# EDGAR Filing Document

**Accession Number:** 0000857490
**File Stem:** 0000857490-26-000376
**Filing Date:** 2026-5
**Character Count:** 961324
**Document Hash:** 0b85c4b997d40522a60f6ca556b4d878
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000857490-26-000376.hdr.sgml**: 20260528

**ACCESSION NUMBER**: 0000857490-26-000376

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260528

**DATE AS OF CHANGE**: 20260528

**PERIOD START**: 20261231

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05962
- **FILM NUMBER:** 261037049

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

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

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

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

## Series and Classes Contracts Data

### Balanced Portfolio (Series ID: S000004390)

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

## Nport-Ex

Balanced Portfolio

#### Schedule of Investments (unaudited)
As of March 31, 2026

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

---

| | | | |
|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Shares | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value<br> ($000) |
| **Common Stocks (64.9%)** | **Common Stocks (64.9%)** |  |  |
| **Communication Services (8.0%)** | **Communication Services (8.0%)** |  |  |
|  | &nbsp;&nbsp;&nbsp;Alphabet Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;520931 | &nbsp;&nbsp;&nbsp;&nbsp; 149799 |
|  | &nbsp;&nbsp;&nbsp;Meta Platforms Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;106344 | &nbsp;&nbsp;&nbsp;&nbsp; 60842 |
|  | &nbsp;&nbsp;&nbsp;T-Mobile US Inc. | &nbsp;&nbsp;&nbsp;&nbsp;160942 | &nbsp;&nbsp;&nbsp;&nbsp; 33803 |
|  | &nbsp;&nbsp;&nbsp;Walt Disney Co. | &nbsp;&nbsp;&nbsp;&nbsp;236686 | &nbsp;&nbsp;&nbsp;&nbsp; 22812 |
| \* | &nbsp;&nbsp;&nbsp;Netflix Inc. | &nbsp;&nbsp;&nbsp;&nbsp;236133 | &nbsp;&nbsp;&nbsp;&nbsp; 22704 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **289960** |
| **Consumer Discretionary (7.0%)** | **Consumer Discretionary (7.0%)** |  |  |
| \* | &nbsp;&nbsp;&nbsp;Amazon.com Inc. | &nbsp;&nbsp;&nbsp;&nbsp;537602 | &nbsp;&nbsp;&nbsp;&nbsp; 111966 |
| \* | &nbsp;&nbsp;&nbsp;Tesla Inc. | &nbsp;&nbsp;&nbsp;&nbsp;85435 | &nbsp;&nbsp;&nbsp;&nbsp; 31761 |
|  | &nbsp;&nbsp;&nbsp;Home Depot Inc. | &nbsp;&nbsp;&nbsp;&nbsp;88354 | &nbsp;&nbsp;&nbsp;&nbsp; 29059 |
|  | &nbsp;&nbsp;&nbsp;Marriott International Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;72347 | &nbsp;&nbsp;&nbsp;&nbsp; 23663 |
|  | &nbsp;&nbsp;&nbsp;Darden Restaurants Inc. | &nbsp;&nbsp;&nbsp;&nbsp;110851 | &nbsp;&nbsp;&nbsp;&nbsp; 21731 |
|  | &nbsp;&nbsp;&nbsp;TJX Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;97885 | &nbsp;&nbsp;&nbsp;&nbsp; 15632 |
|  | &nbsp;&nbsp;&nbsp;Ross Stores Inc. | &nbsp;&nbsp;&nbsp;&nbsp;54706 | &nbsp;&nbsp;&nbsp;&nbsp; 11851 |
| \* | &nbsp;&nbsp;&nbsp;O'Reilly Automotive Inc. | &nbsp;&nbsp;&nbsp;&nbsp;102460 | &nbsp;&nbsp;&nbsp;&nbsp; 9458 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **255121** |
| **Consumer Staples (2.9%)** | **Consumer Staples (2.9%)** |  |  |
|  | &nbsp;&nbsp;&nbsp;British American Tobacco plc | &nbsp;&nbsp;&nbsp;&nbsp;487725 | &nbsp;&nbsp;&nbsp;&nbsp; 28317 |
|  | &nbsp;&nbsp;&nbsp;Coca-Cola Co. | &nbsp;&nbsp;&nbsp;&nbsp;248866 | &nbsp;&nbsp;&nbsp;&nbsp; 18926 |
|  | &nbsp;&nbsp;&nbsp;Kroger Co. | &nbsp;&nbsp;&nbsp;&nbsp;247651 | &nbsp;&nbsp;&nbsp;&nbsp; 17920 |
|  | &nbsp;&nbsp;&nbsp;Unilever plc | &nbsp;&nbsp;&nbsp;&nbsp;255033 | &nbsp;&nbsp;&nbsp;&nbsp; 14001 |
| \* | &nbsp;&nbsp;&nbsp;US Foods Holding Corp. | &nbsp;&nbsp;&nbsp;&nbsp;134720 | &nbsp;&nbsp;&nbsp;&nbsp; 12423 |
|  | &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;73879 | &nbsp;&nbsp;&nbsp;&nbsp; 12215 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **103802** |
| **Energy (2.9%)** | **Energy (2.9%)** |  |  |
|  | &nbsp;&nbsp;&nbsp;Targa Resources Corp. | &nbsp;&nbsp;&nbsp;&nbsp;131164 | &nbsp;&nbsp;&nbsp;&nbsp; 32887 |
|  | &nbsp;&nbsp;&nbsp;Exxon Mobil Corp. | &nbsp;&nbsp;&nbsp;&nbsp;158121 | &nbsp;&nbsp;&nbsp;&nbsp; 26827 |
|  | &nbsp;&nbsp;&nbsp;Coterra Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;712935 | &nbsp;&nbsp;&nbsp;&nbsp; 25052 |
