <sup>6</sup> | Macquarie Group Ltd. | 4.150% | 3/27/24 | &nbsp;&nbsp;&nbsp;50725 | &nbsp;&nbsp;&nbsp;&nbsp;50510 |
| <sup>6</sup> | Macquarie Group Ltd. | 1.935% | 4/14/28 | &nbsp;&nbsp;&nbsp;42250 | &nbsp;&nbsp;&nbsp;&nbsp;35565 |
| <sup>6</sup> | Macquarie Group Ltd. | 2.871% | 1/14/33 | &nbsp;&nbsp;&nbsp;56070 | &nbsp;&nbsp;&nbsp;&nbsp;42939 |
|  | Manufacturers & Traders Trust Co. | 2.900% | 2/6/25 | &nbsp;&nbsp;&nbsp;20085 | &nbsp;&nbsp;&nbsp;&nbsp;19235 |
|  | Marsh & McLennan Cos. Inc. | 4.375% | 3/15/29 | &nbsp;&nbsp;&nbsp;22125 | &nbsp;&nbsp;&nbsp;&nbsp;21386 |
|  | Marsh & McLennan Cos. Inc. | 4.900% | 3/15/49 | &nbsp;&nbsp;&nbsp;10400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9676 |
|  | Marsh & McLennan Cos. Inc. | 2.900% | 12/15/51 | &nbsp;&nbsp;&nbsp;18280 | &nbsp;&nbsp;&nbsp;&nbsp;11766 |
| <sup>6</sup> | Massachusetts Mutual Life Insurance Co. | 3.200% | 12/1/61 | &nbsp;&nbsp;&nbsp;19410 | &nbsp;&nbsp;&nbsp;&nbsp;11911 |
|  | MetLife Inc. | 3.600% | 4/10/24 | &nbsp;&nbsp;&nbsp;28000 | &nbsp;&nbsp;&nbsp;&nbsp;27501 |
|  | MetLife Inc. | 4.125% | 8/13/42 | &nbsp;&nbsp;&nbsp;&nbsp;5300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4494 |
|  | MetLife Inc. | 4.875% | 11/13/43 | &nbsp;&nbsp;&nbsp;&nbsp;17500 | &nbsp;&nbsp;&nbsp;&nbsp;16265 |
|  | MetLife Inc. | 5.000% | 7/15/52 | &nbsp;&nbsp;&nbsp;13833 | &nbsp;&nbsp;&nbsp;&nbsp;13274 |
| <sup>6</sup> | Metropolitan Life Global Funding I | 3.450% | 12/18/26 | &nbsp;&nbsp;&nbsp;29970 | &nbsp;&nbsp;&nbsp;&nbsp;28054 |
| <sup>6</sup> | Metropolitan Life Global Funding I | 4.400% | 6/30/27 | &nbsp;&nbsp;&nbsp;15070 | &nbsp;&nbsp;&nbsp;&nbsp;14636 |
| <sup>6</sup> | Metropolitan Life Global Funding I | 3.000% | 9/19/27 | &nbsp;&nbsp;&nbsp;43250 | &nbsp;&nbsp;&nbsp;&nbsp;39270 |
| <sup>6</sup> | Metropolitan Life Global Funding I | 4.300% | 8/25/29 | &nbsp;&nbsp;&nbsp;23695 | &nbsp;&nbsp;&nbsp;&nbsp;22451 |
| <sup>6</sup> | Metropolitan Life Global Funding I | 2.400% | 1/11/32 | &nbsp;&nbsp;&nbsp;61345 | &nbsp;&nbsp;&nbsp;&nbsp;49449 |
| <sup>6</sup> | Metropolitan Life Insurance Co. | 7.800% | 11/1/25 | &nbsp;&nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;&nbsp;26487 |
|  | Mitsubishi UFJ Financial Group Inc. | 5.017% | 7/20/28 | &nbsp;&nbsp;&nbsp;49105 | &nbsp;&nbsp;&nbsp;&nbsp;47935 |
|  | Morgan Stanley | 3.750% | 2/25/23 | &nbsp;&nbsp;&nbsp;23000 | &nbsp;&nbsp;&nbsp;&nbsp;22957 |
|  | Morgan Stanley | 0.790% | 5/30/25 | &nbsp;&nbsp;&nbsp;51000 | &nbsp;&nbsp;&nbsp;&nbsp;47520 |
|  | Morgan Stanley | 2.720% | 7/22/25 | &nbsp;&nbsp;&nbsp;51520 | &nbsp;&nbsp;&nbsp;&nbsp;49286 |
|  | Morgan Stanley | 4.000% | 7/23/25 | &nbsp;&nbsp;&nbsp;20805 | &nbsp;&nbsp;&nbsp;&nbsp;20331 |
|  | Morgan Stanley | 2.630% | 2/18/26 | &nbsp;&nbsp;&nbsp;60280 | &nbsp;&nbsp;&nbsp;&nbsp;56650 |
|  | Morgan Stanley | 3.125% | 7/27/26 | &nbsp;&nbsp;&nbsp;36950 | &nbsp;&nbsp;&nbsp;&nbsp;34470 |
|  | Morgan Stanley | 4.350% | 9/8/26 | &nbsp;&nbsp;&nbsp;15000 | &nbsp;&nbsp;&nbsp;&nbsp;14580 |
|  | Morgan Stanley | 3.625% | 1/20/27 | &nbsp;&nbsp;&nbsp;31000 | &nbsp;&nbsp;&nbsp;&nbsp;29265 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Morgan Stanley | 3.772% | 1/24/29 | &nbsp;&nbsp;&nbsp;56830 | &nbsp;&nbsp;&nbsp;52013 |
|  | Morgan Stanley | 2.699% | 1/22/31 | &nbsp;&nbsp;&nbsp;72345 | &nbsp;&nbsp;59871 |
|  | Morgan Stanley | 7.250% | 4/1/32 | &nbsp;&nbsp;&nbsp;51100 | &nbsp;&nbsp;&nbsp;57387 |
|  | Morgan Stanley | 2.239% | 7/21/32 | &nbsp;&nbsp;&nbsp;59815 | &nbsp;&nbsp;45829 |
|  | Morgan Stanley | 2.511% | 10/20/32 | &nbsp;&nbsp;&nbsp;90340 | &nbsp;&nbsp;70609 |
|  | Morgan Stanley | 2.943% | 1/21/33 | &nbsp;&nbsp;&nbsp;31085 | &nbsp;&nbsp;&nbsp;25211 |
|  | Morgan Stanley | 2.484% | 9/16/36 | &nbsp;&nbsp;&nbsp;53080 | &nbsp;&nbsp;38718 |
|  | Morgan Stanley | 5.297% | 4/20/37 | &nbsp;&nbsp;&nbsp;14345 | &nbsp;&nbsp;&nbsp;13126 |
|  | Morgan Stanley | 4.300% | 1/27/45 | &nbsp;&nbsp;&nbsp;24705 | &nbsp;&nbsp;21003 |
|  | Nasdaq Inc. | 3.950% | 3/7/52 | &nbsp;&nbsp;&nbsp;&nbsp;17300 | &nbsp;&nbsp;13240 |
|  | National Australia Bank Ltd. | 3.905% | 6/9/27 | &nbsp;&nbsp;&nbsp;60000 | &nbsp;&nbsp;&nbsp;57494 |
| <sup>6</sup> | National Australia Bank Ltd. | 2.332% | 8/21/30 | &nbsp;&nbsp;&nbsp;83980 | &nbsp;&nbsp;63784 |
| <sup>6</sup> | National Australia Bank Ltd. | 2.990% | 5/21/31 | &nbsp;&nbsp;&nbsp;55019 | &nbsp;&nbsp;43166 |
| <sup>6</sup> | National Australia Bank Ltd. | 3.347% | 1/12/37 | &nbsp;&nbsp;&nbsp;26175 | &nbsp;&nbsp;19968 |
| <sup>6</sup> | National Securities Clearing Corp. | 5.100% | 11/21/27 | &nbsp;&nbsp;&nbsp;54105 | &nbsp;&nbsp;54388 |
| <sup>6</sup> | Nationwide Financial Services Inc. | 3.900% | 11/30/49 | &nbsp;&nbsp;&nbsp;&nbsp;47630 | &nbsp;&nbsp;33337 |
| <sup>6</sup> | Nationwide Mutual Insurance Co. | 4.350% | 4/30/50 | &nbsp;&nbsp;&nbsp;66415 | &nbsp;&nbsp;&nbsp;49742 |
|  | NatWest Group plc | 1.642% | 6/14/27 | &nbsp;&nbsp;&nbsp;30570 | &nbsp;&nbsp;26490 |
| <sup>6</sup> | NatWest Markets plc | 0.800% | 8/12/24 | &nbsp;&nbsp;&nbsp;23725 | &nbsp;&nbsp;22020 |
| <sup>6</sup> | NBK SPC Ltd. | 1.625% | 9/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;67250 | &nbsp;&nbsp;59413 |
| <sup>6</sup> | New York Life Global Funding | 2.900% | 1/17/24 | &nbsp;&nbsp;&nbsp;58670 | &nbsp;&nbsp;&nbsp;57417 |
| <sup>6</sup> | New York Life Insurance Co. | 5.875% | 5/15/33 | &nbsp;&nbsp;&nbsp;44785 | &nbsp;&nbsp;46248 |
| <sup>6</sup> | New York Life Insurance Co. | 3.750% | 5/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;17810 | &nbsp;&nbsp;13629 |
| <sup>6</sup> | New York Life Insurance Co. | 4.450% | 5/15/69 | &nbsp;&nbsp;&nbsp;14535 | &nbsp;&nbsp;&nbsp;12112 |
| <sup>6</sup> | Nordea Bank Abp | 1.500% | 9/30/26 | &nbsp;&nbsp;&nbsp;65000 | &nbsp;&nbsp;56439 |
| <sup>6</sup> | Northwestern Mutual Life Insurance Co. | 3.850% | 9/30/47 | &nbsp;&nbsp;&nbsp;28508 | &nbsp;&nbsp;21851 |
| <sup>6</sup> | Northwestern Mutual Life Insurance Co. | 3.625% | 9/30/59 | &nbsp;&nbsp;&nbsp;&nbsp;9060 | &nbsp;&nbsp;&nbsp;&nbsp;6276 |
| <sup>6</sup> | Pacific Life Global Funding II | 1.375% | 4/14/26 | &nbsp;&nbsp;&nbsp;51785 | &nbsp;&nbsp;45689 |
| <sup>6</sup> | Pacific LifeCorp | 5.400% | 9/15/52 | &nbsp;&nbsp;&nbsp;29000 | &nbsp;&nbsp;&nbsp;27805 |
| <sup>6</sup> | Penske Truck Leasing Co. LP / PTL Finance Corp. | 3.450% | 7/1/24 | &nbsp;&nbsp;&nbsp;15560 | &nbsp;&nbsp;&nbsp;15019 |
| <sup>6</sup> | Penske Truck Leasing Co. LP / PTL Finance Corp. | 2.700% | 11/1/24 | &nbsp;&nbsp;&nbsp;22660 | &nbsp;&nbsp;21387 |
| <sup>6</sup> | Penske Truck Leasing Co. LP / PTL Finance Corp. | 3.950% | 3/10/25 | &nbsp;&nbsp;&nbsp;53520 | &nbsp;&nbsp;51526 |
| <sup>6</sup> | Penske Truck Leasing Co. LP / PTL Finance Corp. | 5.875% | 11/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;47575 | &nbsp;&nbsp;&nbsp;47932 |
|  | PNC Bank NA | 3.300% | 10/30/24 | &nbsp;&nbsp;&nbsp;14645 | &nbsp;&nbsp;14253 |
|  | PNC Bank NA | 2.950% | 2/23/25 | &nbsp;&nbsp;&nbsp;34775 | &nbsp;&nbsp;33383 |
|  | PNC Bank NA | 3.100% | 10/25/27 | &nbsp;&nbsp;&nbsp;42485 | &nbsp;&nbsp;39782 |
|  | PNC Bank NA | 3.250% | 1/22/28 | &nbsp;&nbsp;&nbsp;60960 | &nbsp;&nbsp;56973 |
|  | PNC Financial Services Group Inc. | 3.900% | 4/29/24 | &nbsp;&nbsp;&nbsp;40150 | &nbsp;&nbsp;39676 |
|  | PNC Financial Services Group Inc. | 2.550% | 1/22/30 | &nbsp;&nbsp;&nbsp;52980 | &nbsp;&nbsp;45021 |
|  | PNC Financial Services Group Inc. | 6.037% | 10/28/33 | &nbsp;&nbsp;&nbsp;&nbsp;1410 | &nbsp;&nbsp;&nbsp;&nbsp;1474 |
| <sup>6</sup> | Principal Life Global Funding II | 2.500% | 9/16/29 | &nbsp;&nbsp;&nbsp;45000 | &nbsp;&nbsp;&nbsp;37974 |
| <sup>6</sup> | Protective Life Global Funding | 4.714% | 7/6/27 | &nbsp;&nbsp;&nbsp;30000 | &nbsp;&nbsp;29088 |
|  | Prudential Financial Inc. | 3.000% | 3/10/40 | &nbsp;&nbsp;&nbsp;&nbsp;8200 | &nbsp;&nbsp;&nbsp;&nbsp;6114 |
| <sup>6</sup> | RGA Global Funding | 2.700% | 1/18/29 | &nbsp;&nbsp;&nbsp;32500 | &nbsp;&nbsp;&nbsp;27526 |
| <sup>6</sup> | Standard Chartered plc | 1.214% | 3/23/25 | &nbsp;&nbsp;&nbsp;12545 | &nbsp;&nbsp;&nbsp;11770 |
| <sup>6</sup> | Sumitomo Mitsui Trust Bank Ltd. | 0.850% | 3/25/24 | 100340 | &nbsp;&nbsp;94907 |
| <sup>6</sup> | Svenska Handelsbanken AB | 1.418% | 6/11/27 | &nbsp;&nbsp;&nbsp;65775 | &nbsp;&nbsp;&nbsp;57629 |
| <sup>6</sup> | Teachers Insurance & Annuity Assn. of America | 4.900% | 9/15/44 | &nbsp;&nbsp;&nbsp;28400 | &nbsp;&nbsp;25982 |
| <sup>6</sup> | Teachers Insurance & Annuity Assn. of America | 4.270% | 5/15/47 | &nbsp;&nbsp;&nbsp;42865 | &nbsp;&nbsp;35424 |
| <sup>6</sup> | Temasek Financial I Ltd. | 2.375% | 1/23/23 | &nbsp;&nbsp;&nbsp;39070 | &nbsp;&nbsp;39025 |
| <sup>6</sup> | Temasek Financial I Ltd. | 3.625% | 8/1/28 | &nbsp;&nbsp;&nbsp;36135 | &nbsp;&nbsp;34543 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| <sup>6</sup> | Temasek Financial I Ltd. | 2.375% | 8/2/41 | 46325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32659 |
| <sup>6</sup> | Temasek Financial I Ltd. | 2.250% | 4/6/51 | 40775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25509 |
| <sup>6</sup> | Temasek Financial I Ltd. | 2.500% | 10/6/70 | 23800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14159 |
|  | Truist Bank | 3.300% | 5/15/26 | &nbsp;&nbsp;11955 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11245 |
|  | Truist Financial Corp. | 2.200% | 3/16/23 | 60000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59697 |
|  | Truist Financial Corp. | 3.700% | 6/5/25 | 48000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46665 |
|  | Truist Financial Corp. | 1.950% | 6/5/30 | 33005 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26526 |
| <sup>6</sup> | UBS AG | 1.250% | 6/1/26 | 60465 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52879 |
| <sup>6</sup> | UBS Group AG | 1.494% | 8/10/27 | 40025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34427 |
| <sup>6</sup> | UBS Group AG | 3.126% | 8/13/30 | 18240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15404 |
| <sup>6</sup> | UBS Group AG | 2.095% | 2/11/32 | 25345 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19049 |
| <sup>6</sup> | UBS Group AG | 2.746% | 2/11/33 | 12670 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9801 |
| <sup>6</sup> | UBS Group AG | 3.179% | 2/11/43 | 29380 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19869 |
| <sup>6</sup> | UniCredit SpA | 1.982% | 6/3/27 | &nbsp;&nbsp;37130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31620 |
| <sup>6</sup> | UniCredit SpA | 3.127% | 6/3/32 | 36330 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27461 |
|  | US Bancorp | 3.700% | 1/30/24 | 39005 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38501 |
|  | US Bancorp | 2.375% | 7/22/26 | 45000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41538 |
|  | US Bancorp | 2.677% | 1/27/33 | 64325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53112 |
|  | US Bancorp | 4.967% | 7/22/33 | 40025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38048 |
|  | US Bancorp | 2.491% | 11/3/36 | 63125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48185 |
|  | Wachovia Corp. | 6.605% | 10/1/25 | 15000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15554 |
|  | Wells Fargo & Co. | 4.480% | 1/16/24 | 34444 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34225 |
|  | Wells Fargo & Co. | 3.750% | 1/24/24 | 30455 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30063 |
|  | Wells Fargo & Co. | 3.000% | 2/19/25 | 28660 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27466 |
|  | Wells Fargo & Co. | 3.550% | 9/29/25 | &nbsp;&nbsp;27170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26136 |
|  | Wells Fargo & Co. | 3.000% | 4/22/26 | 36830 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34460 |
|  | Wells Fargo & Co. | 3.000% | 10/23/26 | &nbsp;&nbsp;&nbsp;6435 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5948 |
|  | Wells Fargo & Co. | 3.196% | 6/17/27 | &nbsp;&nbsp;57145 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53049 |
|  | Wells Fargo & Co. | 3.526% | 3/24/28 | 70000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64895 |
|  | Wells Fargo & Co. | 2.879% | 10/30/30 | 28045 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23844 |
|  | Wells Fargo & Co. | 2.572% | 2/11/31 | &nbsp;&nbsp;98745 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81671 |
|  | Wells Fargo & Co. | 3.350% | 3/2/33 | 21795 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18328 |
|  | Wells Fargo & Co. | 4.897% | 7/25/33 | 93620 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88659 |
|  | Wells Fargo & Co. | 5.606% | 1/15/44 | 34961 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33892 |
|  | Wells Fargo & Co. | 4.650% | 11/4/44 | 20735 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17500 |
|  | Wells Fargo & Co. | 4.900% | 11/17/45 | 16060 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13885 |
|  | Wells Fargo & Co. | 4.400% | 6/14/46 | 36200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28924 |
|  | Wells Fargo & Co. | 4.750% | 12/7/46 | 38790 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32499 |
|  | Wells Fargo & Co. | 4.611% | 4/25/53 | &nbsp;&nbsp;58110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49413 |
|  |  |  |  |  | &nbsp;&nbsp;**10196086** |
| **Health Care (4.5%)** | **Health Care (4.5%)** | **Health Care (4.5%)** | **Health Care (4.5%)** | **Health Care (4.5%)** | **Health Care (4.5%)** |
|  | AbbVie Inc. | 3.800% | 3/15/25 | 12825 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12502 |
|  | AbbVie Inc. | 4.300% | 5/14/36 | &nbsp;&nbsp;&nbsp;2780 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2513 |
|  | AbbVie Inc. | 4.050% | 11/21/39 | 28805 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24669 |
|  | AbbVie Inc. | 4.250% | 11/21/49 | 10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8406 |
|  | AdventHealth Obligated Group | 2.795% | 11/15/51 | 21620 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13774 |
|  | Advocate Health & Hospitals Corp. | 2.211% | 6/15/30 | &nbsp;&nbsp;17670 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14555 |
|  | Advocate Health & Hospitals Corp. | 3.008% | 6/15/50 | 19220 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12802 |
|  | Aetna Inc. | 2.800% | 6/15/23 | 32080 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31749 |
| <sup>6</sup> | Alcon Finance Corp. | 2.750% | 9/23/26 | &nbsp;&nbsp;&nbsp;5645 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5170 |
| <sup>6</sup> | Alcon Finance Corp. | 2.600% | 5/27/30 | &nbsp;&nbsp;&nbsp;8540 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7251 |
| <sup>6</sup> | Alcon Finance Corp. | 5.375% | 12/6/32 | &nbsp;&nbsp;10270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10364 |
| <sup>6</sup> | Alcon Finance Corp. | 3.800% | 9/23/49 | 32825 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25051 |
| <sup>6</sup> | Alcon Finance Corp. | 5.750% | 12/6/52 | &nbsp;&nbsp;&nbsp;4280 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4342 |
|  | AmerisourceBergen Corp. | 0.737% | 3/15/23 | &nbsp;&nbsp;12108 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12009 |
|  | Amgen Inc. | 3.625% | 5/22/24 | 38185 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37481 |
|  | Anthem Inc. | 3.650% | 12/1/27 | &nbsp;&nbsp;13150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12397 |
|  | Anthem Inc. | 4.101% | 3/1/28 | 42145 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40395 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Anthem Inc. | 2.550% | 3/15/31 | 38225 | &nbsp;&nbsp;32004 |
|  | Anthem Inc. | 4.650% | 8/15/44 | &nbsp;&nbsp;&nbsp;3181 | &nbsp;&nbsp;&nbsp;&nbsp;2838 |
|  | Ascension Health | 2.532% | 11/15/29 | 48025 | &nbsp;&nbsp;41144 |
| <sup>3</sup> | Ascension Health | 4.847% | 11/15/53 | &nbsp;&nbsp;&nbsp;1950 | &nbsp;&nbsp;&nbsp;&nbsp;1849 |
|  | AstraZeneca plc | 3.375% | 11/16/25 | &nbsp;&nbsp;27755 | &nbsp;&nbsp;26825 |
|  | AstraZeneca plc | 4.000% | 1/17/29 | 33295 | &nbsp;&nbsp;32005 |
|  | Banner Health | 2.907% | 1/1/42 | &nbsp;&nbsp;12150 | &nbsp;&nbsp;&nbsp;&nbsp;8886 |
|  | Baxter International Inc. | 2.272% | 12/1/28 | 36960 | &nbsp;&nbsp;31547 |
| <sup>6</sup> | Bayer US Finance II LLC | 4.250% | 12/15/25 | 23781 | &nbsp;&nbsp;23094 |
| <sup>6</sup> | Bayer US Finance II LLC | 5.500% | 7/30/35 | 15000 | &nbsp;&nbsp;14184 |
| <sup>6</sup> | Bayer US Finance LLC | 3.375% | 10/8/24 | 26960 | &nbsp;&nbsp;26040 |
|  | Beth Israel Lahey Health Inc. | 3.080% | 7/1/51 | &nbsp;&nbsp;&nbsp;8165 | &nbsp;&nbsp;&nbsp;&nbsp;5021 |
|  | Bon Secours Mercy Health Inc. | 4.302% | 7/1/28 | 19830 | &nbsp;&nbsp;18781 |
| <sup>3</sup> | Bon Secours Mercy Health Inc. | 3.464% | 6/1/30 | &nbsp;&nbsp;17675 | &nbsp;&nbsp;15702 |
|  | Bon Secours Mercy Health Inc. | 2.095% | 6/1/31 | &nbsp;&nbsp;11525 | &nbsp;&nbsp;&nbsp;&nbsp;8945 |
|  | Bristol-Myers Squibb Co. | 2.750% | 2/15/23 | &nbsp;&nbsp;&nbsp;4416 | &nbsp;&nbsp;&nbsp;&nbsp;4406 |
|  | Bristol-Myers Squibb Co. | 3.250% | 2/20/23 | &nbsp;&nbsp;&nbsp;&nbsp;7303 | &nbsp;&nbsp;&nbsp;&nbsp;7285 |
|  | Bristol-Myers Squibb Co. | 3.400% | 7/26/29 | &nbsp;&nbsp;&nbsp;9086 | &nbsp;&nbsp;&nbsp;&nbsp;8436 |
|  | Bristol-Myers Squibb Co. | 2.950% | 3/15/32 | &nbsp;&nbsp;&nbsp;6915 | &nbsp;&nbsp;&nbsp;&nbsp;6033 |
|  | Bristol-Myers Squibb Co. | 4.125% | 6/15/39 | 16775 | &nbsp;&nbsp;14955 |
|  | Bristol-Myers Squibb Co. | 3.550% | 3/15/42 | 40260 | &nbsp;&nbsp;&nbsp;32740 |
|  | Bristol-Myers Squibb Co. | 4.550% | 2/20/48 | &nbsp;&nbsp;&nbsp;5553 | &nbsp;&nbsp;&nbsp;&nbsp;5044 |
|  | Bristol-Myers Squibb Co. | 4.250% | 10/26/49 | 48907 | &nbsp;&nbsp;42299 |
|  | Bristol-Myers Squibb Co. | 2.550% | 11/13/50 | &nbsp;&nbsp;17765 | &nbsp;&nbsp;&nbsp;11220 |
|  | Bristol-Myers Squibb Co. | 3.700% | 3/15/52 | &nbsp;&nbsp;&nbsp;9050 | &nbsp;&nbsp;&nbsp;&nbsp;7067 |
|  | Children's Hospital Corp. | 2.585% | 2/1/50 | &nbsp;&nbsp;&nbsp;5670 | &nbsp;&nbsp;&nbsp;&nbsp;3444 |
|  | Cigna Corp. | 3.250% | 4/15/25 | 30765 | &nbsp;&nbsp;29634 |
|  | Cigna Corp. | 4.375% | 10/15/28 | &nbsp;&nbsp;18115 | &nbsp;&nbsp;&nbsp;&nbsp;17474 |
|  | CommonSpirit Health | 4.200% | 8/1/23 | &nbsp;&nbsp;11695 | &nbsp;&nbsp;&nbsp;11603 |
|  | CommonSpirit Health | 2.760% | 10/1/24 | 28080 | &nbsp;&nbsp;26928 |
|  | CommonSpirit Health | 3.347% | 10/1/29 | 44950 | &nbsp;&nbsp;38950 |
|  | CommonSpirit Health | 2.782% | 10/1/30 | 22715 | &nbsp;&nbsp;18682 |
| <sup>3</sup> | CommonSpirit Health | 4.350% | 11/1/42 | 21485 | &nbsp;&nbsp;18060 |
|  | CommonSpirit Health | 4.187% | 10/1/49 | 50733 | &nbsp;&nbsp;39403 |
|  | CommonSpirit Health | 3.910% | 10/1/50 | &nbsp;&nbsp;&nbsp;2570 | &nbsp;&nbsp;&nbsp;&nbsp;1900 |
|  | Cottage Health Obligated Group | 3.304% | 11/1/49 | 10000 | &nbsp;&nbsp;&nbsp;&nbsp;7123 |
| <sup>6</sup> | CSL UK Holdings Ltd. | 4.250% | 4/27/32 | 43415 | &nbsp;&nbsp;40873 |
| <sup>6</sup> | CSL UK Holdings Ltd. | 4.750% | 4/27/52 | &nbsp;&nbsp;&nbsp;6895 | &nbsp;&nbsp;&nbsp;&nbsp;6215 |
|  | CVS Health Corp. | 4.300% | 3/25/28 | &nbsp;&nbsp;&nbsp;1905 | &nbsp;&nbsp;&nbsp;&nbsp;1843 |
|  | CVS Health Corp. | 1.750% | 8/21/30 | &nbsp;&nbsp;&nbsp;4915 | &nbsp;&nbsp;&nbsp;&nbsp;3864 |
|  | CVS Health Corp. | 4.875% | 7/20/35 | 18205 | &nbsp;&nbsp;&nbsp;17278 |
|  | CVS Health Corp. | 4.125% | 4/1/40 | 18000 | &nbsp;&nbsp;14982 |
| <sup>3,6</sup> | CVS Pass-Through Trust | 5.926% | 1/10/34 | 10895 | &nbsp;&nbsp;10672 |
|  | Dignity Health | 3.812% | 11/1/24 | 18560 | &nbsp;&nbsp;&nbsp;17984 |
|  | Elevance Health Inc. | 5.500% | 10/15/32 | &nbsp;&nbsp;15105 | &nbsp;&nbsp;15461 |
|  | Elevance Health Inc. | 6.100% | 10/15/52 | &nbsp;&nbsp;&nbsp;3015 | &nbsp;&nbsp;&nbsp;&nbsp;3247 |
|  | Gilead Sciences Inc. | 2.500% | 9/1/23 | 36390 | &nbsp;&nbsp;&nbsp;35774 |
|  | Gilead Sciences Inc. | 3.700% | 4/1/24 | 21420 | &nbsp;&nbsp;21068 |
|  | Gilead Sciences Inc. | 3.500% | 2/1/25 | 28575 | &nbsp;&nbsp;&nbsp;27681 |
|  | Gilead Sciences Inc. | 4.500% | 2/1/45 | &nbsp;&nbsp;37302 | &nbsp;&nbsp;32714 |
|  | Gilead Sciences Inc. | 4.150% | 3/1/47 | 14640 | &nbsp;&nbsp;&nbsp;12121 |
|  | Gilead Sciences Inc. | 2.800% | 10/1/50 | 20185 | &nbsp;&nbsp;13063 |
|  | GlaxoSmithKline Capital Inc. | 5.375% | 4/15/34 | 16055 | &nbsp;&nbsp;16575 |
| <sup>6</sup> | HCA Inc. | 3.625% | 3/15/32 | 20465 | &nbsp;&nbsp;&nbsp;17310 |
| <sup>6</sup> | HCA Inc. | 4.375% | 3/15/42 | &nbsp;&nbsp;&nbsp;4590 | &nbsp;&nbsp;&nbsp;&nbsp;3668 |
| <sup>6</sup> | HCA Inc. | 4.625% | 3/15/52 | &nbsp;&nbsp;&nbsp;5970 | &nbsp;&nbsp;&nbsp;&nbsp;4675 |
|  | Indiana University Health Inc. Obligated Group | 2.852% | 11/1/51 | &nbsp;&nbsp;12815 | &nbsp;&nbsp;&nbsp;&nbsp;8039 |

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Inova Health System Foundation | 4.068% | 5/15/52 | &nbsp;&nbsp;14145 | &nbsp;&nbsp;&nbsp;11707 |
|  | Johnson & Johnson | 2.450% | 3/1/26 | 78000 | &nbsp;&nbsp;73343 |
|  | Kaiser Foundation Hospitals | 3.150% | 5/1/27 | &nbsp;&nbsp;15190 | &nbsp;&nbsp;14163 |
|  | Kaiser Foundation Hospitals | 2.810% | 6/1/41 | 39420 | &nbsp;&nbsp;28579 |
|  | Kaiser Foundation Hospitals | 4.875% | 4/1/42 | &nbsp;&nbsp;12710 | &nbsp;&nbsp;12207 |
|  | Kaiser Foundation Hospitals | 3.002% | 6/1/51 | 38650 | &nbsp;&nbsp;26283 |
|  | Mass General Brigham Inc. | 3.192% | 7/1/49 | 32645 | &nbsp;&nbsp;&nbsp;22711 |
|  | Mass General Brigham Inc. | 3.342% | 7/1/60 | 31285 | &nbsp;&nbsp;21068 |
|  | Mayo Clinic | 4.128% | 11/15/52 | &nbsp;&nbsp;&nbsp;6465 | &nbsp;&nbsp;&nbsp;&nbsp;5436 |
|  | Memorial Sloan-Kettering Cancer Center | 5.000% | 7/1/42 | &nbsp;&nbsp;11505 | &nbsp;&nbsp;&nbsp;11248 |
|  | Memorial Sloan-Kettering Cancer Center | 2.955% | 1/1/50 | 20260 | &nbsp;&nbsp;13482 |
|  | Memorial Sloan-Kettering Cancer Center | 4.125% | 7/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;7820 | &nbsp;&nbsp;&nbsp;&nbsp;6467 |
|  | Memorial Sloan-Kettering Cancer Center | 4.200% | 7/1/55 | &nbsp;&nbsp;&nbsp;5940 | &nbsp;&nbsp;&nbsp;&nbsp;4903 |
|  | Merck & Co. Inc. | 2.750% | 2/10/25 | 38000 | &nbsp;&nbsp;36428 |
|  | Merck & Co. Inc. | 3.400% | 3/7/29 | 58390 | &nbsp;&nbsp;54382 |
|  | Merck & Co. Inc. | 4.150% | 5/18/43 | 28405 | &nbsp;&nbsp;25239 |
|  | Novartis Capital Corp. | 3.400% | 5/6/24 | 13425 | &nbsp;&nbsp;13155 |
|  | Novartis Capital Corp. | 4.400% | 5/6/44 | 21485 | &nbsp;&nbsp;19952 |
|  | OhioHealth Corp. | 2.297% | 11/15/31 | 12575 | &nbsp;&nbsp;&nbsp;10074 |
|  | Pfizer Inc. | 3.000% | 12/15/26 | 28400 | &nbsp;&nbsp;26920 |
|  | Pfizer Inc. | 3.450% | 3/15/29 | 49500 | &nbsp;&nbsp;46634 |
|  | Pfizer Inc. | 1.700% | 5/28/30 | &nbsp;&nbsp;&nbsp;9100 | &nbsp;&nbsp;&nbsp;&nbsp;7483 |
|  | Pfizer Inc. | 4.100% | 9/15/38 | 52715 | &nbsp;&nbsp;&nbsp;47800 |
|  | Pfizer Inc. | 2.550% | 5/28/40 | &nbsp;&nbsp;11300 | &nbsp;&nbsp;&nbsp;&nbsp;8214 |
|  | Piedmont Healthcare Inc. | 2.044% | 1/1/32 | &nbsp;&nbsp;&nbsp;8750 | &nbsp;&nbsp;&nbsp;&nbsp;6726 |
|  | Piedmont Healthcare Inc. | 2.719% | 1/1/42 | &nbsp;&nbsp;&nbsp;8750 | &nbsp;&nbsp;&nbsp;&nbsp;5940 |
|  | Piedmont Healthcare Inc. | 2.864% | 1/1/52 | &nbsp;&nbsp;11625 | &nbsp;&nbsp;&nbsp;&nbsp;7180 |
|  | Providence St. Joseph Health Obligated Group | 2.746% | 10/1/26 | &nbsp;&nbsp;10125 | &nbsp;&nbsp;&nbsp;&nbsp;9453 |
|  | Providence St. Joseph Health Obligated Group | 2.532% | 10/1/29 | 25655 | &nbsp;&nbsp;21584 |
| <sup>3</sup> | Providence St. Joseph Health Obligated Group | 3.930% | 10/1/48 | 12030 | &nbsp;&nbsp;&nbsp;&nbsp;9464 |
|  | Providence St. Joseph Health Obligated Group | 2.700% | 10/1/51 | 34000 | &nbsp;&nbsp;19923 |
| <sup>6</sup> | Roche Holdings Inc. | 2.375% | 1/28/27 | 61570 | &nbsp;&nbsp;56349 |
|  | Royalty Pharma plc | 3.550% | 9/2/50 | 48265 | &nbsp;&nbsp;31126 |
|  | Rush Obligated Group | 3.922% | 11/15/29 | 12000 | &nbsp;&nbsp;10841 |
|  | SSM Health Care Corp. | 3.823% | 6/1/27 | 41615 | &nbsp;&nbsp;39293 |
|  | Sutter Health | 2.294% | 8/15/30 | 19905 | &nbsp;&nbsp;16072 |
|  | Takeda Pharmaceutical Co. Ltd. | 2.050% | 3/31/30 | 26825 | &nbsp;&nbsp;21892 |
|  | Takeda Pharmaceutical Co. Ltd. | 3.025% | 7/9/40 | 15290 | &nbsp;&nbsp;&nbsp;11219 |
|  | Thermo Fisher Scientific Inc. | 1.750% | 10/15/28 | &nbsp;&nbsp;&nbsp;8960 | &nbsp;&nbsp;&nbsp;&nbsp;7598 |
|  | Thermo Fisher Scientific Inc. | 2.000% | 10/15/31 | 19320 | &nbsp;&nbsp;15628 |
|  | Thermo Fisher Scientific Inc. | 4.950% | 11/21/32 | 26715 | &nbsp;&nbsp;&nbsp;27164 |
|  | Toledo Hospital | 5.750% | 11/15/38 | &nbsp;&nbsp;17965 | &nbsp;&nbsp;16859 |
|  | UnitedHealth Group Inc. | 2.875% | 3/15/23 | 12000 | &nbsp;&nbsp;&nbsp;11958 |
|  | UnitedHealth Group Inc. | 3.100% | 3/15/26 | 14220 | &nbsp;&nbsp;13580 |
|  | UnitedHealth Group Inc. | 3.850% | 6/15/28 | 34260 | &nbsp;&nbsp;32847 |
|  | UnitedHealth Group Inc. | 2.000% | 5/15/30 | &nbsp;&nbsp;11275 | &nbsp;&nbsp;&nbsp;&nbsp;9332 |
|  | UnitedHealth Group Inc. | 2.300% | 5/15/31 | 14600 | &nbsp;&nbsp;12162 |
|  | UnitedHealth Group Inc. | 4.200% | 5/15/32 | 24290 | &nbsp;&nbsp;23087 |
|  | UnitedHealth Group Inc. | 4.625% | 7/15/35 | &nbsp;&nbsp;&nbsp;9285 | &nbsp;&nbsp;&nbsp;&nbsp;8997 |
|  | UnitedHealth Group Inc. | 6.625% | 11/15/37 | 20000 | &nbsp;&nbsp;22663 |
|  | UnitedHealth Group Inc. | 3.500% | 8/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;7300 | &nbsp;&nbsp;&nbsp;&nbsp;5987 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | UnitedHealth Group Inc. | 2.750% | 5/15/40 | &nbsp;&nbsp;12760 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9296 |
|  | UnitedHealth Group Inc. | 4.625% | 11/15/41 | &nbsp;&nbsp;36010 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33126 |
|  | UnitedHealth Group Inc. | 4.250% | 3/15/43 | 31000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27475 |
|  | UnitedHealth Group Inc. | 4.750% | 7/15/45 | 12296 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11621 |
|  | UnitedHealth Group Inc. | 4.200% | 1/15/47 | &nbsp;&nbsp;&nbsp;8345 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7165 |
|  | UnitedHealth Group Inc. | 3.750% | 10/15/47 | &nbsp;&nbsp;&nbsp;4870 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3892 |
|  | UnitedHealth Group Inc. | 4.250% | 6/15/48 | 12545 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10939 |
|  | UnitedHealth Group Inc. | 4.450% | 12/15/48 | &nbsp;&nbsp;&nbsp;4890 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4360 |
|  | UnitedHealth Group Inc. | 3.700% | 8/15/49 | 40900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32342 |
|  | UnitedHealth Group Inc. | 2.900% | 5/15/50 | &nbsp;&nbsp;76019 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51810 |
|  | UnitedHealth Group Inc. | 3.250% | 5/15/51 | &nbsp;&nbsp;19810 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14278 |
|  | UnitedHealth Group Inc. | 4.750% | 5/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;8745 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8104 |
|  | UnitedHealth Group Inc. | 5.875% | 2/15/53 | 44821 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48664 |
|  | UnitedHealth Group Inc. | 3.875% | 8/15/59 | &nbsp;&nbsp;&nbsp;8560 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6727 |
|  | Wyeth LLC | 5.950% | 4/1/37 | 15000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16211 |
|  |  |  |  |  | &nbsp;&nbsp;**2550900** |
| **Industrials (1.9%)** | **Industrials (1.9%)** | **Industrials (1.9%)** | **Industrials (1.9%)** | **Industrials (1.9%)** | **Industrials (1.9%)** |
| <sup>6</sup> | Ashtead Capital Inc. | 2.450% | 8/12/31 | &nbsp;&nbsp;17920 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13838 |
| <sup>6</sup> | BAE Systems Holdings Inc. | 3.800% | 10/7/24 | 26068 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25454 |
| <sup>6</sup> | BAE Systems Holdings Inc. | 3.850% | 12/15/25 | 29838 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28770 |
| <sup>6</sup> | BAE Systems plc | 3.400% | 4/15/30 | &nbsp;&nbsp;&nbsp;9390 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8266 |
|  | Boeing Co. | 1.433% | 2/4/24 | 34165 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32682 |
|  | Boeing Co. | 2.700% | 2/1/27 | 16380 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14791 |
|  | Boeing Co. | 3.625% | 2/1/31 | 24370 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21329 |
|  | Burlington Northern Santa Fe LLC | 5.150% | 9/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;3748 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3672 |
|  | Burlington Northern Santa Fe LLC | 4.550% | 9/1/44 | &nbsp;&nbsp;&nbsp;5750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5220 |
|  | Burlington Northern Santa Fe LLC | 4.150% | 4/1/45 | 21220 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18141 |
|  | Burlington Northern Santa Fe LLC | 4.125% | 6/15/47 | 26898 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22879 |
|  | Burlington Northern Santa Fe LLC | 4.050% | 6/15/48 | &nbsp;&nbsp;&nbsp;3225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2699 |
|  | Burlington Northern Santa Fe LLC | 3.050% | 2/15/51 | 16975 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11795 |
|  | Burlington Northern Santa Fe LLC | 2.875% | 6/15/52 | &nbsp;&nbsp;13410 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8990 |
|  | Burlington Northern Santa Fe LLC | 4.450% | 1/15/53 | &nbsp;&nbsp;&nbsp;2485 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2219 |
|  | Canadian National Railway Co. | 2.450% | 5/1/50 | 25925 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16281 |
|  | Canadian Pacific Railway Co. | 2.450% | 12/2/31 | &nbsp;&nbsp;&nbsp;8515 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7087 |
|  | Canadian Pacific Railway Co. | 3.100% | 12/2/51 | 20120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13712 |
|  | Carrier Global Corp. | 2.722% | 2/15/30 | &nbsp;&nbsp;15103 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12728 |
|  | Caterpillar Financial Services Corp. | 2.625% | 3/1/23 | 39500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39372 |
|  | Caterpillar Inc. | 3.400% | 5/15/24 | 19475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19097 |
|  | Caterpillar Inc. | 5.200% | 5/27/41 | 19770 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20117 |
|  | CSX Corp. | 3.350% | 9/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;7745 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5580 |
| <sup>6</sup> | Daimler Trucks Finance North America LLC | 3.650% | 4/7/27 | 29140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27271 |
|  | Eaton Corp. | 6.500% | 6/1/25 | 10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10318 |
|  | Eaton Corp. | 4.150% | 3/15/33 | 32490 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30270 |
|  | Honeywell International Inc. | 5.000% | 2/15/33 | &nbsp;&nbsp;83810 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85442 |
|  | Illinois Tool Works Inc. | 3.500% | 3/1/24 | 42775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42094 |
|  | John Deere Capital Corp. | 2.800% | 1/27/23 | &nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7991 |
|  | John Deere Capital Corp. | 3.350% | 6/12/24 | &nbsp;&nbsp;&nbsp;9000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8819 |
|  | John Deere Capital Corp. | 3.450% | 3/13/25 | 43560 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42432 |
|  | Kansas City Southern | 4.950% | 8/15/45 | 13845 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12503 |
|  | Lockheed Martin Corp. | 1.850% | 6/15/30 | &nbsp;&nbsp;&nbsp;2545 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2086 |
|  | Lockheed Martin Corp. | 5.250% | 1/15/33 | 26595 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27495 |
|  | Lockheed Martin Corp. | 4.500% | 5/15/36 | &nbsp;&nbsp;&nbsp;6715 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6397 |
|  | Lockheed Martin Corp. | 3.800% | 3/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;7501 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6147 |
|  | Lockheed Martin Corp. | 4.700% | 5/15/46 | 12041 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11216 |
|  | Lockheed Martin Corp. | 4.090% | 9/15/52 | &nbsp;&nbsp;&nbsp;4609 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3904 |
|  | Lockheed Martin Corp. | 5.700% | 11/15/54 | 52955 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56158 |
|  | Raytheon Technologies Corp. | 4.125% | 11/16/28 | &nbsp;&nbsp;27800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26642 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Raytheon Technologies Corp. | 4.450% | 11/16/38 | &nbsp;&nbsp;&nbsp;9050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8226 |
|  | Raytheon Technologies Corp. | 3.750% | 11/1/46 | &nbsp;&nbsp;&nbsp;5891 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4587 |
| <sup>6</sup> | Siemens Financieringsmaatschappij NV | 3.125% | 3/16/24 | 62200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60772 |
| <sup>6</sup> | Siemens Financieringsmaatschappij NV | 1.700% | 3/11/28 | 21840 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18666 |
| <sup>6</sup> | Siemens Financieringsmaatschappij NV | 2.150% | 3/11/31 | 20000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16279 |
| <sup>6</sup> | Siemens Financieringsmaatschappij NV | 4.400% | 5/27/45 | 40495 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36124 |
|  | Union Pacific Corp. | 3.700% | 3/1/29 | &nbsp;&nbsp;27750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26172 |
|  | Union Pacific Corp. | 2.800% | 2/14/32 | &nbsp;&nbsp;10855 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9329 |
|  | Union Pacific Corp. | 3.375% | 2/14/42 | 14820 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11786 |
|  | Union Pacific Corp. | 3.250% | 2/5/50 | &nbsp;&nbsp;14765 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10798 |
|  | Union Pacific Corp. | 3.799% | 10/1/51 | 29538 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23656 |
|  | Union Pacific Corp. | 3.500% | 2/14/53 | 34490 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26051 |
|  | Union Pacific Corp. | 3.839% | 3/20/60 | &nbsp;&nbsp;32310 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25083 |
|  | Union Pacific Corp. | 3.550% | 5/20/61 | 10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7316 |
|  | Union Pacific Corp. | 2.973% | 9/16/62 | &nbsp;&nbsp;&nbsp;&nbsp;7030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4499 |
|  | Union Pacific Corp. | 3.750% | 2/5/70 | &nbsp;&nbsp;19165 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13959 |
| <sup>3</sup> | United Airlines Class B Series 2018-1 Pass Through Trust | 4.600% | 9/1/27 | &nbsp;&nbsp;&nbsp;4967 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4498 |
|  |  |  |  |  | &nbsp;&nbsp;**1069705** |
| **Materials (0.1%)** | **Materials (0.1%)** | **Materials (0.1%)** | **Materials (0.1%)** | **Materials (0.1%)** | **Materials (0.1%)** |
| <sup>6</sup> | Air Liquide Finance SA | 2.250% | 9/27/23 | 21000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20553 |
| <sup>6</sup> | Air Liquide Finance SA | 2.500% | 9/27/26 | &nbsp;&nbsp;16815 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15511 |
| <sup>6</sup> | Corp. Nacional del Cobre de Chile | 3.700% | 1/30/50 | 20390 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15275 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**51339** |
| **Real Estate (0.9%)** | **Real Estate (0.9%)** | **Real Estate (0.9%)** | **Real Estate (0.9%)** | **Real Estate (0.9%)** | **Real Estate (0.9%)** |
|  | American Tower Corp. | 5.000% | 2/15/24 | &nbsp;&nbsp;&nbsp;8641 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8622 |
|  | American Tower Corp. | 4.400% | 2/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;7300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7119 |
|  | American Tower Corp. | 3.800% | 8/15/29 | 28261 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25700 |
|  | Boston Properties LP | 3.125% | 9/1/23 | 13520 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13299 |
|  | Boston Properties LP | 3.800% | 2/1/24 | &nbsp;&nbsp;&nbsp;1780 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1749 |
|  | Crown Castle International Corp. | 3.650% | 9/1/27 | &nbsp;&nbsp;10385 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9657 |
|  | Crown Castle International Corp. | 3.800% | 2/15/28 | &nbsp;&nbsp;&nbsp;8575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7971 |
|  | Crown Castle International Corp. | 2.100% | 4/1/31 | &nbsp;&nbsp;76475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60189 |
|  | CubeSmart LP | 2.250% | 12/15/28 | &nbsp;&nbsp;11790 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9727 |
|  | Healthpeak Properties Inc. | 2.125% | 12/1/28 | 29850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25099 |
|  | Healthpeak Properties Inc. | 3.000% | 1/15/30 | 30600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26224 |
|  | Realty Income Corp. | 3.400% | 1/15/28 | &nbsp;&nbsp;&nbsp;8845 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8145 |
|  | Realty Income Corp. | 2.200% | 6/15/28 | 25855 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22166 |
|  | Realty Income Corp. | 3.250% | 1/15/31 | 19405 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16829 |
|  | Realty Income Corp. | 2.850% | 12/15/32 | 24565 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19953 |
| <sup>6</sup> | SBA Tower Trust | 1.840% | 4/15/27 | 53140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44502 |
| <sup>6</sup> | SBA Tower Trust | 2.836% | 1/15/50 | 24160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22752 |
| <sup>6</sup> | SBA Tower Trust | 1.884% | 7/15/50 | &nbsp;&nbsp;&nbsp;9320 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8268 |
| <sup>6</sup> | SBA Tower Trust | 1.631% | 5/15/51 | 40475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34584 |
| <sup>6</sup> | SBA Tower Trust | 2.593% | 10/15/56 | 50750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38956 |
| <sup>6</sup> | Scentre Group Trust 1 / Scentre Group Trust 2 | 4.375% | 5/28/30 | 28670 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25359 |
|  | Simon Property Group LP | 3.750% | 2/1/24 | &nbsp;&nbsp;&nbsp;6645 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6548 |
|  | Simon Property Group LP | 3.375% | 10/1/24 | 20470 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19876 |
|  | Simon Property Group LP | 2.450% | 9/13/29 | 38350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32058 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**495352** |
| **Technology (3.6%)** | **Technology (3.6%)** | **Technology (3.6%)** | **Technology (3.6%)** | **Technology (3.6%)** | **Technology (3.6%)** |
|  | Apple Inc. | 3.000% | 2/9/24 | 22750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22307 |
|  | Apple Inc. | 3.450% | 5/6/24 | 31140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30609 |
|  | Apple Inc. | 2.850% | 5/11/24 | 45635 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44447 |
|  | Apple Inc. | 2.750% | 1/13/25 | 21615 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20819 |
|  | Apple Inc. | 3.250% | 2/23/26 | 38220 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36732 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Apple Inc. | 2.450% | 8/4/26 | &nbsp;&nbsp;&nbsp;55182 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51239 |
|  | Apple Inc. | 3.350% | 2/9/27 | &nbsp;&nbsp;&nbsp;56435 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54025 |
|  | Apple Inc. | 3.200% | 5/11/27 | &nbsp;&nbsp;&nbsp;39750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37732 |
|  | Apple Inc. | 2.900% | 9/12/27 | &nbsp;&nbsp;&nbsp;83420 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77900 |
|  | Apple Inc. | 3.850% | 5/4/43 | &nbsp;&nbsp;&nbsp;15275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13272 |
|  | Apple Inc. | 4.450% | 5/6/44 | &nbsp;&nbsp;&nbsp;&nbsp;4035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3827 |
|  | Apple Inc. | 3.850% | 8/4/46 | &nbsp;&nbsp;&nbsp;36510 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31090 |
|  | Apple Inc. | 2.650% | 5/11/50 | &nbsp;&nbsp;&nbsp;26520 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17636 |
|  | Apple Inc. | 2.550% | 8/20/60 | &nbsp;&nbsp;&nbsp;50285 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30776 |
|  | Broadcom Corp. / Broadcom Cayman Finance Ltd. | 3.875% | 1/15/27 | &nbsp;&nbsp;&nbsp;10955 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10371 |
|  | Broadcom Inc. | 4.110% | 9/15/28 | &nbsp;&nbsp;&nbsp;38911 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36304 |
|  | Broadcom Inc. | 4.150% | 11/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;4670 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4184 |
| <sup>6</sup> | Broadcom Inc. | 2.600% | 2/15/33 | &nbsp;&nbsp;&nbsp;25345 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18998 |
|  | Cisco Systems Inc. | 2.500% | 9/20/26 | &nbsp;&nbsp;&nbsp;15921 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14843 |
|  | Intel Corp. | 2.875% | 5/11/24 | &nbsp;&nbsp;&nbsp;29825 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29044 |
|  | Intel Corp. | 2.000% | 8/12/31 | &nbsp;&nbsp;&nbsp;11260 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8930 |
|  | Intel Corp. | 4.150% | 8/5/32 | &nbsp;&nbsp;&nbsp;&nbsp;9995 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9346 |
|  | Intel Corp. | 4.100% | 5/19/46 | &nbsp;&nbsp;&nbsp;&nbsp;47755 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38875 |
|  | Intel Corp. | 3.250% | 11/15/49 | &nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6811 |
|  | Intel Corp. | 4.750% | 3/25/50 | &nbsp;&nbsp;&nbsp;13905 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12125 |
|  | Intel Corp. | 3.050% | 8/12/51 | &nbsp;&nbsp;&nbsp;60730 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39472 |
|  | Intel Corp. | 4.900% | 8/5/52 | 128570 | &nbsp;&nbsp;&nbsp;&nbsp;114224 |
|  | Intel Corp. | 3.200% | 8/12/61 | &nbsp;&nbsp;&nbsp;16360 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10333 |
|  | International Business Machines Corp. | 3.375% | 8/1/23 | &nbsp;&nbsp;&nbsp;61300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60700 |
|  | International Business Machines Corp. | 3.625% | 2/12/24 | &nbsp;&nbsp;&nbsp;22800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22455 |
|  | International Business Machines Corp. | 3.000% | 5/15/24 | &nbsp;&nbsp;&nbsp;81400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79241 |
|  | International Business Machines Corp. | 7.000% | 10/30/25 | &nbsp;&nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26494 |
|  | International Business Machines Corp. | 3.300% | 5/15/26 | 148025 | &nbsp;&nbsp;&nbsp;&nbsp;140898 |
|  | International Business Machines Corp. | 3.500% | 5/15/29 | &nbsp;&nbsp;&nbsp;98025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90066 |
|  | Microsoft Corp. | 2.875% | 2/6/24 | &nbsp;&nbsp;&nbsp;&nbsp;47230 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46312 |
|  | Microsoft Corp. | 2.700% | 2/12/25 | &nbsp;&nbsp;&nbsp;23890 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22979 |
|  | Microsoft Corp. | 3.125% | 11/3/25 | &nbsp;&nbsp;&nbsp;11865 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11461 |
|  | Microsoft Corp. | 2.400% | 8/8/26 | &nbsp;&nbsp;&nbsp;60501 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56439 |
|  | Microsoft Corp. | 3.450% | 8/8/36 | &nbsp;&nbsp;&nbsp;25692 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22800 |
|  | Microsoft Corp. | 2.525% | 6/1/50 | 162183 | &nbsp;&nbsp;&nbsp;&nbsp;108080 |
|  | Microsoft Corp. | 2.921% | 3/17/52 | &nbsp;&nbsp;110380 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78644 |
|  | Microsoft Corp. | 2.675% | 6/1/60 | &nbsp;&nbsp;&nbsp;19051 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12312 |
|  | Oracle Corp. | 2.400% | 9/15/23 | &nbsp;&nbsp;&nbsp;63535 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62247 |
|  | Oracle Corp. | 2.950% | 11/15/24 | &nbsp;&nbsp;&nbsp;80105 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77087 |
|  | Oracle Corp. | 1.650% | 3/25/26 | &nbsp;&nbsp;&nbsp;51805 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46426 |
|  | Oracle Corp. | 3.250% | 11/15/27 | &nbsp;&nbsp;&nbsp;55000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50533 |
|  | QUALCOMM Inc. | 1.300% | 5/20/28 | &nbsp;&nbsp;&nbsp;&nbsp;27611 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23382 |
|  | QUALCOMM Inc. | 2.150% | 5/20/30 | &nbsp;&nbsp;&nbsp;44450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37547 |
|  | QUALCOMM Inc. | 1.650% | 5/20/32 | &nbsp;&nbsp;&nbsp;38504 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29713 |
|  | QUALCOMM Inc. | 4.250% | 5/20/32 | &nbsp;&nbsp;&nbsp;&nbsp;8595 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8282 |
|  | QUALCOMM Inc. | 4.500% | 5/20/52 | &nbsp;&nbsp;&nbsp;15725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13856 |
| <sup>6</sup> | S&P Global Inc. | 2.700% | 3/1/29 | &nbsp;&nbsp;&nbsp;25905 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22792 |
| <sup>6</sup> | S&P Global Inc. | 2.900% | 3/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;11910 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10162 |
| <sup>6</sup> | S&P Global Inc. | 3.700% | 3/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;3220 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2509 |
|  | Teledyne Technologies Inc. | 2.250% | 4/1/28 | &nbsp;&nbsp;&nbsp;40240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34742 |
|  | Teledyne Technologies Inc. | 2.750% | 4/1/31 | &nbsp;&nbsp;&nbsp;40340 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33046 |
|  |  |  |  |  | &nbsp;&nbsp;**2057476** |
| **Utilities (5.9%)** | **Utilities (5.9%)** | **Utilities (5.9%)** | **Utilities (5.9%)** | **Utilities (5.9%)** | **Utilities (5.9%)** |
|  | AEP Texas Inc. | 4.150% | 5/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;4750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3727 |
|  | AEP Texas Inc. | 3.450% | 1/15/50 | &nbsp;&nbsp;&nbsp;16810 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11903 |
|  | AEP Transmission Co. LLC | 4.500% | 6/15/52 | &nbsp;&nbsp;&nbsp;14190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12599 |
|  | Alabama Power Co. | 5.200% | 6/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;3365 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3166 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Alabama Power Co. | 4.100% | 1/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;5595 | &nbsp;&nbsp;&nbsp;&nbsp;4487 |
|  | Alabama Power Co. | 3.750% | 3/1/45 | &nbsp;&nbsp;&nbsp;20255 | &nbsp;&nbsp;&nbsp;&nbsp;15753 |
|  | Alabama Power Co. | 4.300% | 7/15/48 | &nbsp;&nbsp;&nbsp;27790 | &nbsp;&nbsp;&nbsp;&nbsp;23285 |
|  | Ameren Illinois Co. | 3.800% | 5/15/28 | &nbsp;&nbsp;&nbsp;22365 | &nbsp;&nbsp;&nbsp;&nbsp;21290 |
|  | Ameren Illinois Co. | 3.700% | 12/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;5085 | &nbsp;&nbsp;&nbsp;&nbsp;4042 |
|  | American Water Capital Corp. | 2.950% | 9/1/27 | &nbsp;&nbsp;&nbsp;20245 | &nbsp;&nbsp;&nbsp;&nbsp;18669 |
|  | American Water Capital Corp. | 4.450% | 6/1/32 | &nbsp;&nbsp;&nbsp;33370 | &nbsp;&nbsp;&nbsp;&nbsp;32016 |
|  | American Water Capital Corp. | 3.750% | 9/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;1495 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1164 |
|  | American Water Capital Corp. | 4.200% | 9/1/48 | &nbsp;&nbsp;&nbsp;29696 | &nbsp;&nbsp;&nbsp;&nbsp;24889 |
|  | American Water Capital Corp. | 4.150% | 6/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;885 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;731 |
|  | American Water Capital Corp. | 3.450% | 5/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;4430 | &nbsp;&nbsp;&nbsp;&nbsp;3271 |
|  | Arizona Public Service Co. | 3.350% | 5/15/50 | &nbsp;&nbsp;&nbsp;16830 | &nbsp;&nbsp;&nbsp;&nbsp;11166 |
|  | Baltimore Gas and Electric Co. | 2.400% | 8/15/26 | &nbsp;&nbsp;&nbsp;20945 | &nbsp;&nbsp;&nbsp;&nbsp;19328 |
|  | Baltimore Gas and Electric Co. | 2.900% | 6/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;9820 | &nbsp;&nbsp;&nbsp;&nbsp;6530 |
|  | Baltimore Gas and Electric Co. | 4.550% | 6/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;3880 | &nbsp;&nbsp;&nbsp;&nbsp;3470 |
|  | Berkshire Hathaway Energy Co. | 6.125% | 4/1/36 | &nbsp;&nbsp;&nbsp;32052 | &nbsp;&nbsp;&nbsp;&nbsp;33672 |
|  | Berkshire Hathaway Energy Co. | 5.950% | 5/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;865 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;895 |
|  | Berkshire Hathaway Energy Co. | 5.150% | 11/15/43 | &nbsp;&nbsp;&nbsp;10725 | &nbsp;&nbsp;&nbsp;&nbsp;10228 |
|  | Berkshire Hathaway Energy Co. | 4.250% | 10/15/50 | &nbsp;&nbsp;&nbsp;32020 | &nbsp;&nbsp;&nbsp;&nbsp;26694 |
| <sup>6</sup> | Berkshire Hathaway Energy Co. | 4.600% | 5/1/53 | &nbsp;&nbsp;&nbsp;48900 | &nbsp;&nbsp;&nbsp;&nbsp;42998 |
| <sup>6</sup> | Boston Gas Co. | 3.150% | 8/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;8010 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7232 |
| <sup>6</sup> | Boston Gas Co. | 3.001% | 8/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;5700 | &nbsp;&nbsp;&nbsp;&nbsp;4902 |
| <sup>6</sup> | Boston Gas Co. | 3.757% | 3/16/32 | &nbsp;&nbsp;&nbsp;13050 | &nbsp;&nbsp;&nbsp;&nbsp;11408 |
| <sup>6</sup> | Brooklyn Union Gas Co. | 4.273% | 3/15/48 | &nbsp;&nbsp;&nbsp;63125 | &nbsp;&nbsp;&nbsp;&nbsp;47227 |
|  | CenterPoint Energy Houston Electric LLC | 4.250% | 2/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;6685 | &nbsp;&nbsp;&nbsp;&nbsp;5831 |
|  | CenterPoint Energy Resources Corp. | 4.000% | 4/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;9123 | &nbsp;&nbsp;&nbsp;&nbsp;8689 |
|  | CenterPoint Energy Resources Corp. | 6.625% | 11/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;4406 | &nbsp;&nbsp;&nbsp;&nbsp;4551 |
|  | Cleco Corporate Holdings LLC | 3.375% | 9/15/29 | &nbsp;&nbsp;&nbsp;13465 | &nbsp;&nbsp;&nbsp;&nbsp;11334 |
|  | Cleco Securitization I LLC | 4.646% | 9/1/44 | &nbsp;&nbsp;&nbsp;26300 | &nbsp;&nbsp;&nbsp;&nbsp;24391 |
|  | Commonwealth Edison Co. | 2.950% | 8/15/27 | &nbsp;&nbsp;&nbsp;23275 | &nbsp;&nbsp;&nbsp;&nbsp;21542 |
|  | Commonwealth Edison Co. | 4.350% | 11/15/45 | &nbsp;&nbsp;&nbsp;11990 | &nbsp;&nbsp;&nbsp;&nbsp;10257 |
|  | Commonwealth Edison Co. | 3.650% | 6/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;6420 | &nbsp;&nbsp;&nbsp;&nbsp;4861 |
|  | Commonwealth Edison Co. | 3.750% | 8/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;3908 |
|  | Commonwealth Edison Co. | 4.000% | 3/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;17900 | &nbsp;&nbsp;&nbsp;&nbsp;14744 |
|  | Commonwealth Edison Co. | 3.850% | 3/15/52 | &nbsp;&nbsp;&nbsp;13160 | &nbsp;&nbsp;&nbsp;&nbsp;10539 |
|  | Consolidated Edison Co of New York Inc. | 3.600% | 6/15/61 | &nbsp;&nbsp;&nbsp;&nbsp;1350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;971 |
|  | Consolidated Edison Co. of New York Inc. | 5.850% | 3/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;9500 | &nbsp;&nbsp;&nbsp;&nbsp;9598 |
|  | Consolidated Edison Co. of New York Inc. | 6.300% | 8/15/37 | &nbsp;&nbsp;&nbsp;45000 | &nbsp;&nbsp;&nbsp;&nbsp;47866 |
|  | Consolidated Edison Co. of New York Inc. | 4.500% | 12/1/45 | &nbsp;&nbsp;&nbsp;30855 | &nbsp;&nbsp;&nbsp;&nbsp;26409 |
|  | Consolidated Edison Co. of New York Inc. | 3.850% | 6/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;2752 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2141 |
|  | Consolidated Edison Co. of New York Inc. | 3.950% | 4/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;1755 | &nbsp;&nbsp;&nbsp;&nbsp;1396 |
|  | Consolidated Edison Co. of New York Inc. | 3.200% | 12/1/51 | &nbsp;&nbsp;&nbsp;32238 | &nbsp;&nbsp;&nbsp;&nbsp;22405 |
|  | Consolidated Edison Co. of New York Inc. | 6.150% | 11/15/52 | &nbsp;&nbsp;&nbsp;14620 | &nbsp;&nbsp;&nbsp;&nbsp;15848 |
|  | Consolidated Edison Co. of New York Inc. | 4.625% | 12/1/54 | &nbsp;&nbsp;&nbsp;24915 | &nbsp;&nbsp;&nbsp;&nbsp;21294 |
|  | Consolidated Edison Co. of New York Inc. | 4.500% | 5/15/58 | &nbsp;&nbsp;&nbsp;29687 | &nbsp;&nbsp;&nbsp;&nbsp;24832 |
|  | Consumers Energy Co. | 4.200% | 9/1/52 | &nbsp;&nbsp;&nbsp;28110 | &nbsp;&nbsp;&nbsp;&nbsp;24149 |
|  | Delmarva Power & Light Co. | 3.500% | 11/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;9550 | &nbsp;&nbsp;&nbsp;&nbsp;9426 |
| <sup>6</sup> | Dominion Energy Inc. | 2.450% | 1/15/23 | 106490 | &nbsp;&nbsp;106177 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Dominion Energy Inc. | 4.900% | 8/1/41 | 13562 | &nbsp;&nbsp;&nbsp;11985 |
|  | Dominion Energy Inc. | 4.600% | 3/15/49 | 13855 | &nbsp;&nbsp;&nbsp;11794 |
|  | Dominion Energy South Carolina Inc. | 6.625% | 2/1/32 | &nbsp;&nbsp;&nbsp;4832 | &nbsp;&nbsp;&nbsp;&nbsp;5308 |
|  | Dominion Energy South Carolina Inc. | 5.300% | 5/15/33 | &nbsp;&nbsp;&nbsp;1446 | &nbsp;&nbsp;&nbsp;&nbsp;1456 |
|  | Dominion Energy South Carolina Inc. | 6.050% | 1/15/38 | 23085 | &nbsp;&nbsp;24210 |
|  | Dominion Energy South Carolina Inc. | 5.450% | 2/1/41 | &nbsp;&nbsp;&nbsp;9627 | &nbsp;&nbsp;&nbsp;&nbsp;9461 |
|  | Dominion Energy South Carolina Inc. | 4.600% | 6/15/43 | &nbsp;&nbsp;&nbsp;6830 | &nbsp;&nbsp;&nbsp;&nbsp;6087 |
|  | Dominion Energy South Carolina Inc. | 5.100% | 6/1/65 | 25065 | &nbsp;&nbsp;23280 |
|  | Duke Energy Carolinas LLC | 6.000% | 12/1/28 | &nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;5322 |
|  | Duke Energy Carolinas LLC | 6.100% | 6/1/37 | &nbsp;&nbsp;17410 | &nbsp;&nbsp;18156 |
|  | Duke Energy Carolinas LLC | 6.050% | 4/15/38 | &nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;4222 |
|  | Duke Energy Carolinas LLC | 4.250% | 12/15/41 | &nbsp;&nbsp;&nbsp;6375 | &nbsp;&nbsp;&nbsp;&nbsp;5517 |
|  | Duke Energy Carolinas LLC | 4.000% | 9/30/42 | &nbsp;&nbsp;&nbsp;5205 | &nbsp;&nbsp;&nbsp;&nbsp;4303 |
|  | Duke Energy Carolinas LLC | 3.700% | 12/1/47 | &nbsp;&nbsp;17220 | &nbsp;&nbsp;13289 |
|  | Duke Energy Corp. | 2.650% | 9/1/26 | &nbsp;&nbsp;17480 | &nbsp;&nbsp;16149 |
|  | Duke Energy Corp. | 3.400% | 6/15/29 | &nbsp;&nbsp;11420 | &nbsp;&nbsp;10246 |
|  | Duke Energy Corp. | 4.500% | 8/15/32 | 34450 | &nbsp;&nbsp;32373 |
|  | Duke Energy Corp. | 3.300% | 6/15/41 | 33075 | &nbsp;&nbsp;24203 |
|  | Duke Energy Corp. | 4.800% | 12/15/45 | &nbsp;&nbsp;37600 | &nbsp;&nbsp;33037 |
|  | Duke Energy Corp. | 3.750% | 9/1/46 | &nbsp;&nbsp;14740 | &nbsp;&nbsp;10983 |
|  | Duke Energy Corp. | 4.200% | 6/15/49 | 13960 | &nbsp;&nbsp;&nbsp;11075 |
|  | Duke Energy Corp. | 3.500% | 6/15/51 | 36945 | &nbsp;&nbsp;25935 |
|  | Duke Energy Corp. | 5.000% | 8/15/52 | 29685 | &nbsp;&nbsp;26632 |
|  | Duke Energy Florida LLC | 5.950% | 11/15/52 | &nbsp;&nbsp;11095 | &nbsp;&nbsp;&nbsp;11874 |
|  | Duke Energy Progress LLC | 3.400% | 4/1/32 | 38235 | &nbsp;&nbsp;33834 |
|  | Duke Energy Progress LLC | 6.300% | 4/1/38 | &nbsp;&nbsp;&nbsp;1625 | &nbsp;&nbsp;&nbsp;&nbsp;1750 |
|  | Duke Energy Progress LLC | 4.100% | 3/15/43 | &nbsp;&nbsp;&nbsp;6221 | &nbsp;&nbsp;&nbsp;&nbsp;5219 |
|  | Duke Energy Progress LLC | 4.200% | 8/15/45 | 61923 | &nbsp;&nbsp;51945 |
|  | Duke Energy Progress LLC | 2.500% | 8/15/50 | &nbsp;&nbsp;&nbsp;2455 | &nbsp;&nbsp;&nbsp;&nbsp;1486 |
|  | Duke Energy Progress LLC | 2.900% | 8/15/51 | &nbsp;&nbsp;&nbsp;2503 | &nbsp;&nbsp;&nbsp;&nbsp;1649 |
|  | Duke Energy Progress LLC | 4.000% | 4/1/52 | &nbsp;&nbsp;&nbsp;9770 | &nbsp;&nbsp;&nbsp;&nbsp;7873 |
| <sup>3</sup> | Duke Energy Progress NC Storm Funding LLC | 2.387% | 7/1/39 | 34240 | &nbsp;&nbsp;&nbsp;27529 |
| <sup>6</sup> | East Ohio Gas Co. | 2.000% | 6/15/30 | 13440 | &nbsp;&nbsp;10561 |
| <sup>6</sup> | East Ohio Gas Co. | 3.000% | 6/15/50 | 19575 | &nbsp;&nbsp;12441 |
|  | Eastern Energy Gas Holdings LLC | 3.550% | 11/1/23 | 14085 | &nbsp;&nbsp;13897 |
| <sup>6</sup> | Electricite de France SA | 4.875% | 9/21/38 | 69690 | &nbsp;&nbsp;56927 |
| <sup>6</sup> | Electricite de France SA | 4.875% | 1/22/44 | &nbsp;&nbsp;&nbsp;2910 | &nbsp;&nbsp;&nbsp;&nbsp;2352 |
|  | Emera US Finance LP | 3.550% | 6/15/26 | 23660 | &nbsp;&nbsp;22219 |
| <sup>6</sup> | Enel Finance International NV | 5.000% | 6/15/32 | 29400 | &nbsp;&nbsp;26519 |
|  | Entergy Corp. | 2.950% | 9/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;7085 | &nbsp;&nbsp;&nbsp;&nbsp;6595 |
|  | Entergy Louisiana LLC | 3.120% | 9/1/27 | &nbsp;&nbsp;10065 | &nbsp;&nbsp;&nbsp;&nbsp;9288 |
|  | Evergy Inc. | 2.450% | 9/15/24 | 28130 | &nbsp;&nbsp;26727 |
|  | Evergy Kansas Central Inc. | 3.250% | 9/1/49 | &nbsp;&nbsp;&nbsp;3120 | &nbsp;&nbsp;&nbsp;&nbsp;2171 |
|  | Evergy Metro Inc. | 2.250% | 6/1/30 | &nbsp;&nbsp;&nbsp;8520 | &nbsp;&nbsp;&nbsp;&nbsp;7017 |
|  | Evergy Metro Inc. | 4.200% | 3/15/48 | &nbsp;&nbsp;&nbsp;3282 | &nbsp;&nbsp;&nbsp;&nbsp;2607 |
|  | Eversource Energy | 2.900% | 10/1/24 | 25155 | &nbsp;&nbsp;24257 |
|  | Eversource Energy | 3.150% | 1/15/25 | &nbsp;&nbsp;&nbsp;6775 | &nbsp;&nbsp;&nbsp;&nbsp;6521 |
|  | Eversource Energy | 3.300% | 1/15/28 | 14490 | &nbsp;&nbsp;13366 |
|  | Eversource Energy | 3.375% | 3/1/32 | 14435 | &nbsp;&nbsp;12553 |
|  | Exelon Corp. | 3.350% | 3/15/32 | &nbsp;&nbsp;32015 | &nbsp;&nbsp;&nbsp;27839 |
|  | Florida Power & Light Co. | 6.200% | 6/1/36 | 12452 | &nbsp;&nbsp;12944 |
|  | Florida Power & Light Co. | 5.950% | 2/1/38 | 10000 | &nbsp;&nbsp;10638 |
|  | Florida Power & Light Co. | 5.690% | 3/1/40 | &nbsp;&nbsp;&nbsp;4994 | &nbsp;&nbsp;&nbsp;&nbsp;5177 |
|  | Florida Power & Light Co. | 5.250% | 2/1/41 | &nbsp;&nbsp;29745 | &nbsp;&nbsp;29654 |
|  | Florida Power & Light Co. | 4.125% | 2/1/42 | 20000 | &nbsp;&nbsp;&nbsp;17322 |
|  | Florida Power & Light Co. | 3.700% | 12/1/47 | &nbsp;&nbsp;27690 | &nbsp;&nbsp;22338 |
|  | Fortis Inc. | 3.055% | 10/4/26 | 44365 | &nbsp;&nbsp;&nbsp;41211 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Georgia Power Co. | 4.700% | 5/15/32 | 30600 | &nbsp;&nbsp;29470 |
|  | Georgia Power Co. | 4.750% | 9/1/40 | 34725 | &nbsp;&nbsp;31456 |
|  | Georgia Power Co. | 4.300% | 3/15/42 | 28162 | &nbsp;&nbsp;24140 |
|  | Georgia Power Co. | 3.700% | 1/30/50 | &nbsp;&nbsp;&nbsp;9335 | &nbsp;&nbsp;&nbsp;&nbsp;6981 |
|  | Georgia Power Co. | 5.125% | 5/15/52 | 35520 | &nbsp;&nbsp;33472 |
|  | Indiana Michigan Power Co. | 4.250% | 8/15/48 | 14590 | &nbsp;&nbsp;&nbsp;11834 |
| <sup>6</sup> | ITC Holdings Corp. | 4.950% | 9/22/27 | &nbsp;&nbsp;&nbsp;4440 | &nbsp;&nbsp;&nbsp;&nbsp;4386 |
| <sup>6</sup> | KeySpan Gas East Corp. | 2.742% | 8/15/26 | &nbsp;&nbsp;37580 | &nbsp;&nbsp;33532 |
| <sup>6</sup> | KeySpan Gas East Corp. | 5.819% | 4/1/41 | &nbsp;&nbsp;&nbsp;5060 | &nbsp;&nbsp;&nbsp;&nbsp;4870 |
| <sup>6</sup> | Massachusetts Electric Co. | 5.900% | 11/15/39 | 21895 | &nbsp;&nbsp;21734 |
| <sup>6</sup> | Metropolitan Edison Co. | 4.300% | 1/15/29 | &nbsp;&nbsp;&nbsp;6851 | &nbsp;&nbsp;&nbsp;&nbsp;6418 |
|  | MidAmerican Energy Co. | 5.750% | 11/1/35 | &nbsp;&nbsp;&nbsp;9925 | &nbsp;&nbsp;10309 |
|  | MidAmerican Energy Co. | 4.400% | 10/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;1110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;976 |
|  | MidAmerican Energy Co. | 4.250% | 5/1/46 | 14675 | &nbsp;&nbsp;12438 |
|  | MidAmerican Energy Co. | 4.250% | 7/15/49 | &nbsp;&nbsp;11000 | &nbsp;&nbsp;&nbsp;&nbsp;9449 |
|  | MidAmerican Energy Co. | 3.150% | 4/15/50 | 44720 | &nbsp;&nbsp;31770 |
| <sup>6</sup> | Mid-Atlantic Interstate Transmission LLC | 4.100% | 5/15/28 | &nbsp;&nbsp;&nbsp;3400 | &nbsp;&nbsp;&nbsp;&nbsp;3199 |
| <sup>6</sup> | Monongahela Power Co. | 4.100% | 4/15/24 | &nbsp;&nbsp;11000 | &nbsp;&nbsp;&nbsp;10814 |
| <sup>6</sup> | Monongahela Power Co. | 5.400% | 12/15/43 | &nbsp;&nbsp;&nbsp;4320 | &nbsp;&nbsp;&nbsp;&nbsp;4163 |
|  | National Rural Utilities Cooperative Finance Corp. | 2.950% | 2/7/24 | 15355 | &nbsp;&nbsp;15007 |
|  | National Rural Utilities Cooperative Finance Corp. | 2.850% | 1/27/25 | &nbsp;&nbsp;32210 | &nbsp;&nbsp;30939 |
|  | Nevada Power Co. | 3.125% | 8/1/50 | &nbsp;&nbsp;17655 | &nbsp;&nbsp;&nbsp;11956 |
|  | NextEra Energy Capital Holdings Inc. | 3.550% | 5/1/27 | 32950 | &nbsp;&nbsp;31076 |
|  | NextEra Energy Capital Holdings Inc. | 1.900% | 6/15/28 | 33830 | &nbsp;&nbsp;28951 |
|  | NextEra Energy Capital Holdings Inc. | 3.500% | 4/1/29 | 12880 | &nbsp;&nbsp;&nbsp;11718 |
|  | NextEra Energy Capital Holdings Inc. | 2.750% | 11/1/29 | 20155 | &nbsp;&nbsp;&nbsp;17441 |
|  | NextEra Energy Capital Holdings Inc. | 2.250% | 6/1/30 | 50415 | &nbsp;&nbsp;41495 |
|  | NextEra Energy Capital Holdings Inc. | 5.000% | 7/15/32 | &nbsp;&nbsp;&nbsp;4755 | &nbsp;&nbsp;&nbsp;&nbsp;4680 |
| <sup>6</sup> | Niagara Mohawk Power Corp. | 4.278% | 12/15/28 | 35280 | &nbsp;&nbsp;32559 |
| <sup>6</sup> | Niagara Mohawk Power Corp. | 3.025% | 6/27/50 | 22255 | &nbsp;&nbsp;13682 |
|  | NiSource Inc. | 5.250% | 2/15/43 | 13546 | &nbsp;&nbsp;12823 |
|  | NiSource Inc. | 4.800% | 2/15/44 | &nbsp;&nbsp;&nbsp;9995 | &nbsp;&nbsp;&nbsp;&nbsp;8825 |
|  | NiSource Inc. | 5.000% | 6/15/52 | 22475 | &nbsp;&nbsp;20505 |
|  | Northern States Power Co. | 2.250% | 4/1/31 | &nbsp;&nbsp;&nbsp;4915 | &nbsp;&nbsp;&nbsp;&nbsp;4075 |
|  | Northern States Power Co. | 4.500% | 6/1/52 | &nbsp;&nbsp;&nbsp;6645 | &nbsp;&nbsp;&nbsp;&nbsp;6038 |
| <sup>3,6</sup> | Oglethorpe Power Corp. | 6.191% | 1/1/31 | 35520 | &nbsp;&nbsp;35752 |
|  | Oglethorpe Power Corp. | 5.950% | 11/1/39 | &nbsp;&nbsp;&nbsp;5145 | &nbsp;&nbsp;&nbsp;&nbsp;4960 |
|  | Oglethorpe Power Corp. | 4.550% | 6/1/44 | &nbsp;&nbsp;&nbsp;1835 | &nbsp;&nbsp;&nbsp;&nbsp;1400 |
|  | Oglethorpe Power Corp. | 4.250% | 4/1/46 | 20029 | &nbsp;&nbsp;14614 |
| <sup>6</sup> | Oglethorpe Power Corp. | 4.500% | 4/1/47 | &nbsp;&nbsp;&nbsp;4095 | &nbsp;&nbsp;&nbsp;&nbsp;3258 |
|  | Oglethorpe Power Corp. | 5.050% | 10/1/48 | &nbsp;&nbsp;&nbsp;4806 | &nbsp;&nbsp;&nbsp;&nbsp;4134 |
|  | Oglethorpe Power Corp. | 5.250% | 9/1/50 | &nbsp;&nbsp;17225 | &nbsp;&nbsp;15136 |
|  | Oklahoma Gas and Electric Co. | 6.500% | 4/15/28 | 10000 | &nbsp;&nbsp;10336 |
|  | Oncor Electric Delivery Co. LLC | 2.950% | 4/1/25 | 31858 | &nbsp;&nbsp;30575 |
| <sup>6</sup> | Oncor Electric Delivery Co. LLC | 4.150% | 6/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;7625 | &nbsp;&nbsp;&nbsp;&nbsp;7244 |
| <sup>6</sup> | Oncor Electric Delivery Co. LLC | 4.550% | 9/15/32 | 36000 | &nbsp;&nbsp;35236 |
|  | Oncor Electric Delivery Co. LLC | 5.250% | 9/30/40 | &nbsp;&nbsp;11325 | &nbsp;&nbsp;&nbsp;11238 |
|  | Oncor Electric Delivery Co. LLC | 4.550% | 12/1/41 | &nbsp;&nbsp;&nbsp;3275 | &nbsp;&nbsp;&nbsp;&nbsp;2990 |
|  | Oncor Electric Delivery Co. LLC | 2.700% | 11/15/51 | &nbsp;&nbsp;23765 | &nbsp;&nbsp;15600 |
| <sup>6</sup> | Oncor Electric Delivery Co. LLC | 4.600% | 6/1/52 | 26785 | &nbsp;&nbsp;24663 |
| <sup>6</sup> | Oncor Electric Delivery Co. LLC | 4.950% | 9/15/52 | &nbsp;&nbsp;25010 | &nbsp;&nbsp;24326 |
|  | PacifiCorp | 2.950% | 6/1/23 | 14835 | &nbsp;&nbsp;14705 |
|  | PacifiCorp | 3.600% | 4/1/24 | 20000 | &nbsp;&nbsp;19656 |
|  | PacifiCorp | 3.350% | 7/1/25 | 15354 | &nbsp;&nbsp;14724 |
|  | PacifiCorp | 2.700% | 9/15/30 | &nbsp;&nbsp;&nbsp;8500 | &nbsp;&nbsp;&nbsp;&nbsp;7304 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | PacifiCorp | 5.750% | 4/1/37 | &nbsp;&nbsp;14188 | &nbsp;&nbsp;14414 |
|  | PacifiCorp | 4.125% | 1/15/49 | &nbsp;&nbsp;&nbsp;2262 | &nbsp;&nbsp;&nbsp;&nbsp;1859 |
|  | PacifiCorp | 4.150% | 2/15/50 | &nbsp;&nbsp;11330 | &nbsp;&nbsp;&nbsp;&nbsp;9358 |
|  | PacifiCorp | 3.300% | 3/15/51 | 20663 | &nbsp;&nbsp;14895 |
|  | PECO Energy Co. | 4.600% | 5/15/52 | 16875 | &nbsp;&nbsp;15259 |
| <sup>3</sup> | PG&E Energy Recovery Funding LLC | 2.280% | 1/15/38 | &nbsp;&nbsp;&nbsp;3573 | &nbsp;&nbsp;&nbsp;&nbsp;2744 |
| <sup>3</sup> | PG&E Energy Recovery Funding LLC | 2.822% | 7/15/48 | 16435 | &nbsp;&nbsp;&nbsp;11620 |
|  | PG&E Wildfire Recovery Funding LLC | 5.212% | 12/1/49 | 26060 | &nbsp;&nbsp;25218 |
|  | PG&E Wildfire Recovery Funding LLC | 5.099% | 6/1/54 | 23790 | &nbsp;&nbsp;22627 |
|  | Piedmont Natural Gas Co Inc. | 5.050% | 5/15/52 | 14375 | &nbsp;&nbsp;13039 |
|  | Potomac Electric Power Co. | 6.500% | 11/15/37 | &nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;8767 |
|  | Public Service Electric and Gas Co. | 3.100% | 3/15/32 | &nbsp;&nbsp;13910 | &nbsp;&nbsp;12180 |
|  | Puget Sound Energy Inc. | 4.434% | 11/15/41 | 19880 | &nbsp;&nbsp;16478 |
|  | San Diego Gas & Electric Co. | 1.700% | 10/1/30 | &nbsp;&nbsp;&nbsp;4915 | &nbsp;&nbsp;&nbsp;&nbsp;3895 |
|  | San Diego Gas & Electric Co. | 3.750% | 6/1/47 | &nbsp;&nbsp;&nbsp;5620 | &nbsp;&nbsp;&nbsp;&nbsp;4406 |
|  | San Diego Gas & Electric Co. | 4.150% | 5/15/48 | &nbsp;&nbsp;&nbsp;1505 | &nbsp;&nbsp;&nbsp;&nbsp;1266 |
|  | San Diego Gas & Electric Co. | 2.950% | 8/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;711 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;483 |
|  | San Diego Gas & Electric Co. | 3.700% | 3/15/52 | &nbsp;&nbsp;43105 | &nbsp;&nbsp;34068 |
| <sup>3</sup> | SCE Recovery Funding LLC | 0.861% | 11/15/33 | &nbsp;&nbsp;&nbsp;9560 | &nbsp;&nbsp;&nbsp;&nbsp;7977 |
|  | SCE Recovery Funding LLC | 1.942% | 5/15/40 | &nbsp;&nbsp;&nbsp;3915 | &nbsp;&nbsp;&nbsp;&nbsp;2768 |
|  | SCE Recovery Funding LLC | 2.510% | 11/15/43 | &nbsp;&nbsp;&nbsp;3545 | &nbsp;&nbsp;&nbsp;&nbsp;2326 |
|  | Sempra Energy | 3.700% | 4/1/29 | &nbsp;&nbsp;&nbsp;5190 | &nbsp;&nbsp;&nbsp;&nbsp;4735 |
|  | Sempra Energy | 3.800% | 2/1/38 | 20000 | &nbsp;&nbsp;16397 |
|  | Sempra Energy | 6.000% | 10/15/39 | 21184 | &nbsp;&nbsp;21505 |
|  | Sierra Pacific Power Co. | 2.600% | 5/1/26 | &nbsp;&nbsp;&nbsp;8027 | &nbsp;&nbsp;&nbsp;&nbsp;7444 |
|  | Southern California Edison Co. | 3.700% | 8/1/25 | &nbsp;&nbsp;&nbsp;3225 | &nbsp;&nbsp;&nbsp;&nbsp;3124 |
|  | Southern California Edison Co. | 5.950% | 11/1/32 | 19475 | &nbsp;&nbsp;20622 |
|  | Southern California Edison Co. | 5.750% | 4/1/35 | &nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;5013 |
|  | Southern California Edison Co. | 6.050% | 3/15/39 | &nbsp;&nbsp;&nbsp;3995 | &nbsp;&nbsp;&nbsp;&nbsp;4052 |
|  | Southern California Edison Co. | 4.500% | 9/1/40 | &nbsp;&nbsp;&nbsp;5150 | &nbsp;&nbsp;&nbsp;&nbsp;4396 |
|  | Southern California Edison Co. | 4.050% | 3/15/42 | &nbsp;&nbsp;17788 | &nbsp;&nbsp;14204 |
|  | Southern California Edison Co. | 3.900% | 3/15/43 | &nbsp;&nbsp;&nbsp;8782 | &nbsp;&nbsp;&nbsp;&nbsp;6784 |
|  | Southern California Edison Co. | 4.650% | 10/1/43 | 20125 | &nbsp;&nbsp;&nbsp;17402 |
|  | Southern California Edison Co. | 3.600% | 2/1/45 | &nbsp;&nbsp;&nbsp;8160 | &nbsp;&nbsp;&nbsp;&nbsp;5874 |
|  | Southern California Edison Co. | 4.000% | 4/1/47 | &nbsp;&nbsp;&nbsp;3675 | &nbsp;&nbsp;&nbsp;&nbsp;2886 |
|  | Southern California Edison Co. | 4.125% | 3/1/48 | 32029 | &nbsp;&nbsp;25588 |
|  | Southern California Edison Co. | 4.875% | 3/1/49 | &nbsp;&nbsp;&nbsp;3085 | &nbsp;&nbsp;&nbsp;&nbsp;2726 |
|  | Southern California Edison Co. | 3.650% | 2/1/50 | 25325 | &nbsp;&nbsp;18615 |
|  | Southern California Gas Co. | 2.600% | 6/15/26 | 28885 | &nbsp;&nbsp;26759 |
|  | Southern California Gas Co. | 2.950% | 4/15/27 | 26220 | &nbsp;&nbsp;24228 |
|  | Southern California Gas Co. | 6.350% | 11/15/52 | 14830 | &nbsp;&nbsp;16338 |
|  | Southern Co. | 2.950% | 7/1/23 | 44985 | &nbsp;&nbsp;44571 |
|  | Southern Co. | 4.400% | 7/1/46 | 25160 | &nbsp;&nbsp;21043 |
|  | Southwest Gas Corp. | 2.200% | 6/15/30 | &nbsp;&nbsp;&nbsp;9465 | &nbsp;&nbsp;&nbsp;&nbsp;7389 |
|  | Southwestern Electric Power Co. | 2.750% | 10/1/26 | 15000 | &nbsp;&nbsp;13754 |
|  | Southwestern Electric Power Co. | 6.200% | 3/15/40 | &nbsp;&nbsp;&nbsp;9800 | &nbsp;&nbsp;&nbsp;&nbsp;9986 |
|  | Southwestern Public Service Co. | 3.700% | 8/15/47 | &nbsp;&nbsp;&nbsp;3790 | &nbsp;&nbsp;&nbsp;&nbsp;2867 |
| <sup>6</sup> | Texas Electric Market Stabilization Funding N LLC | 4.966% | 2/1/44 | 39050 | &nbsp;&nbsp;&nbsp;37682 |
| <sup>6</sup> | Texas Electric Market Stabilization Funding N LLC | 5.057% | 8/1/48 | 18750 | &nbsp;&nbsp;&nbsp;17967 |
| <sup>6</sup> | Texas Electric Market Stabilization Funding N LLC | 5.167% | 2/1/52 | &nbsp;&nbsp;17590 | &nbsp;&nbsp;&nbsp;17354 |
|  | Union Electric Co. | 4.000% | 4/1/48 | 14942 | &nbsp;&nbsp;&nbsp;12015 |
|  | Union Electric Co. | 3.900% | 4/1/52 | 13335 | &nbsp;&nbsp;10824 |
|  | Virginia Electric and Power Co. | 3.500% | 3/15/27 | &nbsp;&nbsp;40765 | &nbsp;&nbsp;38614 |
|  | Virginia Electric and Power Co. | 6.000% | 5/15/37 | &nbsp;&nbsp;&nbsp;9435 | &nbsp;&nbsp;&nbsp;&nbsp;9761 |
|  | Wisconsin Electric Power Co. | 5.700% | 12/1/36 | 13825 | &nbsp;&nbsp;13898 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Xcel Energy Inc. | 3.350% | 12/1/26 | &nbsp;&nbsp;&nbsp;33370 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31410 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**3385730** |
| **Total Corporate Bonds (Cost $28,043,986)** | **Total Corporate Bonds (Cost $28,043,986)** | **Total Corporate Bonds (Cost $28,043,986)** | **Total Corporate Bonds (Cost $28,043,986)** | **Total Corporate Bonds (Cost $28,043,986)** | **24580991** |
| **Sovereign Bonds (0.8%)** | **Sovereign Bonds (0.8%)** | **Sovereign Bonds (0.8%)** | **Sovereign Bonds (0.8%)** | **Sovereign Bonds (0.8%)** | **Sovereign Bonds (0.8%)** |
| <sup>6</sup> | Emirate of Abu Dhabi | 4.951% | 7/7/52 | &nbsp;&nbsp;&nbsp;20995 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20973 |
| <sup>6</sup> | Government of Bermuda | 2.375% | 8/20/30 | &nbsp;&nbsp;&nbsp;18405 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15560 |
| <sup>6</sup> | Government of Bermuda | 3.375% | 8/20/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7115 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5051 |
|  | Province of Ontario | 2.500% | 4/27/26 | 100400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94048 |
|  | Province of Quebec | 2.500% | 4/20/26 | 134755 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;126801 |
|  | Republic of Chile | 2.550% | 1/27/32 | &nbsp;&nbsp;&nbsp;20660 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16935 |
|  | Republic of Chile | 2.550% | 7/27/33 | &nbsp;&nbsp;&nbsp;&nbsp;37110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29107 |
|  | Republic of Chile | 3.500% | 1/31/34 | &nbsp;&nbsp;&nbsp;19975 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17081 |
|  | Republic of Chile | 3.500% | 4/15/53 | &nbsp;&nbsp;&nbsp;22895 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16271 |
|  | Republic of Chile | 3.100% | 1/22/61 | &nbsp;&nbsp;&nbsp;14340 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8948 |
| <sup>6</sup> | State of Qatar | 3.875% | 4/23/23 | &nbsp;&nbsp;&nbsp;69280 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68936 |
| <sup>6</sup> | State of Qatar | 3.375% | 3/14/24 | &nbsp;&nbsp;&nbsp;&nbsp;3250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3185 |
| <sup>6</sup> | State of Qatar | 4.400% | 4/16/50 | &nbsp;&nbsp;&nbsp;13435 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12281 |
|  | United Mexican States | 4.400% | 2/12/52 | &nbsp;&nbsp;&nbsp;18705 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13758 |
| **Total Sovereign Bonds (Cost $501,650)** | **Total Sovereign Bonds (Cost $501,650)** | **Total Sovereign Bonds (Cost $501,650)** | **Total Sovereign Bonds (Cost $501,650)** | **Total Sovereign Bonds (Cost $501,650)** | &nbsp;&nbsp;&nbsp;&nbsp;**448935** |
| **Taxable Municipal Bonds (3.0%)** | **Taxable Municipal Bonds (3.0%)** | **Taxable Municipal Bonds (3.0%)** | **Taxable Municipal Bonds (3.0%)** | **Taxable Municipal Bonds (3.0%)** | **Taxable Municipal Bonds (3.0%)** |
|  | Alabama Federal Aid Highway Finance Authority Government Fund/Grant Revenue | 2.650% | 9/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;4905 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3652 |
|  | Bay Area Toll Authority Highway Revenue | 2.574% | 4/1/31 | &nbsp;&nbsp;&nbsp;14735 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12908 |
|  | Bay Area Toll Authority Highway Revenue | 6.263% | 4/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;4670 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5294 |
|  | Bay Area Toll Authority Highway Revenue | 7.043% | 4/1/50 | &nbsp;&nbsp;&nbsp;24800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30486 |
|  | Broward FL Airport System Port, Airport & Marina Revenue | 3.477% | 10/1/43 | &nbsp;&nbsp;&nbsp;10070 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7627 |
|  | California GO | 7.500% | 4/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;5845 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7061 |
|  | California GO | 7.350% | 11/1/39 | &nbsp;&nbsp;&nbsp;45195 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55168 |
|  | California GO | 7.600% | 11/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;2215 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2838 |
|  | California Health Facilities Financing Authority Intergovernmental Agreement Revenue | 4.190% | 6/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;9220 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8236 |
|  | California State University College & University Revenue | 2.719% | 11/1/52 | &nbsp;&nbsp;&nbsp;12175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8203 |
|  | California State University College & University Revenue | 2.939% | 11/1/52 | &nbsp;&nbsp;&nbsp;15330 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10369 |
|  | Chicago O'Hare International Airport Port, Airport & Marina Revenue | 6.395% | 1/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;4780 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5343 |
|  | Chicago Transit Authority Sales & Transfer Tax Receipts Sales Tax Revenue | 6.899% | 12/1/40 | &nbsp;&nbsp;&nbsp;60260 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66791 |
|  | Chicago Transit Authority Sales & Transfer Tax Receipts Sales Tax Revenue | 6.899% | 12/1/40 | &nbsp;&nbsp;&nbsp;30795 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34133 |
|  | Chicago Transit Authority Sales Tax Receipts Fund Sales Tax Revenue | 6.200% | 12/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;2290 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2463 |
|  | Commonwealth of Massachusetts GO | 4.110% | 7/15/31 | &nbsp;&nbsp;&nbsp;20215 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19517 |
|  | Commonwealth of Massachusetts GO | 2.514% | 7/1/41 | &nbsp;&nbsp;&nbsp;10625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7651 |
|  | Dallas Fort Worth International Airport Port, Airport & Marina Revenue | 2.843% | 11/1/46 | &nbsp;&nbsp;&nbsp;10280 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7377 |
|  | Dallas Fort Worth International Airport Port, Airport & Marina Revenue | 4.087% | 11/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;4680 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3897 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Dallas-Fort Worth International Airport Port, Airport & Marina Revenue | 3.089% | 11/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;7770 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6040 |
|  | Dallas-Fort Worth International Airport Port, Airport & Marina Revenue | 4.507% | 11/1/51 | &nbsp;&nbsp;&nbsp;28285 | &nbsp;&nbsp;&nbsp;&nbsp;25423 |
|  | District of Columbia Income Tax Revenue | 5.591% | 12/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;6480 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6732 |
|  | Duke University College & University Revenue | 5.850% | 4/1/37 | &nbsp;&nbsp;&nbsp;62165 | &nbsp;&nbsp;&nbsp;&nbsp;67325 |
|  | Florida State Board of Administration Finance Corp. Miscellaneous Revenue | 1.705% | 7/1/27 | &nbsp;&nbsp;&nbsp;33175 | &nbsp;&nbsp;&nbsp;&nbsp;28884 |
|  | Foothill-Eastern Transportation Corridor Agency Highway Revenue | 4.094% | 1/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;5145 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3885 |
| <sup>8</sup> | Foothill-Eastern Transportation Corridor Agency Highway Revenue | 3.924% | 1/15/53 | &nbsp;&nbsp;&nbsp;38475 | &nbsp;&nbsp;&nbsp;&nbsp;27622 |
|  | Georgia Municipal Electric Authority Electric Power & Light Revenue | 6.637% | 4/1/57 | &nbsp;&nbsp;&nbsp;71194 | &nbsp;&nbsp;&nbsp;&nbsp;76159 |
|  | Golden State Tobacco Securitization Corp. Tobacco Settlement Funded Revenue | 2.746% | 6/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;2375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1906 |
|  | Golden State Tobacco Securitization Corp. Tobacco Settlement Funded Revenue | 3.293% | 6/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;4595 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3399 |
|  | Golden State Tobacco Securitization Corp. Tobacco Settlement Funded Revenue | 3.000% | 6/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;9955 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9214 |
|  | Grand Parkway Transportation Corp. Texas System Highway Revenue | 3.236% | 10/1/52 | &nbsp;&nbsp;&nbsp;53710 | &nbsp;&nbsp;&nbsp;&nbsp;38082 |
|  | Great Lakes Water Authority Sewage Disposal System Sewer Revenue | 3.056% | 7/1/39 | &nbsp;&nbsp;&nbsp;12495 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9597 |
|  | Houston TX GO | 6.290% | 3/1/32 | &nbsp;&nbsp;&nbsp;13425 | &nbsp;&nbsp;&nbsp;&nbsp;14039 |
|  | Illinois GO | 5.100% | 6/1/33 | 146500 | &nbsp;&nbsp;140602 |
|  | Illinois State Toll Highway Authority Highway Revenue | 6.184% | 1/1/34 | &nbsp;&nbsp;&nbsp;16525 | &nbsp;&nbsp;&nbsp;&nbsp;17740 |
|  | JobsOhio Beverage System Miscellaneous Revenue | 2.833% | 1/1/38 | &nbsp;&nbsp;&nbsp;&nbsp;5335 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4168 |
|  | Kansas Development Finance Authority Appropriations Revenue | 4.927% | 4/15/45 | &nbsp;&nbsp;&nbsp;38405 | &nbsp;&nbsp;&nbsp;&nbsp;36275 |
| <sup>9</sup> | Kansas Development Finance Authority Appropriations Revenue | 2.774% | 5/1/51 | &nbsp;&nbsp;&nbsp;15160 | &nbsp;&nbsp;&nbsp;&nbsp;10223 |
|  | Louisville and Jefferson County Metropolitan Sewer District Sewer Revenue | 6.250% | 5/15/43 | &nbsp;&nbsp;&nbsp;11000 | &nbsp;&nbsp;&nbsp;&nbsp;12226 |
|  | Maryland State Transportation Authority Transit Revenue | 5.888% | 7/1/43 | &nbsp;&nbsp;&nbsp;12005 | &nbsp;&nbsp;&nbsp;&nbsp;12643 |
|  | Massachusetts School Building Authority Sales Tax Revenue | 1.753% | 8/15/30 | &nbsp;&nbsp;&nbsp;28455 | &nbsp;&nbsp;&nbsp;&nbsp;23231 |
|  | Massachusetts School Building Authority Sales Tax Revenue | 5.715% | 8/15/39 | &nbsp;&nbsp;&nbsp;15000 | &nbsp;&nbsp;&nbsp;&nbsp;15365 |
|  | Massachusetts School Building Authority Sales Tax Revenue | 3.395% | 10/15/40 | &nbsp;&nbsp;&nbsp;16565 | &nbsp;&nbsp;&nbsp;&nbsp;13364 |
|  | Massachusetts School Building Authority Sales Tax Revenue | 2.950% | 5/15/43 | &nbsp;&nbsp;&nbsp;23000 | &nbsp;&nbsp;&nbsp;&nbsp;16800 |
|  | Massachusetts Water Resources Authority Water Revenue | 2.823% | 8/1/41 | &nbsp;&nbsp;&nbsp;12650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9307 |
|  | Metropolitan Transportation Authority Fuel Sales Tax Revenue | 6.089% | 11/15/40 | &nbsp;&nbsp;&nbsp;16940 | &nbsp;&nbsp;&nbsp;&nbsp;18328 |
|  | Metropolitan Transportation Authority Miscellaneous Taxes Revenue | 7.336% | 11/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;2430 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2977 |
|  | Metropolitan Transportation Authority Transit Revenue | 6.200% | 11/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;1855 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1885 |
|  | Metropolitan Transportation Authority Transit Revenue | 6.814% | 11/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;27855 | &nbsp;&nbsp;&nbsp;&nbsp;29106 |