|  | &nbsp;&nbsp;&nbsp;Devon Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;236328 | &nbsp;&nbsp;&nbsp;&nbsp; 11892 |
|  | &nbsp;&nbsp;&nbsp;Marathon Petroleum Corp. | &nbsp;&nbsp;&nbsp;&nbsp;27016 | &nbsp;&nbsp;&nbsp;&nbsp; 6597 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **103255** |
| **Financials (6.9%)** | **Financials (6.9%)** |  |  |
|  | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | &nbsp;&nbsp;&nbsp;&nbsp;748884 | &nbsp;&nbsp;&nbsp;&nbsp; 59619 |
|  | &nbsp;&nbsp;&nbsp;Mastercard Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;81322 | &nbsp;&nbsp;&nbsp;&nbsp; 40633 |
|  | &nbsp;&nbsp;&nbsp;Blackrock Inc. | &nbsp;&nbsp;&nbsp;&nbsp;39816 | &nbsp;&nbsp;&nbsp;&nbsp; 38292 |
|  | &nbsp;&nbsp;&nbsp;Nasdaq Inc. | &nbsp;&nbsp;&nbsp;&nbsp;435828 | &nbsp;&nbsp;&nbsp;&nbsp; 36998 |
|  | &nbsp;&nbsp;&nbsp;UBS Group AG (Registered) | &nbsp;&nbsp;&nbsp;&nbsp;656754 | &nbsp;&nbsp;&nbsp;&nbsp; 25609 |
|  | &nbsp;&nbsp;&nbsp;American International Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;196310 | &nbsp;&nbsp;&nbsp;&nbsp; 14772 |
|  | &nbsp;&nbsp;&nbsp;Fifth Third Bancorp | &nbsp;&nbsp;&nbsp;&nbsp;235092 | &nbsp;&nbsp;&nbsp;&nbsp; 10922 |
|  | &nbsp;&nbsp;&nbsp;Arthur J Gallagher & Co. | &nbsp;&nbsp;&nbsp;&nbsp;39065 | &nbsp;&nbsp;&nbsp;&nbsp; 8461 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp;22397 | &nbsp;&nbsp;&nbsp;&nbsp; 6588 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp;25826 | &nbsp;&nbsp;&nbsp;&nbsp; 4250 |
|  | &nbsp;&nbsp;&nbsp;Bank of New York Mellon Corp. | &nbsp;&nbsp;&nbsp;&nbsp;30052 | &nbsp;&nbsp;&nbsp;&nbsp; 3565 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **249709** |
| **Health Care (6.4%)** | **Health Care (6.4%)** |  |  |
|  | &nbsp;&nbsp;&nbsp;Merck & Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;374756 | &nbsp;&nbsp;&nbsp;&nbsp; 45080 |
|  | &nbsp;&nbsp;&nbsp;Eli Lilly & Co. | &nbsp;&nbsp;&nbsp;&nbsp;45217 | &nbsp;&nbsp;&nbsp;&nbsp; 41589 |
|  | &nbsp;&nbsp;&nbsp;Abbott Laboratories | &nbsp;&nbsp;&nbsp;&nbsp;220262 | &nbsp;&nbsp;&nbsp;&nbsp; 22614 |
|  | &nbsp;&nbsp;&nbsp;Regeneron Pharmaceuticals Inc. | &nbsp;&nbsp;&nbsp;&nbsp;27237 | &nbsp;&nbsp;&nbsp;&nbsp; 21044 |
|  | &nbsp;&nbsp;&nbsp;HCA Healthcare Inc. | &nbsp;&nbsp;&nbsp;&nbsp;43272 | &nbsp;&nbsp;&nbsp;&nbsp; 20478 |
|  | &nbsp;&nbsp;&nbsp;GSK plc ADR | &nbsp;&nbsp;&nbsp;&nbsp;315259 | &nbsp;&nbsp;&nbsp;&nbsp; 17399 |
|  | &nbsp;&nbsp;&nbsp;Roche Holding AG | &nbsp;&nbsp;&nbsp;&nbsp;40235 | &nbsp;&nbsp;&nbsp;&nbsp; 16058 |
|  | &nbsp;&nbsp;&nbsp;Haleon plc | 3103922 | &nbsp;&nbsp;&nbsp;&nbsp; 15361 |
|  | &nbsp;&nbsp;&nbsp;Stryker Corp. | &nbsp;&nbsp;&nbsp;&nbsp;43638 | &nbsp;&nbsp;&nbsp;&nbsp; 14339 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;36461 | &nbsp;&nbsp;&nbsp;&nbsp; 9866 |
|  | &nbsp;&nbsp;&nbsp;Thermo Fisher Scientific Inc. | &nbsp;&nbsp;&nbsp;&nbsp;17693 | &nbsp;&nbsp;&nbsp;&nbsp; 8697 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **232525** |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;&nbsp;&nbsp;**Market<br> Value<br> ($000)** |
| **Industrials (5.5%)** | **Industrials (5.5%)** |  |  |  |
|  | &nbsp;&nbsp;&nbsp;Northrop Grumman Corp. | &nbsp;&nbsp;&nbsp;Northrop Grumman Corp. | &nbsp;&nbsp;&nbsp;&nbsp;44922 | &nbsp;&nbsp;&nbsp;&nbsp; 30648 |
|  | &nbsp;&nbsp;&nbsp;WW Grainger Inc. | &nbsp;&nbsp;&nbsp;WW Grainger Inc. | &nbsp;&nbsp;&nbsp;&nbsp;24417 | &nbsp;&nbsp;&nbsp;&nbsp; 26634 |
|  | &nbsp;&nbsp;&nbsp;Eaton Corp. plc | &nbsp;&nbsp;&nbsp;Eaton Corp. plc | &nbsp;&nbsp;&nbsp;&nbsp;71679 | &nbsp;&nbsp;&nbsp;&nbsp; 25637 |
|  | &nbsp;&nbsp;&nbsp;Honeywell International Inc. | &nbsp;&nbsp;&nbsp;Honeywell International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;112874 | &nbsp;&nbsp;&nbsp;&nbsp; 25513 |
|  | &nbsp;&nbsp;&nbsp;Republic Services Inc. | &nbsp;&nbsp;&nbsp;Republic Services Inc. | &nbsp;&nbsp;&nbsp;&nbsp;108461 | &nbsp;&nbsp;&nbsp;&nbsp; 23755 |
|  | &nbsp;&nbsp;&nbsp;Parker-Hannifin Corp. | &nbsp;&nbsp;&nbsp;Parker-Hannifin Corp. | &nbsp;&nbsp;&nbsp;&nbsp;20183 | &nbsp;&nbsp;&nbsp;&nbsp; 18069 |