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---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Metropolitan Transportation Authority Transit Revenue | 5.175% | 11/15/49 | &nbsp;&nbsp;37785 | &nbsp;&nbsp;32609 |
|  | Michigan Finance Authority Health, Hospital, Nursing Home Revenue | 3.084% | 12/1/34 | &nbsp;&nbsp;11385 | &nbsp;&nbsp;&nbsp;&nbsp;9543 |
|  | New Jersey Turnpike Authority Highway Revenue | 7.414% | 1/1/40 | 28975 | &nbsp;&nbsp;35918 |
|  | New York State Dormitory Authority Income Tax Revenue | 3.110% | 2/15/39 | 21345 | &nbsp;&nbsp;16791 |
|  | New York State Dormitory Authority Income Tax Revenue | 3.190% | 2/15/43 | &nbsp;&nbsp;11865 | &nbsp;&nbsp;&nbsp;&nbsp;8737 |
|  | New York State Thruway Authority Highway & Bridge Trust Fund Fuel Sales Tax Revenue | 5.883% | 4/1/30 | 29670 | &nbsp;&nbsp;30909 |
|  | New York State Thruway Authority Highway Revenue | 2.900% | 1/1/35 | &nbsp;&nbsp;16215 | &nbsp;&nbsp;13306 |
|  | New York State Thruway Authority Highway Revenue | 3.500% | 1/1/42 | &nbsp;&nbsp;&nbsp;9140 | &nbsp;&nbsp;&nbsp;&nbsp;7145 |
|  | North Texas Tollway Authority Highway Revenue | 3.011% | 1/1/43 | 15705 | &nbsp;&nbsp;&nbsp;11749 |
|  | North Texas Tollway Authority Highway Revenue | 6.718% | 1/1/49 | &nbsp;&nbsp;15100 | &nbsp;&nbsp;&nbsp;17897 |
|  | Oregon Department of Transportation Fuel Sales Tax Revenue | 5.834% | 11/15/34 | &nbsp;&nbsp;14510 | &nbsp;&nbsp;15577 |
| <sup>10</sup> | Oregon School Boards Assn. GO | 4.759% | 6/30/28 | &nbsp;&nbsp;11993 | &nbsp;&nbsp;&nbsp;11853 |
| <sup>9</sup> | Oregon State University College & University Revenue | 3.424% | 3/1/60 | 31000 | &nbsp;&nbsp;21454 |
| <sup>11</sup> | Philadelphia Authority for Industrial Development Miscellaneous Revenue | 6.550% | 10/15/28 | 64830 | &nbsp;&nbsp;&nbsp;67765 |
|  | Port Authority of New York & New Jersey Port, Airport & Marina Revenue | 5.859% | 12/1/24 | &nbsp;&nbsp;&nbsp;1960 | &nbsp;&nbsp;&nbsp;&nbsp;1982 |
|  | Port Authority of New York & New Jersey Port, Airport & Marina Revenue | 3.175% | 7/15/60 | 16940 | &nbsp;&nbsp;10944 |
|  | Port Authority of New York & New Jersey Port, Airport & Marina Revenue | 4.458% | 10/1/62 | 53000 | &nbsp;&nbsp;45990 |
|  | Port Authority of New York & New Jersey Port, Airport & Marina Revenue | 4.810% | 10/15/65 | &nbsp;&nbsp;10910 | &nbsp;&nbsp;&nbsp;10110 |
|  | Regents of the University of California Medical Center Pooled Health, Hospital, Nursing Home Revenue | 4.132% | 5/15/32 | &nbsp;&nbsp;17270 | &nbsp;&nbsp;16088 |
|  | Riverside CA General Fund Revenue | 3.857% | 6/1/45 | 12905 | &nbsp;&nbsp;10441 |
|  | Riverside County CA Appropriations Revenue | 3.818% | 2/15/38 | &nbsp;&nbsp;&nbsp;9875 | &nbsp;&nbsp;&nbsp;&nbsp;8597 |
|  | Rutgers State University of New Jersey College & University Revenue | 3.270% | 5/1/43 | &nbsp;&nbsp;11595 | &nbsp;&nbsp;&nbsp;&nbsp;8737 |
|  | Sales Tax Securitization Corp. Intergovernmental Agreement Revenue | 3.238% | 1/1/42 | 20635 | &nbsp;&nbsp;15680 |
|  | San Antonio TX Electric & Gas Systems Electric Power & Light Revenue | 2.905% | 2/1/48 | &nbsp;&nbsp;&nbsp;6360 | &nbsp;&nbsp;&nbsp;&nbsp;4476 |
|  | Texas Transportation Commission GO | 2.562% | 4/1/42 | &nbsp;&nbsp;&nbsp;8625 | &nbsp;&nbsp;&nbsp;&nbsp;6369 |
|  | Texas Transportation Commission State Highway Fund Fuel Sales Tax Revenue | 5.178% | 4/1/30 | 12275 | &nbsp;&nbsp;12508 |
|  | Texas Transportation Commission State Highway Fund Miscellaneous Revenue | 4.000% | 10/1/33 | &nbsp;&nbsp;17140 | &nbsp;&nbsp;15583 |
|  | University of California College & University Revenue | 1.316% | 5/15/27 | 13645 | &nbsp;&nbsp;&nbsp;11768 |
|  | University of California College & University Revenue | 1.614% | 5/15/30 | 23375 | &nbsp;&nbsp;18615 |
|  | University of California College & University Revenue | 4.601% | 5/15/31 | 19390 | &nbsp;&nbsp;19044 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | University of California College & University Revenue | 4.765% | 5/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4740 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4460 |
|  | University of California College & University Revenue | 3.931% | 5/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15970 |
|  | University of California Regents Medical Center Pooled Health, Hospital, Nursing Home Revenue | 6.548% | 5/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10665 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12124 |
|  | University of California Regents Medical Center Pooled Health, Hospital, Nursing Home Revenue | 6.583% | 5/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15790 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17952 |
|  | University of California Regents Medical Center Pooled Health, Hospital, Nursing Home Revenue | 3.006% | 5/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9807 |
|  | University of California Regents Medical Center Pooled Health, Hospital, Nursing Home Revenue | 4.563% | 5/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45480 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39787 |
|  | University of California Regents Medical Center Pooled Health, Hospital, Nursing Home Revenue | 3.256% | 5/15/60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17951 |
|  | University of Michigan College & University Revenue | 3.504% | 4/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14470 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11288 |
|  | University of Minnesota College & University Revenue | 4.048% | 4/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23727 |
|  | Utility Debt Securitization Authority Electric Power & Light Revenue | 3.435% | 12/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2701 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2678 |
| <sup>8</sup> | Wisconsin Appropriations Revenue | 5.700% | 5/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6285 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6397 |
|  | Wisconsin Appropriations Revenue | 3.954% | 5/1/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25449 |
| **Total Taxable Municipal Bonds (Cost $1,927,091)** | **Total Taxable Municipal Bonds (Cost $1,927,091)** | **Total Taxable Municipal Bonds (Cost $1,927,091)** | **Total Taxable Municipal Bonds (Cost $1,927,091)** | **Total Taxable Municipal Bonds (Cost $1,927,091)** | **1687336** |
|  |  |  |  | &nbsp;&nbsp;Shares |  |
| **Common Stocks (38.2%)** | **Common Stocks (38.2%)** | **Common Stocks (38.2%)** | **Common Stocks (38.2%)** | **Common Stocks (38.2%)** | **Common Stocks (38.2%)** |
| **Communication Services (0.6%)** | **Communication Services (0.6%)** | **Communication Services (0.6%)** | **Communication Services (0.6%)** | **Communication Services (0.6%)** | **Communication Services (0.6%)** |
|  | Comcast Corp. Class A | Comcast Corp. Class A | Comcast Corp. Class A | &nbsp;&nbsp;&nbsp;&nbsp;9598262 | &nbsp;&nbsp;&nbsp;&nbsp;335651 |
| **Consumer Discretionary (2.2%)** | **Consumer Discretionary (2.2%)** | **Consumer Discretionary (2.2%)** | **Consumer Discretionary (2.2%)** | **Consumer Discretionary (2.2%)** | **Consumer Discretionary (2.2%)** |
|  | Home Depot Inc. | Home Depot Inc. | Home Depot Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2361851 | &nbsp;&nbsp;&nbsp;&nbsp;746014 |
|  | TJX Cos. Inc. | TJX Cos. Inc. | TJX Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3857712 | &nbsp;&nbsp;&nbsp;&nbsp;307074 |
|  | Darden Restaurants Inc. | Darden Restaurants Inc. | Darden Restaurants Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1578756 | &nbsp;&nbsp;&nbsp;&nbsp;218390 |
|  |  |  |  |  | &nbsp;&nbsp;**1271478** |
| **Consumer Staples (4.8%)** | **Consumer Staples (4.8%)** | **Consumer Staples (4.8%)** | **Consumer Staples (4.8%)** | **Consumer Staples (4.8%)** | **Consumer Staples (4.8%)** |
|  | Unilever plc ADR | Unilever plc ADR | Unilever plc ADR | &nbsp;&nbsp;&nbsp;&nbsp;8587638 | &nbsp;&nbsp;&nbsp;&nbsp;432388 |
|  | Philip Morris International Inc. | Philip Morris International Inc. | Philip Morris International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4080650 | &nbsp;&nbsp;&nbsp;&nbsp;413003 |
|  | Mondelez International Inc. Class A | Mondelez International Inc. Class A | Mondelez International Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;4799962 | &nbsp;&nbsp;&nbsp;&nbsp;319917 |
|  | Procter & Gamble Co. | Procter & Gamble Co. | Procter & Gamble Co. | &nbsp;&nbsp;&nbsp;&nbsp;2098358 | &nbsp;&nbsp;&nbsp;&nbsp;318027 |
|  | Kellogg Co. | Kellogg Co. | Kellogg Co. | &nbsp;&nbsp;&nbsp;&nbsp;3444690 | &nbsp;&nbsp;&nbsp;&nbsp;245400 |
|  | Archer-Daniels-Midland Co. | Archer-Daniels-Midland Co. | Archer-Daniels-Midland Co. | &nbsp;&nbsp;&nbsp;&nbsp;2468826 | &nbsp;&nbsp;&nbsp;&nbsp;229230 |
|  | PepsiCo Inc. | PepsiCo Inc. | PepsiCo Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1107400 | &nbsp;&nbsp;&nbsp;&nbsp;200063 |
|  | Kimberly-Clark Corp. | Kimberly-Clark Corp. | Kimberly-Clark Corp. | &nbsp;&nbsp;&nbsp;&nbsp;1462238 | &nbsp;&nbsp;&nbsp;&nbsp;198499 |
|  | Sysco Corp. | Sysco Corp. | Sysco Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2570117 | &nbsp;&nbsp;&nbsp;&nbsp;196485 |
|  | Coca-Cola Co. | Coca-Cola Co. | Coca-Cola Co. | &nbsp;&nbsp;&nbsp;&nbsp;3015179 | &nbsp;&nbsp;&nbsp;&nbsp;191796 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;**2744808** |
| **Energy (3.6%)** | **Energy (3.6%)** | **Energy (3.6%)** | **Energy (3.6%)** | **Energy (3.6%)** | **Energy (3.6%)** |
|  | ConocoPhillips | ConocoPhillips | ConocoPhillips | &nbsp;&nbsp;&nbsp;&nbsp;5780339 | &nbsp;&nbsp;&nbsp;&nbsp;682080 |
|  | EOG Resources Inc. | EOG Resources Inc. | EOG Resources Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5187359 | &nbsp;&nbsp;&nbsp;&nbsp;671867 |
|  | Coterra Energy Inc. | Coterra Energy Inc. | Coterra Energy Inc. | &nbsp;&nbsp;13395584 | &nbsp;&nbsp;&nbsp;&nbsp;329130 |
| <sup>12</sup> | TC Energy Corp. | TC Energy Corp. | TC Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6202544 | &nbsp;&nbsp;&nbsp;&nbsp;247277 |
|  | Phillips 66 | Phillips 66 | Phillips 66 | &nbsp;&nbsp;&nbsp;&nbsp;1591248 | &nbsp;&nbsp;&nbsp;&nbsp;165617 |
|  |  |  |  |  | &nbsp;&nbsp;**2095971** |

---

------

---

| | | | |
|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Shares | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| **Financials (6.7%)** | **Financials (6.7%)** | **Financials (6.7%)** | **Financials (6.7%)** |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp;6756483 | &nbsp;&nbsp;&nbsp;&nbsp;906044 |
|  | Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp;6598034 | &nbsp;&nbsp;&nbsp;&nbsp;560965 |
|  | MetLife Inc. | &nbsp;&nbsp;&nbsp;&nbsp;7485799 | &nbsp;&nbsp;&nbsp;&nbsp;541747 |
|  | Chubb Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;1495991 | &nbsp;&nbsp;&nbsp;&nbsp;330016 |
|  | Truist Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;7026887 | &nbsp;&nbsp;&nbsp;&nbsp;302367 |
|  | M&T Bank Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2063996 | &nbsp;&nbsp;&nbsp;&nbsp;299403 |
|  | Blackstone Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3239932 | &nbsp;&nbsp;&nbsp;&nbsp;240370 |
|  | American International Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3545712 | &nbsp;&nbsp;&nbsp;&nbsp;224231 |
| <sup>12</sup> | Royal Bank of Canada | &nbsp;&nbsp;&nbsp;&nbsp;2250576 | &nbsp;&nbsp;&nbsp;&nbsp;211594 |
|  | BlackRock Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;294544 | &nbsp;&nbsp;&nbsp;&nbsp;208723 |
|  |  |  | &nbsp;&nbsp;**3825460** |
| **Health Care (6.9%)** | **Health Care (6.9%)** | **Health Care (6.9%)** | **Health Care (6.9%)** |
|  | Pfizer Inc. | &nbsp;&nbsp;16084086 | &nbsp;&nbsp;&nbsp;&nbsp;824148 |
|  | Merck & Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6609821 | &nbsp;&nbsp;&nbsp;&nbsp;733360 |
|  | Johnson & Johnson | &nbsp;&nbsp;&nbsp;&nbsp;4118622 | &nbsp;&nbsp;&nbsp;&nbsp;727555 |
|  | AstraZeneca plc ADR | &nbsp;&nbsp;&nbsp;&nbsp;5281965 | &nbsp;&nbsp;&nbsp;&nbsp;358117 |
|  | Eli Lilly & Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;904605 | &nbsp;&nbsp;&nbsp;&nbsp;330941 |
|  | Roche Holding AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;993875 | &nbsp;&nbsp;&nbsp;&nbsp;312313 |
|  | Gilead Sciences Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2704218 | &nbsp;&nbsp;&nbsp;&nbsp;232157 |
|  | Medtronic plc | &nbsp;&nbsp;&nbsp;&nbsp;2768573 | &nbsp;&nbsp;&nbsp;&nbsp;215173 |
|  | CVS Health Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2187721 | &nbsp;&nbsp;&nbsp;&nbsp;203874 |
|  |  |  | &nbsp;&nbsp;&nbsp;**3937638** |
| **Industrials (3.8%)** | **Industrials (3.8%)** | **Industrials (3.8%)** | **Industrials (3.8%)** |
|  | General Dynamics Corp. | &nbsp;&nbsp;&nbsp;&nbsp;1383614 | &nbsp;&nbsp;&nbsp;&nbsp;343289 |
|  | Johnson Controls International plc | &nbsp;&nbsp;&nbsp;&nbsp;4246068 | &nbsp;&nbsp;&nbsp;&nbsp;271748 |
|  | Siemens AG (Registered) | &nbsp;&nbsp;&nbsp;&nbsp;1947573 | &nbsp;&nbsp;&nbsp;&nbsp;268475 |
|  | Eaton Corp. plc | &nbsp;&nbsp;&nbsp;&nbsp;1536794 | &nbsp;&nbsp;&nbsp;&nbsp;241200 |
|  | Emerson Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;2260807 | &nbsp;&nbsp;&nbsp;&nbsp;217173 |
|  | Honeywell International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1005230 | &nbsp;&nbsp;&nbsp;&nbsp;215421 |
|  | L3Harris Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1004463 | &nbsp;&nbsp;&nbsp;&nbsp;209139 |
|  | Raytheon Technologies Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2018297 | &nbsp;&nbsp;&nbsp;&nbsp;203687 |
|  | Canadian National Railway Co. | &nbsp;&nbsp;&nbsp;&nbsp;1644957 | &nbsp;&nbsp;&nbsp;&nbsp;195402 |
|  |  |  | &nbsp;&nbsp;**2165534** |
| **Information Technology (4.0%)** | **Information Technology (4.0%)** | **Information Technology (4.0%)** | **Information Technology (4.0%)** |
|  | Cisco Systems Inc. | &nbsp;&nbsp;&nbsp;&nbsp;9827738 | &nbsp;&nbsp;&nbsp;&nbsp;468194 |
|  | QUALCOMM Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3447019 | &nbsp;&nbsp;&nbsp;&nbsp;378965 |
|  | Analog Devices Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2012203 | &nbsp;&nbsp;&nbsp;&nbsp;330062 |
|  | Corning Inc. | &nbsp;&nbsp;&nbsp;&nbsp;7499269 | &nbsp;&nbsp;&nbsp;&nbsp;239527 |
|  | NXP Semiconductors NV | &nbsp;&nbsp;&nbsp;&nbsp;1484173 | &nbsp;&nbsp;&nbsp;&nbsp;234544 |
|  | Broadcom Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;395914 | &nbsp;&nbsp;&nbsp;&nbsp;221367 |
|  | Fidelity National Information Services Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3024870 | &nbsp;&nbsp;&nbsp;&nbsp;205237 |
|  | Texas Instruments Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1149887 | &nbsp;&nbsp;&nbsp;&nbsp;189984 |
|  |  |  | &nbsp;&nbsp;&nbsp;**2267880** |
| **Materials (1.6%)** | **Materials (1.6%)** | **Materials (1.6%)** | **Materials (1.6%)** |
|  | LyondellBasell Industries NV Class A | &nbsp;&nbsp;&nbsp;&nbsp;4021410 | &nbsp;&nbsp;&nbsp;&nbsp;333898 |
|  | PPG Industries Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2286072 | &nbsp;&nbsp;&nbsp;&nbsp;287451 |
|  | Rio Tinto plc ADR | &nbsp;&nbsp;&nbsp;&nbsp;3913232 | &nbsp;&nbsp;&nbsp;&nbsp;278622 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**899971** |
| **Real Estate (0.9%)** | **Real Estate (0.9%)** | **Real Estate (0.9%)** | **Real Estate (0.9%)** |
|  | Crown Castle Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2165864 | &nbsp;&nbsp;&nbsp;&nbsp;293778 |
|  | Welltower Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3244890 | &nbsp;&nbsp;&nbsp;&nbsp;212702 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**506480** |
| **Utilities (3.1%)** | **Utilities (3.1%)** | **Utilities (3.1%)** | **Utilities (3.1%)** |
|  | Exelon Corp. | &nbsp;&nbsp;10122826 | &nbsp;&nbsp;&nbsp;&nbsp;437610 |
|  | American Electric Power Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4369443 | &nbsp;&nbsp;&nbsp;&nbsp;414878 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  |  |  | &nbsp;&nbsp;Shares | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | NextEra Energy Inc. | NextEra Energy Inc. | NextEra Energy Inc. | &nbsp;&nbsp;&nbsp;4227156 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;353390 |
|  | Sempra Energy (XNYS) | Sempra Energy (XNYS) | Sempra Energy (XNYS) | &nbsp;&nbsp;2268940 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350642 |
|  | Duke Energy Corp. | Duke Energy Corp. | Duke Energy Corp. | &nbsp;&nbsp;2151779 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;221612 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**1778132** |
| **Total Common Stocks (Cost $15,513,144)** | **Total Common Stocks (Cost $15,513,144)** | **Total Common Stocks (Cost $15,513,144)** | **Total Common Stocks (Cost $15,513,144)** | **Total Common Stocks (Cost $15,513,144)** | **21829003** |
|  |  | Coupon |  |  |  |
| **Temporary Cash Investments (1.4%)** | **Temporary Cash Investments (1.4%)** | **Temporary Cash Investments (1.4%)** | **Temporary Cash Investments (1.4%)** | **Temporary Cash Investments (1.4%)** | **Temporary Cash Investments (1.4%)** |
| **Money Market Fund (0.4%)** | **Money Market Fund (0.4%)** | **Money Market Fund (0.4%)** | **Money Market Fund (0.4%)** | **Money Market Fund (0.4%)** | **Money Market Fund (0.4%)** |
| <sup>13,14</sup> | Vanguard Market Liquidity Fund | 4.334% |  | 2384510 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;238427 |
|  |  |  | Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) |  |
| **Repurchase Agreements (1.0%)** | **Repurchase Agreements (1.0%)** | **Repurchase Agreements (1.0%)** | **Repurchase Agreements (1.0%)** | **Repurchase Agreements (1.0%)** | **Repurchase Agreements (1.0%)** |
|  | Bank of America Securities LLC<br> (Dated 12/30/22, Repurchase Value $3,001,000, collateralized by Federal Farm Credit Bank 2.590%, 11/1/41, with a value of $3,060,000) | 4.300% | 1/3/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 |
|  | Deutsche Bank Securities Inc.<br> (Dated 12/30/22, Repurchase Value $56,327,000, collateralized by Fannie Mae 2.000%–5.000%, 11/1/51–9/1/52, with a value of $57,426,000) | 4.290% | 1/3/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56300 |
|  | HSBC Bank USA<br> (Dated 12/30/22, Repurchase Value $64,731,000, collateralized by Fannie Mae 2.500%–6.000%, 1/1/34–9/1/52, with a value of $65,994,000) | 4.300% | 1/3/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64700 |
|  | HSBC Bank USA<br> (Dated 12/30/22, Repurchase Value $195,092,000, collateralized by U.S. Treasury Inflation Indexed Note/Bond 0.125%–1.000%, 10/15/25–2/15/49, with a value of $198,900,000) | 4.250% | 1/3/23 | &nbsp;&nbsp;&nbsp;&nbsp;195000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;195000 |
|  | JP Morgan Securities LLC<br> (Dated 12/30/22, Repurchase Value $20,810,000, collateralized by U.S. Treasury Note/Bond 1.125%–2.375%, 8/15/40–2/15/42, with a value of $21,216,000) | 4.250% | 1/3/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20800 |
|  | Natixis SA<br> (Dated 12/30/22, Repurchase Value $64,730,000, collateralized by U.S. Treasury Inflation Indexed Note/Bond 1.625%, 10/15/27, and U.S. Treasury Note/Bond 0.125%– 4.250%, 2/15/23–2/15/51, with a value of $65,994,000) | 4.240% | 1/3/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64700 |
|  | NatWest Markets plc<br> (Dated 12/30/22, Repurchase Value $15,207,000, collateralized by U.S. Treasury Note/Bond 3.125%, 8/15/25, with a value of $15,504,000) | 4.250% | 1/3/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15200 |

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------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | Coupon | Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| Nomura International plc<br> (Dated 12/30/22, Repurchase Value $25,112,000, collateralized by U.S. Treasury Bill 0.000%, 1/26/23–5/25/23, U.S. Treasury Inflation Indexed Note/Bond 0.125%–4.383%, 1/31/24–1/15/31, and U.S. Treasury Note/Bond 1.125%–2.000%, 2/15/23–10/31/26, with a value of $25,602,000) | 4.270% | 1/3/23 | &nbsp;&nbsp;25100 | &nbsp;&nbsp;&nbsp;25100 |
| RBC Capital Markets LLC<br> (Dated 12/30/22, Repurchase Value $107,851,000, collateralized by Fannie Mae 4.000%, 5/1/52, U.S. Treasury Bill 0.000%, 2/9/23–5/25/23, U.S. Treasury Inflation Indexed Note/Bond 4.427%–4.477%, 4/30/23–10/31/24, and U.S. Treasury Note/Bond 0.125%, 7/31/23, with a value of $109,956,000) | 4.270% | 1/3/23 | 107800 | &nbsp;&nbsp;107800 |

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------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | Coupon | Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| Societe Generale<br> (Dated 12/30/22, Repurchase Value $33,716,000, collateralized by U.S. Treasury Bill 0.000%, 5/11/23, with a value of $34,374,000) | 4.250% | 1/3/23 | 33700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33700 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**586300** |
| **Total Temporary Cash Investments (Cost $824,724)** | **Total Temporary Cash Investments (Cost $824,724)** | **Total Temporary Cash Investments (Cost $824,724)** | **Total Temporary Cash Investments (Cost $824,724)** | &nbsp;&nbsp;&nbsp;&nbsp;**824727** |
| **Total Investments (100.3%) (Cost $55,439,742)** | **Total Investments (100.3%) (Cost $55,439,742)** | **Total Investments (100.3%) (Cost $55,439,742)** | **Total Investments (100.3%) (Cost $55,439,742)** | **57297971** |
| **Other Assets and Liabilities—Net (-0.3%)** | **Other Assets and Liabilities—Net (-0.3%)** | **Other Assets and Liabilities—Net (-0.3%)** | **Other Assets and Liabilities—Net (-0.3%)** | &nbsp;&nbsp;&nbsp;**(189239)** |
| **Net Assets (100%)** | **Net Assets (100%)** | **Net Assets (100%)** | **Net Assets (100%)** | **57108732** |
| Cost is in $000. | Cost is in $000. |  |  |  |

---

---

| | |
|:---|:---|
| 1 | Securities with a value of $11,320,000 have been segregated as initial margin for open futures contracts. |
| 2 | Securities with a value of $6,275,000 have been segregated as collateral for certain open To Be Announced (TBA) transactions. |
| 3 | 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. |
| 4 | 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. |
| 5 | Includes securities purchased on a when-issued or delayed-delivery basis for which the fund has not taken delivery as of December 31, 2022. |
| 6 | Security exempt from registration under Rule 144A of the Securities Act of 1933. Such securities may be sold in transactions exempt from registration, normally to qualified institutional buyers. At December 31, 2022, the aggregate value was $7,355,805,000, representing 12.9% of net assets. |
| 7 | Variable-rate security; rate shown is effective rate at period end. Certain variable-rate securities are not based on a published reference rate and spread but are determined by the issuer or agent based on current market conditions. |
| 8 | Scheduled principal and interest payments are guaranteed by Assured Guaranty Municipal Corp. |
| 9 | Scheduled principal and interest payments are guaranteed by Build America Mutual Assurance Co. |
| 10 | Scheduled principal and interest payments are guaranteed by Ambac Assurance Corp. |
| 11 | Scheduled principal and interest payments are guaranteed by National Public Finance Guarantee Corp. |
| 12 | Includes partial security positions on loan to broker-dealers. The total value of securities on loan is $226,249,000. |
| 13 | Affiliated money market fund available only to Vanguard funds and certain trusts and accounts managed by Vanguard. Rate shown is the 7-day yield. |
| 14 | Collateral of $238,384,000 was received for securities on loan. |
|  | 1M—1-month. |
|  | 3M—3-month. |
|  | ADR—American Depositary Receipt. |
|  | CLO—Collateralized Loan Obligation. |
|  | DAC—Designated Activity Company. |
|  | GO—General Obligation Bond. |
|  | HSBC—HSBC Bank USA, N.A. |
|  | LIBOR—London Interbank Offered Rate. |
|  | RBC—Royal Bank of Canada. |
|  | REMICS—Real Estate Mortgage Investment Conduits. |
|  | UMBS—Uniform Mortgage-Backed Securities. |
|  | USD—U.S. dollar. |

---

------

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

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Futures Contracts | Futures Contracts | Futures Contracts | Futures Contracts | Futures Contracts |
|  |  |  | ($000) | ($000) |
|  | Expiration | Number of<br> Long (Short)<br> Contracts | Notional<br> Amount | &nbsp;&nbsp;Value and<br> Unrealized<br> Appreciation<br> (Depreciation) |
| Long Futures Contracts |  |  |  |  |
| 2-Year U.S. Treasury Note | March 2023 | &nbsp;&nbsp;&nbsp;&nbsp;788 | &nbsp;&nbsp;161602 | &nbsp;&nbsp;&nbsp;&nbsp;177 |
| 10-Year U.S. Treasury Note | March 2023 | &nbsp;&nbsp;1225 | &nbsp;&nbsp;&nbsp;137564 | &nbsp;&nbsp;&nbsp;&nbsp;(407) |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;(230) |
| Short Futures Contracts |  |  |  |  |
| 5-Year U.S. Treasury Note | March 2023 | (2369) | (255685) | &nbsp;&nbsp;2012 |
| Ultra 10-Year U.S. Treasury Note | March 2023 | (1637) | (193626) | &nbsp;&nbsp;1018 |
| Ultra Long U.S. Treasury Bond | March 2023 | &nbsp;&nbsp;&nbsp;&nbsp;(233) | &nbsp;&nbsp;&nbsp;(31295) | &nbsp;&nbsp;&nbsp;&nbsp;264 |
|  |  |  |  | &nbsp;&nbsp;3294 |
|  |  |  |  | &nbsp;&nbsp;3064 |

---

A. Security Valuation: Securities are valued as of the close of trading on the New York Stock Exchange (generally 4 p.m., Eastern time) on the valuation date. Equity securities are valued at the latest quoted sales prices or official closing prices taken from the primary market in which each security trades; such securities not traded on the valuation date are valued at the mean of the latest quoted bid and asked prices. Bonds and temporary cash investments are valued using the latest bid prices or using valuations based on a matrix system (which considers such factors as security prices, yields, maturities, and ratings), both as furnished by independent pricing services.

Structured debt securities, including mortgages and asset-backed securities, are valued using the latest bid prices or using valuations based on a matrix system that considers such factors as issuer, tranche, nominal or option-adjusted spreads, weighted average coupon, weighted average maturity, credit enhancements, and collateral, as furnished by independent pricing services.

Investments in Vanguard Market Liquidity Fund are valued at that fund's net asset value. Securities for which market quotations are not readily available, or whose values have been affected by events occurring before the fund's pricing time but after the close of the securities' primary markets, are valued by methods deemed by the valuation designee to represent fair value and subject to oversight by the board of trustees. These procedures include obtaining quotations from an independent pricing service, monitoring news to identify significant market- or security-specific events, and evaluating changes in the values of foreign market proxies (for example, ADRs, futures contracts, or exchange-traded funds), between the time the foreign markets close and the fund's pricing time. When fair-value pricing is employed, the prices of securities used by a fund to calculate its net asset value may differ from quoted or published prices for the same securities.

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

C. To Be Announced (TBA) Transactions: A TBA transaction is an agreement to buy or sell mortgage-backed securities with agreed-upon characteristics (face amount, coupon, maturity) for settlement at a future date. The fund may be a seller of TBA transactions to reduce its exposure to the mortgage-backed securities market or in order to sell mortgage-backed securities it owns

------

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

At December 31, 2022, counterparties had deposited in segregated accounts securities with a value of $276,000 and cash of $2,483,000 in connection with TBA transactions.

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

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

F. Futures Contracts: The fund uses futures contracts to invest in fixed income asset classes with greater efficiency and lower cost than is possible through direct investment, to add value when these instruments are attractively priced, or to adjust sensitivity to changes in interest rates. The primary risks associated with the use of futures contracts are imperfect correlation between changes in market values of bonds held by the fund and the prices of futures contracts, and the possibility of an illiquid market. Counterparty risk involving futures is mitigated because a regulated clearinghouse is the counterparty instead of the clearing broker. To further mitigate counterparty risk, the fund trades futures contracts on an exchange, monitors the financial strength of its clearing brokers and clearinghouse, and has entered into clearing agreements with its clearing

------

brokers. The clearinghouse imposes initial margin requirements to secure the fund's performance and requires daily settlement of variation margin representing changes in the market value of each contract. Any securities pledged as initial margin for open contracts are noted in the Schedule of Investments.

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

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

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

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

The following table summarizes the market value of the fund's investments and derivatives as of December 31, 2022, based on the inputs used to value them:

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | Level 1<br> ($000) | &nbsp;&nbsp;&nbsp;Level 2<br> ($000) | &nbsp;&nbsp;&nbsp;Level 3<br> ($000) | &nbsp;&nbsp;&nbsp;Total<br> ($000) |
| **Investments** |  |  |  |  |
| Assets |  |  |  |  |
| U.S. Government and Agency Obligations | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;7071882 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;7071882 |
| 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;&nbsp;&nbsp;&nbsp;855097 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;855097 |
| Corporate Bonds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;24580991 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;24580991 |
| Sovereign Bonds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;448935 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;448935 |
| Taxable Municipal Bonds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;1687336 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;1687336 |
| Common Stocks | &nbsp;&nbsp;21248215 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;580788 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;21829003 |
| Temporary Cash Investments | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;238427 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;586300 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;824727 |
| Total | 21486642 | &nbsp;&nbsp;&nbsp;35811329 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;57297971 |
| **Derivative Financial Instruments** |  |  |  |  |
| Assets |  |  |  |  |
| Futures Contracts<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3471 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3471 |
| Liabilities |  |  |  |  |
| Futures Contracts<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;407 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;407 |

---

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** VANGUARD WELLESLEY INCOME FUND

- **b. Investment Company Act file number:** 811-01766

- **c. CIK number of Registrant:** 0000105544

- **d. LEI of Registrant:** 549300OJL7R1C308TV02

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

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

  - **City:** Malvern

  - **State:** PA

  - **Foreign country:** US

  - **Zip / Postal Code:** 19355

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

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

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

- **b. EDGAR series identifier (if any):** S000004405

- **c. LEI of Series:** 9IBUENCX8GHY3X70KM34

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

- **a. Date of fiscal year-end:** 2023-09-30

- **b. Date as of which information is reported:** 2022-12-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $58056914564.53

**Total Liabilities:** $919241659.69

**Net Assets:** $57137672904.84

**Delayed Delivery Securities:** $763380327.55

**Cash Not Reported:** $530189.45

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -54728.88431626 | **1-Year:** -1288629.85679969 | **5-Year:** -4497343.16754666 | **10-Year:** -7455508.12752583 | **30-Year:** -5517391.25678835

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

- **3-Month:** -67.22885775 | **1-Year:** 0.00000000 | **5-Year:** 0.00000000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000012161 | 2.81%                | 5.43%                | -1.59%               |
| Class ID C000012162 | 2.80%                | 5.47%                | -1.60%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-136149287.56           | $1562333794.74                             |
| Month 2  | $320204084.32            | $2572761554.81                             |
| Month 3  | $-5570954.04             | $-1079328153.66                            |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| PNC Bank NA                                                                     | PNC BANK NA                    | CUSIP: 69353REF1<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |   14645000 | PA      | $14252562.18   | 0.02%             | 2024-10-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Bay Area Toll Authority                                                         | BAY AREA CA TOLL AUTH          | CUSIP: 072024WS7<br>LEI: 5493001FUZGUQMIP5D78 | Long             | DBT              | MUN               | US        |   14735000 | PA      | $12908213.64   | 0.02%             | 2031-04-01      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                       | DUKE ENERGY CAR                | CUSIP: 26442CAA2<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |   17410000 | PA      | $18156008.05   | 0.03%             | 2037-06-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                  | AMAZON.COM INC                 | CUSIP: 023135AQ9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   13920000 | PA      | $13749225.68   | 0.02%             | 2044-12-05      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| North Texas Tollway Authority                                                   | N TX HWY-TXB-B                 | CUSIP: 66285WFB7<br>LEI: PQGZGRE0F2WPMYQQ1B78 | Long             | DBT              | MUN               | US        |   15100000 | PA      | $17896720.83   | 0.03%             | 2049-01-01      | Fixed         | 6.72%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                          | COMMONWEALTH EDI               | CUSIP: 202795JV3<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |   13160000 | PA      | $10538522.87   | 0.02%             | 2052-03-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                               | GN 646553                      | CUSIP: 36292EH60<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3942 | PA      | $3822.16       | 0.00%             | 2036-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BlackRock Inc                                                                   | BLACKROCK INC                  | CUSIP: 09247XAS0<br>LEI: 549300LRIF3NWCU26A80 | Long             | DBT              | CORP              | US        |   39410000 | PA      | $31667582.73   | 0.06%             | 2032-02-25      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| AEP Texas Inc                                                                   | AEP TEXAS                      | CUSIP: 00108WAK6<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |   16810000 | PA      | $11903257.66   | 0.02%             | 2050-01-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                                           | BANQ FED CRD MUT               | CUSIP: 06675FAY3<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |   33875000 | PA      | $29473358.04   | 0.05%             | 2026-10-04      | Fixed         | 1.60%                 | Yes           |                  2 | On Loan: No      |
| Sumitomo Mitsui Trust Bank Ltd                                                  | SUMITOMO TR&BK                 | CUSIP: 86563VAU3<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |  100340000 | PA      | $94906782.66   | 0.17%             | 2024-03-25      | Fixed         | 0.85%                 | Yes           |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                          | CON EDISON CO                  | CUSIP: 209111FQ1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |   29687000 | PA      | $24831942.30   | 0.04%             | 2058-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | GOLDMAN SACHS GP               | CUSIP: 38141GYG3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   43275000 | PA      | $37385412.28   | 0.07%             | 2027-09-10      | Variable      | 1.54%                 | No            |                  2 | On Loan: No      |
| LSEGA Financing PLC                                                             | LSEGA FIN PLC                  | CUSIP: 50220PAB9<br>LEI: 2138009YFYTGEHZNNZ09 | Long             | DBT              | CORP              | GB        |   97795000 | PA      | $86219881.12   | 0.15%             | 2026-04-06      | Fixed         | 1.38%                 | Yes           |                  2 | On Loan: No      |
| Alcon Finance Corp                                                              | ALCON FINANCE CO               | CUSIP: 01400EAC7<br>LEI: 549300CUZUI9VU7XNK42 | Long             | DBT              | CORP              | US        |   32825000 | PA      | $25050528.08   | 0.04%             | 2049-09-23      | Fixed         | 3.80%                 | Yes           |                  2 | On Loan: No      |
| Providence St Joseph Health Obligated Group                                     | ST JOSEPH HLTH                 | CUSIP: 743756AE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   12030000 | PA      | $9464267.22    | 0.02%             | 2048-10-01      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | CITIGROUP INC                  | CUSIP: 172967NF4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   19070000 | PA      | $13267312.32   | 0.02%             | 2042-11-03      | Variable      | 2.90%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp                                                                | EXXON MOBIL CORP               | CUSIP: 30231GBN1<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |   36910000 | PA      | $32223721.48   | 0.06%             | 2030-10-15      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                               | GN 617156                      | CUSIP: 36290TTM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11029 | PA      | $10690.89      | 0.00%             | 2036-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Rio Tinto PLC                                                                   | RIO TINTO-ADR                  | CUSIP: N/A<br>LEI: 213800YOEO5OQ72G2R82       | Long             | EC               | CORP              | US        |    3913232 | NS      | $278622118.40  | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| PNC Financial Services Group Inc/The                                            | PNC FINANCIAL                  | CUSIP: 693475AP0<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   40150000 | PA      | $39675885.11   | 0.07%             | 2024-04-29      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Estee Lauder Cos Inc/The                                                        | ESTEE LAUDER CO                | CUSIP: 29736RAQ3<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |    9875000 | PA      | $8494822.80    | 0.01%             | 2030-04-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Teledyne Technologies Inc                                                       | TELEDYNE TECH                  | CUSIP: 879360AE5<br>LEI: 549300VSMO9KYQWDND94 | Long             | DBT              | CORP              | US        |   40340000 | PA      | $33046104.83   | 0.06%             | 2031-04-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                | CUSIP: 91282CEH0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  165050000 | PA      | $158783249.56  | 0.28%             | 2025-04-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                   | MASSACHUSETTS ST               | CUSIP: 57582RG34<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   10625000 | PA      | $7650488.75    | 0.01%             | 2041-07-01      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                      | US BANCORP                     | CUSIP: 91159HJD3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   64325000 | PA      | $53111691.68   | 0.09%             | 2033-01-27      | Variable      | 2.68%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                                                     | AMERICAN HONDA F               | CUSIP: 02665WBH3<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   17135000 | PA      | $15665237.32   | 0.03%             | 2026-09-09      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| New York State Thruway Authority                                                | NY ST THRUWAY AUTH-M           | CUSIP: 650009S53<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   16215000 | PA      | $13305777.67   | 0.02%             | 2035-01-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Metropolitan Life Global Funding I                                              | MET LIFE GLOB                  | CUSIP: 59217GBY4<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |   29970000 | PA      | $28053972.35   | 0.05%             | 2026-12-18      | Fixed         | 3.45%                 | Yes           |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | ENERGY TRANSFER                | CUSIP: 29273RBL2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    5600000 | PA      | $4685123.24    | 0.01%             | 2047-04-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                | DUKE ENERGY CORP               | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |    2151779 | NS      | $221611719.21  | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY                 | CUSIP: 61747YEA9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   51000000 | PA      | $47520186.36   | 0.08%             | 2025-05-30      | Variable      | 0.79%                 | No            |                  2 | On Loan: No      |
| Guardian Life Global Funding                                                    | GUARDIAN LIFE                  | CUSIP: 40139LBD4<br>LEI: 635400NHILJ5JEKILC36 | Long             | DBT              | CORP              | US        |    7235000 | PA      | $6396860.85    | 0.01%             | 2026-05-13      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                | BURLINGTON NORTH               | CUSIP: 12189LAU5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5750000 | PA      | $5219888.07    | 0.01%             | 2044-09-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Raytheon Technologies Corp                                                      | UNITED TECH CORP               | CUSIP: 913017CW7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    9050000 | PA      | $8226498.60    | 0.01%             | 2038-11-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                 | CVS HEALTH CORP                | CUSIP: 126650CX6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    1905000 | PA      | $1842622.01    | 0.00%             | 2028-03-25      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                          | UNITEDHEALTH GRP               | CUSIP: 91324PDY5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   12760000 | PA      | $9295875.01    | 0.02%             | 2040-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CubeSmart LP                                                                    | CUBESMART LP                   | CUSIP: 22966RAH9<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              | CORP              | US        |   11790000 | PA      | $9726815.55    | 0.02%             | 2028-12-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                      | US BANCORP                     | CUSIP: 91159HJB7<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   63125000 | PA      | $48184980.26   | 0.08%             | 2036-11-03      | Variable      | 2.49%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                              | FHR 4097 KA                    | CUSIP: 3137ATLD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7235094 | PA      | $6842254.98    | 0.01%             | 2031-09-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                          | CON EDISON CO                  | CUSIP: 209111FG3<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |   30855000 | PA      | $26408638.99   | 0.05%             | 2045-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| RBS Securities, Inc.                                                            | RBS TRIPARTY TREASUR           | CUSIP: N/A<br>LEI: ZE2ZWJ5BTIQJ8M0C6K34       | Long             | RA               | CORP              | US        |   15200000 | PA      | $15200000.00   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Ooredoo International Finance Ltd                                               | OOREDOO INTL FIN               | CUSIP: 74735KAA0<br>LEI: 549300BHXCDJ03WU7N77 | Long             | DBT              | CORP              | BM        |   45300000 | PA      | $38964350.61   | 0.07%             | 2031-04-08      | Fixed         | 2.62%                 | Yes           |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                | T-MOBILE USA INC               | CUSIP: 87264ACA1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   42480000 | PA      | $36545272.55   | 0.06%             | 2028-02-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing 2019-2 LLC                                           | EFF 2019-2 A2                  | CUSIP: 29374DAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     479060 | PA      | $478593.26     | 0.00%             | 2025-02-20      | Fixed         | 2.29%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                | WELLS FARGO CO                 | CUSIP: 94974BGP9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   27170000 | PA      | $26135912.79   | 0.05%             | 2025-09-29      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                          | UNITEDHEALTH GRP               | CUSIP: 91324PCQ3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    9285000 | PA      | $8997308.08    | 0.02%             | 2035-07-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                                              | WALT DISNEY CO                 | CUSIP: 254687DZ6<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |   11000000 | PA      | $11992644.07   | 0.02%             | 2034-12-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| HSBC Bank USA                                                                   | HSBC TRIPARTY MTGE             | CUSIP: N/A<br>LEI: CYYGQCGNHMHPSMRL3R97       | Long             | RA               | CORP              | US        |   64700000 | PA      | $64700000.00   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Apple Inc                                                                       | APPLE INC                      | CUSIP: 037833AL4<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   15275000 | PA      | $13271596.07   | 0.02%             | 2043-05-04      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN AP3800                      | CUSIP: 3138M7GJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       6299 | PA      | $5845.94       | 0.00%             | 2027-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co                                                                | ALABAMA POWER CO               | CUSIP: 010392FM5<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |   20255000 | PA      | $15752798.40   | 0.03%             | 2045-03-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                               | GN 605586                      | CUSIP: 36200NXP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1002 | PA      | $1015.02       | 0.00%             | 2034-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE                 | CUSIP: 46625HNJ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    9275000 | PA      | $8922203.21    | 0.02%             | 2027-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd                                                     | NATL AUSTRALIABK               | CUSIP: 632525BB6<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |   26175000 | PA      | $19968252.08   | 0.03%             | 2037-01-12      | Variable      | 3.35%                 | Yes           |                  2 | On Loan: No      |
| Comcast Corp                                                                    | COMCAST CORP                   | CUSIP: 20030NCG4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   19891000 | PA      | $16003659.50   | 0.03%             | 2052-11-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Suncor Energy Inc                                                               | SUNCOR ENERGY                  | CUSIP: 867229AD8<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |   13000000 | PA      | $12936064.83   | 0.02%             | 2034-12-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                               | GN 621256                      | CUSIP: 36290YE53<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     112614 | PA      | $114395.60     | 0.00%             | 2037-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Phillips 66                                                                     | PHILLIPS 66                    | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               | CORP              | US        |    1591248 | NS      | $165617091.84  | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Daimler Trucks Finance North America LLC                                        | DAIMLER TRUCKS                 | CUSIP: 233853AM2<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |   29140000 | PA      | $27270748.84   | 0.05%             | 2027-04-07      | Fixed         | 3.65%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | CITIGROUP INC                  | CUSIP: 172967NG2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   34000000 | PA      | $30678779.36   | 0.05%             | 2028-02-24      | Variable      | 3.07%                 | No            |                  2 | On Loan: No      |
| Taco Bell Funding LLC                                                           | BELL 2021-1A A2II              | CUSIP: 87342RAH7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   36352800 | PA      | $29169592.14   | 0.05%             | 2051-08-25      | Fixed         | 2.29%                 | Yes           |                  2 | On Loan: No      |
| Massachusetts Mutual Life Insurance Co                                          | MASS MUTUAL LIFE               | CUSIP: 575767AR9<br>LEI: R6ZXK5P01NP6HXSY1S07 | Long             | DBT              | CORP              | US        |   19410000 | PA      | $11910602.55   | 0.02%             | 2061-12-01      | Fixed         | 3.20%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY                 | CUSIP: 61744YAP3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   56830000 | PA      | $52013370.51   | 0.09%             | 2029-01-24      | Variable      | 3.77%                 | No            |                  2 | On Loan: No      |
| Medtronic PLC                                                                   | MEDTRONIC PLC                  | CUSIP: G5960L103<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | US        |    2768573 | NS      | $215173493.56  | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Realty Income Corp                                                              | REALTY INCOME                  | CUSIP: 756109BL7<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |   24565000 | PA      | $19953452.35   | 0.03%             | 2032-12-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                        | AT&T INC                       | CUSIP: 00206RKA9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    6086000 | PA      | $4304371.40    | 0.01%             | 2051-06-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                               | FNR 2016-58 LZ                 | CUSIP: 3136ATAD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8324713 | PA      | $6607935.20    | 0.01%             | 2046-08-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp                                                                  | STARBUCKS CORP                 | CUSIP: 855244AX7<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    7185000 | PA      | $5076666.08    | 0.01%             | 2050-03-12      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                              | UNION PAC CORP                 | CUSIP: 907818FK9<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |   14765000 | PA      | $10798172.64   | 0.02%             | 2050-02-05      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Indiana University Health Inc Obligated Group                                   | INDIANA UNIV                   | CUSIP: 455170AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   12815000 | PA      | $8038585.13    | 0.01%             | 2051-11-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN AB6192                      | CUSIP: 31417C3A1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       7224 | PA      | $6705.05       | 0.00%             | 2027-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Southwest Gas Corp                                                              | SOUTHWEST GAS                  | CUSIP: 845011AC9<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |    9465000 | PA      | $7389492.08    | 0.01%             | 2030-06-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Liberty Mutual Group Inc                                                        | LIBERTY MUTUAL                 | CUSIP: 53079EBE3<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |    2608000 | PA      | $2584519.60    | 0.00%             | 2023-06-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Mayo Clinic                                                                     | MAYO CLINIC                    | CUSIP: 578454AD2<br>LEI: 5493001OHMD58DCY4635 | Long             | DBT              | CORP              | US        |    6465000 | PA      | $5435605.72    | 0.01%             | 2052-11-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Conagra Brands Inc                                                              | CONAGRA BRANDS                 | CUSIP: 205887CB6<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    7685000 | PA      | $7560373.51    | 0.01%             | 2025-11-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| SSM Health Care Corp                                                            | SSM HEALTH CARE                | CUSIP: 784710AA3<br>LEI: 5493000QP6H63JFPC580 | Long             | DBT              | CORP              | US        |   41615000 | PA      | $39292594.61   | 0.07%             | 2027-06-01      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE                 | CUSIP: 46625HQW3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   26730000 | PA      | $25374041.36   | 0.04%             | 2026-04-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Toledo Hospital/The                                                             | TOLEDO HOSPITAL                | CUSIP: 889184AD9<br>LEI: 5493009DCR7NWV6K4T34 | Long             | DBT              | CORP              | US        |   17965000 | PA      | $16859260.00   | 0.03%             | 2038-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| North Texas Tollway Authority                                                   | N TX TOLL AUTH-TXBL            | CUSIP: 66285WE51<br>LEI: PQGZGRE0F2WPMYQQ1B78 | Long             | DBT              | MUN               | US        |   15705000 | PA      | $11749376.94   | 0.02%             | 2043-01-01      | Fixed         | 3.01%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                          | UNITEDHEALTH GRP               | CUSIP: 91324PBE1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   20000000 | PA      | $22662791.40   | 0.04%             | 2037-11-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE                 | CUSIP: 46647PCJ3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   14530000 | PA      | $12134134.35   | 0.02%             | 2029-06-01      | Variable      | 2.07%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp                                                           | NOVARTIS CAPITAL               | CUSIP: 66989HAG3<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |   13425000 | PA      | $13155098.83   | 0.02%             | 2024-05-06      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Equitable Financial Life Global Funding                                         | EQUITABLE FINANC               | CUSIP: 29449W7M3<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |   26910000 | PA      | $23364886.29   | 0.04%             | 2026-07-12      | Fixed         | 1.30%                 | Yes           |                  2 | On Loan: No      |
| Standard Chartered PLC                                                          | STANDARD CHART                 | CUSIP: 853254CB4<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   12545000 | PA      | $11769942.18   | 0.02%             | 2025-03-23      | Variable      | 1.21%                 | Yes           |                  2 | On Loan: No      |
| Procter & Gamble Co/The                                                         | PROCTER & GAMBLE               | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |    2098358 | NS      | $318027138.48  | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMER CRP               | CUSIP: 06051GGR4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   42995000 | PA      | $39597004.11   | 0.07%             | 2028-07-21      | Variable      | 3.59%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                  | BNP PARIBAS                    | CUSIP: 09659W2D5<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   61070000 | PA      | $58845318.22   | 0.10%             | 2025-01-09      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                             | US 2YR NOTE (CBT) Mar23        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |        788 | NC      | $176988.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae REMICS                                                               | FNR 2016-49 BZ                 | CUSIP: 3136ATKU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6808063 | PA      | $5127442.62    | 0.01%             | 2046-08-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                         | BPCE                           | CUSIP: 05578AAN8<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   48550000 | PA      | $40620978.58   | 0.07%             | 2029-10-01      | Fixed         | 2.70%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY                 | CUSIP: 61746BDJ2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   23000000 | PA      | $22956848.55   | 0.04%             | 2023-02-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                | WELLS FARGO CO                 | CUSIP: 95000U2Z5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   58110000 | PA      | $49413457.88   | 0.09%             | 2053-04-25      | Variable      | 4.61%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY                 | CUSIP: 61761J3R8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   36950000 | PA      | $34469966.62   | 0.06%             | 2026-07-27      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| University of Michigan                                                          | UNIV OF MICHIGAN-A             | CUSIP: 914455UH1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   14470000 | PA      | $11287489.91   | 0.02%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Equitable Financial Life Global Funding                                         | EQUITABLE FINANC               | CUSIP: 29449WAF4<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |   30265000 | PA      | $25232409.90   | 0.04%             | 2028-03-08      | Fixed         | 1.80%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                               | FNR 2016-43 GZ                 | CUSIP: 3136ASXH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3036621 | PA      | $2573942.78    | 0.00%             | 2046-07-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                         | BANK NOVA SCOTIA               | CUSIP: 06417XAD3<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   12170000 | PA      | $10835787.69   | 0.02%             | 2027-02-02      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| CNO Global Funding                                                              | CNO GLOBAL FUND                | CUSIP: 18977W2C3<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |   22195000 | PA      | $18808617.18   | 0.03%             | 2029-01-06      | Fixed         | 2.65%                 | Yes           |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                                           | ENTERGY LA LLC                 | CUSIP: 29364WAZ1<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |   10065000 | PA      | $9288411.67    | 0.02%             | 2027-09-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp                                                     | AMERICAN WATER                 | CUSIP: 03040WAT2<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |   29696000 | PA      | $24889043.15   | 0.04%             | 2048-09-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                | WELLS FARGO CO                 | CUSIP: 95000U2F9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   57145000 | PA      | $53049130.41   | 0.09%             | 2027-06-17      | Variable      | 3.20%                 | No            |                  2 | On Loan: No      |
| Boston Properties LP                                                            | BOSTON PROP LP                 | CUSIP: 10112RAV6<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |   13520000 | PA      | $13299245.44   | 0.02%             | 2023-09-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN BS0344                      | CUSIP: 3140LAL29<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   21029714 | PA      | $16039363.21   | 0.03%             | 2036-01-01      | Fixed         | 1.77%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                               | GN 621857                      | CUSIP: 36290YZW1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      24581 | PA      | $25447.75      | 0.00%             | 2034-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Utility Debt Securitization Authority                                           | UTIL DEBT SEC-T-TXB            | CUSIP: 91802RAW9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    2701000 | PA      | $2678198.16    | 0.00%             | 2025-12-15      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| Sky Ltd                                                                         | SKY LTD                        | CUSIP: 111013AL2<br>LEI: 2138003TS48MQKF4BZ29 | Long             | DBT              | CORP              | GB        |   42911000 | PA      | $41895043.88   | 0.07%             | 2024-09-16      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Piedmont Healthcare Inc                                                         | PIEDMONT HLTH                  | CUSIP: 72014TAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    8750000 | PA      | $6725663.00    | 0.01%             | 2032-01-01      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| CNO Global Funding                                                              | CNO GLOBAL FUND                | CUSIP: 18977W2B5<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |    8460000 | PA      | $7844856.06    | 0.01%             | 2025-01-06      | Fixed         | 1.65%                 | Yes           |                  2 | On Loan: No      |
| QatarEnergy Trading LLC                                                         | QATAR ENERGY                   | CUSIP: 74730DAE3<br>LEI: 254900QTESJKJ3P87J26 | Long             | DBT              | CORP              | QA        |   23670000 | PA      | $18169757.84   | 0.03%             | 2041-07-12      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                          | UNITEDHEALTH GRP               | CUSIP: 91324PDU3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   40900000 | PA      | $32341554.35   | 0.06%             | 2049-08-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE                 | CUSIP: 46625HJM3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   13500000 | PA      | $13194573.44   | 0.02%             | 2043-08-16      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                               | GN 659282                      | CUSIP: 36294TM77<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        643 | PA      | $650.95        | 0.00%             | 2036-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                               | GN 659684                      | CUSIP: 36294T2R5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16592 | PA      | $16823.23      | 0.00%             | 2036-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                    | ING GROEP NV                   | CUSIP: 456837AV5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   33125000 | PA      | $29178098.28   | 0.05%             | 2027-04-01      | Variable      | 1.73%                 | No            |                  2 | On Loan: No      |
| Golden State Tobacco Securitization Corp                                        | GOLDEN ST TOBACCO -B           | CUSIP: 38122NB68<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    4595000 | PA      | $3399416.84    | 0.01%             | 2042-06-01      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                      | VERIZON COMM INC               | CUSIP: 92343VDR2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   50074000 | PA      | $46059699.11   | 0.08%             | 2039-03-15      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE                 | CUSIP: 059438AG6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   25000000 | PA      | $26778176.25   | 0.05%             | 2025-07-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                       | APPLE INC                      | CUSIP: 037833CD0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   36510000 | PA      | $31089708.61   | 0.05%             | 2046-08-04      | Fixed         | 3.85%                 | 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        |   96935000 | PA      | $88705139.01   | 0.16%             | 2046-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Eastern Gas Transmission & Storage Inc                                          | EASTERN GAS TRAN               | CUSIP: 276480AD2<br>LEI: H2VQBNB3NSKRM5QWBI71 | Long             | DBT              | CORP              | US        |    7003000 | PA      | $5753607.17    | 0.01%             | 2044-12-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                              | BANCO SANTANDER                | CUSIP: 05964HAE5<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   28600000 | PA      | $28517148.95   | 0.05%             | 2023-02-23      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                               | GN 781484                      | CUSIP: 36225BUH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        926 | PA      | $980.78        | 0.00%             | 2032-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                              | DASNY -REV - F                 | CUSIP: 64990FRB2<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |   21345000 | PA      | $16790478.61   | 0.03%             | 2039-02-15      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| Louisville and Jefferson County Metropolitan Sewer District                     | LOUISVILLE/JEFFERSON           | CUSIP: 546589QY1<br>LEI: 5493004O4I11L8BK0A22 | Long             | DBT              | MUN               | US        |   11000000 | PA      | $12225785.00   | 0.02%             | 2043-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                   | MASSACHUSETTS CMNWLTH          | CUSIP: 576004HG3<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   20215000 | PA      | $19516980.09   | 0.03%             | 2031-07-15      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                  | AMAZON.COM INC                 | CUSIP: 023135BM7<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   32790000 | PA      | $28438370.90   | 0.05%             | 2057-08-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Mid-Atlantic Interstate Transmission LLC                                        | MID-ATLANTIC INT               | CUSIP: 59524QAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3400000 | PA      | $3198556.09    | 0.01%             | 2028-05-15      | Fixed         | 4.10%                 | Yes           |                  2 | On Loan: No      |
| Home Depot Inc/The                                                              | HOME DEPOT INC                 | CUSIP: 437076CP5<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   22220000 | PA      | $19751640.86   | 0.03%             | 2032-04-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                      | VERIZON COMM INC               | CUSIP: 92343VGN8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   59959000 | PA      | $47550046.05   | 0.08%             | 2032-03-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                   | INTERCONTINENT                 | CUSIP: 45866FAX2<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |   46610000 | PA      | $43249049.85   | 0.08%             | 2052-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                                | ALTRIA GROUP INC               | CUSIP: 02209SAQ6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    5615000 | PA      | $4225228.43    | 0.01%             | 2043-05-02      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                               | FNR 2017-84 KA                 | CUSIP: 3136AYMB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2740299 | PA      | $2646460.95    | 0.00%             | 2053-04-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| S&P Global Inc                                                                  | S&P GLOBAL INC                 | CUSIP: 78409VBB9<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |   25905000 | PA      | $22791828.54   | 0.04%             | 2029-03-01      | Fixed         | 2.70%                 | Yes           |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                | BANK OF NY MELLO               | CUSIP: 06406FAD5<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   32698000 | PA      | $32163551.52   | 0.06%             | 2023-08-16      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                      | INTEL CORP                     | CUSIP: 458140BW9<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   60730000 | PA      | $39471803.59   | 0.07%             | 2051-08-12      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co LLC                                                  | ONCOR ELECTRIC D               | CUSIP: 68233JCL6<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |   25010000 | PA      | $24326333.89   | 0.04%             | 2052-09-15      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | ENERGY TRANSFER                | CUSIP: 86765BAV1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   20601000 | PA      | $17534337.41   | 0.03%             | 2047-10-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN AB9002                      | CUSIP: 31417GAC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      43655 | PA      | $41006.83      | 0.00%             | 2028-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Group AG                                                          | CREDIT SUISSE                  | CUSIP: 225433AC5<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |   57400000 | PA      | $51835622.76   | 0.09%             | 2025-03-26      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                                             | GILEAD SCIENCES                | CUSIP: 375558AZ6<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |   28575000 | PA      | $27681458.89   | 0.05%             | 2025-02-01      | Fixed         | 3.50%                 | 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        |   14850000 | PA      | $9806766.26    | 0.02%             | 2050-05-15      | Fixed         | 3.01%                 | No            |                  2 | On Loan: No      |
| UniCredit SpA                                                                   | UNICREDIT SPA                  | CUSIP: 904678AW9<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |   37130000 | PA      | $31619639.18   | 0.06%             | 2027-06-03      | Variable      | 1.98%                 | Yes           |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                          | COMMONWEALTH EDI               | CUSIP: 202795JM3<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |   17900000 | PA      | $14743830.29   | 0.03%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMER CRP               | CUSIP: 06051GHS1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   59475000 | PA      | $48918216.64   | 0.09%             | 2050-03-15      | Variable      | 4.33%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                         | BRISTOL-MYERS                  | CUSIP: 110122DW5<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    9050000 | PA      | $7066551.59    | 0.01%             | 2052-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                                             | GILEAD SCIENCES                | CUSIP: 375558AW3<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |   21420000 | PA      | $21068412.98   | 0.04%             | 2024-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| American Tower Trust #1                                                         | AMERICAN TOWER T               | CUSIP: 03027WAJ1<br>LEI: 5493004YGM0MQZJOEJ36 | Long             | DBT              | CORP              | US        |   32900000 | PA      | $32733772.75   | 0.06%             | 2048-03-15      | Fixed         | 3.07%                 | Yes           |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                            | LOCKHEED MARTIN                | CUSIP: 539830BN8<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    4609000 | PA      | $3904080.55    | 0.01%             | 2052-09-15      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| San Diego Gas & Electric Co                                                     | SAN DIEGO G & E                | CUSIP: 797440CA0<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |     711000 | PA      | $483331.46     | 0.00%             | 2051-08-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| NBN Co Ltd                                                                      | NBN CO LTD                     | CUSIP: 62878U2B7<br>LEI: 2549007CRZ2NT7S96A24 | Long             | DBT              | CORP              | AU        |   38645000 | PA      | $30785603.65   | 0.05%             | 2031-05-05      | Fixed         | 2.62%                 | Yes           |                  2 | On Loan: No      |
| Kaiser Foundation Hospitals                                                     | KAISER FOUN HOSP               | CUSIP: 48305QAC7<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |   15190000 | PA      | $14163140.96   | 0.02%             | 2027-05-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                | CROWN CASTLE INT               | CUSIP: 22822VAW1<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   76475000 | PA      | $60189504.21   | 0.11%             | 2031-04-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| LSEGA Financing PLC                                                             | LSEGA FIN PLC                  | CUSIP: 50220PAC7<br>LEI: 2138009YFYTGEHZNNZ09 | Long             | DBT              | CORP              | GB        |   63125000 | PA      | $53761175.11   | 0.09%             | 2028-04-06      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| Protective Life Global Funding                                                  | PROTECTIVE LIFE                | CUSIP: 74368CBP8<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |   30000000 | PA      | $29087815.80   | 0.05%             | 2027-07-06      | Fixed         | 4.71%                 | Yes           |                  2 | On Loan: No      |
| Intel Corp                                                                      | INTEL CORP                     | CUSIP: 458140AV2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   47755000 | PA      | $38875037.50   | 0.07%             | 2046-05-19      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Metropolitan Life Global Funding I                                              | MET LIFE GLOB                  | CUSIP: 59217GFB0<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |   15070000 | PA      | $14636313.13   | 0.03%             | 2027-06-30      | Fixed         | 4.40%                 | Yes           |                  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        |   45480000 | PA      | $39786904.56   | 0.07%             | 2053-05-15      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| Analog Devices Inc                                                              | ANALOG DEVICES                 | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |    2012203 | NS      | $330061658.09  | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| County of Riverside CA                                                          | RIVERSIDE CO-TXBL-REV          | CUSIP: 76913CBF5<br>LEI: 254900CB5HEOBAVTY629 | Long             | DBT              | MUN               | US        |    9875000 | PA      | $8597056.50    | 0.02%             | 2038-02-15      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                | WELLS FARGO CO                 | CUSIP: 94974BGE4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   20735000 | PA      | $17499959.72   | 0.03%             | 2044-11-04      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Dallas Fort Worth International Airport                                         | DALLAS-FORT WORTH-A            | CUSIP: 23503CAN7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   28285000 | PA      | $25423103.90   | 0.04%             | 2051-11-01      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| Nasdaq Inc                                                                      | NASDAQ INC                     | CUSIP: 631103AM0<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |   17300000 | PA      | $13240090.50   | 0.02%             | 2052-03-07      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust 2021-6                                                 | AOMT 2021-6 A1                 | CUSIP: 03465JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   23807390 | PA      | $18895406.18   | 0.03%             | 2066-09-25      | Variable      | 1.46%                 | Yes           |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                | BURLINGTON NORTH               | CUSIP: 12189LBJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2485000 | PA      | $2218754.24    | 0.00%             | 2053-01-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                                              | WALT DISNEY CO                 | CUSIP: 254687FY7<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |   52100000 | PA      | $42015318.73   | 0.07%             | 2040-05-13      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CommonSpirit Health                                                             | COMMONSPIRIT                   | CUSIP: 20268JAA1<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |   28080000 | PA      | $26927762.19   | 0.05%             | 2024-10-01      | Fixed         | 2.76%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                        | DUKE ENERGY PROG               | CUSIP: 26442UAP9<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    9770000 | PA      | $7872880.65    | 0.01%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank Securities, Inc.                                                  | DEUTSCHE TRIPARTY MTGE         | CUSIP: N/A<br>LEI: 9J6MBOOO7BECTDTUZW19       | Long             | RA               | CORP              | US        |   56300000 | PA      | $56300000.00   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                              | UNION PAC CORP                 | CUSIP: 907818FV5<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $7316456.80    | 0.01%             | 2061-05-20      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                      | ABBVIE INC                     | CUSIP: 00287YCB3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $8405671.30    | 0.01%             | 2049-11-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | ENERGY TRANSFER                | CUSIP: 29278NAR4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $8073134.50    | 0.01%             | 2050-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp                                                                | EXXON MOBIL CORP               | CUSIP: 30231GBD3<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |   35095000 | PA      | $32492506.76   | 0.06%             | 2026-08-16      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                     | STATOIL ASA                    | CUSIP: 85771PAK8<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |   10105000 | PA      | $9861317.52    | 0.02%             | 2024-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                    | BROADCOM INC                   | CUSIP: 11135FAL5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   38911000 | PA      | $36304423.71   | 0.06%             | 2028-09-15      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                                 | DANSKE BANK A/S                | CUSIP: 23636AAP6<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |   45515000 | PA      | $44902261.14   | 0.08%             | 2023-09-12      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Georgia Power Co                                                                | GEORGIA POWER                  | CUSIP: 373334KQ3<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |   30600000 | PA      | $29469573.58   | 0.05%             | 2032-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Group AG                                                          | CREDIT SUISSE                  | CUSIP: 225401AM0<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |   33940000 | PA      | $30061250.59   | 0.05%             | 2025-09-11      | Variable      | 2.59%                 | Yes           |                  2 | On Loan: No      |
| State of Oregon Department of Transportation                                    | OR TRN-TXB-A-SUB LIEN          | CUSIP: 68607DNL5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   14510000 | PA      | $15577451.37   | 0.03%             | 2034-11-15      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| Dominion Energy South Carolina Inc                                              | SOUTH CAROL E&G                | CUSIP: 837004CE8<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |    9627000 | PA      | $9461018.78    | 0.02%             | 2041-02-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Nomura Securities International, Inc.                                           | NOMURA TREAS TRIPARTY          | CUSIP: N/A<br>LEI: OXTKY6Q8X53C9ILVV871       | Long             | RA               | CORP              | US        |   25100000 | PA      | $25100000.00   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                  | BP CAP MKTS AMER               | CUSIP: 10373QBT6<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |   95580000 | PA      | $80010871.53   | 0.14%             | 2032-01-12      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co                                                                | GEORGIA POWER                  | CUSIP: 373334JS1<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |   34725000 | PA      | $31455565.20   | 0.06%             | 2040-09-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                       | QUEBEC PROVINCE                | CUSIP: 748149AJ0<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |  134755000 | PA      | $126800745.19  | 0.22%             | 2026-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMER CRP               | CUSIP: 06051GHD4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   48603000 | PA      | $44084458.80   | 0.08%             | 2028-12-20      | Variable      | 3.42%                 | No            |                  2 | On Loan: No      |
| Air Liquide Finance SA                                                          | AIR LIQUIDE FIN                | CUSIP: 00913RAC0<br>LEI: 549300YGXL5Z3R14K812 | Long             | DBT              | CORP              | FR        |   21000000 | PA      | $20552567.70   | 0.04%             | 2023-09-27      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN AQ6061                      | CUSIP: 3138MMWX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1112 | PA      | $1033.22       | 0.00%             | 2027-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Georgetown University/The                                                       | GEORGETOWN UNIV                | CUSIP: 37310PAC5<br>LEI: 549300GCL3B0KVXSX752 | Long             | DBT              | CORP              | US        |    5155000 | PA      | $4279554.60    | 0.01%             | 2049-04-01      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                               | GN 569577                      | CUSIP: 36200QXE9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        813 | PA      | $845.25        | 0.00%             | 2036-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                    | BARCLAYS PLC                   | CUSIP: 06738EBU8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   10635000 | PA      | $9218286.87    | 0.02%             | 2027-11-24      | Variable      | 2.28%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE                 | CUSIP: 46647PBN5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   38610000 | PA      | $25652338.83   | 0.04%             | 2051-04-22      | Variable      | 3.11%                 | No            |                  2 | On Loan: No      |
| CK Hutchison International 20 Ltd                                               | CK HUTCHISON INT               | CUSIP: 12564HAB1<br>LEI: 254900SSPRZHBMNJF043 | Long             | DBT              | CORP              | KY        |   22780000 | PA      | $16049609.82   | 0.03%             | 2050-05-08      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                          | UNITEDHEALTH GRP               | CUSIP: 91324PDX7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   11275000 | PA      | $9331673.47    | 0.02%             | 2030-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                | CUSIP: 91282CFH9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  258500000 | PA      | $248644687.50  | 0.44%             | 2027-08-31      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                | CUSIP: 91282CAB7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  523245000 | PA      | $472065098.44  | 0.83%             | 2025-07-31      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                | BURLINGTON NORTH               | CUSIP: 12189LBH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   13410000 | PA      | $8989808.00    | 0.02%             | 2052-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Kroger Co/The                                                                   | KROGER CO                      | CUSIP: 501044CS8<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    5055000 | PA      | $5013310.71    | 0.01%             | 2023-08-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips                                                                  | CONOCOPHILLIPS                 | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |    5780339 | NS      | $682080002.00  | 1.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Natixis SA                                                                      | NATIXIS TRIPARTY TR            | CUSIP: N/A<br>LEI: KX1WK48MPD4Y2NCUIZ63       | Long             | RA               | CORP              | US        |   64700000 | PA      | $64700000.00   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                | CUSIP: 91282CFU0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   20000000 | PA      | $20068750.00   | 0.04%             | 2027-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| GlaxoSmithKline Capital Inc                                                     | GLAXOSMITHKLINE                | CUSIP: 377372AB3<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |   16055000 | PA      | $16575059.34   | 0.03%             | 2034-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| County of Broward FL Airport System Revenue                                     | BROWARD CNTY FL ARPT           | CUSIP: 114894ZW1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   10070000 | PA      | $7627319.09    | 0.01%             | 2043-10-01      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital International SA                                          | TOTAL CAP INTL                 | CUSIP: 89153VAE9<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |   32714000 | PA      | $32660270.53   | 0.06%             | 2023-01-25      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                | CUSIP: 91282CDS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  271270000 | PA      | $253764621.38  | 0.44%             | 2025-01-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                                  | MICROSOFT CORP                 | CUSIP: 594918BJ2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   11865000 | PA      | $11461428.75   | 0.02%             | 2025-11-03      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co LLC                                                  | ONCOR ELECTRIC D               | CUSIP: 68233JAT1<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    3275000 | PA      | $2990102.80    | 0.01%             | 2041-12-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Welltower Inc                                                                   | WELLTOWER INC                  | CUSIP: 95040Q104<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | EC               | CORP              | US        |    3244890 | NS      | $212702539.50  | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Oklahoma Gas and Electric Co                                                    | OKLA GAS & ELEC                | CUSIP: 678858BC4<br>LEI: 549300VJ8YXGPO8EV472 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10336051.50   | 0.02%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AIA Group Ltd                                                                   | AIA GROUP                      | CUSIP: 00131LAJ4<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | DBT              | CORP              | HK        |   12795000 | PA      | $11375637.73   | 0.02%             | 2030-04-07      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                          | COMMONWEALTH EDI               | CUSIP: 202795JL5<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $3907744.65    | 0.01%             | 2047-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                             | ELEVANCE HEALTH                | CUSIP: 036752AW3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   15105000 | PA      | $15461144.78   | 0.03%             | 2032-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Baxter International Inc                                                        | BAXTER INTL                    | CUSIP: 071813CP2<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |   36960000 | PA      | $31547247.18   | 0.06%             | 2028-12-01      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                               | GN 658048                      | CUSIP: 36294SBR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        120 | PA      | $120.59        | 0.00%             | 2036-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                              | HOME DEPOT INC                 | CUSIP: 437076BH4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   18668000 | PA      | $16254039.05   | 0.03%             | 2046-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                               | GN 644020                      | CUSIP: 36292BPD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4582 | PA      | $4718.73       | 0.00%             | 2035-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                               | JOHNSON&JOHNSON                | CUSIP: 478160BY9<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |   78000000 | PA      | $73342662.12   | 0.13%             | 2026-03-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding XIII Ltd                                                   | MDPK 2014-13A AR2              | CUSIP: 55818MBA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |   32228819 | PA      | $31874314.50   | 0.06%             | 2030-04-19      | Floating      | 5.18%                 | Yes           |                  2 | On Loan: No      |
| Air Liquide Finance SA                                                          | AIR LIQUIDE FIN                | CUSIP: 00913RAD8<br>LEI: 549300YGXL5Z3R14K812 | Long             | DBT              | CORP              | FR        |   16815000 | PA      | $15511299.59   | 0.03%             | 2026-09-27      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN AL2955                      | CUSIP: 3138EKH99<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       9305 | PA      | $8637.41       | 0.00%             | 2028-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BAE Systems Holdings Inc                                                        | BAE SYSTEMS HLDG               | CUSIP: 05523UAP5<br>LEI: MF62XBVMNYTYMC18DL76 | Long             | DBT              | CORP              | US        |   29838000 | PA      | $28770277.01   | 0.05%             | 2025-12-15      | Fixed         | 3.85%                 | Yes           |                  2 | On Loan: No      |
| MetLife Inc                                                                     | METLIFE INC                    | CUSIP: 59156RBD9<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    5300000 | PA      | $4494246.99    | 0.01%             | 2042-08-13      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Bayer US Finance II LLC                                                         | BAYER US FIN II                | CUSIP: 07274NAJ2<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |   23781000 | PA      | $23093626.84   | 0.04%             | 2025-12-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Intel Corp                                                                      | INTEL CORP                     | CUSIP: 458140BU3<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   11260000 | PA      | $8929993.08    | 0.02%             | 2031-08-12      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bank NA                                                             | FIFTH THIRD BANK               | CUSIP: 31677AAB0<br>LEI: QFROUN1UWUYU0DVIWD51 | Long             | DBT              | CORP              | US        |   29295000 | PA      | $27965839.86   | 0.05%             | 2026-03-15      | Fixed         | 3.85%                 | 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        |   30795000 | PA      | $34132537.46   | 0.06%             | 2040-12-01      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Delmarva Power & Light Co                                                       | DELMARVA PR & LT               | CUSIP: 247109BS9<br>LEI: NJ98T8DDD027ZFXUDB24 | Long             | DBT              | CORP              | US        |    9550000 | PA      | $9426071.18    | 0.02%             | 2023-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Macquarie Group Ltd                                                             | MACQUARIE GROUP                | CUSIP: 55608JAX6<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |   42250000 | PA      | $35565352.03   | 0.06%             | 2028-04-14      | Variable      | 1.94%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                | CUSIP: 91282CFN6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  335000000 | PA      | $333272673.00  | 0.58%             | 2024-09-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Hormel Foods Corp                                                               | HORMEL FOODS CRP               | CUSIP: 440452AH3<br>LEI: MSD54751OJP1FS2ND863 | Long             | DBT              | CORP              | US        |   11685000 | PA      | $10098577.91   | 0.02%             | 2028-06-03      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Royalty Pharma PLC                                                              | ROYALTY PHARMA                 | CUSIP: 78081BAM5<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |   48265000 | PA      | $31125776.09   | 0.05%             | 2050-09-02      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd                                                       | TRANSCANADA PL                 | CUSIP: 89352HBA6<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |   14595000 | PA      | $13381530.40   | 0.02%             | 2030-04-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                                                                 | NORDEA BANK ABP                | CUSIP: 65559CAE1<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |   65000000 | PA      | $56438680.35   | 0.10%             | 2026-09-30      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| Philip Morris International Inc                                                 | PHILIP MORRIS IN               | CUSIP: 718172BL2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $12084908.25   | 0.02%             | 2044-11-10      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Manufacturers & Traders Trust Co                                                | MANUF & TRADERS                | CUSIP: 55279HAK6<br>LEI: WWB2V0FCW3A0EE3ZJN75 | Long             | DBT              | CORP              | US        |   20085000 | PA      | $19235059.64   | 0.03%             | 2025-02-06      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                               | GN 657078                      | CUSIP: 36294Q6P1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      18965 | PA      | $19180.34      | 0.00%             | 2036-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                               | GN 659631                      | CUSIP: 36294TY41<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      74018 | PA      | $75438.28      | 0.00%             | 2036-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                                         | CENTERPOINT HOUS               | CUSIP: 15189XAT5<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    6685000 | PA      | $5831405.59    | 0.01%             | 2049-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MAPS 2019-1 Ltd                                                                 | MAPSL 2019-1A A                | CUSIP: 55283LAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |    3607180 | PA      | $3165160.30    | 0.01%             | 2044-03-15      | Fixed         | 4.46%                 | Yes           |                  2 | On Loan: No      |
| Northeastern University                                                         | NRTHEAST UNIV                  | CUSIP: 664675AT2<br>LEI: 549300I2J5CUY7XEVC78 | Long             | DBT              | CORP              | US        |    8570000 | PA      | $5624709.96    | 0.01%             | 2050-10-01      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                               | FNR 2013-43 XP                 | CUSIP: 3136AD2H1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3003152 | PA      | $2794473.09    | 0.00%             | 2041-08-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN MA4784                      | CUSIP: 31418EJ68<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  123569382 | PA      | $119300801.24  | 0.21%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                | T-MOBILE USA INC               | CUSIP: 87264AAZ8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   23440000 | PA      | $19354384.33   | 0.03%             | 2050-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Boston Gas Co                                                                   | BOSTON GAS CO                  | CUSIP: 100743AM5<br>LEI: FN7P4E7K9JOBORDEUX61 | Long             | DBT              | CORP              | US        |   13050000 | PA      | $11407617.70   | 0.02%             | 2032-03-16      | Fixed         | 3.76%                 | Yes           |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                           | MET TRANSN-TXB-E-BABS          | CUSIP: 59259YGF0<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |   27855000 | PA      | $29105564.15   | 0.05%             | 2040-11-15      | Fixed         | 6.81%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                                         | CHARLES SCHWAB                 | CUSIP: 808513BN4<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   58465000 | PA      | $55571713.90   | 0.10%             | 2024-03-18      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                          | UNITEDHEALTH GRP               | CUSIP: 91324PCD2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   31000000 | PA      | $27474954.04   | 0.05%             | 2043-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                   | SOUTHERN CAL ED                | CUSIP: 842400FZ1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   20125000 | PA      | $17401751.41   | 0.03%             | 2043-10-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                               | EVERSOURCE ENERG               | CUSIP: 30040WAE8<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |   14490000 | PA      | $13365991.86   | 0.02%             | 2028-01-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                 | CVS HEALTH CORP                | CUSIP: 126650DK3<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   18000000 | PA      | $14982208.56   | 0.03%             | 2040-04-01      | Fixed         | 4.12%                 | 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        |    7200000 | PA      | $6069380.40    | 0.01%             | 2034-04-25      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| UniCredit SpA                                                                   | UNICREDIT SPA                  | CUSIP: 904678AY5<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |   36330000 | PA      | $27460612.14   | 0.05%             | 2032-06-03      | Variable      | 3.13%                 | Yes           |                  2 | On Loan: No      |
| Rutgers The State University of New Jersey                                      | RUTGERS NJ ST UNIV             | CUSIP: 783186UJ6<br>LEI: 549300BOYDHNW8J60112 | Long             | DBT              | MUN               | US        |   11595000 | PA      | $8736476.53    | 0.02%             | 2043-05-01      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| Evergy Metro Inc                                                                | EVERGY METRO                   | CUSIP: 485134BR0<br>LEI: 1128SIJQ26096WL7IO82 | Long             | DBT              | CORP              | US        |    3282000 | PA      | $2607370.95    | 0.00%             | 2048-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                          | UNITEDHEALTH GRP               | CUSIP: 91324PEK4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    8745000 | PA      | $8104191.94    | 0.01%             | 2052-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                                                    | NISOURCE INC                   | CUSIP: 65473QBC6<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    9995000 | PA      | $8824850.77    | 0.02%             | 2044-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                | CUSIP: 91282CEB3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2855000 | PA      | $2528905.33    | 0.00%             | 2029-02-28      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Bank of America Securities, LLC                                                 | BOA-MTG TRIPARTY REPO          | CUSIP: N/A<br>LEI: 8NAV47T0Y26Q87Y0QP81       | Long             | RA               | CORP              | US        |    3000000 | PA      | $3000000.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                     | ORACLE CORP                    | CUSIP: 68389XBS3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   80105000 | PA      | $77087288.45   | 0.13%             | 2024-11-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                                              | WALT DISNEY CO                 | CUSIP: 254687GA8<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |   16160000 | PA      | $12415885.88   | 0.02%             | 2060-05-13      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE                 | CUSIP: 46647PCD6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   19440000 | PA      | $14133242.17   | 0.02%             | 2042-04-22      | Variable      | 3.16%                 | No            |                  2 | On Loan: No      |
| Jackson National Life Global Funding                                            | JACKSON NAT LIFE               | CUSIP: 46849LSS1<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |   48955000 | PA      | $47911679.36   | 0.08%             | 2024-01-30      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Florida Power & Light Co                                                        | FLORIDA PWR & LT               | CUSIP: 341081FA0<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10638039.30   | 0.02%             | 2038-02-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust I LLC 2019-4                                           | AOMT 2019-4 A1                 | CUSIP: 03463UAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     566191 | PA      | $562899.20     | 0.00%             | 2049-07-26      | Variable      | 2.99%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                | CUSIP: 91282CDB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  501000000 | PA      | $467730493.80  | 0.82%             | 2024-10-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Diageo Capital PLC                                                              | DIAGEO CAP PLC                 | CUSIP: 25243YBD0<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |   11315000 | PA      | $9317255.85    | 0.02%             | 2030-04-29      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                              | BANCO SANTANDER                | CUSIP: 05964HAM7<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    9800000 | PA      | $7860044.33    | 0.01%             | 2031-03-25      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| KeySpan Gas East Corp                                                           | KEYSPAN GAS EAST               | CUSIP: 49338CAA1<br>LEI: K8TS3HOE1568DUBUJL44 | Long             | DBT              | CORP              | US        |    5060000 | PA      | $4870184.27    | 0.01%             | 2041-04-01      | Fixed         | 5.82%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GNR 2015-151 BA                | CUSIP: 38379QW43<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     771040 | PA      | $759818.64     | 0.00%             | 2045-10-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                | DUKE ENERGY COR                | CUSIP: 26441CBN4<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   36945000 | PA      | $25935133.97   | 0.05%             | 2051-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                    | BROADCOM INC                   | CUSIP: 11135FAQ4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    4670000 | PA      | $4183742.51    | 0.01%             | 2030-11-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                             | AMERICAN TOWER                 | CUSIP: 03027XAW0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   28261000 | PA      | $25699761.81   | 0.04%             | 2029-08-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC HOLDINGS                  | CUSIP: 404280BA6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   56130000 | PA      | $55807633.62   | 0.10%             | 2023-05-25      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Kimberly-Clark Corp                                                             | KIMBERLY-CLARK                 | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |    1462238 | NS      | $198498808.50  | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Baltimore Gas and Electric Co                                                   | BALTIMORE GAS                  | CUSIP: 059165EG1<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |   20945000 | PA      | $19327508.13   | 0.03%             | 2026-08-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| BAT International Finance PLC                                                   | BAT INTL FINANCE               | CUSIP: 05530QAK6<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |   15000000 | PA      | $14410357.05   | 0.03%             | 2025-06-15      | Fixed         | 3.95%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE                 | CUSIP: 46625HLL2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   12000000 | PA      | $10750408.20   | 0.02%             | 2045-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Bon Secours Mercy Health Inc                                                    | BON SECOURS HLTH               | CUSIP: 09778PAB1<br>LEI: 5493006NA7JSVYYYF398 | Long             | DBT              | CORP              | US        |   11525000 | PA      | $8945288.60    | 0.02%             | 2031-06-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | CITIGROUP INC                  | CUSIP: 172967KU4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   45085000 | PA      | $42033271.64   | 0.07%             | 2028-07-25      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC HOLDINGS                  | CUSIP: 404280CS6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   19405000 | PA      | $17951125.78   | 0.03%             | 2025-05-24      | Variable      | 0.98%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Inc                                                          | BERKSHIRE HATHWY               | CUSIP: 084670BS6<br>LEI: 5493000C01ZX7D35SD85 | Long             | DBT              | CORP              | US        |   23645000 | PA      | $22686978.14   | 0.04%             | 2026-03-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                   | SOUTHERN CAL ED                | CUSIP: 842400FL2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    3995000 | PA      | $4051692.01    | 0.01%             | 2039-03-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | GOLDMAN SACHS GP               | CUSIP: 38141GWV2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   72755000 | PA      | $66191808.56   | 0.12%             | 2029-04-23      | Variable      | 3.81%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                         | NY & NJ PORT AUTH              | CUSIP: 73358XCN0<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |   16940000 | PA      | $10943976.89   | 0.02%             | 2060-07-15      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                  | BP CAP MKTS AMER               | CUSIP: 10373QBM1<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |   23705000 | PA      | $18911875.31   | 0.03%             | 2030-08-10      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| MMAF Equipment Finance LLC 2019-B                                               | MMAF 2019-B A3                 | CUSIP: 55316EAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   12552477 | PA      | $12322408.57   | 0.02%             | 2024-12-12      | Fixed         | 2.01%                 | Yes           |                  2 | On Loan: No      |