|  | &nbsp;&nbsp;&nbsp;PACCAR Inc. | &nbsp;&nbsp;&nbsp;PACCAR Inc. | &nbsp;&nbsp;&nbsp;&nbsp;135544 | &nbsp;&nbsp;&nbsp;&nbsp; 15655 |
|  | &nbsp;&nbsp;&nbsp;Hubbell Inc. | &nbsp;&nbsp;&nbsp;Hubbell Inc. | &nbsp;&nbsp;&nbsp;&nbsp;30623 | &nbsp;&nbsp;&nbsp;&nbsp; 15028 |
|  | &nbsp;&nbsp;&nbsp;Johnson Controls International plc | &nbsp;&nbsp;&nbsp;Johnson Controls International plc | &nbsp;&nbsp;&nbsp;&nbsp;99729 | &nbsp;&nbsp;&nbsp;&nbsp; 13060 |
|  | &nbsp;&nbsp;&nbsp;GE Vernova Inc. | &nbsp;&nbsp;&nbsp;GE Vernova Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7418 | &nbsp;&nbsp;&nbsp;&nbsp; 6475 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **200474** |
| **Information Technology (20.6%)** | **Information Technology (20.6%)** |  |  |  |
|  | &nbsp;&nbsp;&nbsp;NVIDIA Corp. | &nbsp;&nbsp;&nbsp;NVIDIA Corp. | 1165690 | &nbsp;&nbsp;&nbsp;&nbsp; 203296 |
|  | &nbsp;&nbsp;&nbsp;Microsoft Corp. | &nbsp;&nbsp;&nbsp;Microsoft Corp. | &nbsp;&nbsp;&nbsp;&nbsp;399710 | &nbsp;&nbsp;&nbsp;&nbsp; 147961 |
|  | &nbsp;&nbsp;&nbsp;Apple Inc. | &nbsp;&nbsp;&nbsp;Apple Inc. | &nbsp;&nbsp;&nbsp;&nbsp;529147 | &nbsp;&nbsp;&nbsp;&nbsp; 134292 |
|  | &nbsp;&nbsp;&nbsp;Broadcom Inc. | &nbsp;&nbsp;&nbsp;Broadcom Inc. | &nbsp;&nbsp;&nbsp;&nbsp;262354 | &nbsp;&nbsp;&nbsp;&nbsp; 81201 |
|  | &nbsp;&nbsp;&nbsp;Texas Instruments Inc. | &nbsp;&nbsp;&nbsp;Texas Instruments Inc. | &nbsp;&nbsp;&nbsp;&nbsp;126531 | &nbsp;&nbsp;&nbsp;&nbsp; 24565 |
|  | &nbsp;&nbsp;&nbsp;Taiwan Semiconductor Manufacturing Co. Ltd. ADR | &nbsp;&nbsp;&nbsp;Taiwan Semiconductor Manufacturing Co. Ltd. ADR | &nbsp;&nbsp;&nbsp;&nbsp;68317 | &nbsp;&nbsp;&nbsp;&nbsp; 23088 |
| \* | &nbsp;&nbsp;&nbsp;Cadence Design Systems Inc. | &nbsp;&nbsp;&nbsp;Cadence Design Systems Inc. | &nbsp;&nbsp;&nbsp;&nbsp;75707 | &nbsp;&nbsp;&nbsp;&nbsp; 21037 |
|  | &nbsp;&nbsp;&nbsp;Amphenol Corp. Class A | &nbsp;&nbsp;&nbsp;Amphenol Corp. Class A | &nbsp;&nbsp;&nbsp;&nbsp;147751 | &nbsp;&nbsp;&nbsp;&nbsp; 18668 |
|  | &nbsp;&nbsp;&nbsp;Jabil Inc. | &nbsp;&nbsp;&nbsp;Jabil Inc. | &nbsp;&nbsp;&nbsp;&nbsp;69955 | &nbsp;&nbsp;&nbsp;&nbsp; 18582 |
|  | &nbsp;&nbsp;&nbsp;Corning Inc. | &nbsp;&nbsp;&nbsp;Corning Inc. | &nbsp;&nbsp;&nbsp;&nbsp;131862 | &nbsp;&nbsp;&nbsp;&nbsp; 17929 |
| \* | &nbsp;&nbsp;&nbsp;Advanced Micro Devices Inc. | &nbsp;&nbsp;&nbsp;Advanced Micro Devices Inc. | &nbsp;&nbsp;&nbsp;&nbsp;85630 | &nbsp;&nbsp;&nbsp;&nbsp; 17420 |
|  | &nbsp;&nbsp;&nbsp;Micron Technology Inc. | &nbsp;&nbsp;&nbsp;Micron Technology Inc. | &nbsp;&nbsp;&nbsp;&nbsp;41289 | &nbsp;&nbsp;&nbsp;&nbsp; 13949 |
| \* | &nbsp;&nbsp;&nbsp;Palantir Technologies Inc. Class A | &nbsp;&nbsp;&nbsp;Palantir Technologies Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;91177 | &nbsp;&nbsp;&nbsp;&nbsp; 13337 |
| \* | &nbsp;&nbsp;&nbsp;Snowflake Inc. | &nbsp;&nbsp;&nbsp;Snowflake Inc. | &nbsp;&nbsp;&nbsp;&nbsp;81558 | &nbsp;&nbsp;&nbsp;&nbsp; 12301 |
| \* | &nbsp;&nbsp;&nbsp;Via Transportation Inc. Class A | &nbsp;&nbsp;&nbsp;Via Transportation Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;53652 | &nbsp;&nbsp;&nbsp;&nbsp; 805 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **748431** |
| **Materials (1.4%)** | **Materials (1.4%)** |  |  |  |
|  | &nbsp;&nbsp;&nbsp;Linde plc | &nbsp;&nbsp;&nbsp;Linde plc | &nbsp;&nbsp;&nbsp;&nbsp;34035 | &nbsp;&nbsp;&nbsp;&nbsp; 16873 |
|  | &nbsp;&nbsp;&nbsp;Anglo American plc | &nbsp;&nbsp;&nbsp;Anglo American plc | &nbsp;&nbsp;&nbsp;&nbsp;391807 | &nbsp;&nbsp;&nbsp;&nbsp; 16822 |
|  | &nbsp;&nbsp;&nbsp;Freeport-McMoRan Inc. | &nbsp;&nbsp;&nbsp;Freeport-McMoRan Inc. | &nbsp;&nbsp;&nbsp;&nbsp;195894 | &nbsp;&nbsp;&nbsp;&nbsp; 11515 |
|  | &nbsp;&nbsp;&nbsp;Westlake Corp. | &nbsp;&nbsp;&nbsp;Westlake Corp. | &nbsp;&nbsp;&nbsp;&nbsp;43637 | &nbsp;&nbsp;&nbsp;&nbsp; 5098 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **50308** |
| **Real Estate (1.7%)** | **Real Estate (1.7%)** |  |  |  |
|  | &nbsp;&nbsp;&nbsp;Simon Property Group Inc. | &nbsp;&nbsp;&nbsp;Simon Property Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;177227 | &nbsp;&nbsp;&nbsp;&nbsp; 33058 |
|  | &nbsp;&nbsp;&nbsp;Welltower Inc. | &nbsp;&nbsp;&nbsp;Welltower Inc. | &nbsp;&nbsp;&nbsp;&nbsp;141966 | &nbsp;&nbsp;&nbsp;&nbsp; 28068 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **61126** |