| NextEra Energy Inc                                                              | NEXTERA ENERGY                 | CUSIP: 65339F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    4227156 | NS      | $353390241.60  | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Credit Agricole SA/London                                                       | CREDIT AGRICOLE                | CUSIP: 22535WAE7<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   31690000 | PA      | $31522634.02   | 0.06%             | 2023-04-24      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Evergy Metro Inc                                                                | EVERGY METRO                   | CUSIP: 30037DAA3<br>LEI: 1128SIJQ26096WL7IO82 | Long             | DBT              | CORP              | US        |    8520000 | PA      | $7016627.00    | 0.01%             | 2030-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| California Health Facilities Financing Authority                                | CA ST HLTH FACS AUTH           | CUSIP: 13032UD88<br>LEI: 5493007RI8BUDOGHZ546 | Long             | DBT              | MUN               | US        |    9220000 | PA      | $8236234.30    | 0.01%             | 2037-06-01      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| Piedmont Healthcare Inc                                                         | PIEDMONT HLTH                  | CUSIP: 72014TAE9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   11625000 | PA      | $7179567.80    | 0.01%             | 2052-01-01      | Fixed         | 2.86%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                | WELLS FARGO CO                 | CUSIP: 95000U2G7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   28045000 | PA      | $23843613.89   | 0.04%             | 2030-10-30      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                          | UNITEDHEALTH GRP               | CUSIP: 91324PDQ2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    4890000 | PA      | $4360412.12    | 0.01%             | 2048-12-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                 | CVS HEALTH CORP                | CUSIP: 126650CM0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   18205000 | PA      | $17278084.78   | 0.03%             | 2035-07-20      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AmerisourceBergen Corp                                                          | AMERISOURCEBERGE               | CUSIP: 03073EAS4<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |   12108000 | PA      | $12008544.04   | 0.02%             | 2023-03-15      | Fixed         | 0.74%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Resources Corp                                               | CENTERPOINT ENER               | CUSIP: 15189WAD2<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |    4406000 | PA      | $4551098.57    | 0.01%             | 2037-11-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| SFAVE Commercial Mortgage Securities Trust 2015-5AVE                            | SFAVE 2015-5AVE A2B            | CUSIP: 78413MAE8<br>LEI: 549300FIGODFFTOAAU64 | Long             | ABS-MBS          | CORP              | US        |   22000000 | PA      | $15512299.00   | 0.03%             | 2043-01-05      | Variable      | 4.14%                 | Yes           |                  2 | On Loan: No      |
| Florida Power & Light Co                                                        | FLORIDA PWR & LT               | CUSIP: 341081FD4<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |   29745000 | PA      | $29654493.10   | 0.05%             | 2041-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| New York State Thruway Authority Highway & Bridge Trust Fund                    | NYS TWY-TXB-B-BABS             | CUSIP: 650014TJ2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   29670000 | PA      | $30908814.48   | 0.05%             | 2030-04-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                               | FNR 2015-5 EP                  | CUSIP: 3136AMMM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4838938 | PA      | $4426730.95    | 0.01%             | 2043-06-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc                                                     | HONEYWELL INTL                 | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |    1005230 | NS      | $215420789.00  | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| TotalEnergies Capital International SA                                          | TOTAL CAP INTL                 | CUSIP: 89153VAL3<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |   50000000 | PA      | $49363771.00   | 0.09%             | 2024-04-10      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                              | FHR 3823 DB                    | CUSIP: 3137A8D70<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1543828 | PA      | $1481629.78    | 0.00%             | 2031-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                            | LOCKHEED MARTIN                | CUSIP: 539830BL2<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |   12041000 | PA      | $11216191.14   | 0.02%             | 2046-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Kansas Development Finance Authority                                            | KANSAS ST DEV FIN AUT          | CUSIP: 485429Z72<br>LEI: 549300WTL7BL8KBDPR87 | Long             | DBT              | MUN               | US        |   38405000 | PA      | $36274762.98   | 0.06%             | 2045-04-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                  | BP CAP MKTS AMER               | CUSIP: 10373QBP4<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |   32550000 | PA      | $21490391.13   | 0.04%             | 2051-06-04      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| Chicago Transit Authority Sales & Transfer Tax Receipts Revenue                 | CHICAGO TRANSIT SER A          | CUSIP: 167725AC4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   60260000 | PA      | $66790930.59   | 0.12%             | 2040-12-01      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| California State University                                                     | CALIFORNIA ST UNIV-B           | CUSIP: 13077DRW4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   12175000 | PA      | $8203092.53    | 0.01%             | 2052-11-01      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                                            | PNC FINANCIAL                  | CUSIP: 693475AZ8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   52980000 | PA      | $45021349.70   | 0.08%             | 2030-01-22      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                 | GEN MOTORS FIN                 | CUSIP: 37045XBW5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   58730000 | PA      | $57573417.19   | 0.10%             | 2024-04-13      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                            | LOCKHEED MARTIN                | CUSIP: 539830BK4<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    6715000 | PA      | $6397089.81    | 0.01%             | 2036-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                               | ENTERPRISE PRODU               | CUSIP: 29379VBQ5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   23475000 | PA      | $18929721.67   | 0.03%             | 2048-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                            | IBM CORP                       | CUSIP: 459200HU8<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   22800000 | PA      | $22454618.99   | 0.04%             | 2024-02-12      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                            | LOCKHEED MARTIN                | CUSIP: 539830BW8<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |   26595000 | PA      | $27495205.64   | 0.05%             | 2033-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                                  | MICROSOFT CORP                 | CUSIP: 594918BS2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   25692000 | PA      | $22799766.01   | 0.04%             | 2036-08-08      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd                                                     | NATL AUSTRALIABK               | CUSIP: 632525AU5<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |   83980000 | PA      | $63783762.33   | 0.11%             | 2030-08-21      | Fixed         | 2.33%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN AU0279                      | CUSIP: 3138WZJZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      92690 | PA      | $87042.55      | 0.00%             | 2028-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE                 | CUSIP: 46625HJJ0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   20345000 | PA      | $20241918.60   | 0.04%             | 2023-05-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                | DUKE ENERGY COR                | CUSIP: 26441CBU8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   29685000 | PA      | $26631718.45   | 0.05%             | 2052-08-15      | Fixed         | 5.00%                 | 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        |   27700000 | PA      | $17950849.27   | 0.03%             | 2060-05-15      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC HOLDINGS                  | CUSIP: 404280CY3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   16015000 | PA      | $12263883.42   | 0.02%             | 2032-11-22      | Variable      | 2.87%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                  | BNP PARIBAS                    | CUSIP: 09659W2N3<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   20420000 | PA      | $17846304.24   | 0.03%             | 2027-01-13      | Variable      | 1.32%                 | Yes           |                  2 | On Loan: No      |
| Molson Coors Beverage Co                                                        | MOLSON COORS                   | CUSIP: 60871RAG5<br>LEI: 54930073LBBH6ZCBE225 | Long             | DBT              | CORP              | US        |   50000000 | PA      | $46427048.50   | 0.08%             | 2026-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                      | PACIFICORP                     | CUSIP: 695114CX4<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |   20663000 | PA      | $14895375.24   | 0.03%             | 2051-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                        | DUKE ENERGY PROG               | CUSIP: 26442UAN4<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |   38235000 | PA      | $33833951.91   | 0.06%             | 2032-04-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Metropolitan Life Global Funding I                                              | MET LIFE GLOB                  | CUSIP: 59217GCK3<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |   43250000 | PA      | $39269584.86   | 0.07%             | 2027-09-19      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| PNC Bank NA                                                                     | PNC BANK NA                    | CUSIP: 69353RFJ2<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |   60960000 | PA      | $56972676.50   | 0.10%             | 2028-01-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                    | COMCAST CORP                   | CUSIP: 20030NBM2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   30155000 | PA      | $27856466.18   | 0.05%             | 2034-08-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co Inc                                                  | AMERICAN ELECTRI               | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |    4369443 | NS      | $414878612.85  | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Comcast Corp                                                                    | COMCAST CORP                   | CUSIP: 20030NDS7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   37513000 | PA      | $24277139.28   | 0.04%             | 2051-11-01      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| Southern California Gas Co                                                      | SOUTHERN CAL GAS               | CUSIP: 842434CQ3<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |   28885000 | PA      | $26759446.73   | 0.05%             | 2026-06-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY                 | CUSIP: 6174467Y9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $14579706.90   | 0.03%             | 2026-09-08      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                 | CVS HEALTH CORP                | CUSIP: 126650DN7<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    4915000 | PA      | $3863639.77    | 0.01%             | 2030-08-21      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp                                                           | BB&T CORPORATION               | CUSIP: 05531FBJ1<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   60000000 | PA      | $59697457.80   | 0.10%             | 2023-03-16      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Nevada Power Co                                                                 | NEVADA POWER CO                | CUSIP: 641423CE6<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |   17655000 | PA      | $11955936.69   | 0.02%             | 2050-08-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| CommonSpirit Health                                                             | CATHOLIC HEALTH                | CUSIP: 14916RAF1<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |   11695000 | PA      | $11603109.58   | 0.02%             | 2023-08-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                    | BARCLAYS PLC                   | CUSIP: 06738EBC8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   36710000 | PA      | $36652514.71   | 0.06%             | 2024-05-16      | Floating      | 4.06%                 | No            |                  2 | On Loan: No      |
| Boston Gas Co                                                                   | BOSTON GAS CO                  | CUSIP: 100743AK9<br>LEI: FN7P4E7K9JOBORDEUX61 | Long             | DBT              | CORP              | US        |    8010000 | PA      | $7231667.26    | 0.01%             | 2027-08-01      | Fixed         | 3.15%                 | Yes           |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                            | LOCKHEED MARTIN                | CUSIP: 539830BD0<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    7501000 | PA      | $6147026.37    | 0.01%             | 2045-03-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| SBA Tower Trust                                                                 | SBA TOWER TRUST                | CUSIP: 78403DAV2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   53140000 | PA      | $44501811.36   | 0.08%             | 2027-04-15      | Fixed         | 1.84%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                               | GN 663795                      | CUSIP: 36294YNL4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         81 | PA      | $81.40         | 0.00%             | 2037-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NXP Semiconductors NV                                                           | NXP SEMICONDUCTO               | CUSIP: N6596X109<br>LEI: 724500M9BY5293JDF951 | Long             | EC               | CORP              | US        |    1484173 | NS      | $234543859.19  | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Duke Energy Progress LLC                                                        | DUKE ENERGY PROG               | CUSIP: 26442UAB0<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |   61923000 | PA      | $51944610.75   | 0.09%             | 2045-08-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                | T-MOBILE USA INC               | CUSIP: 87264AAX3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   17030000 | PA      | $14611183.63   | 0.03%             | 2040-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                       | APPLE INC                      | CUSIP: 037833CJ7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   56435000 | PA      | $54024544.89   | 0.09%             | 2027-02-09      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                                             | GILEAD SCIENCES                | CUSIP: 375558BL6<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |   36390000 | PA      | $35773620.72   | 0.06%             | 2023-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Vanguard Cmt Funds-Vanguard Market Liquidity Fund                               | Vanguard Market Liquidity Fund | CUSIP: N/A<br>LEI: 1I6HV0TLSTR3A4XQ6L78       | Long             | STIV             | CORP              | US        |    2390193 | NS      | $238995354.47  | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Enterprise Products Operating LLC                                               | ENTERPRISE PRODU               | CUSIP: 29379VCB7<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   24250000 | PA      | $16194551.82   | 0.03%             | 2053-02-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp                                                                | EXXON MOBIL CORP               | CUSIP: 30231GAW2<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |   10845000 | PA      | $9275239.28    | 0.02%             | 2046-03-01      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| America Movil SAB de CV                                                         | AMERICA MOVIL SA               | CUSIP: 02364WAW5<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |   10010000 | PA      | $10345331.60   | 0.02%             | 2040-03-30      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Chubb Ltd                                                                       | CHUBB LTD                      | CUSIP: H1467J104<br>LEI: E0JAN6VLUDI1HITHT809 | Long             | EC               | CORP              | US        |    1495991 | NS      | $330015614.60  | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Lowe's Cos Inc                                                                  | LOWE'S COS INC                 | CUSIP: 548661EH6<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   13090000 | PA      | $11666391.03   | 0.02%             | 2032-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                               | GN 617301                      | CUSIP: 36290TX61<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        134 | PA      | $139.83        | 0.00%             | 2036-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | CITIGROUP INC                  | CUSIP: 172967NA5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |  101990000 | PA      | $88525858.48   | 0.15%             | 2027-06-09      | Variable      | 1.46%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMER CRP               | CUSIP: 06051GKY4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   27500000 | PA      | $26091478.33   | 0.05%             | 2033-07-22      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE                 | CUSIP: 46625HJB7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   70000000 | PA      | $70150207.40   | 0.12%             | 2041-07-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                        | FLORIDA POWER &                | CUSIP: 341081FP7<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |   27690000 | PA      | $22337990.96   | 0.04%             | 2047-12-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                   | SOUTHERN CAL ED                | CUSIP: 842400FV0<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   17788000 | PA      | $14204195.79   | 0.02%             | 2042-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                         | BPCE                           | CUSIP: 05583JAC6<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   64900000 | PA      | $58243888.45   | 0.10%             | 2027-10-23      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Home Depot Inc/The                                                              | HOME DEPOT INC                 | CUSIP: 437076BZ4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    2435000 | PA      | $1739283.49    | 0.00%             | 2049-12-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                   | BOEING CO                      | CUSIP: 097023CM5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   16380000 | PA      | $14791045.00   | 0.03%             | 2027-02-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Eaton Corp PLC                                                                  | EATON CORP PLC                 | CUSIP: G29183103<br>LEI: 549300VDIGTMXUNT7H71 | Long             | EC               | CORP              | US        |    1536794 | NS      | $241199818.30  | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Commonwealth Bank of Australia                                                  | COM BK AUSTRALIA               | CUSIP: 202712BS3<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |    9825000 | PA      | $8072733.26    | 0.01%             | 2032-03-14      | Fixed         | 3.78%                 | Yes           |                  2 | On Loan: No      |
| Union Pacific Corp                                                              | UNION PAC CORP                 | CUSIP: 907818FX1<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |   10855000 | PA      | $9329137.18    | 0.02%             | 2032-02-14      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| General Dynamics Corp                                                           | GENERAL DYNAMICS               | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |    1383614 | NS      | $343288469.54  | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| BlackRock Inc                                                                   | BLACKROCK INC                  | CUSIP: 09247X101<br>LEI: 549300LRIF3NWCU26A80 | Long             | EC               | CORP              | US        |     294544 | NS      | $208722714.72  | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| International Business Machines Corp                                            | IBM CORP                       | CUSIP: 459200AM3<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   25000000 | PA      | $26494223.00   | 0.05%             | 2025-10-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                               | GN 687750                      | CUSIP: 36296DBT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      84246 | PA      | $87249.59      | 0.00%             | 2037-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| San Diego Gas & Electric Co                                                     | SAN DIEGO G & E                | CUSIP: 797440BW3<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    1505000 | PA      | $1265591.67    | 0.00%             | 2048-05-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                               | GN 571878                      | CUSIP: 36200TJX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5595 | PA      | $5643.63       | 0.00%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                | DUKE ENERGY COR                | CUSIP: 26441CBE4<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   11420000 | PA      | $10246507.29   | 0.02%             | 2029-06-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                  | MERCK & CO                     | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |    6609821 | NS      | $733359639.95  | 1.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Johns Hopkins University                                                        | JOHNS HOPKINS                  | CUSIP: 478115AF5<br>LEI: 549300Z1XKWYKTIOM958 | Long             | DBT              | CORP              | US        |    2920000 | PA      | $1833768.50    | 0.00%             | 2060-01-01      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                       | DUKE ENERGY CAR                | CUSIP: 264399DK9<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5321613.50    | 0.01%             | 2028-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Caterpillar Inc                                                                 | CATERPILLAR INC                | CUSIP: 149123CC3<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |   19475000 | PA      | $19096670.08   | 0.03%             | 2024-05-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                        | COOPERATIEVE RAB               | CUSIP: 74977RDR2<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   46035000 | PA      | $44171530.36   | 0.08%             | 2028-08-22      | Variable      | 4.66%                 | Yes           |                  2 | On Loan: No      |
| BNP Paribas SA                                                                  | BNP PARIBAS                    | CUSIP: 09659W2P8<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   24730000 | PA      | $19351379.81   | 0.03%             | 2032-04-19      | Variable      | 2.87%                 | Yes           |                  2 | On Loan: No      |
| Oncor Electric Delivery Co LLC                                                  | ONCOR ELECTRIC D               | CUSIP: 68233JCJ1<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |   36000000 | PA      | $35235745.92   | 0.06%             | 2032-09-15      | Fixed         | 4.55%                 | Yes           |                  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        |   17210000 | PA      | $13050864.46   | 0.02%             | 2036-08-25      | Fixed         | 2.18%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                          | CON EDISON CO                  | CUSIP: 209111FH1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    2752000 | PA      | $2140569.50    | 0.00%             | 2046-06-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Bermuda Government International Bond                                           | BERMUDA-GOVT OF                | CUSIP: 085209AG9<br>LEI: N/A                  | Long             | DBT              | NUSS              | BM        |   18405000 | PA      | $15560413.57   | 0.03%             | 2030-08-20      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| Amazon.com Inc                                                                  | AMAZON.COM INC                 | CUSIP: 023135CJ3<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   30665000 | PA      | $25689694.21   | 0.04%             | 2052-04-13      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                             | ANTHEM INC                     | CUSIP: 036752AB9<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   13150000 | PA      | $12397229.04   | 0.02%             | 2027-12-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | CITIGROUP INC                  | CUSIP: 172967MX6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   52610000 | PA      | $49249657.25   | 0.09%             | 2025-05-01      | Variable      | 0.98%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co                                                                | GEORGIA POWER                  | CUSIP: 373334KN0<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    9335000 | PA      | $6980950.20    | 0.01%             | 2050-01-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| University of California                                                        | UNIV CA-AJ-TXBL                | CUSIP: 91412GTG0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   19390000 | PA      | $19043723.69   | 0.03%             | 2031-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                          | CON EDISON CO                  | CUSIP: 209111ES8<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |   45000000 | PA      | $47865756.60   | 0.08%             | 2037-08-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| AEP Texas Inc                                                                   | AEP TEXAS                      | CUSIP: 00108WAJ9<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    4750000 | PA      | $3727320.77    | 0.01%             | 2049-05-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                | WELLS FARGO CO                 | CUSIP: 949746RE3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   34444000 | PA      | $34224782.88   | 0.06%             | 2024-01-16      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                 | PHILIP MORRIS IN               | CUSIP: 718172CV9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   34170000 | PA      | $34493728.97   | 0.06%             | 2027-11-17      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co Lp / PTL Finance Corp                                   | PENSKE TRUCK LE                | CUSIP: 709599BG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   22660000 | PA      | $21387016.04   | 0.04%             | 2024-11-01      | Fixed         | 2.70%                 | Yes           |                  2 | On Loan: No      |
| Time Warner Cable Enterprises LLC                                               | TIME WARNER ENT                | CUSIP: 88731EAF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3215000 | PA      | $3236406.31    | 0.01%             | 2023-03-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Finance Corp                                                 | BERKSHIRE HATH                 | CUSIP: 084664DA6<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |   16000000 | PA      | $13879385.92   | 0.02%             | 2032-03-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                  | MERCK & CO INC                 | CUSIP: 58933YAX3<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   58390000 | PA      | $54381663.72   | 0.10%             | 2029-03-07      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                             | ANTHEM INC                     | CUSIP: 036752AP8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   38225000 | PA      | $32004448.13   | 0.06%             | 2031-03-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Sempra Energy                                                                   | SEMPRA ENERGY                  | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |    2268940 | NS      | $350641987.60  | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Home Depot Inc/The                                                              | HOME DEPOT INC                 | CUSIP: 437076CJ9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    8465000 | PA      | $6769522.04    | 0.01%             | 2031-09-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| University of Chicago/The                                                       | UNIV OF CHICAGO                | CUSIP: 91412NBD1<br>LEI: 54930099Y7GU6182V326 | Long             | DBT              | CORP              | US        |    9540000 | PA      | $7203160.31    | 0.01%             | 2045-04-01      | Fixed         | 2.76%                 | No            |                  2 | On Loan: No      |
| Shell International Finance BV                                                  | SHELL INTL FIN                 | CUSIP: 822582CL4<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |   51310000 | PA      | $34923016.52   | 0.06%             | 2051-11-26      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co LLC                                                  | ONCOR ELECTRIC D               | CUSIP: 68233JCG7<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |   26785000 | PA      | $24662582.31   | 0.04%             | 2052-06-01      | Fixed         | 4.60%                 | Yes           |                  2 | On Loan: No      |
| CommonSpirit Health                                                             | CATHOLIC HEALTH                | CUSIP: 14916RAD6<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |   21485000 | PA      | $18059677.60   | 0.03%             | 2042-11-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| SCE Recovery Funding LLC                                                        | SCE REC FUND                   | CUSIP: 78433LAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    9559901 | PA      | $7977115.82    | 0.01%             | 2033-11-15      | Fixed         | 0.86%                 | No            |                  2 | On Loan: No      |
| Banner Health                                                                   | BANNER HEALTH                  | CUSIP: 06654DAG2<br>LEI: PLD0E0WJKFN8IZJ2WD85 | Long             | DBT              | CORP              | US        |   12150000 | PA      | $8885596.08    | 0.02%             | 2042-01-01      | Fixed         | 2.91%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                 | PHILIP MORRIS IN               | CUSIP: 718172AU3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   22785000 | PA      | $17332345.35   | 0.03%             | 2042-08-21      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Temasek Financial I Ltd                                                         | TEMASEK FINL I                 | CUSIP: 87973PAE4<br>LEI: 549300XMGMDF3VRJMF12 | Long             | DBT              | CORP              | SG        |   36135000 | PA      | $34542933.46   | 0.06%             | 2028-08-01      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| BMW US Capital LLC                                                              | BMW US CAP LLC                 | CUSIP: 05565EBQ7<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |   25960000 | PA      | $24619270.88   | 0.04%             | 2024-04-01      | Fixed         | 0.80%                 | Yes           |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                   | INTERCONTINENT                 | CUSIP: 45866FAQ7<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |   27695000 | PA      | $17276485.80   | 0.03%             | 2060-09-15      | Fixed         | 3.00%                 | 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       |   10955000 | PA      | $10371058.62   | 0.02%             | 2027-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | GOLDMAN SACHS GP               | CUSIP: 38141GYJ7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   45765000 | PA      | $35476786.82   | 0.06%             | 2032-07-21      | Variable      | 2.38%                 | No            |                  2 | On Loan: No      |
| University of California                                                        | UNIV OF CALIFORNIA-BG          | CUSIP: 91412HGG2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   23375000 | PA      | $18614491.91   | 0.03%             | 2030-05-15      | Fixed         | 1.61%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                    | FHMS K-1513 A3                 | CUSIP: 3137FPJ97<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7552000 | PA      | $6246100.61    | 0.01%             | 2034-08-25      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                         | HCA INC                        | CUSIP: 404119CF4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   20465000 | PA      | $17309836.66   | 0.03%             | 2032-03-15      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                                  | COM BK AUSTRALIA               | CUSIP: 202712BN4<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |   79335000 | PA      | $61011006.16   | 0.11%             | 2031-03-11      | Fixed         | 2.69%                 | Yes           |                  2 | On Loan: No      |
| Oglethorpe Power Corp                                                           | OGLETHORPE POWER               | CUSIP: 677050AH9<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |   17225000 | PA      | $15136325.44   | 0.03%             | 2050-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                   | BOEING CO                      | CUSIP: 097023DC6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   24370000 | PA      | $21329502.54   | 0.04%             | 2031-02-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| University of California                                                        | UNIV OF CALIFORNIA-AN          | CUSIP: 91412GVC6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    4740000 | PA      | $4459996.82    | 0.01%             | 2044-05-15      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| Emera US Finance LP                                                             | EMERA US FINANCE               | CUSIP: 29103DAJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   23660000 | PA      | $22218588.32   | 0.04%             | 2026-06-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| State of California                                                             | CA ST-BAB                      | CUSIP: 13063BBU5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   45195000 | PA      | $55168262.00   | 0.10%             | 2039-11-01      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| San Diego Gas & Electric Co                                                     | SAN DIEGO G & E                | CUSIP: 797440BV5<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    5620000 | PA      | $4405706.05    | 0.01%             | 2047-06-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                                                    | QUALCOMM INC                   | CUSIP: 747525BK8<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |   44450000 | PA      | $37547251.93   | 0.07%             | 2030-05-20      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                               | GN 550730                      | CUSIP: 36213CY38<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      23183 | PA      | $23492.27      | 0.00%             | 2035-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Equitable Financial Life Global Funding                                         | EQUITABLE FINANC               | CUSIP: 29449WAL1<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |   12195000 | PA      | $10679436.99   | 0.02%             | 2026-11-12      | Fixed         | 1.70%                 | Yes           |                  2 | On Loan: No      |
| Oglethorpe Power Corp                                                           | OGLETHORPE POWER               | CUSIP: 677050AN6<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |    4806000 | PA      | $4133919.01    | 0.01%             | 2048-10-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                         | BPCE                           | CUSIP: 05583JAK8<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   24910000 | PA      | $21550509.61   | 0.04%             | 2027-10-19      | Variable      | 2.04%                 | Yes           |                  2 | On Loan: No      |
| Discovery Communications LLC                                                    | DISCOVERY COMMUN               | CUSIP: 25470DBJ7<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |   24240000 | PA      | $20006277.48   | 0.04%             | 2030-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                | BURLINGTON NORTH               | CUSIP: 12189LBF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   16975000 | PA      | $11794725.33   | 0.02%             | 2051-02-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp                                                     | AMERICAN WATER                 | CUSIP: 03040WAV7<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |     885000 | PA      | $731387.69     | 0.00%             | 2049-06-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| BMW US Capital LLC                                                              | BMW US CAP LLC                 | CUSIP: 05565EBW4<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |   28890000 | PA      | $25292936.43   | 0.04%             | 2026-08-12      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| California State University                                                     | CALIFORNIA ST UNIV-B           | CUSIP: 13077DRV6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   15330000 | PA      | $10369469.54   | 0.02%             | 2052-11-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                           | ATHENE GLOBAL FU               | CUSIP: 04685A2W0<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   23855000 | PA      | $22322888.53   | 0.04%             | 2024-04-16      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                               | GN 689575                      | CUSIP: 36296FCL5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        917 | PA      | $927.79        | 0.00%             | 2038-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                    | BARCLAYS PLC                   | CUSIP: 06738EBL8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    9735000 | PA      | $9038425.22    | 0.02%             | 2026-05-07      | Variable      | 2.85%                 | No            |                  2 | On Loan: No      |
| Bay Area Toll Authority                                                         | BAY AREA TOLL-S1               | CUSIP: 072024NV0<br>LEI: 5493001FUZGUQMIP5D78 | Long             | DBT              | MUN               | US        |   24800000 | PA      | $30486295.28   | 0.05%             | 2050-04-01      | Fixed         | 7.04%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                          | UNITEDHEALTH GRP               | CUSIP: 91324PCV2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   14220000 | PA      | $13579686.77   | 0.02%             | 2026-03-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co Lp / PTL Finance Corp                                   | PENSKE TRUCK LE                | CUSIP: 709599BF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   15560000 | PA      | $15019194.15   | 0.03%             | 2024-07-01      | Fixed         | 3.45%                 | Yes           |                  2 | On Loan: No      |
| State of Wisconsin                                                              | WISCONSIN-A-REF-TXBL           | CUSIP: 977100EL6<br>LEI: 549300VTAT608CNZ5827 | Long             | DBT              | MUN               | US        |   28325000 | PA      | $25449009.80   | 0.04%             | 2036-05-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Taco Bell Funding LLC                                                           | BELL 2021-1A A2I               | CUSIP: 87342RAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   20364300 | PA      | $17143376.42   | 0.03%             | 2051-08-25      | Fixed         | 1.95%                 | Yes           |                  2 | On Loan: No      |
| Liberty Mutual Group Inc                                                        | LIBERTY MUTUAL                 | CUSIP: 53079EBN3<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |   33825000 | PA      | $30344380.44   | 0.05%             | 2052-06-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| MetLife Inc                                                                     | METLIFE INC                    | CUSIP: 59156RBH0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |   28000000 | PA      | $27500702.04   | 0.05%             | 2024-04-10      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                   | SOUTHERN CAL ED                | CUSIP: 842400GR8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    3085000 | PA      | $2726079.16    | 0.00%             | 2049-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                | DUKE ENERGY COR                | CUSIP: 26441CBM6<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   33075000 | PA      | $24202783.73   | 0.04%             | 2041-06-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Southern Co/The                                                                 | SOUTHERN CO                    | CUSIP: 842587CX3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   25160000 | PA      | $21043001.52   | 0.04%             | 2046-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| COTTAGE HEALTH SYSTEM                                                           | COTHEA 3.304 11/01/49          | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | MUN               | US        |   10000000 | PA      | $7122934.80    | 0.01%             | 2049-11-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Loews Corp                                                                      | LOEWS CORP                     | CUSIP: 540424AQ1<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | DBT              | CORP              | US        |   14100000 | PA      | $13964402.70   | 0.02%             | 2023-05-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co Lp / PTL Finance Corp                                   | PENSKE TRUCK LE                | CUSIP: 709599AZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   53520000 | PA      | $51526279.38   | 0.09%             | 2025-03-10      | Fixed         | 3.95%                 | Yes           |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC HOLDINGS                  | CUSIP: 404280CM9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   24800000 | PA      | $21372904.37   | 0.04%             | 2027-05-24      | Variable      | 1.59%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                               | GN 652578                      | CUSIP: 36292L6P4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8816 | PA      | $8940.95       | 0.00%             | 2036-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                | WELLS FARGO CO                 | CUSIP: 94974BGQ7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   16060000 | PA      | $13885376.91   | 0.02%             | 2045-11-17      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                              | MITSUB UFJ FIN                 | CUSIP: 606822CL6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   49105000 | PA      | $47935392.56   | 0.08%             | 2028-07-20      | Variable      | 5.02%                 | 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        |   14995000 | PA      | $12585170.49   | 0.02%             | 2028-10-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                      | INTEL CORP                     | CUSIP: 458140BJ8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $6811108.10    | 0.01%             | 2049-11-15      | Fixed         | 3.25%                 | 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        |   10910000 | PA      | $10109893.33   | 0.02%             | 2065-10-15      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                              | FHR 3775 DB                    | CUSIP: 3137A4UE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     995788 | PA      | $958425.14     | 0.00%             | 2030-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NBN Co Ltd                                                                      | NBN CO LTD                     | CUSIP: 62878U2E1<br>LEI: 2549007CRZ2NT7S96A24 | Long             | DBT              | CORP              | AU        |   68983000 | PA      | $53576434.05   | 0.09%             | 2032-01-08      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Siemens Financieringsmaatschappij NV                                            | SIEMENS FINAN                  | CUSIP: 82620KAF0<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |   40495000 | PA      | $36124258.83   | 0.06%             | 2045-05-27      | Fixed         | 4.40%                 | Yes           |                  2 | On Loan: No      |
| Gilead Sciences Inc                                                             | GILEAD SCIENCES                | CUSIP: 375558BK8<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |   14640000 | PA      | $12120685.26   | 0.02%             | 2047-03-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Five Corners Funding Trust                                                      | FIVE COR FND TRS               | CUSIP: 33829TAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5320000 | PA      | $5269339.18    | 0.01%             | 2023-11-15      | Fixed         | 4.42%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | GOLDMAN SACHS GP               | CUSIP: 38141GWL4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   22025000 | PA      | $20460505.88   | 0.04%             | 2028-06-05      | Variable      | 3.69%                 | No            |                  2 | On Loan: No      |
| Regents of the University of California Medical Center Pooled Revenue           | UNIV CA-BABS                   | CUSIP: 913366DF4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   15790000 | PA      | $17952459.45   | 0.03%             | 2049-05-15      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| Home Partners of America 2021-2 Trust                                           | HPA 2021-2 A                   | CUSIP: 43732VAT3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   34804588 | PA      | $29795532.89   | 0.05%             | 2026-12-17      | Fixed         | 1.90%                 | Yes           |                  2 | On Loan: No      |
| Oregon State University                                                         | OREGON ST UNIV GEN             | CUSIP: 68608WAL6<br>LEI: 549300UBMR6O3SFCEV73 | Long             | DBT              | MUN               | US        |   31000000 | PA      | $21454343.60   | 0.04%             | 2060-03-01      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                               | FNR 2011-33 GD                 | CUSIP: 31397SGR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2460607 | PA      | $2359215.06    | 0.00%             | 2031-04-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Mercury Financial Credit Card Master Trust                                      | MFCC 2021-1A A                 | CUSIP: 58940BAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   36145000 | PA      | $34435254.75   | 0.06%             | 2026-03-20      | Fixed         | 1.54%                 | Yes           |                  2 | On Loan: No      |
| NTT Finance Corp                                                                | NTT FINANCE                    | CUSIP: 62954WAE5<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |   11535000 | PA      | $9223265.23    | 0.02%             | 2031-04-03      | Fixed         | 2.06%                 | Yes           |                  2 | On Loan: No      |
| Intel Corp                                                                      | INTEL CORP                     | CUSIP: 458140CB4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |  128570000 | PA      | $114223996.12  | 0.20%             | 2052-08-05      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Memorial Sloan-Kettering Cancer Center                                          | MEMORIAL SLOAN                 | CUSIP: 586054AB4<br>LEI: 549300IZ71UAMEHWL382 | Long             | DBT              | CORP              | US        |    7820000 | PA      | $6467495.18    | 0.01%             | 2052-07-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Danone SA                                                                       | DANONE                         | CUSIP: 23636TAE0<br>LEI: 969500KMUQ2B6CBAF162 | Long             | DBT              | CORP              | FR        |   68785000 | PA      | $64043224.17   | 0.11%             | 2026-11-02      | Fixed         | 2.95%                 | Yes           |                  2 | On Loan: No      |
| DNB Bank ASA                                                                    | DNB BANK ASA                   | CUSIP: 23329PAG5<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |   51450000 | PA      | $44784191.51   | 0.08%             | 2027-05-25      | Variable      | 1.53%                 | Yes           |                  2 | On Loan: No      |
| NTT Finance Corp                                                                | NTT FINANCE                    | CUSIP: 62954WAC9<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |   76700000 | PA      | $67881166.69   | 0.12%             | 2026-04-03      | Fixed         | 1.16%                 | Yes           |                  2 | On Loan: No      |
| AdventHealth Obligated Group                                                    | ADVENTHEALTH                   | CUSIP: 00778XAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   21620000 | PA      | $13774502.62   | 0.02%             | 2051-11-15      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| Metropolitan Edison Co                                                          | METROPLTN EDISON               | CUSIP: 591894CC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6851000 | PA      | $6417552.78    | 0.01%             | 2029-01-15      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMER CRP               | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   65125000 | PA      | $52104703.33   | 0.09%             | 2032-04-22      | Variable      | 2.69%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMER CRP               | CUSIP: 06051GKL2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   62865000 | PA      | $51995954.57   | 0.09%             | 2037-03-08      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                               | GN 617282                      | CUSIP: 36290TXK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        248 | PA      | $240.43        | 0.00%             | 2036-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Inova Health System Foundation                                                  | INOVA HEALTH SY                | CUSIP: 45791GAA0<br>LEI: 5493001L7PBVS286Y307 | Long             | DBT              | CORP              | US        |   14145000 | PA      | $11706814.75   | 0.02%             | 2052-05-15      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                               | GN 600617                      | CUSIP: 36200GG26<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15202 | PA      | $14735.77      | 0.00%             | 2036-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY                 | CUSIP: 61747YEF8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   53080000 | PA      | $38718346.10   | 0.07%             | 2036-09-16      | Variable      | 2.48%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                  | AMAZON.COM INC                 | CUSIP: 023135AP1<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   55880000 | PA      | $55896130.32   | 0.10%             | 2034-12-05      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co                                                                | ALABAMA POWER CO               | CUSIP: 010392FF0<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    3365000 | PA      | $3165517.69    | 0.01%             | 2041-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Northern States Power Co/MN                                                     | NORTHERN ST PR-M               | CUSIP: 665772CV9<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    6645000 | PA      | $6037808.14    | 0.01%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                               | GN 654528                      | CUSIP: 36294ND96<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9987 | PA      | $9680.86       | 0.00%             | 2036-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HSBC Bank USA                                                                   | HSBC TRIPARTY TREAS            | CUSIP: N/A<br>LEI: CYYGQCGNHMHPSMRL3R97       | Long             | RA               | CORP              | US        |  195000000 | PA      | $195000000.00  | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| CSL Finance PLC                                                                 | CSL FINANCE PLC                | CUSIP: 12661PAC3<br>LEI: 2549007CCNBNAF4HBC02 | Long             | DBT              | CORP              | GB        |   43415000 | PA      | $40872863.76   | 0.07%             | 2032-04-27      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Healthpeak Properties Inc                                                       | HEALTHPEAK PROP                | CUSIP: 42250PAA1<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              | CORP              | US        |   30600000 | PA      | $26223595.65   | 0.05%             | 2030-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Kaiser Foundation Hospitals                                                     | KAISER FOUN HOSP               | CUSIP: 48305QAF0<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |   39420000 | PA      | $28579326.16   | 0.05%             | 2041-06-01      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co                                                                | ALABAMA POWER CO               | CUSIP: 010392FG8<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    5595000 | PA      | $4487008.33    | 0.01%             | 2042-01-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co                                                           | MIDAMERICAN ENER               | CUSIP: 595620AP0<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |   14675000 | PA      | $12437924.36   | 0.02%             | 2046-05-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Siemens Financieringsmaatschappij NV                                            | SIEMENS FINAN                  | CUSIP: 82620KAS2<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |   62200000 | PA      | $60771940.25   | 0.11%             | 2024-03-16      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                | WELLS FARGO CO                 | CUSIP: 95000U2U6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   21795000 | PA      | $18327862.73   | 0.03%             | 2033-03-02      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                               | GN 659721                      | CUSIP: 36294T4E2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      25197 | PA      | $26095.81      | 0.00%             | 2036-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bond                                             | CHILE                          | CUSIP: 168863DQ8<br>LEI: N/A                  | Long             | DBT              | NUSS              | CL        |   14340000 | PA      | $8948402.92    | 0.02%             | 2061-01-22      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                    | COMCAST CORP                   | CUSIP: 20030NBL4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    2565000 | PA      | $2488040.23    | 0.00%             | 2025-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                | CUSIP: 91282CED9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  605000000 | PA      | $571441376.00  | 1.00%             | 2025-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | GOLDMAN SACHS GP               | CUSIP: 38145GAH3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   48000000 | PA      | $45092210.40   | 0.08%             | 2026-11-16      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Huntington National Bank/The                                                    | HUNTINGTON NATL                | CUSIP: 44644MAF8<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | DBT              | CORP              | US        |   17175000 | PA      | $16557498.81   | 0.03%             | 2028-05-17      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| New York State Thruway Authority                                                | NY ST THRUWAY AUTH-M           | CUSIP: 650009S61<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    9140000 | PA      | $7144711.49    | 0.01%             | 2042-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                              | DASNY-F-UNREFUNDED             | CUSIP: 64990FXE9<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |   11865000 | PA      | $8737180.74    | 0.02%             | 2043-02-15      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | GOLDMAN SACHS GP               | CUSIP: 38141GWZ3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   54990000 | PA      | $51218508.65   | 0.09%             | 2029-05-01      | Variable      | 4.22%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                         | HCA INC                        | CUSIP: 404119CM9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    4590000 | PA      | $3668256.99    | 0.01%             | 2042-03-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN AU5035                      | CUSIP: 3138X4SZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       4167 | PA      | $3926.90       | 0.00%             | 2028-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                  | BNP PARIBAS                    | CUSIP: 09659W2C7<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   74220000 | PA      | $68037630.60   | 0.12%             | 2027-11-16      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                          | UNITEDHEALTH GRP               | CUSIP: 91324PCR1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   12296000 | PA      | $11621182.36   | 0.02%             | 2045-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Canadian National Railway Co                                                    | CAN NATL RAILWAY               | CUSIP: 136375102<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | EC               | CORP              | CA        |    1644957 | NS      | $195402425.32  | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Chubb INA Holdings Inc                                                          | ACE INA HOLDINGS               | CUSIP: 00440EAV9<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |   12280000 | PA      | $11767956.30   | 0.02%             | 2026-05-03      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| New Jersey Turnpike Authority                                                   | NJ TPK-F-TXB                   | CUSIP: 646139W35<br>LEI: 5493005YN67D71KSMI84 | Long             | DBT              | MUN               | US        |   28975000 | PA      | $35918380.66   | 0.06%             | 2040-01-01      | Fixed         | 7.41%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bond                                             | CHILE                          | CUSIP: 168863DN5<br>LEI: N/A                  | Long             | DBT              | NUSS              | CL        |   20660000 | PA      | $16934449.35   | 0.03%             | 2032-01-27      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Chubb INA Holdings Inc                                                          | ACE INA HOLDINGS               | CUSIP: 00440EAW7<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |   24795000 | PA      | $21517518.80   | 0.04%             | 2045-11-03      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| CommonSpirit Health                                                             | COMMONSPIRIT                   | CUSIP: 20268JAB9<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |   44950000 | PA      | $38950425.06   | 0.07%             | 2029-10-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                      | VERIZON COMM INC               | CUSIP: 92343VBE3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   23900000 | PA      | $21791929.66   | 0.04%             | 2041-11-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                      | CAPITAL ONE FINL               | CUSIP: 14040HBF1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   60945000 | PA      | $59808379.41   | 0.10%             | 2024-04-24      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                | CROWN CASTLE INT               | CUSIP: 22822VAH4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   10385000 | PA      | $9656682.50    | 0.02%             | 2027-09-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Alcon Finance Corp                                                              | ALCON FINANCE CO               | CUSIP: 01400EAA1<br>LEI: 549300CUZUI9VU7XNK42 | Long             | DBT              | CORP              | US        |    5645000 | PA      | $5170098.74    | 0.01%             | 2026-09-23      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| Principal Life Global Funding II                                                | PRINCIPAL LFE II               | CUSIP: 74256LBG3<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |   45000000 | PA      | $37974093.75   | 0.07%             | 2029-09-16      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Exxon Mobil Corp                                                                | EXXON MOBIL CORP               | CUSIP: 30231GAT9<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    7330000 | PA      | $6998105.08    | 0.01%             | 2026-03-01      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                                  | MICROSOFT CORP                 | CUSIP: 594918BB9<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   23890000 | PA      | $22979143.58   | 0.04%             | 2025-02-12      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Vantage Data Centers Issuer LLC                                                 | VDC 2020-1A A2                 | CUSIP: 92212KAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   32830000 | PA      | $28827533.83   | 0.05%             | 2045-09-15      | Fixed         | 1.65%                 | Yes           |                  2 | On Loan: No      |
| Massachusetts Water Resources Authority                                         | MA WTR RESOURCES-TXBL          | CUSIP: 576051ZT6<br>LEI: 549300GBS2G3YGHOYO19 | Long             | DBT              | MUN               | US        |   12650000 | PA      | $9307333.64    | 0.02%             | 2041-08-01      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC HOLDINGS                  | CUSIP: 404280BT5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   40190000 | PA      | $36949882.20   | 0.06%             | 2029-06-19      | Variable      | 4.58%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY                 | CUSIP: 61747YEM3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   60280000 | PA      | $56650437.52   | 0.10%             | 2026-02-18      | Variable      | 2.63%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                                  | MICROSOFT CORP                 | CUSIP: 594918BR4<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   60501000 | PA      | $56438942.29   | 0.10%             | 2026-08-08      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | CITIGROUP INC                  | CUSIP: 172967LU3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   37225000 | PA      | $30807194.10   | 0.05%             | 2039-01-24      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY                 | CUSIP: 6174468L6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   72345000 | PA      | $59871195.52   | 0.10%             | 2031-01-22      | Variable      | 2.70%                 | No            |                  2 | On Loan: No      |
| Discovery Communications LLC                                                    | DISCOVERY COMMUN               | CUSIP: 25470DBF5<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |    4406000 | PA      | $3820961.32    | 0.01%             | 2029-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                         | BANK NOVA SCOTIA               | CUSIP: 064159QE9<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   60225000 | PA      | $55773898.53   | 0.10%             | 2026-08-03      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Group AG                                                          | CREDIT SUISSE                  | CUSIP: 225401AU2<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |   41460000 | PA      | $28788326.46   | 0.05%             | 2032-05-14      | Variable      | 3.09%                 | Yes           |                  2 | On Loan: No      |
| Dignity Health                                                                  | DIGNITY HEALTH                 | CUSIP: 254010AD3<br>LEI: TFVG45LTYVO3XKPZWP18 | Long             | DBT              | CORP              | US        |   18560000 | PA      | $17984387.03   | 0.03%             | 2024-11-01      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                              | HOME DEPOT INC                 | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |    2361851 | NS      | $746014256.86  | 1.31%             |  |  |  | No            |                  1 | On Loan: No      |
| ING Groep NV                                                                    | ING GROEP NV                   | CUSIP: 456837AH6<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   33605000 | PA      | $31699227.18   | 0.06%             | 2027-03-29      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                        | CSX CORP                       | CUSIP: 126408HR7<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    7745000 | PA      | $5580165.39    | 0.01%             | 2049-09-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                 | MCDONALD'S CORP                | CUSIP: 58013MES9<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    4400000 | PA      | $4302594.38    | 0.01%             | 2024-06-10      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                   | SOUTHERN CAL ED                | CUSIP: 842400GG2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    3675000 | PA      | $2885512.39    | 0.01%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                             | FIFTH THIRD BANC               | CUSIP: 316773DF4<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |   16015000 | PA      | $14668573.15   | 0.03%             | 2033-04-25      | Variable      | 4.34%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                | WELLS FARGO CO                 | CUSIP: 949746RW3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   36830000 | PA      | $34460318.76   | 0.06%             | 2026-04-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                             | ANTHEM INC                     | CUSIP: 036752AG8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   42145000 | PA      | $40395283.31   | 0.07%             | 2028-03-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                                                    | QUALCOMM INC                   | CUSIP: 747525BQ5<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    8595000 | PA      | $8281655.27    | 0.01%             | 2032-05-20      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                       | APPLE INC                      | CUSIP: 037833AS9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   31140000 | PA      | $30608959.30   | 0.05%             | 2024-05-06      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN AQ9960                      | CUSIP: 3138MSB65<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      45520 | PA      | $42602.35      | 0.00%             | 2028-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SBA Tower Trust                                                                 | SBA TOWER TRUST                | CUSIP: 78403DAN0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   24160000 | PA      | $22752225.79   | 0.04%             | 2050-01-15      | Fixed         | 2.84%                 | Yes           |                  2 | On Loan: No      |
| Teledyne Technologies Inc                                                       | TELEDYNE TECH                  | CUSIP: 879360AD7<br>LEI: 549300VSMO9KYQWDND94 | Long             | DBT              | CORP              | US        |   40240000 | PA      | $34742319.86   | 0.06%             | 2028-04-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| State of California                                                             | CA TXB-VAR PURP                | CUSIP: 13063A5E0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    5845000 | PA      | $7061132.91    | 0.01%             | 2034-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                         | BPCE                           | CUSIP: 05578DAG7<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   25885000 | PA      | $25444131.34   | 0.04%             | 2024-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                    | COMCAST CORP                   | CUSIP: 20030NDG3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    4915000 | PA      | $4474125.48    | 0.01%             | 2030-04-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| University of Miami                                                             | UNIVERSITY OF MI               | CUSIP: 914453AA3<br>LEI: 5493008ZSVWUNRYQE312 | Long             | DBT              | CORP              | US        |   16335000 | PA      | $13411980.96   | 0.02%             | 2052-04-01      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| Union Electric Co                                                               | UNION ELECTRIC                 | CUSIP: 906548CN0<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |   14942000 | PA      | $12015115.92   | 0.02%             | 2048-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                              | HOME DEPOT INC                 | CUSIP: 437076BF8<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   22390000 | PA      | $20001701.69   | 0.04%             | 2045-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| JP Morgan Securities LLC                                                        | JPM TRIPARTY TREASURY          | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | Long             | RA               | CORP              | US        |   20800000 | PA      | $20800000.00   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Saudi Arabian Oil Co                                                            | SAUDI ARAB OIL                 | CUSIP: 80414L2D6<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |   27885000 | PA      | $25600411.23   | 0.04%             | 2029-04-16      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                  | VIRGINIA EL&PWR                | CUSIP: 927804FB5<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    9435000 | PA      | $9760671.95    | 0.02%             | 2037-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                            | IBM CORP                       | CUSIP: 459200HP9<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   61300000 | PA      | $60700447.99   | 0.11%             | 2023-08-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY                 | CUSIP: 61746BEF9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   31000000 | PA      | $29264661.54   | 0.05%             | 2027-01-20      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                               | GN 657484                      | CUSIP: 36294RM97<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13175 | PA      | $13346.71      | 0.00%             | 2036-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                | CUSIP: 912828ZT0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  295605000 | PA      | $268169160.94  | 0.47%             | 2025-05-31      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Dominion Energy South Carolina Inc                                              | SOUTH CAROL E&G                | CUSIP: 837004CJ7<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |   25065000 | PA      | $23280412.61   | 0.04%             | 2065-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                 | PHILIP MORRIS IN               | CUSIP: 718172AW9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $7906847.30    | 0.01%             | 2043-03-04      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                               | GN 629732                      | CUSIP: 36291JSV3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      78247 | PA      | $81032.66      | 0.00%             | 2034-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TJX Cos Inc/The                                                                 | TJX COS INC                    | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |    3857712 | NS      | $307073875.20  | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Diageo Capital PLC                                                              | DIAGEO CAP PLC                 | CUSIP: 25243YBE8<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |    3585000 | PA      | $2852618.84    | 0.00%             | 2032-04-29      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                           | ATHENE GLOBAL FU               | CUSIP: 04685A3G4<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   42315000 | PA      | $34993608.77   | 0.06%             | 2029-01-07      | Fixed         | 2.72%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                | CUSIP: 912810TK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  363681700 | PA      | $325154169.91  | 0.57%             | 2042-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CVS Pass-Through Trust                                                          | CVS PASS-THROUGH               | CUSIP: 126650BY5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   10895329 | PA      | $10672438.11   | 0.02%             | 2034-01-10      | Fixed         | 5.93%                 | Yes           |                  2 | On Loan: No      |
| BXHPP Trust 2021-FILM                                                           | BXHPP 2021-FILM A              | CUSIP: 05609JAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   15215000 | PA      | $14361233.10   | 0.03%             | 2036-08-15      | Floating      | 4.97%                 | Yes           |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                          | UNITEDHEALTH GRP               | CUSIP: 91324PDK5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   34260000 | PA      | $32846656.80   | 0.06%             | 2028-06-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Massachusetts School Building Authority                                         | MA ST                          | CUSIP: 576000KV4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   15000000 | PA      | $15364726.50   | 0.03%             | 2039-08-15      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                               | FNR 2013-45 LZ                 | CUSIP: 3136AD3B3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6014740 | PA      | $5400306.82    | 0.01%             | 2043-05-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Schlumberger Holdings Corp                                                      | SCHLUMBERGER HLD               | CUSIP: 806851AK7<br>LEI: 529900IKZG65COT1D505 | Long             | DBT              | CORP              | US        |   25724000 | PA      | $24028072.76   | 0.04%             | 2028-05-17      | Fixed         | 3.90%                 | Yes           |                  2 | On Loan: No      |
| Emerson Electric Co                                                             | EMERSON ELEC CO                | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |    2260807 | NS      | $217173120.42  | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Athene Global Funding                                                           | ATHENE GLOBAL FU               | CUSIP: 04685A3C3<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |     700000 | PA      | $565264.35     | 0.00%             | 2028-08-19      | Fixed         | 1.99%                 | Yes           |                  2 | On Loan: No      |