| **Utilities (1.6%)** | **Utilities (1.6%)** |  |  |  |
|  | &nbsp;&nbsp;&nbsp;Sempra | &nbsp;&nbsp;&nbsp;Sempra | &nbsp;&nbsp;&nbsp;&nbsp;356778 | &nbsp;&nbsp;&nbsp;&nbsp; 34668 |
|  | &nbsp;&nbsp;&nbsp;Dominion Energy Inc. | &nbsp;&nbsp;&nbsp;Dominion Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;392353 | &nbsp;&nbsp;&nbsp;&nbsp; 24255 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **58923** |
| **Total Common Stocks (Cost $1,960,596)** |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**2353634** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) |  |
| **U.S. Government and Agency Obligations (8.7%)** | **U.S. Government and Agency Obligations (8.7%)** | **U.S. Government and Agency Obligations (8.7%)** | **U.S. Government and Agency Obligations (8.7%)** | **U.S. Government and Agency Obligations (8.7%)** |
| **U.S. Government Securities (8.1%)** | **U.S. Government Securities (8.1%)** | **U.S. Government Securities (8.1%)** | **U.S. Government Securities (8.1%)** | **U.S. Government Securities (8.1%)** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp;7/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 4387 | &nbsp;&nbsp; 4417 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;2.750% | &nbsp;&nbsp;&nbsp;&nbsp;7/31/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 292 | &nbsp;&nbsp; 288 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 4540 | &nbsp;&nbsp; 4535 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;3.625% | &nbsp;&nbsp;&nbsp;&nbsp;8/31/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 6344 | &nbsp;&nbsp; 6326 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;9/30/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 3201 | &nbsp;&nbsp; 3185 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;10/31/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 17549 | &nbsp;&nbsp; 17457 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp;10/31/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 11699 | &nbsp;&nbsp; 11749 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;3.375% | &nbsp;&nbsp;&nbsp;&nbsp;11/30/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 3216 | &nbsp;&nbsp; 3193 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 5873 | &nbsp;&nbsp; 5890 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;3.375% | &nbsp;&nbsp;&nbsp;&nbsp;12/31/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 10429 | &nbsp;&nbsp; 10349 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp;12/31/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 738 | &nbsp;&nbsp; 738 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 3351 | &nbsp;&nbsp; 3375 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 2130 | &nbsp;&nbsp; 2146 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp;4/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 4181 | &nbsp;&nbsp; 4176 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1719 | &nbsp;&nbsp; 1717 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;3.625% | &nbsp;&nbsp;&nbsp;&nbsp;5/31/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 336 | &nbsp;&nbsp; 335 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1625 | &nbsp;&nbsp; 1628 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.625% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 933 | &nbsp;&nbsp; 929 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.375% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 5230 | &nbsp;&nbsp; 5177 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1031 | &nbsp;&nbsp; 1023 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 397 | &nbsp;&nbsp; 394 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp;2/28/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 4623 | &nbsp;&nbsp; 4676 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 2319 | &nbsp;&nbsp; 2298 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp;3/31/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 6383 | &nbsp;&nbsp; 6436 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp;4/30/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 3370 | &nbsp;&nbsp; 3446 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;5/31/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 4797 | &nbsp;&nbsp; 4890 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp;6/30/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 8109 | &nbsp;&nbsp; 8209 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;7/31/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 5802 | &nbsp;&nbsp; 5828 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.625% | &nbsp;&nbsp;&nbsp;&nbsp;8/31/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 775 | &nbsp;&nbsp; 769 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;9/30/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 6238 | &nbsp;&nbsp; 6163 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp;9/30/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 84 | &nbsp;&nbsp; 84 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;10/31/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 334 | &nbsp;&nbsp; 335 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp;10/31/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 5172 | &nbsp;&nbsp; 5215 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp;11/30/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 5463 | &nbsp;&nbsp; 5508 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp;12/31/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 4956 | &nbsp;&nbsp; 5041 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp;1/31/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 2060 | &nbsp;&nbsp; 2086 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;2/28/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 4438 | &nbsp;&nbsp; 4455 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;3/31/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 693 | &nbsp;&nbsp; 696 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;4/30/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 317 | &nbsp;&nbsp; 312 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp;4/30/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 4970 | &nbsp;&nbsp; 4965 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp;5/31/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 538 | &nbsp;&nbsp; 535 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;5/31/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 2505 | &nbsp;&nbsp; 2514 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp;6/30/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 3797 | &nbsp;&nbsp; 3792 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.625% | &nbsp;&nbsp;&nbsp;&nbsp;8/31/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 3554 | &nbsp;&nbsp; 3510 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.625% | &nbsp;&nbsp;&nbsp;&nbsp;9/30/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 2804 | &nbsp;&nbsp; 2770 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;11/30/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 10984 | &nbsp;&nbsp; 10782 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.625% | &nbsp;&nbsp;&nbsp;&nbsp;12/31/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 2637 | &nbsp;&nbsp; 2602 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp;12/31/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 234 | &nbsp;&nbsp; 232 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp;1/31/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 6513 | &nbsp;&nbsp; 6459 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;2/28/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 13397 | &nbsp;&nbsp; 13136 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp;3/31/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 9410 | &nbsp;&nbsp; 9380 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp;7/31/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 1152 | &nbsp;&nbsp; 1160 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.625% | &nbsp;&nbsp;&nbsp;&nbsp;9/30/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 1886 | &nbsp;&nbsp; 1850 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp;1/31/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 120 | &nbsp;&nbsp; 122 