| OneMain Direct Auto Receivables Trust 2021-1                                    | ODART 2021-1A A                | CUSIP: 682687AA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   29755000 | PA      | $27419048.02   | 0.05%             | 2028-07-14      | Fixed         | 0.87%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                               | GN 654400                      | CUSIP: 36292N7M6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8632 | PA      | $8735.35       | 0.00%             | 2036-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Bermuda Government International Bond                                           | BERMUDA-GOVT OF                | CUSIP: 085209AH7<br>LEI: N/A                  | Long             | DBT              | NUSS              | BM        |    7115000 | PA      | $5051060.81    | 0.01%             | 2050-08-20      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| Penske Truck Leasing Co Lp / PTL Finance Corp                                   | PENSKE TRUCK LE                | CUSIP: 709599BR4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   47575000 | PA      | $47932367.22   | 0.08%             | 2027-11-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY                 | CUSIP: 6174468C6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   20805000 | PA      | $20330767.71   | 0.04%             | 2025-07-23      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                      | ABBVIE INC                     | CUSIP: 00287YCX5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   12825000 | PA      | $12502108.57   | 0.02%             | 2025-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| VF Corp                                                                         | VF CORP                        | CUSIP: 918204BC1<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | DBT              | CORP              | US        |   51225000 | PA      | $42612619.64   | 0.07%             | 2030-04-23      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Brighthouse Financial Global Funding                                            | BRIGHTHS FIN GLB               | CUSIP: 10921U2H0<br>LEI: 549300BLFX3KJ2IFOA78 | Long             | DBT              | CORP              | US        |   16695000 | PA      | $15369797.31   | 0.03%             | 2025-01-13      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | GOLDMAN SACHS GP               | CUSIP: 38141GYA6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   80170000 | PA      | $70144995.64   | 0.12%             | 2027-03-09      | Variable      | 1.43%                 | No            |                  2 | On Loan: No      |
| NBN Co Ltd                                                                      | NBN CO LTD                     | CUSIP: 62878U2D3<br>LEI: 2549007CRZ2NT7S96A24 | Long             | DBT              | CORP              | AU        |   25935000 | PA      | $22512676.27   | 0.04%             | 2027-01-08      | Fixed         | 1.62%                 | Yes           |                  2 | On Loan: No      |
| Microsoft Corp                                                                  | MICROSOFT CORP                 | CUSIP: 594918BX1<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   47230000 | PA      | $46311529.53   | 0.08%             | 2024-02-06      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                                     | METLIFE INC                    | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |    7485799 | NS      | $541747273.63  | 0.95%             |  |  |  | No            |                  1 | On Loan: No      |
| Ginnie Mae I Pool                                                               | GN 617670                      | CUSIP: 36290UFK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        673 | PA      | $643.84        | 0.00%             | 2037-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Truist Bank                                                                     | SUNTRUST BANK                  | CUSIP: 86787GAJ1<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |   11955000 | PA      | $11245125.73   | 0.02%             | 2026-05-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                              | BANCO SANTANDER                | CUSIP: 05964HAL9<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   48600000 | PA      | $43152169.88   | 0.08%             | 2026-03-25      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                         | JOHN DEERE CAP                 | CUSIP: 24422EUE7<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   43560000 | PA      | $42431932.78   | 0.07%             | 2025-03-13      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | MERRILL LYNCH                  | CUSIP: 59022CAJ2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   30000000 | PA      | $30541955.40   | 0.05%             | 2037-01-29      | Fixed         | 6.11%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC HLDGS PLC                 | CUSIP: 404280AF6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   15800000 | PA      | $16196765.97   | 0.03%             | 2032-05-17      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                | BURLINGTON NORTH               | CUSIP: 12189LAP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3748000 | PA      | $3671786.37    | 0.01%             | 2043-09-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                                              | WALT DISNEY CO                 | CUSIP: 254687FX9<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |   20785000 | PA      | $17759077.09   | 0.03%             | 2031-01-13      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Cleco Securitization I LLC                                                      | CLECO SECURIT I                | CUSIP: 185512AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   26300000 | PA      | $24390517.17   | 0.04%             | 2044-09-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc                                              | ANHEUSER-BUSCH                 | CUSIP: 035240AT7<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |   22050000 | PA      | $19486674.93   | 0.03%             | 2050-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PG&E Wildfire Recovery Funding LLC                                              | PG&E WILDFIRE                  | CUSIP: 693342AJ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   26060000 | PA      | $25217755.13   | 0.04%             | 2049-12-01      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Alcon Finance Corp                                                              | ALCON FINANCE CO               | CUSIP: 01400EAF0<br>LEI: 549300CUZUI9VU7XNK42 | Long             | DBT              | CORP              | US        |    4280000 | PA      | $4341813.43    | 0.01%             | 2052-12-06      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                          | CON EDISON CO                  | CUSIP: 209111GD9<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |   14620000 | PA      | $15848321.81   | 0.03%             | 2052-11-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC HOLDINGS                  | CUSIP: 404280BK4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   27520000 | PA      | $25381638.48   | 0.04%             | 2028-03-13      | Variable      | 4.04%                 | No            |                  2 | On Loan: No      |
| Providence St Joseph Health Obligated Group                                     | ST JOSEPH HLTH                 | CUSIP: 743820AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   25655000 | PA      | $21584258.30   | 0.04%             | 2029-10-01      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                       | DUKE ENERGY CAR                | CUSIP: 26442CAE4<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $4221919.48    | 0.01%             | 2038-04-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bond                                             | CHILE                          | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CL        |   22895000 | PA      | $16270457.67   | 0.03%             | 2053-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                                                     | AMERICAN HONDA F               | CUSIP: 02665WDW8<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   34925000 | PA      | $30170661.50   | 0.05%             | 2028-03-24      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                      | PFIZER INC                     | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |   16084086 | NS      | $824148566.64  | 1.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Municipal Electric Authority of Georgia                                         | MEAG TXB-PLT VOGTLE            | CUSIP: 626207YF5<br>LEI: JA0WNILDDF2KUPS83B16 | Long             | DBT              | MUN               | US        |   71194000 | PA      | $76159197.71   | 0.13%             | 2057-04-01      | Fixed         | 6.64%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                      | PACIFICORP                     | CUSIP: 695114CD8<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |   14188000 | PA      | $14414481.06   | 0.03%             | 2037-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                  | VIRGINIA EL&PWR                | CUSIP: 927804FX7<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |   40765000 | PA      | $38613973.63   | 0.07%             | 2027-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                         | BRISTOL-MYERS                  | CUSIP: 110122DL9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    5553000 | PA      | $5044503.90    | 0.01%             | 2048-02-20      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                               | GN 659183                      | CUSIP: 36294TJ48<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10212 | PA      | $10319.08      | 0.00%             | 2036-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                | WELLS FARGO CO                 | CUSIP: 94974BGH7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   28660000 | PA      | $27466091.75   | 0.05%             | 2025-02-19      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                               | GN 660623                      | CUSIP: 36294U4G4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3310 | PA      | $3351.53       | 0.00%             | 2036-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Emory University                                                                | EMORY UNIVERSITY               | CUSIP: 29157TAD8<br>LEI: 95MD72NUUVZ3P8PQ6919 | Long             | DBT              | CORP              | US        |   39256000 | PA      | $32328680.15   | 0.06%             | 2030-09-01      | Fixed         | 2.14%                 | No            |                  2 | On Loan: No      |
| Temasek Financial I Ltd                                                         | TEMASEK FINL I                 | CUSIP: 87973PAW4<br>LEI: 549300XMGMDF3VRJMF12 | Long             | DBT              | CORP              | SG        |   23800000 | PA      | $14159453.95   | 0.02%             | 2070-10-06      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Northwestern Mutual Life Insurance Co/The                                       | NORTHWESTERN MUT               | CUSIP: 668138AC4<br>LEI: 1DU7IM20QESYGDO4HO54 | Long             | DBT              | CORP              | US        |    9060000 | PA      | $6276131.26    | 0.01%             | 2059-09-30      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                                         | CHARLES SCHWAB                 | CUSIP: 808513BP9<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   42325000 | PA      | $37148783.28   | 0.07%             | 2028-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| VANTAGE DATA CENTERS ISSUER LLC VDC_19-1A                                       | VDC 2019-1A A2                 | CUSIP: 92212KAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   10106500 | PA      | $9599106.91    | 0.02%             | 2044-07-15      | Fixed         | 3.19%                 | Yes           |                  2 | On Loan: No      |
| Comcast Corp                                                                    | COMCAST CORP                   | CUSIP: 20030NBS9<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   15280000 | PA      | $14558289.69   | 0.03%             | 2026-03-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                | BURLINGTON NORTH               | CUSIP: 12189LBC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3225000 | PA      | $2698608.73    | 0.00%             | 2048-06-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| CSL Finance PLC                                                                 | CSL FINANCE PLC                | CUSIP: 12661PAE9<br>LEI: 2549007CCNBNAF4HBC02 | Long             | DBT              | CORP              | GB        |    6895000 | PA      | $6215228.71    | 0.01%             | 2052-04-27      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                               | GN 657912                      | CUSIP: 36294R3V9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        882 | PA      | $875.26        | 0.00%             | 2036-08-15      | Fixed         | 6.50%                 | 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        |    1856035 | PA      | $1787020.76    | 0.00%             | 2049-10-25      | Variable      | 2.59%                 | Yes           |                  2 | On Loan: No      |
| Memorial Sloan-Kettering Cancer Center                                          | MEMORIAL SLOAN                 | CUSIP: 586054AD0<br>LEI: 549300IZ71UAMEHWL382 | Long             | DBT              | CORP              | US        |   20260000 | PA      | $13481949.74   | 0.02%             | 2050-01-01      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| Massachusetts School Building Authority                                         | MASSACHUSETTS ST SCH           | CUSIP: 576000XQ1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   16565000 | PA      | $13364312.36   | 0.02%             | 2040-10-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE                 | CUSIP: 46647PBX3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   37965000 | PA      | $29060925.80   | 0.05%             | 2032-02-04      | Variable      | 1.95%                 | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                                                 | ASTRAZENECA PLC                | CUSIP: 046353AL2<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |   27755000 | PA      | $26825128.68   | 0.05%             | 2025-11-16      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Pacific LifeCorp                                                                | PACIFIC LIFECORP               | CUSIP: 694476AF9<br>LEI: VFN8KLUEIK7XMVX1JM30 | Long             | DBT              | CORP              | US        |   29000000 | PA      | $27804670.75   | 0.05%             | 2052-09-15      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY                 | CUSIP: 61747YDY8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   24705000 | PA      | $21002639.53   | 0.04%             | 2045-01-27      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                           | MET TRANSPRTN AUTH-C2          | CUSIP: 59261AG76<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |   37785000 | PA      | $32608519.23   | 0.06%             | 2049-11-15      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| Liberty Mutual Insurance Co                                                     | LIBERTY MUT INS                | CUSIP: 53079QAB3<br>LEI: CNC20I6IOMGF7KY49D67 | Long             | DBT              | CORP              | US        |   21665000 | PA      | $22880175.12   | 0.04%             | 2025-05-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                          | COMMONWEALTH EDI               | CUSIP: 202795JK7<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |   23275000 | PA      | $21542040.56   | 0.04%             | 2027-08-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                              | FHR 4358 Z                     | CUSIP: 3137BBPC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7095281 | PA      | $6231597.71    | 0.01%             | 2044-06-15      | Fixed         | 3.00%                 | 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        |   17270000 | PA      | $16088094.74   | 0.03%             | 2032-05-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| PPG Industries Inc                                                              | PPG INDS INC                   | CUSIP: 693506107<br>LEI: 549300BKPEP01R3V6C59 | Long             | EC               | CORP              | US        |    2286072 | NS      | $287450693.28  | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Bayer US Finance LLC                                                            | BAYER US FINANCE               | CUSIP: 07274EAG8<br>LEI: 54930093Q75GSEM74I71 | Long             | DBT              | CORP              | US        |   26960000 | PA      | $26040292.76   | 0.05%             | 2024-10-08      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| Southwestern Electric Power Co                                                  | SOUTHWESTN EL PR               | CUSIP: 845437BP6<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $13753657.95   | 0.02%             | 2026-10-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Siemens Financieringsmaatschappij NV                                            | SIEMENS FINAN                  | CUSIP: 82620KBD4<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |   21840000 | PA      | $18666489.66   | 0.03%             | 2028-03-11      | Fixed         | 1.70%                 | Yes           |                  2 | On Loan: No      |
| Georgia Power Co                                                                | GEORGIA POWER                  | CUSIP: 373334KR1<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |   35520000 | PA      | $33472078.77   | 0.06%             | 2052-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Advocate Health & Hospitals Corp                                                | ADVOCATE HEALTH                | CUSIP: 007589AE4<br>LEI: 549300AEHU3PPOUCIL87 | Long             | DBT              | CORP              | US        |   19220000 | PA      | $12801759.88   | 0.02%             | 2050-06-15      | Fixed         | 3.01%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                             | ELEVANCE HEALTH                | CUSIP: 036752AX1<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    3015000 | PA      | $3247094.10    | 0.01%             | 2052-10-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                | CUSIP: 91282CCX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   83000000 | PA      | $77332660.40   | 0.14%             | 2024-09-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Discovery Communications LLC                                                    | DISCOVERY COMMUN               | CUSIP: 25470DBL2<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |   33777000 | PA      | $20349192.12   | 0.04%             | 2055-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Golden State Tobacco Securitization Corp                                        | GOLDEN ST TOBACCO -B           | CUSIP: 38122NB76<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    9955000 | PA      | $9214256.41    | 0.02%             | 2046-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Teachers Insurance & Annuity Association of America                             | TEACHERS INS&ANN               | CUSIP: 878091BF3<br>LEI: O06XD7BJ4EPXNABVFN69 | Long             | DBT              | CORP              | US        |   42865000 | PA      | $35423688.72   | 0.06%             | 2047-05-15      | Fixed         | 4.27%                 | Yes           |                  2 | On Loan: No      |
| Texas Transportation Commission State Highway Fund                              | TX ST TRANSN-1ST TIER          | CUSIP: 88283LHU3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   12275000 | PA      | $12507769.60   | 0.02%             | 2030-04-01      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc                                              | ANHEUSER-BUSCH                 | CUSIP: 035240AM2<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |   18114000 | PA      | $16285353.12   | 0.03%             | 2038-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ERAC USA Finance LLC                                                            | ERAC USA FINANCE               | CUSIP: 26884TAE2<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |   31000000 | PA      | $29257894.55   | 0.05%             | 2042-03-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE                 | CUSIP: 46647PCC8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   22175000 | PA      | $17740887.67   | 0.03%             | 2032-04-22      | Variable      | 2.58%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                              | FHR 4698 HP                    | CUSIP: 3137F1XN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   19091065 | PA      | $17246688.69   | 0.03%             | 2046-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC HOLDINGS                  | CUSIP: 404280DR7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   36110000 | PA      | $37898461.14   | 0.07%             | 2028-11-03      | Variable      | 7.39%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                                                    | QUALCOMM INC                   | CUSIP: 747525BN2<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |   27611000 | PA      | $23382155.84   | 0.04%             | 2028-05-20      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                                                 | ASTRAZENECA-ADR                | CUSIP: N/A<br>LEI: PY6ZZQWO2IZFZC3IOL08       | Long             | EC               | CORP              | US        |    5281965 | NS      | $358117227.00  | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| PNC Bank NA                                                                     | PNC BANK NA                    | CUSIP: 69353REK0<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |   34775000 | PA      | $33382542.58   | 0.06%             | 2025-02-23      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                         | HYUNDAI CAP AMER               | CUSIP: 44891ABV8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   30300000 | PA      | $28282367.54   | 0.05%             | 2024-06-14      | Fixed         | 0.88%                 | Yes           |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                         | BRISTOL-MYERS                  | CUSIP: 110122CQ9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   16775000 | PA      | $14955351.50   | 0.03%             | 2039-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                                                        | MARSH & MCLENNAN               | CUSIP: 571748BG6<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |   22125000 | PA      | $21385611.48   | 0.04%             | 2029-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                           | FG C01626                      | CUSIP: 31292HYX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1083 | PA      | $1066.94       | 0.00%             | 2033-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN AR3402                      | CUSIP: 3138W0X87<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      24611 | PA      | $22847.24      | 0.00%             | 2028-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Nationwide Mutual Insurance Co                                                  | NATIONWIDE MUTL                | CUSIP: 638671AN7<br>LEI: Z7LVXXWM8HZPKF5T2355 | Long             | DBT              | CORP              | US        |   66415000 | PA      | $49742290.64   | 0.09%             | 2050-04-30      | Fixed         | 4.35%                 | Yes           |                  2 | On Loan: No      |
| Baltimore Gas and Electric Co                                                   | BALTIMORE GAS                  | CUSIP: 059165EP1<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    3880000 | PA      | $3470296.64    | 0.01%             | 2052-06-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Tennessee Valley Authority                                                      | TENN VALLEY AUTH               | CUSIP: 880591EJ7<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |   19800000 | PA      | $18557506.04   | 0.03%             | 2060-09-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| American International Group Inc                                                | AMERICAN INTERNA               | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |    3545712 | NS      | $224230826.88  | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN BM1257                      | CUSIP: 3140J5MF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8332974 | PA      | $7289388.85    | 0.01%             | 2037-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                        | FLORIDA PWR & LT               | CUSIP: 341081FC6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    4994000 | PA      | $5177459.73    | 0.01%             | 2040-03-01      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | GOLDMAN SACHS GP               | CUSIP: 38141GWB6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   36525000 | PA      | $34776998.24   | 0.06%             | 2027-01-26      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                | WELLS FARGO CO                 | CUSIP: 949746SH5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    6435000 | PA      | $5948074.81    | 0.01%             | 2026-10-23      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                                  | MICROSOFT CORP                 | CUSIP: 594918CD4<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   19051000 | PA      | $12311880.40   | 0.02%             | 2060-06-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| Qatar Government International Bond                                             | QATAR STATE OF                 | CUSIP: 74727PAZ4<br>LEI: N/A                  | Long             | DBT              | NUSS              | QA        |    3250000 | PA      | $3184920.51    | 0.01%             | 2024-03-14      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| Diageo Capital PLC                                                              | DIAGEO CAP PLC                 | CUSIP: 25243YBB4<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |   19420000 | PA      | $16591972.60   | 0.03%             | 2029-10-24      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| SBA Tower Trust                                                                 | SBA TOWER TRUST                | CUSIP: 78403DAX8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   50750000 | PA      | $38955968.98   | 0.07%             | 2056-10-15      | Fixed         | 2.59%                 | Yes           |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC HOLDINGS                  | CUSIP: 404280AQ2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    5795000 | PA      | $4907887.84    | 0.01%             | 2044-03-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Baltimore Gas and Electric Co                                                   | BALTIMORE GAS                  | CUSIP: 059165EM8<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    9820000 | PA      | $6530254.44    | 0.01%             | 2050-06-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Cargill Inc                                                                     | CARGILL INC                    | CUSIP: 141781BF0<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |   57879000 | PA      | $52853163.85   | 0.09%             | 2045-11-23      | Fixed         | 4.76%                 | Yes           |                  2 | On Loan: No      |
| Aon Corp / Aon Global Holdings PLC                                              | AON CORP/AON GLO               | CUSIP: 03740LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   18420000 | PA      | $16864421.05   | 0.03%             | 2027-05-28      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp                               | NATL RURAL UTIL                | CUSIP: 637432NL5<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |   15355000 | PA      | $15007366.18   | 0.03%             | 2024-02-07      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                            | LOCKHEED MARTIN                | CUSIP: 539830BP3<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    2545000 | PA      | $2085863.17    | 0.00%             | 2030-06-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Dominion Energy South Carolina Inc                                              | SOUTH CAROL E&G                | CUSIP: 837004CB4<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |   23085000 | PA      | $24210183.68   | 0.04%             | 2038-01-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | CITIGROUP INC                  | CUSIP: 172967FX4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    7460000 | PA      | $7521809.16    | 0.01%             | 2042-01-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                | WELLS FARGO CO                 | CUSIP: 949746RF0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   34961000 | PA      | $33892385.22   | 0.06%             | 2044-01-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                              | CAN IMPERIAL BK                | CUSIP: 13607GRX4<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   35110000 | PA      | $30883841.95   | 0.05%             | 2026-07-08      | Fixed         | 1.15%                 | Yes           |                  2 | On Loan: No      |
| RGA Global Funding                                                              | RGA GLOBAL                     | CUSIP: 76209PAB9<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |   32500000 | PA      | $27525971.53   | 0.05%             | 2029-01-18      | Fixed         | 2.70%                 | Yes           |                  2 | On Loan: No      |
| Kaiser Foundation Hospitals                                                     | KAISER FOUN HOSP               | CUSIP: 48305QAB9<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |   12710000 | PA      | $12207469.10   | 0.02%             | 2042-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Cleco Corporate Holdings LLC                                                    | CLECO CORP                     | CUSIP: 18551PAE9<br>LEI: 5493002H80P81B3HXL31 | Long             | DBT              | CORP              | US        |   13465000 | PA      | $11334398.98   | 0.02%             | 2029-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                        | COOPERATIEVE RAB               | CUSIP: 74977RDK7<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   50065000 | PA      | $43599651.46   | 0.08%             | 2027-02-24      | Variable      | 1.11%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                | CUSIP: 91282CDQ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  421835000 | PA      | $377608215.63  | 0.66%             | 2026-12-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| State of Wisconsin                                                              | WISCONSIN GEN REV              | CUSIP: 977100AC0<br>LEI: 549300VTAT608CNZ5827 | Long             | DBT              | MUN               | US        |    6285000 | PA      | $6396952.19    | 0.01%             | 2026-05-01      | Fixed         | 5.70%                 | 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        |   39050000 | PA      | $37682325.69   | 0.07%             | 2044-02-01      | Fixed         | 4.97%                 | Yes           |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                         | PORT AUTH-174TH                | CUSIP: 73358WJA3<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |   53000000 | PA      | $45990246.50   | 0.08%             | 2062-10-01      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                               | GN 658287                      | CUSIP: 36294SJ81<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5656 | PA      | $5679.94       | 0.00%             | 2037-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                   | SOUTHERN CAL ED                | CUSIP: 842400FQ1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    5150000 | PA      | $4396073.01    | 0.01%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                     | STATOIL ASA                    | CUSIP: 85771PAG7<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |   10840000 | PA      | $10821944.25   | 0.02%             | 2023-01-17      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                               | GN 595781                      | CUSIP: 36200A2N8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1022 | PA      | $1040.75       | 0.00%             | 2035-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                               | ENTERPRISE PRODU               | CUSIP: 29379VBY8<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    5445000 | PA      | $3960074.56    | 0.01%             | 2051-01-31      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                | CUSIP: 91282CFQ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   18559300 | PA      | $18504201.15   | 0.03%             | 2024-10-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                                                 | ASTRAZENECA PLC                | CUSIP: 046353AT5<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |   33295000 | PA      | $32004932.95   | 0.06%             | 2029-01-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                       | FNCL 4 1/23                    | CUSIP: 01F040610<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  289895000 | PA      | $272456018.40  | 0.48%             | 2023-01-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ITC Holdings Corp                                                               | ITC HOLDINGS COR               | CUSIP: 465685AR6<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |    4440000 | PA      | $4386350.50    | 0.01%             | 2027-09-22      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Southern California Gas Co                                                      | SOUTHERN CAL GAS               | CUSIP: 842434CX8<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |   14830000 | PA      | $16337578.65   | 0.03%             | 2052-11-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                         | HYUNDAI CAP AMER               | CUSIP: 44891ABZ9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   36110000 | PA      | $31265431.85   | 0.05%             | 2026-09-17      | Fixed         | 1.65%                 | Yes           |                  2 | On Loan: No      |
| Apple Inc                                                                       | APPLE INC                      | CUSIP: 037833CG3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   22750000 | PA      | $22307044.99   | 0.04%             | 2024-02-09      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                               | GN 658085                      | CUSIP: 36294SCW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        381 | PA      | $385.48        | 0.00%             | 2036-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                | DUKE ENERGY COR                | CUSIP: 26441CAS4<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   17480000 | PA      | $16148969.32   | 0.03%             | 2026-09-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Alabama Federal Aid Highway Finance Authority                                   | ALABAMA FEDERAL AID            | CUSIP: 010268CX6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    4905000 | PA      | $3651618.48    | 0.01%             | 2037-09-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Connecticut Avenue Securities                                        | CAS 2016-C03 2M2               | CUSIP: 30711XCT9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2791847 | PA      | $2904260.37    | 0.01%             | 2028-10-25      | Floating      | 10.29%                | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                | CUSIP: 91282CCT6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  287000000 | PA      | $268120795.60  | 0.47%             | 2024-08-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                               | GN 661812                      | CUSIP: 36294WGV4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13916 | PA      | $13489.55      | 0.00%             | 2036-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Mondelez International Inc                                                      | MONDELEZ INTER-A               | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |    4799962 | NS      | $319917467.30  | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Sempra Energy                                                                   | SEMPRA ENERGY                  | CUSIP: 816851BP3<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    5190000 | PA      | $4735326.52    | 0.01%             | 2029-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| EIG Pearl Holdings Sarl                                                         | EIG PEARL HOLDIN               | CUSIP: 28249NAB7<br>LEI: 549300KIMRL45BWA5H76 | Long             | DBT              | CORP              | LU        |   24880000 | PA      | $19096588.77   | 0.03%             | 2046-11-30      | Fixed         | 4.39%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                               | FNR 2019-6 GJ                  | CUSIP: 3136B3T59<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     959936 | PA      | $911435.37     | 0.00%             | 2049-02-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                      | PFIZER INC                     | CUSIP: 717081EZ2<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |   11300000 | PA      | $8213869.43    | 0.01%             | 2040-05-28      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                                                        | MARSH & MCLENNAN               | CUSIP: 571748BJ0<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |   10400000 | PA      | $9676361.66    | 0.02%             | 2049-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CommonSpirit Health                                                             | COMMONSPIRIT                   | CUSIP: 20268JAC7<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |   50733000 | PA      | $39402840.71   | 0.07%             | 2049-10-01      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| Cargill Inc                                                                     | CARGILL INC                    | CUSIP: 141781BM5<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |   10230000 | PA      | $8405698.73    | 0.01%             | 2030-04-23      | Fixed         | 2.12%                 | Yes           |                  2 | On Loan: No      |
| Dominion Energy Inc                                                             | DOMINION RES                   | CUSIP: 25746UBM0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   13562000 | PA      | $11985002.91   | 0.02%             | 2041-08-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                  | BNP PARIBAS                    | CUSIP: 09659W2J2<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   44480000 | PA      | $42076362.63   | 0.07%             | 2025-11-19      | Variable      | 2.82%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | CITIGROUP INC                  | CUSIP: 172967HS3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   12142000 | PA      | $10941633.14   | 0.02%             | 2044-05-06      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co                                                           | MIDAMERICAN ENER               | CUSIP: 595620AV7<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |   44720000 | PA      | $31770065.13   | 0.06%             | 2050-04-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                            | LOCKHEED MARTIN                | CUSIP: 539830BX6<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |   52955000 | PA      | $56158100.74   | 0.10%             | 2054-11-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| State Board of Administration Finance Corp                                      | FLORIDA ST BRD OF ADM          | CUSIP: 341271AE4<br>LEI: 549300S34SOJ0RULXM35 | Long             | DBT              | MUN               | US        |   33175000 | PA      | $28884407.58   | 0.05%             | 2027-07-01      | Fixed         | 1.71%                 | No            |                  2 | On Loan: No      |
| Diageo Capital PLC                                                              | DIAGEO CAP PLC                 | CUSIP: 25243YAU3<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |   42580000 | PA      | $42168363.39   | 0.07%             | 2023-04-29      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                               | FNR 2017-49 JA                 | CUSIP: 3136AXJT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2361143 | PA      | $2303042.38    | 0.00%             | 2053-07-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | GOLDMAN SACHS GP               | CUSIP: 38141GRD8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    7715000 | PA      | $7706139.63    | 0.01%             | 2023-01-22      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                       | FNCL 4.5 1/23                  | CUSIP: 01F042616<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        | -140000000 | PA      | $-135100000.00 | -0.24%            | 2023-01-12      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                | CUSIP: 912810TJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   35018000 | PA      | $28988338.13   | 0.05%             | 2052-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| M&T Bank Corp                                                                   | M&T BANK CORP                  | CUSIP: 55261F104<br>LEI: 549300WYXDDBYRASEG81 | Long             | EC               | CORP              | US        |    2063996 | NS      | $299403259.76  | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS Group AG                                                                    | UBS GROUP                      | CUSIP: 902613AE8<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   25345000 | PA      | $19049313.66   | 0.03%             | 2032-02-11      | Variable      | 2.10%                 | Yes           |                  2 | On Loan: No      |
| Barclays PLC                                                                    | BARCLAYS PLC                   | CUSIP: 06738EBW4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   16060000 | PA      | $11038686.18   | 0.02%             | 2042-11-24      | Variable      | 3.33%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC HOLDINGS                  | CUSIP: 404280CK3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   62305000 | PA      | $47729634.34   | 0.08%             | 2031-08-18      | Variable      | 2.36%                 | No            |                  2 | On Loan: No      |
| Piedmont Healthcare Inc                                                         | PIEDMONT HLTH                  | CUSIP: 72014TAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    8750000 | PA      | $5939909.41    | 0.01%             | 2042-01-01      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                          | CON EDISON CO                  | CUSIP: 209111FF5<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |   24915000 | PA      | $21294470.05   | 0.04%             | 2054-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                    | UBS GROUP                      | CUSIP: 902613AL2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   29380000 | PA      | $19868933.65   | 0.03%             | 2043-02-11      | Variable      | 3.18%                 | Yes           |                  2 | On Loan: No      |
| Georgia Power Co                                                                | GEORGIA POWER                  | CUSIP: 373334JW2<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |   28162000 | PA      | $24139938.36   | 0.04%             | 2042-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                   | SOUTHERN CAL ED                | CUSIP: 842400GT4<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   25325000 | PA      | $18614821.65   | 0.03%             | 2050-02-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                                                             | NATWEST MARKETS                | CUSIP: 63906YAB4<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |   23725000 | PA      | $22019984.61   | 0.04%             | 2024-08-12      | Fixed         | 0.80%                 | Yes           |                  2 | On Loan: No      |
| Mexico Government International Bond                                            | UNITED MEXICAN                 | CUSIP: 91087BAS9<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |   18705000 | PA      | $13758424.59   | 0.02%             | 2052-02-12      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Nationwide Financial Services Inc                                               | NATIONWIDE FIN                 | CUSIP: 638612AM3<br>LEI: 5493001H7AZNDS6BKJ36 | Long             | DBT              | CORP              | US        |   47630000 | PA      | $33336900.96   | 0.06%             | 2049-11-30      | Fixed         | 3.90%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                               | GN 659647                      | CUSIP: 36294TZL2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      49091 | PA      | $50904.57      | 0.00%             | 2036-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Duke University                                                                 | DUKE UNIVERSITY                | CUSIP: 26442TAH0<br>LEI: FY5ICUIRRDCHN4HHL592 | Long             | DBT              | CORP              | US        |    9635000 | PA      | $6490861.52    | 0.01%             | 2055-10-01      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                                                    | QUALCOMM INC                   | CUSIP: 747525BR3<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |   15725000 | PA      | $13856154.67   | 0.02%             | 2052-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AEP Transmission Co LLC                                                         | AEP TRANSMISSION               | CUSIP: 00115AAP4<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |   14190000 | PA      | $12599405.15   | 0.02%             | 2052-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp                                                     | AMERICAN WATER                 | CUSIP: 03040WBA2<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |   33370000 | PA      | $32015515.70   | 0.06%             | 2032-06-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Chicago O'Hare International Airport                                            | CHICAGO ARPT-BABS-B            | CUSIP: 167593AN2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    4780000 | PA      | $5342887.06    | 0.01%             | 2040-01-01      | Fixed         | 6.39%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd/New York                                            | NATL AUS BANK/NY               | CUSIP: 63254ABE7<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | AU        |   60000000 | PA      | $57493632.00   | 0.10%             | 2027-06-09      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN AB9198                      | CUSIP: 31417GGG5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      28721 | PA      | $27056.47      | 0.00%             | 2028-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE                 | CUSIP: 46625HJT8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   11200000 | PA      | $11070070.26   | 0.02%             | 2024-02-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Foothill-Eastern Transportation Corridor Agency                                 | FOOTHILL ESTRN TRANSP          | CUSIP: 345105JE1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    5145000 | PA      | $3885210.74    | 0.01%             | 2049-01-15      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                    | COMCAST CORP                   | CUSIP: 20030NBP5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   32657000 | PA      | $30332897.65   | 0.05%             | 2035-08-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                  | BNP PARIBAS                    | CUSIP: 09659W2T0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   66815000 | PA      | $58790199.79   | 0.10%             | 2028-01-20      | Variable      | 2.59%                 | Yes           |                  2 | On Loan: No      |
| Southern Co/The                                                                 | SOUTHERN CO                    | CUSIP: 842587CU9<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   44985000 | PA      | $44571281.95   | 0.08%             | 2023-07-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                    | COMCAST CORP                   | CUSIP: 20030NCK5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   17415000 | PA      | $14022273.26   | 0.02%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TWDC Enterprises 18 Corp                                                        | WALT DISNEY CO                 | CUSIP: 25468PDB9<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |    3720000 | PA      | $3214028.14    | 0.01%             | 2044-06-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Ascension Health                                                                | ASCENSION HEALTH               | CUSIP: 04352EAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   48025000 | PA      | $41144056.76   | 0.07%             | 2029-11-15      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                                                    | NISOURCE INC                   | CUSIP: 65473QBB8<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |   13546000 | PA      | $12823066.51   | 0.02%             | 2043-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Monongahela Power Co                                                            | MONONGAHELA PWR                | CUSIP: 610202BN2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   11000000 | PA      | $10814220.67   | 0.02%             | 2024-04-15      | Fixed         | 4.10%                 | Yes           |                  2 | On Loan: No      |
| Memorial Sloan-Kettering Cancer Center                                          | MEMORIAL SLOAN                 | CUSIP: 586054AC2<br>LEI: 549300IZ71UAMEHWL382 | Long             | DBT              | CORP              | US        |    5940000 | PA      | $4902860.62    | 0.01%             | 2055-07-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                         | BRISTOL-MYERS                  | CUSIP: 110122DU9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    6915000 | PA      | $6032581.28    | 0.01%             | 2032-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Ascension Health                                                                | ASCENSION HEALTH               | CUSIP: 04351LAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1950000 | PA      | $1848821.34    | 0.00%             | 2053-11-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                         | JOHN DEERE CAP                 | CUSIP: 24422ESP5<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    9000000 | PA      | $8818513.11    | 0.02%             | 2024-06-12      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                             | AMERICAN TOWER                 | CUSIP: 03027XAD2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    8641000 | PA      | $8622428.59    | 0.02%             | 2024-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Providence St Joseph Health Obligated Group                                     | ST JOSEPH HLTH                 | CUSIP: 743756AB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   10125000 | PA      | $9452627.00    | 0.02%             | 2026-10-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                         | HYUNDAI CAP AMER               | CUSIP: 44891ABU0<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |  118000000 | PA      | $116653392.26  | 0.20%             | 2023-04-03      | Fixed         | 0.80%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | GOLDMAN SACHS GP               | CUSIP: 38141GZM9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  103655000 | PA      | $84524475.70   | 0.15%             | 2033-02-24      | Variable      | 3.10%                 | No            |                  2 | On Loan: No      |
| Niagara Mohawk Power Corp                                                       | NIAGARA MOHAWK                 | CUSIP: 65364UAP1<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |   22255000 | PA      | $13682039.06   | 0.02%             | 2050-06-27      | Fixed         | 3.02%                 | Yes           |                  2 | On Loan: No      |
| Credit Agricole SA/London                                                       | CREDIT AGRICOLE                | CUSIP: 22535WAD9<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   79590000 | PA      | $76694654.29   | 0.13%             | 2024-10-04      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                             | NEXTERA ENERGY                 | CUSIP: 65339KAT7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   32950000 | PA      | $31075927.23   | 0.05%             | 2027-05-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Illinois Tool Works Inc                                                         | ILLINOIS TOOL WK               | CUSIP: 452308AT6<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | DBT              | CORP              | US        |   42775000 | PA      | $42094368.91   | 0.07%             | 2024-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                | CUSIP: 91282CAJ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   44990000 | PA      | $40441789.94   | 0.07%             | 2025-08-31      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                       | APPLE INC                      | CUSIP: 037833BY5<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   38220000 | PA      | $36731827.48   | 0.06%             | 2026-02-23      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Sempra Energy                                                                   | SEMPRA ENERGY                  | CUSIP: 816851AP4<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |   21184000 | PA      | $21504988.02   | 0.04%             | 2039-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| City of San Antonio TX Electric & Gas Systems Revenue                           | SAN ANTONIO TX-TXBL            | CUSIP: 79625GDG5<br>LEI: 5493002G2FEH20Q4GQ04 | Long             | DBT              | MUN               | US        |    6360000 | PA      | $4476382.97    | 0.01%             | 2048-02-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co LLC                                                  | ONCOR ELECTRIC D               | CUSIP: 68233JCE2<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    7625000 | PA      | $7244116.76    | 0.01%             | 2032-06-01      | Fixed         | 4.15%                 | Yes           |                  2 | On Loan: No      |
| PacifiCorp                                                                      | PACIFICORP                     | CUSIP: 695114CQ9<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |   14835000 | PA      | $14705009.20   | 0.03%             | 2023-06-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | US 10YR NOTE (CBT)Mar23        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |       1225 | NC      | $-406524.12    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo & Co                                                                | WELLS FARGO CO                 | CUSIP: 95000U3B7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   93620000 | PA      | $88659087.43   | 0.16%             | 2033-07-25      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| Raytheon Technologies Corp                                                      | UNITED TECH CORP               | CUSIP: 913017CJ6<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    5891000 | PA      | $4587194.87    | 0.01%             | 2046-11-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Metropolitan Life Insurance Co                                                  | MET LIFE                       | CUSIP: 592173AE8<br>LEI: 549300H7EXFMRS487544 | Long             | DBT              | CORP              | US        |   25000000 | PA      | $26487344.00   | 0.05%             | 2025-11-01      | Fixed         | 7.80%                 | Yes           |                  2 | On Loan: No      |
| Philip Morris International Inc                                                 | PHILIP MORRIS IN               | CUSIP: 718172CX5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   36830000 | PA      | $37670943.44   | 0.07%             | 2032-11-17      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                         | BRISTOL-MYERS                  | CUSIP: 110122CY2<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    4416000 | PA      | $4405775.46    | 0.01%             | 2023-02-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Michigan Finance Authority                                                      | MICHIGAN ST FIN AUTH           | CUSIP: 59447TXW8<br>LEI: 54930022O46HOX5J1D14 | Long             | DBT              | MUN               | US        |   11385000 | PA      | $9543241.72    | 0.02%             | 2034-12-01      | Fixed         | 3.08%                 | No            |                  2 | On Loan: No      |
| PG&E Wildfire Recovery Funding LLC                                              | PG&E WILDFIRE                  | CUSIP: 693342AK3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   23790000 | PA      | $22626651.87   | 0.04%             | 2054-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                               | FNR 2014-70 VZ                 | CUSIP: 3136ALTR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6212450 | PA      | $5319815.04    | 0.01%             | 2044-11-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ERAC USA Finance LLC                                                            | ERAC USA FINANCE               | CUSIP: 26882PBE1<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |    3775000 | PA      | $4113037.58    | 0.01%             | 2037-10-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Gilead Sciences Inc                                                             | GILEAD SCIENCES                | CUSIP: 375558BA0<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |   37302000 | PA      | $32714422.11   | 0.06%             | 2045-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                              | REALTY INCOME                  | CUSIP: 756109AX2<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |   19405000 | PA      | $16828837.80   | 0.03%             | 2031-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                      | INTEL CORP                     | CUSIP: 458140BX7<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   16360000 | PA      | $10333482.51   | 0.02%             | 2061-08-12      | Fixed         | 3.20%                 | 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        |    8863306 | PA      | $7159957.85    | 0.01%             | 2039-10-15      | Fixed         | 3.47%                 | Yes           |                  2 | On Loan: No      |
| Corebridge Financial Inc                                                        | COREBRIDGE FIN                 | CUSIP: 21871XAJ8<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    5430000 | PA      | $4440729.91    | 0.01%             | 2042-04-05      | Fixed         | 4.35%                 | Yes           |                  2 | On Loan: No      |
| Warnermedia Holdings Inc                                                        | WARNERMEDIA HLDG               | CUSIP: 55903VAJ2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    4996000 | PA      | $4330070.12    | 0.01%             | 2029-03-15      | Fixed         | 4.05%                 | Yes           |                  2 | On Loan: No      |
| Oregon School Boards Association                                                | OR SCH BRDS-TXB-PENSI          | CUSIP: 686053GG8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   11993381 | PA      | $11853054.53   | 0.02%             | 2028-06-30      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| Cigna Corp                                                                      | CIGNA CORP                     | CUSIP: 125523AV2<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   30765000 | PA      | $29633560.83   | 0.05%             | 2025-04-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Energy Co                                                    | BERKSHIRE HATHAW               | CUSIP: 084659BE0<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |   48900000 | PA      | $42997990.54   | 0.08%             | 2053-05-01      | Fixed         | 4.60%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                               | GN 676769                      | CUSIP: 36295P2A9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      20058 | PA      | $19323.06      | 0.00%             | 2038-03-15      | Fixed         | 6.50%                 | 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        |   34240000 | PA      | $27528933.98   | 0.05%             | 2039-07-01      | Fixed         | 2.39%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                              | UNION PAC CORP                 | CUSIP: 907818FL7<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |   19165000 | PA      | $13958883.90   | 0.02%             | 2070-02-05      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                         | BPCE                           | CUSIP: 05578QAA1<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   10670000 | PA      | $10603995.70   | 0.02%             | 2023-10-22      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                          | UNITEDHEALTH GRP               | CUSIP: 91324PCC4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   12000000 | PA      | $11958006.72   | 0.02%             | 2023-03-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                     | ORACLE CORP                    | CUSIP: 68389XCC7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   51805000 | PA      | $46426513.21   | 0.08%             | 2026-03-25      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC HOLDINGS                  | CUSIP: 404280CV9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   32365000 | PA      | $26140238.26   | 0.05%             | 2029-08-17      | Variable      | 2.21%                 | No            |                  2 | On Loan: No      |
| Niagara Mohawk Power Corp                                                       | NIAGARA MOHAWK                 | CUSIP: 65364UAL0<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |   35280000 | PA      | $32559033.53   | 0.06%             | 2028-12-15      | Fixed         | 4.28%                 | Yes           |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                        | CAROLINA P & L                 | CUSIP: 144141DD7<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    6221000 | PA      | $5218573.19    | 0.01%             | 2043-03-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| TC Energy Corp                                                                  | TC ENERGY CORP                 | CUSIP: 87807B107<br>LEI: 549300UGKOFV2IWJJG27 | Long             | EC               | CORP              | CA        |    6202544 | NS      | $247277197.28  | 0.43%             |  |  |  | No            |                  1 | On Loan: —       |
| Thomas Jefferson University                                                     | THOMAS J UNIV                  | CUSIP: 88444NAS7<br>LEI: DB1TWPCZX5RK7VR27A68 | Long             | DBT              | CORP              | US        |   11905000 | PA      | $8654126.53    | 0.02%             | 2057-11-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                               | GN 634920                      | CUSIP: 36291QK94<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1919 | PA      | $1964.72       | 0.00%             | 2034-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                              | FHR 4518 CZ                    | CUSIP: 3137BLP93<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7065447 | PA      | $6435670.11    | 0.01%             | 2045-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                         | JOHN DEERE CAP                 | CUSIP: 24422ERT8<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    8000000 | PA      | $7990510.56    | 0.01%             | 2023-01-27      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                               | GN 683900                      | CUSIP: 36295XX59<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1375 | PA      | $1324.72       | 0.00%             | 2038-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                     | STATOIL ASA                    | CUSIP: 85771PAN2<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |   20035000 | PA      | $19755075.99   | 0.03%             | 2024-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                              | UNION PAC CORP                 | CUSIP: 907818FZ6<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |   34490000 | PA      | $26051295.14   | 0.05%             | 2053-02-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ashtead Capital Inc                                                             | ASHTEAD CAPITAL                | CUSIP: 045054AP8<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |   17920000 | PA      | $13837967.00   | 0.02%             | 2031-08-12      | Fixed         | 2.45%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale                                                                | SOCGEN TRIPARTY TSY            | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | RA               | CORP              | US        |   33700000 | PA      | $33700000.00   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                          | UNITEDHEALTH GRP               | CUSIP: 91324PDL3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   12545000 | PA      | $10939450.76   | 0.02%             | 2048-06-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Energy Co                                                    | MIDAMERICAN ENER               | CUSIP: 59562VBD8<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |   10725000 | PA      | $10228189.79   | 0.02%             | 2043-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                  | MERCK & CO INC                 | CUSIP: 58933YAJ4<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   28405000 | PA      | $25239246.84   | 0.04%             | 2043-05-18      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| BAE Systems PLC                                                                 | BAE SYSTEMS PLC                | CUSIP: 05523RAD9<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |    9390000 | PA      | $8266317.48    | 0.01%             | 2030-04-15      | Fixed         | 3.40%                 | Yes           |                  2 | On Loan: No      |
| Mass General Brigham Inc                                                        | PARTNERS HEALTH                | CUSIP: 70213HAE8<br>LEI: 5493007Z86EDN0QFYU66 | Long             | DBT              | CORP              | US        |   32645000 | PA      | $22711187.87   | 0.04%             | 2049-07-01      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| Vantage Data Centers Issuer LLC                                                 | VDC 2021-1A A2                 | CUSIP: 92212KAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   47695000 | PA      | $41002470.99   | 0.07%             | 2046-10-15      | Fixed         | 2.17%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | GOLDMAN SACHS GP               | CUSIP: 38141GGM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   20700000 | PA      | $21573055.83   | 0.04%             | 2041-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                               | GN 617495                      | CUSIP: 36290T7G8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9394 | PA      | $9354.99       | 0.00%             | 2037-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Sempra Energy                                                                   | SEMPRA ENERGY                  | CUSIP: 816851BH1<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |   20000000 | PA      | $16396926.80   | 0.03%             | 2038-02-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co                                                           | MIDAMERICAN ENER               | CUSIP: 595620AU9<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |   11000000 | PA      | $9448516.66    | 0.02%             | 2049-07-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                | CUSIP: 91282CFT3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  220000000 | PA      | $220034364.00  | 0.39%             | 2029-10-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                | CUSIP: 91282CFM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  107000000 | PA      | $107367812.50  | 0.19%             | 2027-09-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                  | ELI LILLY & CO                 | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |     904605 | NS      | $330940693.20  | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| JAB Holdings BV                                                                 | JAB HOLDINGS                   | CUSIP: 46653KAA6<br>LEI: 529900RRNKUM3INJGF98 | Long             | DBT              | CORP              | NL        |   10375000 | PA      | $7776404.56    | 0.01%             | 2030-11-23      | Fixed         | 2.20%                 | Yes           |                  2 | On Loan: No      |
| Home Depot Inc/The                                                              | HOME DEPOT INC                 | CUSIP: 437076CG5<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    2435000 | PA      | $1473496.98    | 0.00%             | 2051-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| NBCUniversal Media LLC                                                          | NBCUNIVERSAL MED               | CUSIP: 63946BAJ9<br>LEI: VTBDOQJ6KOGQ6K786R46 | Long             | DBT              | CORP              | US        |    6495000 | PA      | $5697186.03    | 0.01%             | 2043-01-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Fidelity National Information Services Inc                                      | FIDELITY NATIONA               | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | EC               | CORP              | US        |    3024870 | NS      | $205237429.50  | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Florida Power & Light Co                                                        | FLORIDA PWR & LT               | CUSIP: 341081FF9<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |   20000000 | PA      | $17322330.00   | 0.03%             | 2042-02-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                   | SOUTHERN CAL ED                | CUSIP: 842400FW8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    8782000 | PA      | $6784456.20    | 0.01%             | 2043-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Philadelphia Authority for Industrial Development                               | PHILADELPHIA INDL-C            | CUSIP: 71781LBH1<br>LEI: 549300DIY68KQZEW7M79 | Long             | DBT              | MUN               | US        |   64830000 | PA      | $67765366.26   | 0.12%             | 2028-10-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Dallas Fort Worth International Airport                                         | DALLAS-FORT WORTH-C            | CUSIP: 2350366Z8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    7770000 | PA      | $6040080.98    | 0.01%             | 2040-11-01      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                               | FNR 2019-21 BD                 | CUSIP: 3136B4QP6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   16990364 | PA      | $15718084.88   | 0.03%             | 2057-09-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                                | COCA-COLA CO/THE               | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |    3015179 | NS      | $191795536.19  | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Marsh & McLennan Cos Inc                                                        | MARSH & MCLENNAN               | CUSIP: 571748BQ4<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |   18280000 | PA      | $11766417.94   | 0.02%             | 2051-12-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                               | GN 617481                      | CUSIP: 36290T6S3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      44348 | PA      | $45089.28      | 0.00%             | 2037-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Orange SA                                                                       | FRANCE TELECOM                 | CUSIP: 35177PAL1<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |   54566000 | PA      | $66748694.91   | 0.12%             | 2031-03-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| East Ohio Gas Co/The                                                            | EAST OHIO GAS CO               | CUSIP: 27409LAC7<br>LEI: BC95Y6MXLT75BGO7UM71 | Long             | DBT              | CORP              | US        |   13440000 | PA      | $10560657.95   | 0.02%             | 2030-06-15      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| Eastern Gas Transmission & Storage Inc                                          | EASTERN GAS TRAN               | CUSIP: 276480AF7<br>LEI: H2VQBNB3NSKRM5QWBI71 | Long             | DBT              | CORP              | US        |   14190000 | PA      | $12251101.53   | 0.02%             | 2043-11-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Southwestern Public Service Co                                                  | SOUTHWESTERN PUB               | CUSIP: 845743BR3<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |    3790000 | PA      | $2867069.24    | 0.01%             | 2047-08-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                      | PACIFICORP                     | CUSIP: 695114CW6<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    8500000 | PA      | $7303690.96    | 0.01%             | 2030-09-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| CF Hippolyta Issuer LLC                                                         | SORT 2021-1A A1                | CUSIP: 12530MAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   25030249 | PA      | $21595162.42   | 0.04%             | 2061-03-15      | Fixed         | 1.53%                 | Yes           |                  2 | On Loan: No      |
| SCE Recovery Funding LLC                                                        | SCE REC FUND                   | CUSIP: 78433LAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3545000 | PA      | $2326188.23    | 0.00%             | 2043-11-15      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN AP5438                      | CUSIP: 3138M9BG5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      22833 | PA      | $21184.93      | 0.00%             | 2027-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Sierra Pacific Power Co                                                         | SIERRA PAC POWER               | CUSIP: 826418BM6<br>LEI: QB888G5GSVGE1LD1WV84 | Long             | DBT              | CORP              | US        |    8027000 | PA      | $7444421.45    | 0.01%             | 2026-05-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                         | HCA INC                        | CUSIP: 404119CG2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    5970000 | PA      | $4675361.62    | 0.01%             | 2052-03-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust 2021-VOLT                                          | BX 2021-VOLT A                 | CUSIP: 05609VAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   28565000 | PA      | $27475785.13   | 0.05%             | 2036-09-15      | Floating      | 5.02%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMER CRP               | CUSIP: 06051GFC8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   24180000 | PA      | $22207511.18   | 0.04%             | 2044-01-21      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                          | UNITEDHEALTH GRP               | CUSIP: 91324PEJ7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   24290000 | PA      | $23086844.40   | 0.04%             | 2032-05-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| BAE Systems Holdings Inc                                                        | BAE SYSTEMS HLDG               | CUSIP: 05523UAK6<br>LEI: MF62XBVMNYTYMC18DL76 | Long             | DBT              | CORP              | US        |   26068000 | PA      | $25454339.47   | 0.04%             | 2024-10-07      | Fixed         | 3.80%                 | Yes           |                  2 | On Loan: No      |
| Royal Bank of Canada                                                            | ROYAL BANK OF CA               | CUSIP: 780087102<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | EC               | CORP              | CA        |    2250576 | NS      | $211594036.04  | 0.37%             |  |  |  | No            |                  1 | On Loan: —       |
| Port Authority of New York & New Jersey                                         | PORT AUTH NY/NJ- 158           | CUSIP: 73358WAH7<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |    1960000 | PA      | $1982461.80    | 0.00%             | 2024-12-01      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                 | MCDONALD'S CORP                | CUSIP: 58013MFK5<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |   24770000 | PA      | $18852688.01   | 0.03%             | 2049-09-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                               | GN 658609                      | CUSIP: 36294SVA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2760 | PA      | $2803.41       | 0.00%             | 2037-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN MA4733                      | CUSIP: 31418EHK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   45501481 | PA      | $43929969.04   | 0.08%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                   | SOUTHERN CAL ED                | CUSIP: 842400EV1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5013067.90    | 0.01%             | 2035-04-01      | Fixed         | 5.75%                 | 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        |   16754850 | PA      | $13992727.53   | 0.02%             | 2051-04-25      | Fixed         | 2.66%                 | Yes           |                  2 | On Loan: No      |
| Ameren Illinois Co                                                              | AMEREN ILLINOIS                | CUSIP: 02361DAS9<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |   22365000 | PA      | $21290451.66   | 0.04%             | 2028-05-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                               | GN 652713                      | CUSIP: 36292MDS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1351 | PA      | $1406.88       | 0.00%             | 2036-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Brighthouse Financial Global Funding                                            | BRIGHTHS FIN GLB               | CUSIP: 10921U2A5<br>LEI: 549300BLFX3KJ2IFOA78 | Long             | DBT              | CORP              | US        |    4600000 | PA      | $4326278.29    | 0.01%             | 2024-04-12      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                             | NEXTERA ENERGY                 | CUSIP: 65339KBW9<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   33830000 | PA      | $28951102.69   | 0.05%             | 2028-06-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Texas Electric Market Stabilization Funding N LLC                               | TX ELECTRIC MRKT               | CUSIP: 88240TAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   18750000 | PA      | $17967279.75   | 0.03%             | 2048-08-01      | Fixed         | 5.06%                 | Yes           |                  2 | On Loan: No      |