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;4/30/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 106 | &nbsp;&nbsp; 106 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;6/30/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 770 | &nbsp;&nbsp; 766 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp;8/31/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 1344 | &nbsp;&nbsp; 1327 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp;9/30/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 2094 | &nbsp;&nbsp; 2067 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp;10/31/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 1562 | &nbsp;&nbsp; 1530 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp;12/31/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 1067 | &nbsp;&nbsp; 1052 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp;2/28/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 1615 | &nbsp;&nbsp; 1578 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 4978 | &nbsp;&nbsp; 4960 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 1704 | &nbsp;&nbsp; 1662 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 17260 | &nbsp;&nbsp; 16989 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;2.000% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 9117 | &nbsp;&nbsp; 6305 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;2.375% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 865 | &nbsp;&nbsp; 631 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.375% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 6736 | &nbsp;&nbsp; 5628 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 3193 | &nbsp;&nbsp; 2889 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 3846 | &nbsp;&nbsp; 3410 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp; 776 | &nbsp;&nbsp; 742 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp; 776 | &nbsp;&nbsp; 751 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 646 | &nbsp;&nbsp; 635 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 476 | &nbsp;&nbsp; 483 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 1783 | &nbsp;&nbsp; 1720 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;2.500% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp; 5367 | &nbsp;&nbsp; 3702 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp; 1840 | &nbsp;&nbsp; 1774 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;2.375% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 179 | &nbsp;&nbsp; 112 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 110 | &nbsp;&nbsp; 95 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.625% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp; 537 | &nbsp;&nbsp; 431 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp; 1166 | &nbsp;&nbsp; 1023 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp; 749 | &nbsp;&nbsp; 728 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 1383 | &nbsp;&nbsp; 1318 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 395 | &nbsp;&nbsp; 369 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 395 | &nbsp;&nbsp; 377 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 1438 | &nbsp;&nbsp; 1400 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 1274 | &nbsp;&nbsp; 1241 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 1723 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1647 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp; 6414 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6255 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **294986** |