| Start II LTD                                                                    | STARR 2019-1 A                 | CUSIP: 85573LAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |    9529150 | PA      | $8156300.74    | 0.01%             | 2044-03-15      | Fixed         | 4.09%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN AR3902                      | CUSIP: 3138W1KQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     281823 | PA      | $264667.33     | 0.00%             | 2028-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Metropolitan Life Global Funding I                                              | MET LIFE GLOB                  | CUSIP: 59217GFD6<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |   23695000 | PA      | $22450727.45   | 0.04%             | 2029-08-25      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                                         | CHARLES SCHWAB                 | CUSIP: 808513CA1<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   47885000 | PA      | $40688798.62   | 0.07%             | 2032-03-03      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                      | PACIFICORP                     | CUSIP: 695114CR7<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |   20000000 | PA      | $19655984.80   | 0.03%             | 2024-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Energy Co                                                    | BERKSHIRE HATHAW               | CUSIP: 084659AX9<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |   32020000 | PA      | $26693737.17   | 0.05%             | 2050-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| New Economy Assets Phase 1 Sponsor LLC                                          | USRE 2021-1 A1                 | CUSIP: 643821AA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   98855000 | PA      | $83529479.69   | 0.15%             | 2061-10-20      | Fixed         | 1.91%                 | Yes           |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                | BANK OF NY MELLO               | CUSIP: 06406RBM8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   24651000 | PA      | $25641865.93   | 0.04%             | 2033-10-25      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| Dominion Energy South Carolina Inc                                              | SOUTH CAROL E&G                | CUSIP: 837004BX7<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |    1446000 | PA      | $1456205.84    | 0.00%             | 2033-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Europacific Partners PLC                                              | COCA-COLA EURO                 | CUSIP: 19123MAE3<br>LEI: 549300LTH67W4GWMRF57 | Long             | DBT              | CORP              | GB        |   53765000 | PA      | $50538350.52   | 0.09%             | 2024-05-03      | Fixed         | 0.80%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                               | FNR 2017-35 AH                 | CUSIP: 3136AWNN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2609512 | PA      | $2519819.03    | 0.00%             | 2053-04-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | GOLDMAN SACHS GP               | CUSIP: 38141GXH2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   21120000 | PA      | $18953157.48   | 0.03%             | 2030-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                | WELLS FARGO CO                 | CUSIP: 95000U2C6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   30455000 | PA      | $30062825.79   | 0.05%             | 2024-01-24      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                | CROWN CASTLE INC               | CUSIP: 22822V101<br>LEI: 54930012H97VSM0I2R19 | Long             | EC               | CORP              | US        |    2165864 | NS      | $293777792.96  | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | GOLDMAN SACHS GP               | CUSIP: 38141GYB4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   88650000 | PA      | $70646681.41   | 0.12%             | 2032-04-22      | Variable      | 2.62%                 | No            |                  2 | On Loan: No      |
| Caterpillar Inc                                                                 | CATERPILLAR INC                | CUSIP: 149123BS9<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |   19770000 | PA      | $20117114.74   | 0.04%             | 2041-05-27      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Providence St Joseph Health Obligated Group                                     | ST JOSEPH HLTH                 | CUSIP: 743820AB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   34000000 | PA      | $19922825.30   | 0.03%             | 2051-10-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                | T-MOBILE USA INC               | CUSIP: 87264ABX2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    5105000 | PA      | $4014554.75    | 0.01%             | 2031-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Massachusetts Electric Co                                                       | MASS ELECTRIC CO               | CUSIP: 575634AS9<br>LEI: 549300XN8GZY5U5O1B96 | Long             | DBT              | CORP              | US        |   21895000 | PA      | $21733570.79   | 0.04%             | 2039-11-15      | Fixed         | 5.90%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMER CRP               | CUSIP: 06051GHA0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    5290000 | PA      | $4086425.87    | 0.01%             | 2049-01-23      | Variable      | 3.95%                 | No            |                  2 | On Loan: No      |
| Georgetown University/The                                                       | GEORGETOWN UNIV                | CUSIP: 37310PAD3<br>LEI: 549300GCL3B0KVXSX752 | Long             | DBT              | CORP              | US        |    9795000 | PA      | $6287047.69    | 0.01%             | 2050-04-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                         | BRISTOL-MYERS                  | CUSIP: 110122CR7<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   48907000 | PA      | $42299245.17   | 0.07%             | 2049-10-26      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                    | THERMO FISHER                  | CUSIP: 883556CU4<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |   26715000 | PA      | $27163793.83   | 0.05%             | 2032-11-21      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Shell International Finance BV                                                  | SHELL INTL FIN                 | CUSIP: 822582BD3<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |   28680000 | PA      | $27797553.68   | 0.05%             | 2025-05-11      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Life 2021-BMR Mortgage Trust                                                    | LIFE 2021-BMR A                | CUSIP: 53218CAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9716660 | PA      | $9411913.47    | 0.02%             | 2038-03-15      | Floating      | 5.02%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                | WELLS FARGO CO                 | CUSIP: 94974BGT1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   36200000 | PA      | $28924401.64   | 0.05%             | 2046-06-14      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial Inc                                                        | COREBRIDGE FIN                 | CUSIP: 21871XAG4<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |   19028000 | PA      | $16666638.33   | 0.03%             | 2032-04-05      | Fixed         | 3.90%                 | Yes           |                  2 | On Loan: No      |
| Home Depot Inc/The                                                              | HOME DEPOT INC                 | CUSIP: 437076CB6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    7305000 | PA      | $6377793.08    | 0.01%             | 2030-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Children's Hospital Corp/The                                                    | CHILDREN'S HOSP                | CUSIP: 16876BAB8<br>LEI: 549300NXFO6BISJLOS32 | Long             | DBT              | CORP              | US        |    5670000 | PA      | $3443690.15    | 0.01%             | 2050-02-01      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                       | APPLE INC                      | CUSIP: 037833BZ2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   55182000 | PA      | $51238908.94   | 0.09%             | 2026-08-04      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Shell International Finance BV                                                  | SHELL INTL FIN                 | CUSIP: 822582BF8<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |   95725000 | PA      | $83854585.96   | 0.15%             | 2045-05-11      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN AB9778                      | CUSIP: 31417G2L9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       6923 | PA      | $6458.21       | 0.00%             | 2028-07-01      | Fixed         | 2.50%                 | 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        |   16435000 | PA      | $11620092.61   | 0.02%             | 2048-07-15      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                    | BARCLAYS PLC                   | CUSIP: 06738EBV6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   42750000 | PA      | $32534244.11   | 0.06%             | 2032-11-24      | Variable      | 2.89%                 | No            |                  2 | On Loan: No      |
| Cigna Corp                                                                      | CIGNA CORP                     | CUSIP: 125523AH3<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   18115000 | PA      | $17474145.83   | 0.03%             | 2028-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Oglethorpe Power Corp                                                           | OGLETHORPE POWER               | CUSIP: 677050AR7<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |    4095000 | PA      | $3257732.25    | 0.01%             | 2047-04-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| US Bancorp                                                                      | US BANCORP                     | CUSIP: 91159HHN3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   45000000 | PA      | $41538352.05   | 0.07%             | 2026-07-22      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                  | LOWE'S COS INC                 | CUSIP: 548661DP9<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |  100000000 | PA      | $93183988.00   | 0.16%             | 2027-05-03      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                        | AT&T INC                       | CUSIP: 00206RJY9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   71900000 | PA      | $59702459.79   | 0.10%             | 2031-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                        | PRUDENTIAL FIN                 | CUSIP: 74432QCJ2<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    8200000 | PA      | $6114039.64    | 0.01%             | 2040-03-10      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bon Secours Mercy Health Inc                                                    | BON SECOURS HLTH               | CUSIP: 09778PAA3<br>LEI: 5493006NA7JSVYYYF398 | Long             | DBT              | CORP              | US        |   17675000 | PA      | $15701620.89   | 0.03%             | 2030-06-01      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                | CUSIP: 91282CFV8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  118460000 | PA      | $120829200.00  | 0.21%             | 2032-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Domino's Pizza Master Issuer LLC                                                | DPABS 2021-1A A2II             | CUSIP: 25755TAP5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   26235475 | PA      | $20929040.60   | 0.04%             | 2051-04-25      | Fixed         | 3.15%                 | Yes           |                  2 | On Loan: No      |
| American Tower Corp                                                             | AMERICAN TOWER                 | CUSIP: 03027XAJ9<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    7300000 | PA      | $7119084.68    | 0.01%             | 2026-02-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                               | GN 662411                      | CUSIP: 36294W3U0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      20874 | PA      | $21234.36      | 0.00%             | 2037-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Energy Co                                                    | MIDAMERICAN ENER               | CUSIP: 59562VAM9<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |   32052000 | PA      | $33672131.48   | 0.06%             | 2036-04-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| LyondellBasell Industries NV                                                    | LYONDELLBASELL-A               | CUSIP: N53745100<br>LEI: BN6WCCZ8OVP3ITUUVN49 | Long             | EC               | CORP              | US        |    4021410 | NS      | $333897672.30  | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Duke Energy Corp                                                                | DUKE ENERGY COR                | CUSIP: 26441CBT1<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   34450000 | PA      | $32372621.25   | 0.06%             | 2032-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BMW US Capital LLC                                                              | BMW US CAP LLC                 | CUSIP: 05565EAM7<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |   93000000 | PA      | $91178513.16   | 0.16%             | 2023-09-15      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN MA4805                      | CUSIP: 31418EKT6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   21779279 | PA      | $21026506.59   | 0.04%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Southern California Gas Co                                                      | SOUTHERN CAL GAS               | CUSIP: 842434CW0<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |   26220000 | PA      | $24227885.94   | 0.04%             | 2027-04-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                | CUSIP: 912810TC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  712665000 | PA      | $509444156.73  | 0.89%             | 2041-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                      | VERIZON COMM INC               | CUSIP: 92343VFW9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   34918000 | PA      | $21429240.50   | 0.04%             | 2056-10-30      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| Oglethorpe Power Corp                                                           | OGLETHORPE POWER               | CUSIP: 677050AC0<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |   35520000 | PA      | $35751946.67   | 0.06%             | 2031-01-01      | Fixed         | 6.19%                 | Yes           |                  2 | On Loan: No      |
| QUALCOMM Inc                                                                    | QUALCOMM INC                   | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |    3447019 | NS      | $378965268.86  | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Ginnie Mae I Pool                                                               | GN 665964                      | CUSIP: 36295BZ55<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        393 | PA      | $396.65        | 0.00%             | 2038-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                      | PACIFICORP                     | CUSIP: 695114CV8<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |   11330000 | PA      | $9357953.56    | 0.02%             | 2050-02-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Affirm Asset Securitization Trust 2021-B                                        | AFFRM 2021-B A                 | CUSIP: 00834DAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   17575000 | PA      | $16718364.62   | 0.03%             | 2026-08-17      | Fixed         | 1.03%                 | Yes           |                  2 | On Loan: No      |
| Apple Inc                                                                       | APPLE INC                      | CUSIP: 037833CR9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   39750000 | PA      | $37731919.13   | 0.07%             | 2027-05-11      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                    | COMCAST CORP-A                 | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |    9598262 | NS      | $335651222.14  | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Instruments Inc                                                           | TEXAS INSTRUMENT               | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |    1149887 | NS      | $189984330.14  | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Transportation Commission                                                 | TX ST TRANS COMM               | CUSIP: 882830AP7<br>LEI: 5493006JSGNPGVJS7691 | Long             | DBT              | MUN               | US        |    8625000 | PA      | $6369295.13    | 0.01%             | 2042-04-01      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| Bon Secours Mercy Health Inc                                                    | BON SECOURS HLTH               | CUSIP: 58942HAC5<br>LEI: 5493006NA7JSVYYYF398 | Long             | DBT              | CORP              | US        |   19830000 | PA      | $18780753.26   | 0.03%             | 2028-07-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                              | HOME DEPOT INC                 | CUSIP: 437076CK6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   19470000 | PA      | $12891094.59   | 0.02%             | 2051-09-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                                     | METLIFE INC                    | CUSIP: 59156RBG2<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |   17500000 | PA      | $16264713.15   | 0.03%             | 2043-11-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Illinois State Toll Highway Authority                                           | IL TWY TXB-A-SR PRIOR          | CUSIP: 452252FH7<br>LEI: 549300ISBFGI8MJJKM98 | Long             | DBT              | MUN               | US        |   16525000 | PA      | $17740197.27   | 0.03%             | 2034-01-01      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| Wyeth LLC                                                                       | WYETH                          | CUSIP: 983024AN0<br>LEI: 549300Q9GR3WRH4N4836 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $16211052.45   | 0.03%             | 2037-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Oglethorpe Power Corp                                                           | OGLETHORPE POWER               | CUSIP: 677050AK2<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |    1835000 | PA      | $1400476.97    | 0.00%             | 2044-06-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| RBC Capital Markets LLC                                                         | RBC TRIPARTY MTGE              | CUSIP: N/A<br>LEI: 549300LCO2FLSSVFFR64       | Long             | RA               | CORP              | US        |  107800000 | PA      | $107800000.00  | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                | DUKE ENERGY COR                | CUSIP: 26441CAT2<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   14740000 | PA      | $10982884.26   | 0.02%             | 2046-09-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE                 | CUSIP: 46647PAL0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  160000000 | PA      | $125258571.20  | 0.22%             | 2048-11-15      | Variable      | 3.96%                 | No            |                  2 | On Loan: No      |
| Wisconsin Electric Power Co                                                     | WISCONSIN ELECTR               | CUSIP: 976656BZ0<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |   13825000 | PA      | $13898120.43   | 0.02%             | 2036-12-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                        | DUKE ENERGY PROG               | CUSIP: 26442UAK0<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    2455000 | PA      | $1485886.84    | 0.00%             | 2050-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Duke University                                                                 | DUKE UNIV TXB-A                | CUSIP: 264416AN8<br>LEI: FY5ICUIRRDCHN4HHL592 | Long             | DBT              | MUN               | US        |   62165000 | PA      | $67325179.89   | 0.12%             | 2037-04-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                                     | METLIFE INC                    | CUSIP: 59156RCC0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |   13833000 | PA      | $13273664.17   | 0.02%             | 2052-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Qatar Government International Bond                                             | QATAR STATE OF                 | CUSIP: 74727PBE0<br>LEI: N/A                  | Long             | DBT              | NUSS              | QA        |   13435000 | PA      | $12280767.04   | 0.02%             | 2050-04-16      | Fixed         | 4.40%                 | Yes           |                  2 | On Loan: No      |
| MidAmerican Energy Co                                                           | MIDAMERICAN ENER               | CUSIP: 595620AN5<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    1110000 | PA      | $976310.01     | 0.00%             | 2044-10-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                      | INTEL CORP                     | CUSIP: 458140BD1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   29825000 | PA      | $29043544.44   | 0.05%             | 2024-05-11      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                    | FHMS K733 A2                   | CUSIP: 3137FJXQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   10785000 | PA      | $10515195.97   | 0.02%             | 2025-08-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                              | UNION PAC CORP                 | CUSIP: 907818EM6<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |   29538000 | PA      | $23655808.29   | 0.04%             | 2051-10-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                      | PACIFICORP                     | CUSIP: 695114CS5<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |   15354000 | PA      | $14723845.74   | 0.03%             | 2025-07-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                       | APPLE INC                      | CUSIP: 037833EA4<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   50285000 | PA      | $30775560.97   | 0.05%             | 2060-08-20      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                     | PEPSICO INC                    | CUSIP: 713448DN5<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |   72545000 | PA      | $67585438.59   | 0.12%             | 2026-10-06      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                                 | DANSKE BANK A/S                | CUSIP: 23636AAT8<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |   57035000 | PA      | $56777318.15   | 0.10%             | 2024-01-12      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Simon Property Group LP                                                         | SIMON PROP GP LP               | CUSIP: 828807CS4<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |   20470000 | PA      | $19875729.70   | 0.03%             | 2024-10-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| New York Life Insurance Co                                                      | NEW YORK LIFE                  | CUSIP: 64952GAQ1<br>LEI: TAE73CY392TBWJ3O3305 | Long             | DBT              | CORP              | US        |   14535000 | PA      | $12112186.72   | 0.02%             | 2069-05-15      | Fixed         | 4.45%                 | Yes           |                  2 | On Loan: No      |
| Macquarie Group Ltd                                                             | MACQUARIE GROUP                | CUSIP: 55608JAZ1<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |   56070000 | PA      | $42939007.63   | 0.08%             | 2033-01-14      | Variable      | 2.87%                 | Yes           |                  2 | On Loan: No      |
| Eaton Corp                                                                      | EATON CORP                     | CUSIP: 278062AH7<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |   32490000 | PA      | $30270027.50   | 0.05%             | 2033-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc                                                     | HONEYWELL INTL                 | CUSIP: 438516CK0<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |   83810000 | PA      | $85441788.24   | 0.15%             | 2033-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                          | CON EDISON CO                  | CUSIP: 209111GC1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |   32238000 | PA      | $22405384.21   | 0.04%             | 2051-12-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY                 | CUSIP: 61747YED3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   59815000 | PA      | $45828501.62   | 0.08%             | 2032-07-21      | Variable      | 2.24%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                                  | MICROSOFT CORP                 | CUSIP: 594918CC6<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |  162183000 | PA      | $108079956.22  | 0.19%             | 2050-06-01      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                         | DUKE ENERGY FLA                | CUSIP: 26444HAN1<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |   11095000 | PA      | $11874209.73   | 0.02%             | 2052-11-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                     | ORACLE CORP                    | CUSIP: 68389XBL8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   63535000 | PA      | $62247118.87   | 0.11%             | 2023-09-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Evergy Inc                                                                      | EVERGY INC                     | CUSIP: 30034WAA4<br>LEI: 549300PGTHDQY6PSUI61 | Long             | DBT              | CORP              | US        |   28130000 | PA      | $26727028.91   | 0.05%             | 2024-09-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                  | BP CAP MKTS AMER               | CUSIP: 10373QBS8<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |   54330000 | PA      | $36177889.54   | 0.06%             | 2052-03-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                               | NATWEST GROUP                  | CUSIP: 639057AC2<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   30570000 | PA      | $26490370.22   | 0.05%             | 2027-06-14      | Variable      | 1.64%                 | No            |                  2 | On Loan: No      |
| Cent CLO 21 Ltd                                                                 | CECLO 2014-21A A1R3            | CUSIP: 15137EBN2<br>LEI: 5493002BI0SI5QMH0P08 | Long             | ABS-MBS          | CORP              | KY        |    9959517 | PA      | $9798297.64    | 0.02%             | 2030-07-27      | Floating      | 5.33%                 | Yes           |                  2 | On Loan: No      |
| Home Depot Inc/The                                                              | HOME DEPOT INC                 | CUSIP: 437076CQ3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   39335000 | PA      | $30744167.16   | 0.05%             | 2052-04-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                          | UNITEDHEALTH GRP               | CUSIP: 91324PEF5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   19810000 | PA      | $14277815.03   | 0.02%             | 2051-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BX Trust 2021-ARIA                                                              | BX 2021-ARIA A                 | CUSIP: 05608RAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   14465000 | PA      | $13760541.48   | 0.02%             | 2036-10-15      | Floating      | 5.22%                 | Yes           |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                        | DUKE ENERGY PROG               | CUSIP: 26442UAM6<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    2503000 | PA      | $1649018.78    | 0.00%             | 2051-08-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Magnetite VII Ltd                                                               | MAGNE 2012-7A A1R2             | CUSIP: 55951PBA4<br>LEI: 549300B54XJTQC6DWJ15 | Long             | ABS-MBS          | CORP              | KY        |   28948237 | PA      | $28629082.50   | 0.05%             | 2028-01-15      | Floating      | 4.88%                 | Yes           |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                  | BP CAP MKTS AMER               | CUSIP: 10373QBN9<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |   17760000 | PA      | $11347262.71   | 0.02%             | 2050-11-10      | Fixed         | 2.77%                 | No            |                  2 | On Loan: No      |
| Affirm Asset Securitization Trust 2021-Z1                                       | AFFRM 2021-Z1 A                | CUSIP: 00834CAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6426221 | PA      | $6211489.97    | 0.01%             | 2025-08-15      | Fixed         | 1.07%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                               | GN 658563                      | CUSIP: 36294STU1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     107150 | PA      | $108560.06     | 0.00%             | 2036-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JAB Holdings BV                                                                 | JAB HOLDINGS                   | CUSIP: 46653KAC2<br>LEI: 529900RRNKUM3INJGF98 | Long             | DBT              | CORP              | NL        |   51835000 | PA      | $35201349.10   | 0.06%             | 2052-04-08      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Sales Tax Securitization Corp                                                   | SALES TAX-B-REF-TXBL           | CUSIP: 79467BDX0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   20635000 | PA      | $15680175.39   | 0.03%             | 2042-01-01      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                         | BRISTOL-MYERS                  | CUSIP: 110122CZ9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    7303000 | PA      | $7285298.99    | 0.01%             | 2023-02-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                  | AMAZON.COM INC                 | CUSIP: 023135AZ9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    8900000 | PA      | $8622068.31    | 0.02%             | 2024-08-22      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                      | CAPITAL ONE FINL               | CUSIP: 14040HBG9<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    9055000 | PA      | $8719283.61    | 0.02%             | 2025-02-05      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                 | PHILIP MORRIS IN               | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |    4080650 | NS      | $413002586.50  | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameren Illinois Co                                                              | AMEREN ILLINOIS                | CUSIP: 02361DAR1<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |    5085000 | PA      | $4041973.44    | 0.01%             | 2047-12-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                       | APPLE INC                      | CUSIP: 037833DW7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   26520000 | PA      | $17636328.28   | 0.03%             | 2050-05-11      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                               | FNR 2015-61 PB                 | CUSIP: 3136APL59<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     472427 | PA      | $456694.17     | 0.00%             | 2044-06-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| University of California                                                        | UNIV OF CALIFORNIA-BG          | CUSIP: 91412HGF4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   13645000 | PA      | $11768094.77   | 0.02%             | 2027-05-15      | Fixed         | 1.32%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                   | BOEING CO                      | CUSIP: 097023DE2<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   34165000 | PA      | $32681787.34   | 0.06%             | 2024-02-04      | Fixed         | 1.43%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                                              | WALT DISNEY CO                 | CUSIP: 254687FL5<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |   84065000 | PA      | $70572852.48   | 0.12%             | 2029-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                               | GN 584379                      | CUSIP: 36201JFU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        298 | PA      | $297.07        | 0.00%             | 2032-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN BM3972                      | CUSIP: 3140J8MW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   15200919 | PA      | $13297387.00   | 0.02%             | 2038-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                              | UNION PAC CORP                 | CUSIP: 907818FY9<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |   14820000 | PA      | $11786149.78   | 0.02%             | 2042-02-14      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                               | GN 658219                      | CUSIP: 36294SG43<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      72088 | PA      | $72839.11      | 0.00%             | 2036-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| KeySpan Gas East Corp                                                           | KEYSPAN GAS EAST               | CUSIP: 49338CAB9<br>LEI: K8TS3HOE1568DUBUJL44 | Long             | DBT              | CORP              | US        |   37580000 | PA      | $33531996.27   | 0.06%             | 2026-08-15      | Fixed         | 2.74%                 | Yes           |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                       | DUKE ENERGY CAR                | CUSIP: 26442CAM6<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    6375000 | PA      | $5516899.37    | 0.01%             | 2041-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                        | DUKE ENERGY PROG               | CUSIP: 144141CY2<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    1625000 | PA      | $1749697.35    | 0.00%             | 2038-04-01      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| PECO Energy Co                                                                  | PECO ENERGY CO                 | CUSIP: 693304BD8<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |   16875000 | PA      | $15259172.01   | 0.03%             | 2052-05-15      | Fixed         | 4.60%                 | 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        |    2290000 | PA      | $2463470.25    | 0.00%             | 2040-12-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                           | MTA NY-TXB                     | CUSIP: 59259NZH9<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |    2430000 | PA      | $2976593.27    | 0.01%             | 2039-11-15      | Fixed         | 7.34%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                       | DUKE ENERGY CAR                | CUSIP: 26442CAN4<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    5205000 | PA      | $4302526.55    | 0.01%             | 2042-09-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN AR5185                      | CUSIP: 3138W2XP5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     718447 | PA      | $658935.46     | 0.00%             | 2028-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                    | COMCAST CORP                   | CUSIP: 20030NCE9<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   26848000 | PA      | $21385764.47   | 0.04%             | 2049-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Dominion Energy South Carolina Inc                                              | SOUTH CAROL E&G                | CUSIP: 837004CG3<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |    6830000 | PA      | $6087406.41    | 0.01%             | 2043-06-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Blackstone Holdings Finance Co LLC                                              | BLACKSTONE HLDGS               | CUSIP: 09261BAG5<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |   19945000 | PA      | $15492206.75   | 0.03%             | 2032-03-30      | Fixed         | 2.55%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMER CRP               | CUSIP: 06051GJW0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   25000000 | PA      | $18383479.75   | 0.03%             | 2042-04-22      | Variable      | 3.31%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                    | COMCAST CORP                   | CUSIP: 20030NBH3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   15060000 | PA      | $14191053.81   | 0.02%             | 2033-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                              | REALTY INCOME                  | CUSIP: 756109BJ2<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |   25855000 | PA      | $22166499.85   | 0.04%             | 2028-06-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                   | SOUTHERN CAL ED                | CUSIP: 842400GK3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   32029000 | PA      | $25587796.10   | 0.04%             | 2048-03-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                | WELLS FARGO CO                 | CUSIP: 94974BGU8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   38790000 | PA      | $32498793.04   | 0.06%             | 2046-12-07      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bond                                             | CHILE                          | CUSIP: 168863DV7<br>LEI: N/A                  | Long             | DBT              | NUSS              | CL        |   19975000 | PA      | $17080729.37   | 0.03%             | 2034-01-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN AT6335                      | CUSIP: 3138WUBD4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     133867 | PA      | $126160.65     | 0.00%             | 2028-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                      | PACIFICORP                     | CUSIP: 695114CT3<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    2262000 | PA      | $1859263.21    | 0.00%             | 2049-01-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                              | FHR 3803 TY                    | CUSIP: 3137A76P0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2324480 | PA      | $2247830.36    | 0.00%             | 2031-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                      | VERIZON COMM INC               | CUSIP: 92343VER1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   22990000 | PA      | $22129802.48   | 0.04%             | 2028-09-21      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| Sprint Spectrum Co LLC / Sprint Spectrum Co II LLC / Sprint Spectrum Co III LLC | SPRINT SPECTRUM                | CUSIP: 85208NAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   24713438 | PA      | $24397878.78   | 0.04%             | 2029-09-20      | Fixed         | 4.74%                 | Yes           |                  2 | On Loan: No      |
| Chubb INA Holdings Inc                                                          | ACE INA HOLDINGS               | CUSIP: 00440EAR8<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |   20340000 | PA      | $19903450.51   | 0.03%             | 2024-05-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                           | MET TRN-BABS-TXB-TR            | CUSIP: 59259YDK2<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |    1855000 | PA      | $1885452.61    | 0.00%             | 2026-11-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                                             | GILEAD SCIENCES                | CUSIP: 375558BT9<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |   20185000 | PA      | $13062851.53   | 0.02%             | 2050-10-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Aviation Capital Group LLC                                                      | AVIATION CAPITAL               | CUSIP: 05369AAL5<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |   23950000 | PA      | $20239968.73   | 0.04%             | 2026-09-20      | Fixed         | 1.95%                 | Yes           |                  2 | On Loan: No      |
| Corp Nacional del Cobre de Chile                                                | CODELCO INC                    | CUSIP: 21987BBA5<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |   20390000 | PA      | $15274925.45   | 0.03%             | 2050-01-30      | Fixed         | 3.70%                 | Yes           |                  2 | On Loan: No      |
| Philip Morris International Inc                                                 | PHILIP MORRIS IN               | CUSIP: 718172AP4<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   11665000 | PA      | $9834739.57    | 0.02%             | 2042-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Dominion Energy South Carolina Inc                                              | SOUTH CAROL E&G                | CUSIP: 837004BV1<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |    4832000 | PA      | $5307938.33    | 0.01%             | 2032-02-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | GOLDMAN SACHS GP               | CUSIP: 38141EC31<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   19895000 | PA      | $17575960.41   | 0.03%             | 2044-07-08      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                 | PHILIP MORRIS IN               | CUSIP: 718172BD0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    5835000 | PA      | $5132877.72    | 0.01%             | 2043-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                      | ABBVIE INC                     | CUSIP: 00287YCA5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   28805000 | PA      | $24669163.12   | 0.04%             | 2039-11-21      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Arizona Public Service Co                                                       | ARIZONA PUB SERV               | CUSIP: 040555DB7<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |   16830000 | PA      | $11166444.47   | 0.02%             | 2050-05-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Northern States Power Co/MN                                                     | NORTHERN ST PR-M               | CUSIP: 665772CT4<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    4915000 | PA      | $4075351.77    | 0.01%             | 2031-04-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp                               | NATL RURAL UTIL                | CUSIP: 637432ND3<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |   32210000 | PA      | $30938971.82   | 0.05%             | 2025-01-27      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co                                              | PUBLIC SERVICE                 | CUSIP: 74456QCJ3<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |   13910000 | PA      | $12180259.65   | 0.02%             | 2032-03-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                | CUSIP: 91282CFL0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   27376100 | PA      | $27166503.10   | 0.05%             | 2029-09-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                | BURLINGTON NORTH               | CUSIP: 12189LAW1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   21220000 | PA      | $18140794.45   | 0.03%             | 2045-04-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co Ltd                                                    | TAKEDA PHARM                   | CUSIP: 874060AY2<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |   15290000 | PA      | $11218571.16   | 0.02%             | 2040-07-09      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY                 | CUSIP: 617446HD4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   51100000 | PA      | $57387356.78   | 0.10%             | 2032-04-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Affirm Asset Securitization Trust 2021-Z2                                       | AFFRM 2021-Z2 A                | CUSIP: 00834TAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5451860 | PA      | $5217252.84    | 0.01%             | 2026-11-16      | Fixed         | 1.17%                 | Yes           |                  2 | On Loan: No      |
| Equitable Financial Life Global Funding                                         | EQUITABLE FINANC               | CUSIP: 29449WAB3<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |   33510000 | PA      | $28052366.37   | 0.05%             | 2027-08-27      | Fixed         | 1.40%                 | Yes           |                  2 | On Loan: No      |
| Coterra Energy Inc                                                              | COTERRA ENERGY I               | CUSIP: 127097103<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | EC               | CORP              | US        |   13395584 | NS      | $329129498.88  | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Home Depot Inc/The                                                              | HOME DEPOT INC                 | CUSIP: 437076BX9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   12020000 | PA      | $11007259.35   | 0.02%             | 2048-12-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                     | STATOIL ASA                    | CUSIP: 85771PAX0<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |   17460000 | PA      | $17023782.68   | 0.03%             | 2024-11-10      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                    | COMCAST CORP                   | CUSIP: 20030NDU2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |  156916000 | PA      | $98421755.79   | 0.17%             | 2056-11-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE                 | CUSIP: 48126BAA1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   16235000 | PA      | $15959062.15   | 0.03%             | 2042-01-06      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Ameriprise Financial Inc                                                        | AMERIPRISE FINL                | CUSIP: 03076CAL0<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |   14270000 | PA      | $13788625.10   | 0.02%             | 2032-05-13      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                         | BRISTOL-MYERS                  | CUSIP: 110122DS4<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   17765000 | PA      | $11220161.89   | 0.02%             | 2050-11-13      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                | BANK OF NY MELLO               | CUSIP: 06406HDA4<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   22710000 | PA      | $21894577.47   | 0.04%             | 2025-02-24      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| L3Harris Technologies Inc                                                       | L3HARRIS TECHNOL               | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               | CORP              | US        |    1004463 | NS      | $209139241.23  | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Properties LP                                                            | BOSTON PROP LP                 | CUSIP: 10112RAW4<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |    1780000 | PA      | $1749056.87    | 0.00%             | 2024-02-01      | Fixed         | 3.80%                 | 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        |    3573000 | PA      | $2743654.86    | 0.00%             | 2038-01-15      | Fixed         | 2.28%                 | No            |                  2 | On Loan: No      |
| Eastern Gas Transmission & Storage Inc                                          | EASTERN GAS TRAN               | CUSIP: 276480AH3<br>LEI: H2VQBNB3NSKRM5QWBI71 | Long             | DBT              | CORP              | US        |   19580000 | PA      | $16942751.20   | 0.03%             | 2029-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY                 | CUSIP: 61747YEH4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   90340000 | PA      | $70608501.83   | 0.12%             | 2032-10-20      | Variable      | 2.51%                 | No            |                  2 | On Loan: No      |
| Cisco Systems Inc                                                               | CISCO SYSTEMS                  | CUSIP: 17275RBL5<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |   15921000 | PA      | $14843150.21   | 0.03%             | 2026-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                | CROWN CASTLE INT               | CUSIP: 22822VAK7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    8575000 | PA      | $7970570.72    | 0.01%             | 2028-02-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| SBA Tower Trust                                                                 | SBA TOWER TRUST                | CUSIP: 78403DAT7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   40475000 | PA      | $34583641.14   | 0.06%             | 2051-05-15      | Fixed         | 1.63%                 | Yes           |                  2 | On Loan: No      |
| University of Minnesota                                                         | UNIV OF MINNESOTA MN           | CUSIP: 914460WT3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   28000000 | PA      | $23727233.60   | 0.04%             | 2052-04-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| SK Telecom Co Ltd                                                               | SK TELECOM CO                  | CUSIP: 78440PAE8<br>LEI: 9884003WEA1PHW006037 | Long             | DBT              | CORP              | KR        |   12220000 | PA      | $12164805.19   | 0.02%             | 2023-04-16      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| San Diego Gas & Electric Co                                                     | SAN DIEGO G & E                | CUSIP: 797440BZ6<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    4915000 | PA      | $3895068.30    | 0.01%             | 2030-10-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Brighthouse Financial Global Funding                                            | BRIGHTHS FIN GLB               | CUSIP: 10921U2E7<br>LEI: 549300BLFX3KJ2IFOA78 | Long             | DBT              | CORP              | US        |   27235000 | PA      | $22537756.13   | 0.04%             | 2028-06-28      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                | T-MOBILE USA INC               | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   83375000 | PA      | $75681626.90   | 0.13%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Co                                                             | CONSUMERS ENERGY               | CUSIP: 210518DQ6<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |   28110000 | PA      | $24149349.91   | 0.04%             | 2052-09-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                | CUSIP: 91282CDN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   68000000 | PA      | $63622500.00   | 0.11%             | 2024-12-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Seasoned Credit Risk Transfer Trust Series 2019-3                               | SCRT 2019-3 MA                 | CUSIP: 35563PLH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   24462939 | PA      | $23556904.96   | 0.04%             | 2058-10-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                          | CON EDISON CO                  | CUSIP: 209111EL3<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    9500000 | PA      | $9598347.14    | 0.02%             | 2036-03-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Energy Co                                                    | MIDAMERICAN ENER               | CUSIP: 59562VAP2<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |     865000 | PA      | $894990.09     | 0.00%             | 2037-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| State of California                                                             | CALIFORNIA BABS                | CUSIP: 13063BJC7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    2215000 | PA      | $2837765.41    | 0.00%             | 2040-11-01      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| CommonSpirit Health                                                             | COMMONSPIRIT                   | CUSIP: 20268JAF0<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |   22715000 | PA      | $18681727.33   | 0.03%             | 2030-10-01      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                          | COMMONWEALTH EDI               | CUSIP: 202795JG6<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |   11990000 | PA      | $10256673.32   | 0.02%             | 2045-11-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                    | COMCAST CORP                   | CUSIP: 20030NDW8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |  105670000 | PA      | $64339733.54   | 0.11%             | 2063-11-01      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                               | GN 782288                      | CUSIP: 36241KRH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5327 | PA      | $5315.35       | 0.00%             | 2037-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Raytheon Technologies Corp                                                      | UNITED TECH CORP               | CUSIP: 913017CY3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   27800000 | PA      | $26641543.14   | 0.05%             | 2028-11-16      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                         | BPCE                           | CUSIP: 05578QAB9<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   37185000 | PA      | $36464269.92   | 0.06%             | 2024-07-21      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR SD8257                      | CUSIP: 3132DWE66<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   91740016 | PA      | $88571636.96   | 0.16%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | ENERGY TRANSFER                | CUSIP: 86765BAQ2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    3410000 | PA      | $2906311.97    | 0.01%             | 2045-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN AB9159                      | CUSIP: 31417GE93<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      12147 | PA      | $11331.84      | 0.00%             | 2028-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp                                                                | EXXON MOBIL CORP               | CUSIP: 30231GBE1<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |   24070000 | PA      | $21055447.93   | 0.04%             | 2029-08-16      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC HOLDINGS                  | CUSIP: 404280BR9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | US        |   26495000 | PA      | $26395908.17   | 0.05%             | 2024-05-18      | Floating      | 3.68%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE                 | CUSIP: 46647PDK9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   39110000 | PA      | $38431680.07   | 0.07%             | 2033-09-14      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                               | GN 659674                      | CUSIP: 36294T2F1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16362 | PA      | $16525.19      | 0.00%             | 2036-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                      | PFIZER INC                     | CUSIP: 717081EJ8<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |   52715000 | PA      | $47800361.57   | 0.08%             | 2038-09-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                               | GN 694634                      | CUSIP: 36296LV31<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      56768 | PA      | $57889.28      | 0.00%             | 2038-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Union Electric Co                                                               | UNION ELECTRIC                 | CUSIP: 906548CU4<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |   13335000 | PA      | $10824284.33   | 0.02%             | 2052-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                             | DOMINION ENERGY                | CUSIP: 25746UDC0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |  106490000 | PA      | $106176555.20  | 0.19%             | 2023-01-15      | Fixed         | 2.45%                 | Yes           |                  2 | On Loan: No      |
| Danske Bank A/S                                                                 | DANSKE BANK A/S                | CUSIP: 23636AAZ4<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |   30135000 | PA      | $26506072.18   | 0.05%             | 2026-09-11      | Variable      | 1.62%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMER CRP               | CUSIP: 06051GHV4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   33250000 | PA      | $28616257.72   | 0.05%             | 2030-07-23      | Variable      | 3.19%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                             | DOMINION ENERGY                | CUSIP: 25746UCZ0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   13855000 | PA      | $11793541.98   | 0.02%             | 2049-03-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | AERCAP IRELAND                 | CUSIP: 00774MAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    8910000 | PA      | $6776784.46    | 0.01%             | 2033-10-29      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| State of Illinois                                                               | IL ST TXB-PENSION              | CUSIP: 452151LF8<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |  146500000 | PA      | $140601748.85  | 0.25%             | 2033-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial Inc                                                        | COREBRIDGE FIN                 | CUSIP: 21871XAL3<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |   13765000 | PA      | $10973952.44   | 0.02%             | 2052-04-05      | Fixed         | 4.40%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMER CRP               | CUSIP: 06051GHQ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   69430000 | PA      | $63068601.92   | 0.11%             | 2030-02-07      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                   | INTERCONTINENT                 | CUSIP: 45866FAV6<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |   17315000 | PA      | $16751196.93   | 0.03%             | 2029-06-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Danone SA                                                                       | DANONE                         | CUSIP: 23636TAD2<br>LEI: 969500KMUQ2B6CBAF162 | Long             | DBT              | CORP              | FR        |   10000000 | PA      | $9783538.80    | 0.02%             | 2023-11-02      | Fixed         | 2.59%                 | Yes           |                  2 | On Loan: No      |
| United Airlines 2018-1 Class B Pass Through Trust                               | UNTD AIR 18-1 B                | CUSIP: 90932NAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4967199 | PA      | $4497661.34    | 0.01%             | 2027-09-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Teachers Insurance & Annuity Association of America                             | TEACHERS INS&ANN               | CUSIP: 878091BD8<br>LEI: O06XD7BJ4EPXNABVFN69 | Long             | DBT              | CORP              | US        |   28400000 | PA      | $25981848.20   | 0.05%             | 2044-09-15      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| Equinor ASA                                                                     | EQUINOR ASA                    | CUSIP: 29446MAK8<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |   15795000 | PA      | $13447149.07   | 0.02%             | 2030-05-22      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                              | FHR 4640 CZ                    | CUSIP: 3137BTKX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7361337 | PA      | $6814243.50    | 0.01%             | 2046-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                             | NEXTERA ENERGY                 | CUSIP: 65339KBM1<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   20155000 | PA      | $17440862.60   | 0.03%             | 2029-11-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                      | PFIZER INC                     | CUSIP: 717081EY5<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    9100000 | PA      | $7483139.03    | 0.01%             | 2030-05-28      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                              | HOME DEPOT INC                 | CUSIP: 437076CT7<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   52506000 | PA      | $50731636.91   | 0.09%             | 2052-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| American International Group Inc                                                | AMER INTL GROUP                | CUSIP: 026874AZ0<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    8338000 | PA      | $8797940.26    | 0.02%             | 2036-05-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                      | US BANCORP                     | CUSIP: 91159HHG8<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   39005000 | PA      | $38501101.82   | 0.07%             | 2024-01-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                               | GN 658417                      | CUSIP: 36294SPA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        473 | PA      | $479.27        | 0.00%             | 2037-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                               | GN 609365                      | CUSIP: 36202T6A9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        414 | PA      | $416.35        | 0.00%             | 2033-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                               | FNR 2019-14 CA                 | CUSIP: 3136B4FP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   18873924 | PA      | $17806250.23   | 0.03%             | 2049-04-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| George Washington University/The                                                | GEORGE WASHINGTO               | CUSIP: 372546AV3<br>LEI: 5493002S4P5IVD462L47 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $7415530.60    | 0.01%             | 2046-09-15      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                             | FIFTH THIRD BANC               | CUSIP: 316773DE7<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |   24480000 | PA      | $23251625.91   | 0.04%             | 2028-04-25      | Variable      | 4.05%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                              | REALTY INCOME                  | CUSIP: 756109BH6<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    8845000 | PA      | $8145390.75    | 0.01%             | 2028-01-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Alcon Finance Corp                                                              | ALCON FINANCE CO               | CUSIP: 01400EAE3<br>LEI: 549300CUZUI9VU7XNK42 | Long             | DBT              | CORP              | US        |   10270000 | PA      | $10363977.18   | 0.02%             | 2032-12-06      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC HOLDINGS                  | CUSIP: 404280CL1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   10000000 | PA      | $8345673.90    | 0.01%             | 2028-09-22      | Variable      | 2.01%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp                                                           | TRUIST FINANCIAL               | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Long             | EC               | CORP              | US        |    7026887 | NS      | $302366947.61  | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| American Water Capital Corp                                                     | AMERICAN WATER                 | CUSIP: 03040WAX3<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    4430000 | PA      | $3270591.25    | 0.01%             | 2050-05-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                     | EQUINOR ASA                    | CUSIP: 29446MAD4<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    4965000 | PA      | $4760275.52    | 0.01%             | 2025-04-06      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN AT9875                      | CUSIP: 3138WX6M4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1171 | PA      | $1097.76       | 0.00%             | 2028-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp                                                     | AMERICAN WATER                 | CUSIP: 03040WAR6<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    1495000 | PA      | $1164388.42    | 0.00%             | 2047-09-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| City of Houston TX                                                              | HOUSTON REF-TXB-A-PEN          | CUSIP: 442331QM9<br>LEI: 549300C64URYS0WQQY42 | Long             | DBT              | MUN               | US        |   13425000 | PA      | $14038578.89   | 0.02%             | 2032-03-01      | Fixed         | 6.29%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                             | NEXTERA ENERGY                 | CUSIP: 65339KBJ8<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   12880000 | PA      | $11718479.15   | 0.02%             | 2029-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                              | UNION PAC CORP                 | CUSIP: 907818FB9<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |   27750000 | PA      | $26171923.82   | 0.05%             | 2029-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Equitable Financial Life Global Funding                                         | EQUITABLE FINANC               | CUSIP: 29449WAA5<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |   15285000 | PA      | $13866922.36   | 0.02%             | 2025-07-07      | Fixed         | 1.40%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMER CRP               | CUSIP: 06051GKB4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   29030000 | PA      | $18316379.22   | 0.03%             | 2052-07-21      | Variable      | 2.97%                 | No            |                  2 | On Loan: No      |
| Kansas City Southern/Old                                                        | KANSAS CITY SOUT               | CUSIP: 485170AS3<br>LEI: 5493008C12PZMWP3WY03 | Long             | DBT              | CORP              | US        |   13845000 | PA      | $12502609.98   | 0.02%             | 2045-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Dallas Fort Worth International Airport                                         | DALLAS-FORT WORTH TX           | CUSIP: 2350368N3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   10280000 | PA      | $7376694.64    | 0.01%             | 2046-11-01      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| American International Group Inc                                                | AMER INTL GROUP                | CUSIP: 026874DF1<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    9065000 | PA      | $8108139.03    | 0.01%             | 2045-07-10      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Indiana Michigan Power Co                                                       | IND MICH POWER                 | CUSIP: 454889AT3<br>LEI: JHR9V15J0ZRG02MIRD06 | Long             | DBT              | CORP              | US        |   14590000 | PA      | $11833538.73   | 0.02%             | 2048-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Resources Corp                                               | CENTERPOINT ENER               | CUSIP: 15189WAL4<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |    9123000 | PA      | $8689042.34    | 0.02%             | 2028-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Kansas Development Finance Authority                                            | KS DEV FIN AUTH-K-TXB          | CUSIP: 48542RSV7<br>LEI: 549300WTL7BL8KBDPR87 | Long             | DBT              | MUN               | US        |   15160000 | PA      | $10222494.12   | 0.02%             | 2051-05-01      | Fixed         | 2.77%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                              | HOME DEPOT INC                 | CUSIP: 437076CC4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   32073000 | PA      | $25590063.34   | 0.04%             | 2040-04-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                              | FHR 4493 ZG                    | CUSIP: 3137BKMD9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4995396 | PA      | $4364595.41    | 0.01%             | 2045-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                | CUSIP: 91282CEN7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    9600000 | PA      | $9094500.48    | 0.02%             | 2027-04-30      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                      | INTEL CORP                     | CUSIP: 458140BM1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   13905000 | PA      | $12124949.20   | 0.02%             | 2050-03-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                    | BARCLAYS PLC                   | CUSIP: 06738EBH7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   52770000 | PA      | $51163455.87   | 0.09%             | 2025-05-07      | Variable      | 3.93%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                                                    | NISOURCE INC                   | CUSIP: 65473PAM7<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |   22475000 | PA      | $20505465.86   | 0.04%             | 2052-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                      | US BANCORP                     | CUSIP: 91159HJG6<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   40025000 | PA      | $38047715.37   | 0.07%             | 2033-07-22      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                               | FNR 2016-72 DZ                 | CUSIP: 3136ATK52<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7754877 | PA      | $6139430.63    | 0.01%             | 2046-10-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| National Securities Clearing Corp                                               | NATIONAL SECS CL               | CUSIP: 637639AH8<br>LEI: 549300RYC9NELN2ICA34 | Long             | DBT              | CORP              | US        |   54105000 | PA      | $54388457.18   | 0.10%             | 2027-11-21      | Fixed         | 5.10%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                             | US ULTRA BOND CBT Mar23        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |       -233 | NC      | $263581.61     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PNC Bank NA                                                                     | PNC BANK NA                    | CUSIP: 69353RFG8<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |   42485000 | PA      | $39781894.42   | 0.07%             | 2027-10-25      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN AB9167                      | CUSIP: 31417GFH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      25001 | PA      | $23480.06      | 0.00%             | 2028-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Puget Sound Energy Inc                                                          | PUGET SOUND ENRG               | CUSIP: 745332CE4<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |   19880000 | PA      | $16477843.36   | 0.03%             | 2041-11-15      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| Oglethorpe Power Corp                                                           | OGLETHORPE POWER               | CUSIP: 677050AL0<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |   20029000 | PA      | $14613639.70   | 0.03%             | 2046-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMER CRP               | CUSIP: 06051GEN5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    8770000 | PA      | $8871598.17    | 0.02%             | 2042-02-07      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Blackstone Inc                                                                  | BLACKSTONE INC                 | CUSIP: 09260D107<br>LEI: 5299004LW4QWGZUB8Y96 | Long             | EC               | CORP              | US        |    3239932 | NS      | $240370555.08  | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Bay Area Toll Authority                                                         | BAY AREA TOLL-F-2              | CUSIP: 072024ND0<br>LEI: 5493001FUZGUQMIP5D78 | Long             | DBT              | MUN               | US        |    4670000 | PA      | $5294319.22    | 0.01%             | 2049-04-01      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| Raytheon Technologies Corp                                                      | RAYTHEON TECHNOL               | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |    2018297 | NS      | $203686533.24  | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| MidAmerican Energy Co                                                           | MIDAMERICAN ENER               | CUSIP: 595620AE5<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    9925000 | PA      | $10308554.30   | 0.02%             | 2035-11-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE                 | CUSIP: 46647PDH6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   78440000 | PA      | $74620031.61   | 0.13%             | 2033-07-25      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                | CUSIP: 91282CFB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   53880000 | PA      | $50967112.50   | 0.09%             | 2027-07-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| EIG Pearl Holdings Sarl                                                         | EIG PEARL HOLDIN               | CUSIP: 28249NAA9<br>LEI: 549300KIMRL45BWA5H76 | Long             | DBT              | CORP              | LU        |   59370000 | PA      | $49868429.95   | 0.09%             | 2036-08-31      | Fixed         | 3.54%                 | Yes           |                  2 | On Loan: No      |
| Broadcom Inc                                                                    | BROADCOM INC                   | CUSIP: 11135FBF7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   25345000 | PA      | $18998442.70   | 0.03%             | 2033-02-15      | Fixed         | 2.60%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                               | GN 657104                      | CUSIP: 36294RAD1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        259 | PA      | $262.09        | 0.00%             | 2036-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | CITIGROUP INC                  | CUSIP: 172967LS8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   72260000 | PA      | $65812438.92   | 0.12%             | 2028-10-27      | Variable      | 3.52%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN AT7282                      | CUSIP: 3138WVCU3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      65753 | PA      | $61941.22      | 0.00%             | 2028-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Memorial Sloan-Kettering Cancer Center                                          | MEMORIAL SLOAN                 | CUSIP: 586054AA6<br>LEI: 549300IZ71UAMEHWL382 | Long             | DBT              | CORP              | US        |   11505000 | PA      | $11247558.60   | 0.02%             | 2042-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NBK SPC Ltd                                                                     | NBK SPC LTD                    | CUSIP: 62877PAB0<br>LEI: 549300P1ANDK86KWB419 | Long             | DBT              | CORP              | AE        |   67250000 | PA      | $59413305.72   | 0.10%             | 2027-09-15      | Variable      | 1.62%                 | Yes           |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                          | COMMONWEALTH EDI               | CUSIP: 202795JJ0<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    6420000 | PA      | $4861147.35    | 0.01%             | 2046-06-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                    | UBS GROUP                      | CUSIP: 902613AA6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   18240000 | PA      | $15403793.45   | 0.03%             | 2030-08-13      | Variable      | 3.13%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                               | FNR 2012-124 JA                | CUSIP: 3136A9V96<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     891748 | PA      | $778170.52     | 0.00%             | 2042-11-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                               | GN 644504                      | CUSIP: 36292CAD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        921 | PA      | $957.32        | 0.00%             | 2035-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VF Corp                                                                         | VF CORP                        | CUSIP: 918204BB3<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | DBT              | CORP              | US        |   23720000 | PA      | $21540635.34   | 0.04%             | 2027-04-23      | Fixed         | 2.80%                 | 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        |   10665000 | PA      | $12123657.38   | 0.02%             | 2048-05-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| New Economy Assets Phase 1 Sponsor LLC                                          | USRE 2021-1 B1                 | CUSIP: 643821AB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   10130000 | PA      | $8321944.92    | 0.01%             | 2061-10-20      | Fixed         | 2.41%                 | Yes           |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | AERCAP IRELAND                 | CUSIP: 00774MAX3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    1410000 | PA      | $1101651.47    | 0.00%             | 2032-01-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                        | AT&T INC                       | CUSIP: 00206RBH4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    5945000 | PA      | $4898523.23    | 0.01%             | 2042-12-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                       | FNCL 5 1/23                    | CUSIP: 01F050619<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  118000000 | PA      | $116359068.40  | 0.20%             | 2023-01-12      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                               | GN 552673                      | CUSIP: 36213E6J0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2183 | PA      | $2239.87       | 0.00%             | 2032-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SBA Tower Trust                                                                 | SBA TOWER TRUST                | CUSIP: 78403DAP5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    9320000 | PA      | $8267644.32    | 0.01%             | 2050-07-15      | Fixed         | 1.88%                 | Yes           |                  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        |   15729615 | PA      | $12246332.32   | 0.02%             | 2047-02-15      | Fixed         | 1.14%                 | Yes           |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC HLDGS PLC                 | CUSIP: 404280AG4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   22000000 | PA      | $22149980.38   | 0.04%             | 2036-05-02      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                | CUSIP: 91282CFX4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  175000000 | PA      | $175027335.00  | 0.31%             | 2024-11-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | GOLDMAN SACHS GP               | CUSIP: 38141GYC2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $7197830.00    | 0.01%             | 2042-04-22      | Variable      | 3.21%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                               | EVERSOURCE ENERG               | CUSIP: 30040WAD0<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |   25155000 | PA      | $24257261.57   | 0.04%             | 2024-10-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                     | ORACLE CORP                    | CUSIP: 68389XBN4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   55000000 | PA      | $50532766.90   | 0.09%             | 2027-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Shell International Finance BV                                                  | SHELL INTL FIN                 | CUSIP: 822582BE1<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |   40575000 | PA      | $37574529.06   | 0.07%             | 2035-05-11      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY                 | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |    6598034 | NS      | $560964850.68  | 0.98%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                | CUSIP: 91282CBH3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  548320000 | PA      | $487662100.00  | 0.85%             | 2026-01-31      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd                                       | AUST & NZ BANK                 | CUSIP: 052528AM8<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |   23805000 | PA      | $17472517.45   | 0.03%             | 2035-11-25      | Variable      | 2.57%                 | Yes           |                  2 | On Loan: No      |