| **Conventional Mortgage-Backed Securities (0.5%)** | **Conventional Mortgage-Backed Securities (0.5%)** | **Conventional Mortgage-Backed Securities (0.5%)** | **Conventional Mortgage-Backed Securities (0.5%)** | **Conventional Mortgage-Backed Securities (0.5%)** | **Conventional Mortgage-Backed Securities (0.5%)** |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool | &nbsp;&nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 134 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 123 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool | &nbsp;&nbsp;&nbsp;&nbsp;3.820% | &nbsp;&nbsp;&nbsp;&nbsp;12/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 1193 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1172 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool | &nbsp;&nbsp;&nbsp;&nbsp;4.050% | &nbsp;&nbsp;&nbsp;&nbsp;9/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 1230 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1220 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool | &nbsp;&nbsp;&nbsp;&nbsp;4.120% | &nbsp;&nbsp;&nbsp;&nbsp;10/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 895 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 890 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool | &nbsp;&nbsp;&nbsp;&nbsp;4.190% | &nbsp;&nbsp;&nbsp;&nbsp;8/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 570 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 569 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool | &nbsp;&nbsp;&nbsp;&nbsp;4.200% | &nbsp;&nbsp;&nbsp;&nbsp;10/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 1640 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1637 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool | &nbsp;&nbsp;&nbsp;&nbsp;4.220% | &nbsp;&nbsp;&nbsp;&nbsp;8/1/2030 - 9/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 1108 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1108 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool | &nbsp;&nbsp;&nbsp;&nbsp;4.240% | &nbsp;&nbsp;&nbsp;&nbsp;9/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 1970 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1970 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool | &nbsp;&nbsp;&nbsp;&nbsp;4.270% | &nbsp;&nbsp;&nbsp;&nbsp;10/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 1135 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1136 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool | &nbsp;&nbsp;&nbsp;&nbsp;4.295% | &nbsp;&nbsp;&nbsp;&nbsp;10/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 765 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 767 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool | &nbsp;&nbsp;&nbsp;&nbsp;4.340% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2030 - 8/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 4046 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4065 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool | &nbsp;&nbsp;&nbsp;&nbsp;4.360% | &nbsp;&nbsp;&nbsp;&nbsp;7/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 465 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 468 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool | &nbsp;&nbsp;&nbsp;&nbsp;4.380% | &nbsp;&nbsp;&nbsp;&nbsp;8/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 380 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 382 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool | &nbsp;&nbsp;&nbsp;&nbsp;4.400% | &nbsp;&nbsp;&nbsp;&nbsp;9/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 780 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool | &nbsp;&nbsp;&nbsp;&nbsp;4.420% | &nbsp;&nbsp;&nbsp;&nbsp;8/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 459 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 463 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool | &nbsp;&nbsp;&nbsp;&nbsp;4.670% | &nbsp;&nbsp;&nbsp;&nbsp;8/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 260 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 264 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Ginnie Mae I Pool | &nbsp;&nbsp;&nbsp;&nbsp;7.000% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2031 - 11/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 9 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Ginnie Mae I Pool | &nbsp;&nbsp;&nbsp;&nbsp;8.000% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 4 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;UMBS Pool | &nbsp;&nbsp;&nbsp;&nbsp;2.500% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2037 - 4/1/2038 | &nbsp;&nbsp;&nbsp;&nbsp; 469 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 435 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;UMBS Pool | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/2054 - 10/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 2448 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2420 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **19882** |