| Union Pacific Corp                                                              | UNION PAC CORP                 | CUSIP: 907818FG8<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |   32310000 | PA      | $25082789.02   | 0.04%             | 2060-03-20      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                               | FNR 2019-12 HA                 | CUSIP: 3136B4EJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   34601106 | PA      | $32757597.24   | 0.06%             | 2057-11-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMER CRP               | CUSIP: 06051GHT9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   49370000 | PA      | $46259997.08   | 0.08%             | 2027-04-23      | Variable      | 3.56%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                    | BARCLAYS PLC                   | CUSIP: 06738EBR5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   52470000 | PA      | $40107462.50   | 0.07%             | 2032-03-10      | Variable      | 2.67%                 | No            |                  2 | On Loan: No      |
| Sutter Health                                                                   | SUTTER HEALTH                  | CUSIP: 86944BAG8<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |   19905000 | PA      | $16072024.13   | 0.03%             | 2030-08-15      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                | WELLS FARGO CO                 | CUSIP: 95000U2J1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   98745000 | PA      | $81670552.76   | 0.14%             | 2031-02-11      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| Healthpeak Properties Inc                                                       | HEALTHPEAK PROP                | CUSIP: 42250PAD5<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              | CORP              | US        |   29850000 | PA      | $25098707.14   | 0.04%             | 2028-12-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Liberty Mutual Group Inc                                                        | LIBERTY MUTUAL                 | CUSIP: 53079EBG8<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |   12217000 | PA      | $11450736.32   | 0.02%             | 2029-02-01      | Fixed         | 4.57%                 | Yes           |                  2 | On Loan: No      |
| Home Depot Inc/The                                                              | HOME DEPOT INC                 | CUSIP: 437076BW1<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   10040000 | PA      | $9673740.60    | 0.02%             | 2028-12-06      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMER CRP               | CUSIP: 06051GHZ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   99085000 | PA      | $80497254.46   | 0.14%             | 2031-02-13      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                               | GN 605086                      | CUSIP: 36200NF30<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14722 | PA      | $14270.66      | 0.00%             | 2036-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                | CUSIP: 91282CFK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   95310000 | PA      | $93374015.63   | 0.16%             | 2025-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Corning Inc                                                                     | CORNING INC                    | CUSIP: 219350105<br>LEI: 549300X2937PB0CJ7I56 | Long             | EC               | CORP              | US        |    7499269 | NS      | $239526651.86  | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Takeda Pharmaceutical Co Ltd                                                    | TAKEDA PHARM                   | CUSIP: 874060AX4<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |   26825000 | PA      | $21892185.89   | 0.04%             | 2030-03-31      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC EFF_19-3                                         | EFF 2019-3 A2                  | CUSIP: 29374WAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     559541 | PA      | $558646.24     | 0.00%             | 2025-05-20      | Fixed         | 2.06%                 | Yes           |                  2 | On Loan: No      |
| EOG Resources Inc                                                               | EOG RESOURCES                  | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |    5187359 | NS      | $671866737.68  | 1.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Shell International Finance BV                                                  | SHELL INTL FIN                 | CUSIP: 822582AN2<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |   10795000 | PA      | $11031304.71   | 0.02%             | 2040-03-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                               | FNR 2013-77 BP                 | CUSIP: 3136AFLL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1452975 | PA      | $1376608.93    | 0.00%             | 2043-06-25      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| University of California                                                        | UNIV OF CA-AP-TXBL             | CUSIP: 91412GXE0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   18275000 | PA      | $15970432.95   | 0.03%             | 2045-05-15      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                   | SOUTHERN CAL ED                | CUSIP: 842400HT3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   19475000 | PA      | $20622310.42   | 0.04%             | 2032-11-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                               | FNR 2017-7 LZ                  | CUSIP: 3136AVGR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8844634 | PA      | $7647589.58    | 0.01%             | 2047-02-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Aaset 2019-1 Trust                                                              | AASET 2019-1 A                 | CUSIP: 00256DAA0<br>LEI: 549300TXM3PCKZJKD061 | Long             | ABS-CBDO         | CORP              | US        |    7167570 | PA      | $4676971.46    | 0.01%             | 2039-05-15      | Fixed         | 3.84%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN AB8993                      | CUSIP: 31417F7F9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     187108 | PA      | $176268.64     | 0.00%             | 2028-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Temasek Financial I Ltd                                                         | TEMASEK FINL I                 | CUSIP: 87973PAV6<br>LEI: 549300XMGMDF3VRJMF12 | Long             | DBT              | CORP              | SG        |   40775000 | PA      | $25509457.74   | 0.04%             | 2051-04-06      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC HOLDINGS                  | CUSIP: 404280CT4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   54790000 | PA      | $42293704.45   | 0.07%             | 2032-05-24      | Variable      | 2.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                              | FHR 4122 AB                    | CUSIP: 3137AUXZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5366154 | PA      | $4683490.59    | 0.01%             | 2042-10-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Boston Gas Co                                                                   | BOSTON GAS CO                  | CUSIP: 100743AL7<br>LEI: FN7P4E7K9JOBORDEUX61 | Long             | DBT              | CORP              | US        |    5700000 | PA      | $4902139.65    | 0.01%             | 2029-08-01      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                                         | CHARLES SCHWAB                 | CUSIP: 808513AQ8<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   19790000 | PA      | $18616407.29   | 0.03%             | 2027-03-02      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                    | THERMO FISHER                  | CUSIP: 883556CK6<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    8960000 | PA      | $7598247.10    | 0.01%             | 2028-10-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                               | GN 652531                      | CUSIP: 36292L4Q4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      20089 | PA      | $20902.25      | 0.00%             | 2036-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GA Global Funding Trust                                                         | GA GLOBAL FNDING               | CUSIP: 36143L2B0<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |   36170000 | PA      | $33890712.00   | 0.06%             | 2024-04-08      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                               | GN 651794                      | CUSIP: 36292LC77<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8470 | PA      | $8556.59       | 0.00%             | 2036-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| San Diego Gas & Electric Co                                                     | SAN DIEGO G & E                | CUSIP: 797440CC6<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |   43105000 | PA      | $34068342.80   | 0.06%             | 2052-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY                 | CUSIP: 6174468J1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   51520000 | PA      | $49286321.03   | 0.09%             | 2025-07-22      | Variable      | 2.72%                 | No            |                  2 | On Loan: No      |
| Rush Obligated Group                                                            | RUSH OBL GROUP                 | CUSIP: 78200JAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   12000000 | PA      | $10840751.28   | 0.02%             | 2029-11-15      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                                  | MICROSOFT CORP                 | CUSIP: 594918CE2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |  110380000 | PA      | $78643873.54   | 0.14%             | 2052-03-17      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                               | NORTHEAST UTILS                | CUSIP: 664397AM8<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    6775000 | PA      | $6521432.41    | 0.01%             | 2025-01-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                          | UNITEDHEALTH GRP               | CUSIP: 91324PES7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   44821000 | PA      | $48664013.50   | 0.09%             | 2053-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips Co                                                               | CONOCOPHIL CO                  | CUSIP: 20826FBC9<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |   11185000 | PA      | $9362714.63    | 0.02%             | 2042-03-15      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                 | CVS HEALTH CORP                | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |    2187721 | NS      | $203873719.99  | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Comcast Corp                                                                    | COMCAST CORP                   | CUSIP: 20030NCC3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   40576000 | PA      | $32553311.25   | 0.06%             | 2047-11-01      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN AT2894                      | CUSIP: 3138WQGC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      16304 | PA      | $15360.61      | 0.00%             | 2028-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Wachovia Corp                                                                   | WACHOVIA CORP                  | CUSIP: 929771AE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   15000000 | PA      | $15553544.85   | 0.03%             | 2025-10-01      | Fixed         | 6.61%                 | No            |                  2 | On Loan: No      |
| Mass General Brigham Inc                                                        | PARTNERS HEALTH                | CUSIP: 70213HAF5<br>LEI: 5493007Z86EDN0QFYU66 | Long             | DBT              | CORP              | US        |   31285000 | PA      | $21067748.86   | 0.04%             | 2060-07-01      | Fixed         | 3.34%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp                                                           | NOVARTIS CAPITAL               | CUSIP: 66989HAH1<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |   21485000 | PA      | $19951785.50   | 0.03%             | 2044-05-06      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Qatar Government International Bond                                             | QATAR STATE OF                 | CUSIP: 74727PAW1<br>LEI: N/A                  | Long             | DBT              | NUSS              | QA        |   69280000 | PA      | $68936358.04   | 0.12%             | 2023-04-23      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                          | UNITEDHEALTH GRP               | CUSIP: 91324PDV1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    8560000 | PA      | $6726933.18    | 0.01%             | 2059-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| LSEGA Financing PLC                                                             | LSEGA FIN PLC                  | CUSIP: 50220PAD5<br>LEI: 2138009YFYTGEHZNNZ09 | Long             | DBT              | CORP              | GB        |   45300000 | PA      | $37438276.51   | 0.07%             | 2031-04-06      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                | CUSIP: 91282CFE6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  260000000 | PA      | $252403112.00  | 0.44%             | 2025-08-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                          | CON EDISON CO                  | CUSIP: 209111GB3<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    1350000 | PA      | $970923.33     | 0.00%             | 2061-06-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Golden State Tobacco Securitization Corp                                        | GOLDEN ST TOBACCO -B           | CUSIP: 38122NB50<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    2375000 | PA      | $1905898.55    | 0.00%             | 2034-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| OhioHealth Corp                                                                 | OHIOHEALTH                     | CUSIP: 67777JAL2<br>LEI: JGYGIL4QGKKPZU7C1D18 | Long             | DBT              | CORP              | US        |   12575000 | PA      | $10074339.02   | 0.02%             | 2031-11-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                                                    | QUALCOMM INC                   | CUSIP: 747525BP7<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |   38504000 | PA      | $29713420.52   | 0.05%             | 2032-05-20      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Galaxy Pipeline Assets Bidco Ltd                                                | GALAXY PIPELINE                | CUSIP: 36321PAD2<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | JE        |   48516910 | PA      | $41232815.15   | 0.07%             | 2034-03-31      | Fixed         | 2.16%                 | Yes           |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                    | THERMO FISHER                  | CUSIP: 883556CL4<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |   19320000 | PA      | $15628376.13   | 0.03%             | 2031-10-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Grand Parkway Transportation Corp                                               | GRAND PARKWAY TRANSPR          | CUSIP: 38611TDL8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   53710000 | PA      | $38081662.93   | 0.07%             | 2052-10-01      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| Macquarie Group Ltd                                                             | MACQUARIE GROUP                | CUSIP: 55608JAL2<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |   50725000 | PA      | $50509921.43   | 0.09%             | 2024-03-27      | Variable      | 4.15%                 | Yes           |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                   | INTERCONTINENT                 | CUSIP: 45866FAW4<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |   43125000 | PA      | $41363335.56   | 0.07%             | 2033-03-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | US 5YR NOTE (CBT) Mar23        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |      -2819 | NC      | $2395759.40    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Symphony CLO XIV Ltd                                                            | SYMP 2014-14A AR               | CUSIP: 87159QBV9<br>LEI: 54930085JMJSZBQ6N270 | Long             | ABS-MBS          | CORP              | KY        |    1396519 | PA      | $1394948.68    | 0.00%             | 2026-07-14      | Floating      | 4.96%                 | Yes           |                  2 | On Loan: No      |
| Johns Hopkins University                                                        | JOHNS HOPKINS                  | CUSIP: 478115AB4<br>LEI: 549300Z1XKWYKTIOM958 | Long             | DBT              | CORP              | US        |    7145000 | PA      | $5986051.49    | 0.01%             | 2053-07-01      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                               | GN 667687                      | CUSIP: 36295DXQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      23086 | PA      | $23364.43      | 0.00%             | 2037-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                                              | WALT DISNEY CO                 | CUSIP: 254687FZ4<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |   48240000 | PA      | $36991241.47   | 0.06%             | 2051-01-13      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                  | MERCK & CO INC                 | CUSIP: 58933YAR6<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   38000000 | PA      | $36428321.90   | 0.06%             | 2025-02-10      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Estee Lauder Cos Inc/The                                                        | ESTEE LAUDER CO                | CUSIP: 29736RAP5<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |   12280000 | PA      | $10543710.17   | 0.02%             | 2029-12-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust 2019-6                                                 | AOMT 2019-6 A1                 | CUSIP: 03464VAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4105335 | PA      | $3939657.06    | 0.01%             | 2059-11-25      | Variable      | 2.62%                 | Yes           |                  2 | On Loan: No      |
| Intel Corp                                                                      | INTEL CORP                     | CUSIP: 458140CA6<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    9995000 | PA      | $9346261.03    | 0.02%             | 2032-08-05      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                   | SOUTHERN CAL ED                | CUSIP: 842400GN7<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    3225000 | PA      | $3123586.13    | 0.01%             | 2025-08-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Bayer US Finance II LLC                                                         | BAYER US FIN II                | CUSIP: 07274NBA0<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $14184448.95   | 0.02%             | 2035-07-30      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Exxon Mobil Corp                                                                | EXXON MOBIL CORP               | CUSIP: 30231GAR3<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |   10710000 | PA      | $10674635.37   | 0.02%             | 2023-03-01      | Fixed         | 2.73%                 | No            |                  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        |   28670000 | PA      | $25359523.84   | 0.04%             | 2030-05-28      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp                                             | CATERPILLAR FINL               | CUSIP: 14912L5Q0<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |   39500000 | PA      | $39372243.18   | 0.07%             | 2023-03-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE                 | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |    6756483 | NS      | $906044370.30  | 1.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange Inc                                                   | INTERCONTINENT                 | CUSIP: 45866FAL8<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |   55840000 | PA      | $37369612.23   | 0.07%             | 2050-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                   | INTERCONTINENT                 | CUSIP: 45866FAN4<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |   16125000 | PA      | $12132610.61   | 0.02%             | 2032-09-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                               | FNR 2014-81 ZH                 | CUSIP: 3136ALA43<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3822137 | PA      | $3386522.60    | 0.01%             | 2039-12-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                         | BRISTOL-MYERS                  | CUSIP: 110122DV7<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   40260000 | PA      | $32739788.30   | 0.06%             | 2042-03-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE                 | CUSIP: 46625HMN7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   11560000 | PA      | $11311392.14   | 0.02%             | 2025-07-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Aetna Inc                                                                       | AETNA INC                      | CUSIP: 00817YAV0<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |   32080000 | PA      | $31749336.04   | 0.06%             | 2023-06-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp                                                     | AMERICAN WATER                 | CUSIP: 03040WAQ8<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |   20245000 | PA      | $18669149.04   | 0.03%             | 2027-09-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE                 | CUSIP: 46647PBD7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   18940000 | PA      | $16950446.00   | 0.03%             | 2030-05-06      | Variable      | 3.70%                 | No            |                  2 | On Loan: No      |
| Southwestern Electric Power Co                                                  | SOUTHWESTN EL PR               | CUSIP: 845437BL5<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |    9800000 | PA      | $9986382.67    | 0.02%             | 2040-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Sysco Corp                                                                      | SYSCO CORP                     | CUSIP: 871829107<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | EC               | CORP              | US        |    2570117 | NS      | $196485444.65  | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Duke Energy Corp                                                                | DUKE ENERGY COR                | CUSIP: 26441CBF1<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   13960000 | PA      | $11075251.99   | 0.02%             | 2049-06-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Xcel Energy Inc                                                                 | XCEL ENERGY INC                | CUSIP: 98389BAU4<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |   33370000 | PA      | $31410109.16   | 0.05%             | 2026-12-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| New York Life Insurance Co                                                      | NEW YORK LIFE                  | CUSIP: 64952GAE8<br>LEI: TAE73CY392TBWJ3O3305 | Long             | DBT              | CORP              | US        |   44785000 | PA      | $46248213.73   | 0.08%             | 2033-05-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Kaiser Foundation Hospitals                                                     | KAISER FOUN HOSP               | CUSIP: 48305QAG8<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |   38650000 | PA      | $26283175.35   | 0.05%             | 2051-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY                 | CUSIP: 61747YES0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   14345000 | PA      | $13125730.37   | 0.02%             | 2037-04-20      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMER CRP               | CUSIP: 06051GKD0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   21500000 | PA      | $16865784.44   | 0.03%             | 2032-10-20      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co LLC                                                  | ONCOR ELECTRIC D               | CUSIP: 68233JCD4<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |   23765000 | PA      | $15599746.44   | 0.03%             | 2051-11-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Oglethorpe Power Corp                                                           | OGLETHORPE POWER               | CUSIP: 677050AG1<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |    5145000 | PA      | $4960470.25    | 0.01%             | 2039-11-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                           | MET TRN AUTH-A2-BABS           | CUSIP: 59259NZN6<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |   16940000 | PA      | $18327834.91   | 0.03%             | 2040-11-15      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| New York Life Insurance Co                                                      | NEW YORK LIFE                  | CUSIP: 64952GAT5<br>LEI: TAE73CY392TBWJ3O3305 | Long             | DBT              | CORP              | US        |   17810000 | PA      | $13629143.11   | 0.02%             | 2050-05-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| East Ohio Gas Co/The                                                            | EAST OHIO GAS CO               | CUSIP: 27409LAE3<br>LEI: BC95Y6MXLT75BGO7UM71 | Long             | DBT              | CORP              | US        |   19575000 | PA      | $12440770.47   | 0.02%             | 2050-06-15      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| BAT Capital Corp                                                                | BAT CAPITAL CORP               | CUSIP: 05526DBB0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   60340000 | PA      | $54944800.87   | 0.10%             | 2027-08-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                          | UNITEDHEALTH GRP               | CUSIP: 91324PED0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   14600000 | PA      | $12162454.66   | 0.02%             | 2031-05-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| American International Group Inc                                                | AMER INTL GROUP                | CUSIP: 026874DP9<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |   13125000 | PA      | $11176016.38   | 0.02%             | 2050-06-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                               | GN 658133                      | CUSIP: 36294SEE3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1969 | PA      | $1991.31       | 0.00%             | 2036-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                        | AT&T INC                       | CUSIP: 00206RKJ0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   33465000 | PA      | $22768563.98   | 0.04%             | 2053-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                        | FLORIDA PWR & LT               | CUSIP: 341081EX1<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |   12452000 | PA      | $12944505.36   | 0.02%             | 2036-06-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                                              | WALT DISNEY CO                 | CUSIP: 254687FM3<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |   14600000 | PA      | $9675488.33    | 0.02%             | 2049-09-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| AIA Group Ltd                                                                   | AIA GROUP                      | CUSIP: 00131LAH8<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | DBT              | CORP              | HK        |   49000000 | PA      | $44761355.94   | 0.08%             | 2029-04-09      | Fixed         | 3.60%                 | Yes           |                  2 | On Loan: No      |
| QatarEnergy Trading LLC                                                         | QATAR ENERGY                   | CUSIP: 74730DAC7<br>LEI: 254900QTESJKJ3P87J26 | Long             | DBT              | CORP              | QA        |   32240000 | PA      | $26728424.02   | 0.05%             | 2031-07-12      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| District of Columbia                                                            | DC INCOME TAX-E-BABS           | CUSIP: 25477GCY9<br>LEI: 549300HWFOZXPKGOX654 | Long             | DBT              | MUN               | US        |    6480000 | PA      | $6731976.74    | 0.01%             | 2034-12-01      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                         | SIMON PROP GP LP               | CUSIP: 828807CR6<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    6645000 | PA      | $6547797.54    | 0.01%             | 2024-02-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Beth Israel Lahey Health Inc                                                    | BETH ISRAEL LAHE               | CUSIP: 08661UAB2<br>LEI: 549300QPZ5W3279DU141 | Long             | DBT              | CORP              | US        |    8165000 | PA      | $5020611.80    | 0.01%             | 2051-07-01      | Fixed         | 3.08%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                        | ELEC DE FRANCE                 | CUSIP: 268317AV6<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |   69690000 | PA      | $56927143.44   | 0.10%             | 2038-09-21      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Banco Santander SA                                                              | BANCO SANTANDER                | CUSIP: 05964HAG0<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   17000000 | PA      | $16929522.59   | 0.03%             | 2023-04-12      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Massachusetts School Building Authority                                         | MA SCH BLDG AUTH-B             | CUSIP: 576000ZJ5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   28455000 | PA      | $23231424.59   | 0.04%             | 2030-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                   | SOUTHERN CAL ED                | CUSIP: 842400GE7<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    8160000 | PA      | $5873797.79    | 0.01%             | 2045-02-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| S&P Global Inc                                                                  | S&P GLOBAL INC                 | CUSIP: 78409VBD5<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    3220000 | PA      | $2508800.21    | 0.00%             | 2052-03-01      | Fixed         | 3.70%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                | CUSIP: 91282CEF4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   21240000 | PA      | $19929092.69   | 0.03%             | 2027-03-31      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co                                                     | CANADIAN PACIFIC               | CUSIP: 13645RBF0<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    8515000 | PA      | $7087416.74    | 0.01%             | 2031-12-02      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                | T-MOBILE USA INC               | CUSIP: 87264ACB9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   19710000 | PA      | $16062204.67   | 0.03%             | 2031-02-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY                 | CUSIP: 61747YEL5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   31085000 | PA      | $25211137.37   | 0.04%             | 2033-01-21      | Variable      | 2.94%                 | No            |                  2 | On Loan: No      |
| Archer-Daniels-Midland Co                                                       | ARCHER-DANIELS                 | CUSIP: 039483102<br>LEI: 549300LO13MQ9HYSTR83 | Long             | EC               | CORP              | US        |    2468826 | NS      | $229230494.10  | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| PNC Financial Services Group Inc/The                                            | PNC FINANCIAL                  | CUSIP: 693475BJ3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    1410000 | PA      | $1473847.75    | 0.00%             | 2033-10-28      | Variable      | 6.04%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co LLC                                                  | ONCOR ELECTRIC D               | CUSIP: 68233JAZ7<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |   31858000 | PA      | $30574909.49   | 0.05%             | 2025-04-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                               | GN 654420                      | CUSIP: 36294NAV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19837 | PA      | $19581.86      | 0.00%             | 2036-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN AQ7337                      | CUSIP: 3138MPEK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      12449 | PA      | $11557.37      | 0.00%             | 2027-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMER CRP               | CUSIP: 06051GHM4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   72640000 | PA      | $67850153.27   | 0.12%             | 2029-07-23      | Variable      | 4.27%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC HOLDINGS                  | CUSIP: 404280CX5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   73225000 | PA      | $63432160.90   | 0.11%             | 2027-11-22      | Variable      | 2.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                              | FHR 4236 KE                    | CUSIP: 3137B3ZQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     865346 | PA      | $843202.64     | 0.00%             | 2032-09-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Maryland State Transportation Authority                                         | MD TRN AUTH                    | CUSIP: 574300HZ5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   12005000 | PA      | $12642632.37   | 0.02%             | 2043-07-01      | Fixed         | 5.89%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                               | GN 570458                      | CUSIP: 36200RWT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        445 | PA      | $470.38        | 0.00%             | 2031-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                          | UNITEDHEALTH GRP               | CUSIP: 91324PDT6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    7300000 | PA      | $5986524.51    | 0.01%             | 2039-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Galaxy Pipeline Assets Bidco Ltd                                                | GALAXY PIPELINE                | CUSIP: 36321PAE0<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | JE        |   37643444 | PA      | $30307273.11   | 0.05%             | 2040-09-30      | Fixed         | 2.94%                 | Yes           |                  2 | On Loan: No      |
| Roche Holdings Inc                                                              | ROCHE HLDGS INC                | CUSIP: 771196BL5<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |   61570000 | PA      | $56349387.35   | 0.10%             | 2027-01-28      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                | CUSIP: 912810TM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   87587000 | PA      | $85835260.00   | 0.15%             | 2042-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                               | FNR 2013-4 JB                  | CUSIP: 3136ACFL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1794435 | PA      | $1682018.57    | 0.00%             | 2028-02-25      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                    | UBS GROUP                      | CUSIP: 902613AH1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   40025000 | PA      | $34427184.35   | 0.06%             | 2027-08-10      | Variable      | 1.49%                 | 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        |    9680989 | PA      | $7453640.11    | 0.01%             | 2039-11-15      | Fixed         | 3.42%                 | Yes           |                  2 | On Loan: No      |
| Foothill-Eastern Transportation Corridor Agency                                 | FOOTHILL ESTRN TRANSP          | CUSIP: 345105JG6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   38475000 | PA      | $27621752.69   | 0.05%             | 2053-01-15      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                   | INTERCONTINENT                 | CUSIP: 45866FAP9<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    6100000 | PA      | $4243804.04    | 0.01%             | 2040-09-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                          | UNITEDHEALTH GRP               | CUSIP: 91324PBU5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   36010000 | PA      | $33125964.86   | 0.06%             | 2041-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| JAB Holdings BV                                                                 | JAB HOLDINGS                   | CUSIP: 46653KAB4<br>LEI: 529900RRNKUM3INJGF98 | Long             | DBT              | CORP              | NL        |   20355000 | PA      | $12035858.78   | 0.02%             | 2051-05-28      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Advocate Health & Hospitals Corp                                                | ADVOCATE HEALTH                | CUSIP: 007589AD6<br>LEI: 549300AEHU3PPOUCIL87 | Long             | DBT              | CORP              | US        |   17670000 | PA      | $14555364.58   | 0.03%             | 2030-06-15      | Fixed         | 2.21%                 | No            |                  2 | On Loan: No      |
| Evergy Kansas Central Inc                                                       | WESTAR ENERGY                  | CUSIP: 95709TAQ3<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |    3120000 | PA      | $2171124.88    | 0.00%             | 2049-09-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Siemens AG                                                                      | SIEMENS AG-REG                 | CUSIP: N/A<br>LEI: W38RGI023J3WT1HWRP32       | Long             | EC               | CORP              | DE        |    1947573 | NS      | $268475387.76  | 0.47%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                | CUSIP: 91282CFZ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   81000000 | PA      | $80544375.00   | 0.14%             | 2027-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                     | PEPSICO INC                    | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |    1107400 | NS      | $200062884.00  | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Unilever PLC                                                                    | UNILEVER PLC-ADR               | CUSIP: N/A<br>LEI: 549300MKFYEKVRWML317       | Long             | EC               | CORP              | US        |    8587638 | NS      | $432387573.30  | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG/London                                                                   | UBS AG LONDON                  | CUSIP: 902674YH7<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | DBT              | CORP              | CH        |   60465000 | PA      | $52879379.75   | 0.09%             | 2026-06-01      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| Simon Property Group LP                                                         | SIMON PROP GP LP               | CUSIP: 828807DF1<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |   38350000 | PA      | $32058127.19   | 0.06%             | 2029-09-13      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Johnson Controls International plc                                              | JOHNSON CONTROLS               | CUSIP: G51502105<br>LEI: 549300XQ6S1GYKGBL205 | Long             | EC               | CORP              | US        |    4246068 | NS      | $271748352.00  | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco Santander SA                                                              | BANCO SANTANDER                | CUSIP: 05971KAG4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   16800000 | PA      | $12863533.03   | 0.02%             | 2030-12-03      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Siemens Financieringsmaatschappij NV                                            | SIEMENS FINAN                  | CUSIP: 82620KBE2<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |   20000000 | PA      | $16279174.80   | 0.03%             | 2031-03-11      | Fixed         | 2.15%                 | Yes           |                  2 | On Loan: No      |
| UBS Group AG                                                                    | UBS GROUP                      | CUSIP: 902613AK4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   12670000 | PA      | $9801107.70    | 0.02%             | 2033-02-11      | Variable      | 2.75%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | GOLDMAN SACHS GP               | CUSIP: 38141GWQ3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   44260000 | PA      | $42562781.25   | 0.07%             | 2025-09-29      | Variable      | 3.27%                 | No            |                  2 | On Loan: No      |
| Texas Electric Market Stabilization Funding N LLC                               | TX ELECTRIC MRKT               | CUSIP: 88240TAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   17590000 | PA      | $17353655.31   | 0.03%             | 2052-02-01      | Fixed         | 5.17%                 | Yes           |                  2 | On Loan: No      |
| Gilead Sciences Inc                                                             | GILEAD SCIENCES                | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |    2704218 | NS      | $232157115.30  | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN AB5967                      | CUSIP: 31417CTZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      24686 | PA      | $22917.84      | 0.00%             | 2027-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                        | ELEC DE FRANCE                 | CUSIP: 268317AK0<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |    2910000 | PA      | $2351609.94    | 0.00%             | 2044-01-22      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                          | UNITEDHEALTH GRP               | CUSIP: 91324PDF6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    4870000 | PA      | $3891867.17    | 0.01%             | 2047-10-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Brooklyn Union Gas Co/The                                                       | BROOKLYN UNION                 | CUSIP: 114259AQ7<br>LEI: 83BQ1DXS6VA5GZFK8S35 | Long             | DBT              | CORP              | US        |   63125000 | PA      | $47226841.87   | 0.08%             | 2048-03-15      | Fixed         | 4.27%                 | Yes           |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                          | UNITEDHEALTH GRP               | CUSIP: 91324PDZ2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   76019000 | PA      | $51810449.17   | 0.09%             | 2050-05-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                                                     | EXELON CORP                    | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |   10122826 | NS      | $437609767.98  | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| Chile Government International Bond                                             | CHILE                          | CUSIP: 168863DT2<br>LEI: N/A                  | Long             | DBT              | NUSS              | CL        |   37110000 | PA      | $29107213.28   | 0.05%             | 2033-07-27      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                       | APPLE INC                      | CUSIP: 037833DB3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   83420000 | PA      | $77899520.50   | 0.14%             | 2027-09-12      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| UAE INTERNATIONAL GOVERNMENT BOND                                               | UAE INTL BOND                  | CUSIP: 31424EAE2<br>LEI: N/A                  | Long             | DBT              | NUSS              | AE        |   20995000 | PA      | $20973168.77   | 0.04%             | 2052-07-07      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Apple Inc                                                                       | APPLE INC                      | CUSIP: 037833AT7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    4035000 | PA      | $3826642.77    | 0.01%             | 2044-05-06      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                | DUKE ENERGY CORP               | CUSIP: 26441CAP0<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   37600000 | PA      | $33037415.97   | 0.06%             | 2045-12-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                              | HOME DEPOT INC                 | CUSIP: 437076CS9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   41895000 | PA      | $41053674.66   | 0.07%             | 2032-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Darden Restaurants Inc                                                          | DARDEN RESTAURAN               | CUSIP: 237194105<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | EC               | CORP              | US        |    1578756 | NS      | $218389317.48  | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                          | CON EDISON CO                  | CUSIP: 209111FY4<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    1755000 | PA      | $1395787.74    | 0.00%             | 2050-04-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| City of Riverside CA                                                            | RIVERSIDE CA PENSN OB          | CUSIP: 769036BT0<br>LEI: 549300FG48YQF1N4C302 | Long             | DBT              | MUN               | US        |   12905000 | PA      | $10441270.32   | 0.02%             | 2045-06-01      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| Great Lakes Water Authority Sewage Disposal System Revenue                      | GREAT LAKES WTR AUTH           | CUSIP: 39081HCV2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   12495000 | PA      | $9596479.87    | 0.02%             | 2039-07-01      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                     | EQUINOR ASA                    | CUSIP: 29446MAF9<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |   82270000 | PA      | $73972595.80   | 0.13%             | 2030-04-06      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Sigma Alimentos SA de CV                                                        | SIGMA ALIMENTOS                | CUSIP: 82655AAC7<br>LEI: 549300FW3RGHPHT21D10 | Long             | DBT              | CORP              | MX        |   21075000 | PA      | $19986028.20   | 0.03%             | 2026-05-02      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Alcon Finance Corp                                                              | ALCON FINANCE CO               | CUSIP: 01400EAD5<br>LEI: 549300CUZUI9VU7XNK42 | Long             | DBT              | CORP              | US        |    8540000 | PA      | $7250524.14    | 0.01%             | 2030-05-27      | Fixed         | 2.60%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                               | GN 485521                      | CUSIP: 36209YLA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         77 | PA      | $77.85         | 0.00%             | 2031-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Temasek Financial I Ltd                                                         | TEMASEK FINL I                 | CUSIP: 87973PAC8<br>LEI: 549300XMGMDF3VRJMF12 | Long             | DBT              | CORP              | SG        |   39070000 | PA      | $39025443.40   | 0.07%             | 2023-01-23      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                       | DUKE ENERGY CAR                | CUSIP: 26442CAT1<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |   17220000 | PA      | $13289334.04   | 0.02%             | 2047-12-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Monongahela Power Co                                                            | MONONGAHELA PWR                | CUSIP: 610202BP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4320000 | PA      | $4162983.64    | 0.01%             | 2043-12-15      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| Truist Financial Corp                                                           | BB&T CORPORATION               | CUSIP: 05531FBE2<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   48000000 | PA      | $46664675.52   | 0.08%             | 2025-06-05      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                       | APPLE INC                      | CUSIP: 037833CU2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   45635000 | PA      | $44446641.78   | 0.08%             | 2024-05-11      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Fortis Inc/Canada                                                               | FORTIS INC                     | CUSIP: 349553AM9<br>LEI: 549300MQYQ9Y065XPR71 | Long             | DBT              | CORP              | CA        |   44365000 | PA      | $41210709.72   | 0.07%             | 2026-10-04      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| Massachusetts School Building Authority                                         | MASSACHUSETTS ST SCH           | CUSIP: 576000ZW6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   23000000 | PA      | $16799910.70   | 0.03%             | 2043-05-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| S&P Global Inc                                                                  | S&P GLOBAL INC                 | CUSIP: 78409VBC7<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |   11910000 | PA      | $10161749.80   | 0.02%             | 2032-03-01      | Fixed         | 2.90%                 | Yes           |                  2 | On Loan: No      |
| Alabama Power Co                                                                | ALABAMA POWER CO               | CUSIP: 010392FS2<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |   27790000 | PA      | $23285381.06   | 0.04%             | 2048-07-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Metropolitan Life Global Funding I                                              | MET LIFE GLOB                  | CUSIP: 59217GET2<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |   61345000 | PA      | $49449023.00   | 0.09%             | 2032-01-11      | Fixed         | 2.40%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                | CUSIP: 91282CEQ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   50000000 | PA      | $48187500.00   | 0.08%             | 2025-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Conagra Brands Inc                                                              | CONAGRA BRANDS                 | CUSIP: 205887CF7<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |   12255000 | PA      | $10194551.90   | 0.02%             | 2027-11-01      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE                 | CUSIP: 46647PAX4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   40000000 | PA      | $37603998.40   | 0.07%             | 2029-12-05      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                               | FNR 2013-10 YA                 | CUSIP: 3136ACAN1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2901649 | PA      | $2724120.32    | 0.00%             | 2028-02-25      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                | BURLINGTON NORTH               | CUSIP: 12189LBB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   26898000 | PA      | $22878557.89   | 0.04%             | 2047-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                       | APPLE INC                      | CUSIP: 037833DF4<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   21615000 | PA      | $20819412.80   | 0.04%             | 2025-01-13      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Enel Finance International NV                                                   | ENEL FIN INTL NV               | CUSIP: 29278GAX6<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |   29400000 | PA      | $26518880.56   | 0.05%             | 2032-06-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd                                                       | TRANSCANADA PL                 | CUSIP: 89352HAT6<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |   58060000 | PA      | $57767002.53   | 0.10%             | 2026-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Piedmont Natural Gas Co Inc                                                     | PIEDMONT NAT GAS               | CUSIP: 720186AP0<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |   14375000 | PA      | $13038881.41   | 0.02%             | 2052-05-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Dallas Fort Worth International Airport                                         | DALLAS-FORT WORTH-A            | CUSIP: 23503CAP2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    4680000 | PA      | $3896983.58    | 0.01%             | 2051-11-01      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                               | FNR 2014-95 ZC                 | CUSIP: 3136AL3J8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6596183 | PA      | $5710885.96    | 0.01%             | 2045-01-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CommonSpirit Health                                                             | COMMONSPIRIT                   | CUSIP: 20268JAG8<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    2570000 | PA      | $1900509.37    | 0.00%             | 2050-10-01      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                      | PFIZER INC                     | CUSIP: 717081EA7<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |   28400000 | PA      | $26919738.04   | 0.05%             | 2026-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                    | BROADCOM INC                   | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |     395914 | NS      | $221367394.82  | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Canadian National Railway Co                                                    | CANADIAN NATL RR               | CUSIP: 136375CZ3<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |   25925000 | PA      | $16281261.14   | 0.03%             | 2050-05-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE                 | CUSIP: 46647PBM7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   38075000 | PA      | $27639483.96   | 0.05%             | 2041-04-22      | Variable      | 3.11%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co                                                     | CANADIAN PACIFIC               | CUSIP: 13645RBH6<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |   20120000 | PA      | $13711697.91   | 0.02%             | 2051-12-02      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc                                              | ANHEUSER-BUSCH                 | CUSIP: 035240AG5<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    5967000 | PA      | $5593101.63    | 0.01%             | 2042-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                               | JOHNSON&JOHNSON                | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |    4118622 | NS      | $727554576.30  | 1.27%             |  |  |  | No            |                  1 | On Loan: No      |
| DNB Bank ASA                                                                    | DNB BANK ASA                   | CUSIP: 25601B2B0<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |   45295000 | PA      | $38306760.57   | 0.07%             | 2028-03-30      | Variable      | 1.60%                 | Yes           |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                             | NEXTERA ENERGY                 | CUSIP: 65339KCJ7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    4755000 | PA      | $4679570.25    | 0.01%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York Life Global Funding                                                    | NEW YORK LIFE GL               | CUSIP: 64952WCN1<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |   58670000 | PA      | $57416605.80   | 0.10%             | 2024-01-17      | Fixed         | 2.90%                 | Yes           |                  2 | On Loan: No      |
| Jackson National Life Global Funding                                            | JACKSON NAT LIFE               | CUSIP: 46849LUV1<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |   18300000 | PA      | $16965983.07   | 0.03%             | 2025-01-12      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| Union Pacific Corp                                                              | UNION PAC CORP                 | CUSIP: 907818FN3<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    7030000 | PA      | $4499067.84    | 0.01%             | 2062-09-16      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                               | GN 569552                      | CUSIP: 36200QWM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1096 | PA      | $1139.91       | 0.00%             | 2032-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Group AG                                                          | CREDIT SUISSE                  | CUSIP: 225401AT5<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |   45860000 | PA      | $36477978.17   | 0.06%             | 2027-02-02      | Variable      | 1.30%                 | Yes           |                  2 | On Loan: No      |
| FirstKey Homes 2021-SFR1 Trust                                                  | FKH 2021-SFR1 A                | CUSIP: 33767WAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   67028786 | PA      | $57689189.30   | 0.10%             | 2038-08-17      | Fixed         | 1.54%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE                 | CUSIP: 46625HRV4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   75000000 | PA      | $69966027.00   | 0.12%             | 2026-10-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                            | IBM CORP                       | CUSIP: 459200JZ5<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |  148025000 | PA      | $140897701.35  | 0.25%             | 2026-05-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Horizon Aircraft Finance II Ltd                                                 | HORZN 2019-1 A                 | CUSIP: 44040HAA0<br>LEI: 549300KSCDSEIWTVMM32 | Long             | ABS-CBDO         | CORP              | KY        |    8827121 | PA      | $6943669.09    | 0.01%             | 2039-07-15      | Fixed         | 3.72%                 | Yes           |                  2 | On Loan: No      |
| AbbVie Inc                                                                      | ABBVIE INC                     | CUSIP: 00287YAV1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    2780000 | PA      | $2513067.60    | 0.00%             | 2036-05-14      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Temasek Financial I Ltd                                                         | TEMASEK FINL I                 | CUSIP: 87973PBB9<br>LEI: 549300XMGMDF3VRJMF12 | Long             | DBT              | CORP              | SG        |   46325000 | PA      | $32658983.71   | 0.06%             | 2041-08-02      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| Credit Suisse Group AG                                                          | CREDIT SUISSE                  | CUSIP: 225401AF5<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |   11050000 | PA      | $8833134.30    | 0.02%             | 2029-01-12      | Variable      | 3.87%                 | Yes           |                  2 | On Loan: No      |
| Oncor Electric Delivery Co LLC                                                  | ONCOR ELECTRIC D               | CUSIP: 68233JAH7<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |   11325000 | PA      | $11238176.43   | 0.02%             | 2040-09-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                               | GN 676933                      | CUSIP: 36295QBA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     162056 | PA      | $168675.24     | 0.00%             | 2038-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Group AG                                                          | CREDIT SUISSE                  | CUSIP: 225401AZ1<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |   44285000 | PA      | $38903410.19   | 0.07%             | 2033-08-12      | Variable      | 6.54%                 | Yes           |                  2 | On Loan: No      |
| Amgen Inc                                                                       | AMGEN INC                      | CUSIP: 031162BV1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   38185000 | PA      | $37480830.80   | 0.07%             | 2024-05-22      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Brighthouse Financial Global Funding                                            | BRIGHTHS FIN GLB               | CUSIP: 10921U2C1<br>LEI: 549300BLFX3KJ2IFOA78 | Long             | DBT              | CORP              | US        |   37050000 | PA      | $32624407.88   | 0.06%             | 2026-05-24      | Fixed         | 1.55%                 | Yes           |                  2 | On Loan: No      |
| JobsOhio Beverage System                                                        | JOBSOHIO BEVERAGE SYS          | CUSIP: 47770VBQ2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    5335000 | PA      | $4168157.08    | 0.01%             | 2038-01-01      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp                                                           | TRUIST FINANCIAL               | CUSIP: 89788MAB8<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   33005000 | PA      | $26526374.62   | 0.05%             | 2030-06-05      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Cisco Systems Inc                                                               | CISCO SYSTEMS                  | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |    9827738 | NS      | $468193438.32  | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| UnitedHealth Group Inc                                                          | UNITEDHEALTH GRP               | CUSIP: 91324PCX8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    8345000 | PA      | $7165332.11    | 0.01%             | 2047-01-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| DB Master Finance LLC                                                           | DNKN 2019-1A A2II              | CUSIP: 233046AK7<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-CBDO         | CORP              | US        |   13090275 | PA      | $12101540.35   | 0.02%             | 2049-05-20      | Fixed         | 4.02%                 | Yes           |                  2 | On Loan: No      |
| Eastern Energy Gas Holdings LLC                                                 | EASTERN ENERGY                 | CUSIP: 257375AE5<br>LEI: 549300BFOD6TDMVV4O24 | Long             | DBT              | CORP              | US        |   14085000 | PA      | $13896892.01   | 0.02%             | 2023-11-01      | Fixed         | 3.55%                 | 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        |   18233166 | PA      | $15409457.79   | 0.03%             | 2039-04-15      | Fixed         | 3.97%                 | Yes           |                  2 | On Loan: No      |
| International Business Machines Corp                                            | IBM CORP                       | CUSIP: 459200KA8<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   98025000 | PA      | $90065720.93   | 0.16%             | 2029-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC HOLDINGS                  | CUSIP: 404280AM1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   43680000 | PA      | $45615245.89   | 0.08%             | 2042-01-14      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Conagra Brands Inc                                                              | CONAGRA BRANDS                 | CUSIP: 205887CD2<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |   10375000 | PA      | $9813819.26    | 0.02%             | 2038-11-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                  | BNP PARIBAS                    | CUSIP: 05581KAB7<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   56070000 | PA      | $55106805.43   | 0.10%             | 2024-01-10      | Fixed         | 3.80%                 | Yes           |                  2 | On Loan: No      |
| International Business Machines Corp                                            | IBM CORP                       | CUSIP: 459200JY8<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   81400000 | PA      | $79241510.50   | 0.14%             | 2024-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Northwestern Mutual Life Insurance Co/The                                       | NORTHWESTERN MUT               | CUSIP: 668138AA8<br>LEI: 1DU7IM20QESYGDO4HO54 | Long             | DBT              | CORP              | US        |   28508000 | PA      | $21850718.90   | 0.04%             | 2047-09-30      | Fixed         | 3.85%                 | Yes           |                  2 | On Loan: No      |
| Potomac Electric Power Co                                                       | POTOMAC ELEC PWR               | CUSIP: 737679DB3<br>LEI: 549300BXF2DWUNN57U06 | Long             | DBT              | CORP              | US        |    8000000 | PA      | $8766714.48    | 0.02%             | 2037-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                                 | DANSKE BANK A/S                | CUSIP: 23636ABB6<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |   55390000 | PA      | $47375536.15   | 0.08%             | 2027-09-10      | Variable      | 1.55%                 | Yes           |                  2 | On Loan: No      |
| Svenska Handelsbanken AB                                                        | SVENSKA HNDLSBKN               | CUSIP: 86959LAH6<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |   65775000 | PA      | $57629311.52   | 0.10%             | 2027-06-11      | Variable      | 1.42%                 | Yes           |                  2 | On Loan: No      |
| Archer-Daniels-Midland Co                                                       | ARCHER-DANIELS                 | CUSIP: 039483BQ4<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |   34425000 | PA      | $31413520.28   | 0.05%             | 2049-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                    | COMCAST CORP                   | CUSIP: 20030NDP3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   35080000 | PA      | $20736867.06   | 0.04%             | 2052-08-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Aligned Data Centers Issuer LLC                                                 | ADC 2021-1A A2                 | CUSIP: 01627AAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   43730000 | PA      | $37388187.94   | 0.07%             | 2046-08-15      | Fixed         | 1.94%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN AQ1018                      | CUSIP: 3138MGDY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      13375 | PA      | $12410.29      | 0.00%             | 2027-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Roche Holding AG                                                                | ROCHE HLDG-GENUS               | CUSIP: H69293217<br>LEI: 549300U41AUUVOAAOB37 | Long             | EC               | CORP              | CH        |     993875 | NS      | $312312850.80  | 0.55%             |  |  |  | No            |                  2 | On Loan: No      |
| Eversource Energy                                                               | EVERSOURCE ENERG               | CUSIP: 30040WAP3<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |   14435000 | PA      | $12552532.95   | 0.02%             | 2032-03-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Entergy Corp                                                                    | ENTERGY CORP                   | CUSIP: 29364GAJ2<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |    7085000 | PA      | $6594734.51    | 0.01%             | 2026-09-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                               | GN 645974                      | CUSIP: 36292DT77<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2011 | PA      | $2040.01       | 0.00%             | 2036-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                               | ENTERPRISE PRODU               | CUSIP: 29379VBJ1<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4381016.90    | 0.01%             | 2046-05-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | US 10yr Ultra Fut Mar23        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |      -2234 | NC      | $1464614.94    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc                     | ANHEUSER-BUSCH                 | CUSIP: 03522AAH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   15460000 | PA      | $14575264.71   | 0.03%             | 2036-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BXHPP Trust 2021-FILM                                                           | BXHPP 2021-FILM B              | CUSIP: 05609JAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3140000 | PA      | $2959682.36    | 0.01%             | 2036-08-15      | Floating      | 5.22%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                               | GN 664424                      | CUSIP: 36295AD51<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        159 | PA      | $159.68        | 0.00%             | 2037-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                  | AMAZON.COM INC                 | CUSIP: 023135CH7<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   82875000 | PA      | $76019415.08   | 0.13%             | 2032-04-13      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| SCE Recovery Funding LLC                                                        | SCE REC FUND                   | CUSIP: 78433LAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3915000 | PA      | $2767634.36    | 0.00%             | 2040-05-15      | Fixed         | 1.94%                 | No            |                  2 | On Loan: No      |
| America Movil SAB de CV                                                         | AMERICA MOVIL SA               | CUSIP: 02364WBH7<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |   25600000 | PA      | $23311396.35   | 0.04%             | 2029-04-22      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Pacific Life Global Funding II                                                  | PACIFIC LIFE GF                | CUSIP: 6944PL2E8<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |   51785000 | PA      | $45689363.31   | 0.08%             | 2026-04-14      | Fixed         | 1.38%                 | Yes           |                  2 | On Loan: No      |
| AT&T Inc                                                                        | AT&T INC                       | CUSIP: 00206RKB7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   17664000 | PA      | $12330018.17   | 0.02%             | 2060-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                             | ANTHEM INC                     | CUSIP: 94973VBK2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    3181000 | PA      | $2837926.80    | 0.00%             | 2044-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Carrier Global Corp                                                             | CARRIER GLOBAL                 | CUSIP: 14448CAQ7<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |   15103000 | PA      | $12727842.41   | 0.02%             | 2030-02-15      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | GOLDMAN SACHS GP               | CUSIP: 38141GYN8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   24510000 | PA      | $19346250.60   | 0.03%             | 2032-10-21      | Variable      | 2.65%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                                                     | EXELON CO                      | CUSIP: 30161NBE0<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |   32015000 | PA      | $27838643.25   | 0.05%             | 2032-03-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                      | ONTARIO PROVINCE               | CUSIP: 68323ADP6<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |  100400000 | PA      | $94047648.83   | 0.16%             | 2026-04-27      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                 | PHILIP MORRIS IN               | CUSIP: 718172CW7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   21285000 | PA      | $21677699.74   | 0.04%             | 2029-11-17      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                  | BP CAP MKTS AMER               | CUSIP: 10373QBQ2<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |   19795000 | PA      | $13686148.19   | 0.02%             | 2061-02-08      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                      | PFIZER INC                     | CUSIP: 717081ET6<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |   49500000 | PA      | $46633835.66   | 0.08%             | 2029-03-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                             | NEXTERA ENERGY                 | CUSIP: 65339KBR0<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   50415000 | PA      | $41495407.29   | 0.07%             | 2030-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                  | BNP PARIBAS                    | CUSIP: 09659W2R4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   30900000 | PA      | $25209654.69   | 0.04%             | 2029-09-15      | Variable      | 2.16%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                               | FNR 2013-4 CB                  | CUSIP: 3136ACFC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3175487 | PA      | $2969609.70    | 0.01%             | 2028-02-25      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                         | BRISTOL-MYERS                  | CUSIP: 110122CP1<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    9086000 | PA      | $8436110.40    | 0.01%             | 2029-07-26      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| McCormick & Co Inc/MD                                                           | MCCORMICK                      | CUSIP: 579780AQ0<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |    6060000 | PA      | $5060144.30    | 0.01%             | 2030-04-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                  | BNP PARIBAS                    | CUSIP: 05574LFY9<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    4190000 | PA      | $4181603.78    | 0.01%             | 2023-03-03      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Eaton Corp                                                                      | EATON CORP                     | CUSIP: 278058AQ5<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10317515.50   | 0.02%             | 2025-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Texas Transportation Commission State Highway Fund                              | TX TRANSPRTN COM-REF           | CUSIP: 88283LKV7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   17140000 | PA      | $15582654.46   | 0.03%             | 2033-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd                                                     | NATL AUSTRALIABK               | CUSIP: 632525AY7<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |   55019000 | PA      | $43165910.76   | 0.08%             | 2031-05-21      | Fixed         | 2.99%                 | Yes           |                  2 | On Loan: No      |
| American International Group Inc                                                | AMER INTL GROUP                | CUSIP: 026874DL8<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |   21540000 | PA      | $19242720.66   | 0.03%             | 2048-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Kellogg Co                                                                      | KELLOGG CO                     | CUSIP: 487836108<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | EC               | CORP              | US        |    3444690 | NS      | $245399715.60  | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo & Co                                                                | WELLS FARGO CO                 | CUSIP: 95000U2V4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   70000000 | PA      | $64895446.00   | 0.11%             | 2028-03-24      | Variable      | 3.53%                 | No            |                  2 | On Loan: No      |
| Cox Communications Inc                                                          | COX COMMUN INC                 | CUSIP: 224044CF2<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |   58525000 | PA      | $51910553.08   | 0.09%             | 2035-02-01      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-02-28

**Name of Applicant:** VANGUARD WELLESLEY INCOME FUND

**Signature:** Ashley Grim

**Name of Signer:** Ashley Grim

**Title:** Treasurer