| **Nonconventional Mortgage-Backed Securities (0.1%)** | **Nonconventional Mortgage-Backed Securities (0.1%)** | **Nonconventional Mortgage-Backed Securities (0.1%)** | **Nonconventional Mortgage-Backed Securities (0.1%)** | **Nonconventional Mortgage-Backed Securities (0.1%)** | **Nonconventional Mortgage-Backed Securities (0.1%)** |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae REMICS | &nbsp;&nbsp;&nbsp;&nbsp;1.500% | &nbsp;&nbsp;&nbsp;&nbsp;8/25/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 24 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae REMICS | &nbsp;&nbsp;&nbsp;&nbsp;2.500% | &nbsp;&nbsp;&nbsp;&nbsp;8/25/2046 | &nbsp;&nbsp;&nbsp;&nbsp; 476 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 402 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae REMICS | &nbsp;&nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp;2/25/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 20 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae REMICS | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/25/2031 - 11/25/2057 | &nbsp;&nbsp;&nbsp;&nbsp; 1130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1090 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae REMICS | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;7/25/2053 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 25 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac REMICS | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/2031 - 10/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 233 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 220 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac REMICS | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/2030 - 2/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 49 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **1830** |
| **Total U.S. Government and Agency Obligations (Cost $323,777)** | **Total U.S. Government and Agency Obligations (Cost $323,777)** | **Total U.S. Government and Agency Obligations (Cost $323,777)** | **Total U.S. Government and Agency Obligations (Cost $323,777)** | **Total U.S. Government and Agency Obligations (Cost $323,777)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**316698** |
| **Asset-Backed/Commercial Mortgage-Backed Securities (0.7%)** | **Asset-Backed/Commercial Mortgage-Backed Securities (0.7%)** | **Asset-Backed/Commercial Mortgage-Backed Securities (0.7%)** | **Asset-Backed/Commercial Mortgage-Backed Securities (0.7%)** | **Asset-Backed/Commercial Mortgage-Backed Securities (0.7%)** | **Asset-Backed/Commercial Mortgage-Backed Securities (0.7%)** |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;American Express Credit Account Master Trust Class A Series 2023-4 | &nbsp;&nbsp;&nbsp;&nbsp;5.150% | &nbsp;&nbsp;&nbsp;&nbsp;9/16/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 1310 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1343 |
| <sup>2,4,5</sup> | &nbsp;&nbsp;&nbsp;Angel Oak Mortgage Trust Class A1 Series 2019-5 | &nbsp;&nbsp;&nbsp;&nbsp;2.593% | &nbsp;&nbsp;&nbsp;&nbsp;10/25/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 10 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10 |
| <sup>2,4,5</sup> | &nbsp;&nbsp;&nbsp;Angel Oak Mortgage Trust Class A1 Series 2019-6 | &nbsp;&nbsp;&nbsp;&nbsp;2.620% | &nbsp;&nbsp;&nbsp;&nbsp;11/25/2059 | &nbsp;&nbsp;&nbsp;&nbsp; 20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 20 |
| <sup>2,4,5</sup> | &nbsp;&nbsp;&nbsp;Angel Oak Mortgage Trust Class A1 Series 2021-6 | &nbsp;&nbsp;&nbsp;&nbsp;1.458% | &nbsp;&nbsp;&nbsp;&nbsp;9/25/2066 | &nbsp;&nbsp;&nbsp;&nbsp; 509 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 430 |
| <sup>2,4,5</sup> | &nbsp;&nbsp;&nbsp;BX Trust Class A Series 2025-ARIA | &nbsp;&nbsp;&nbsp;&nbsp;5.031% | &nbsp;&nbsp;&nbsp;&nbsp;12/13/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 191 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;Castlelake Aircraft Structured Trust Class A Series 2019-1A | &nbsp;&nbsp;&nbsp;&nbsp;3.967% | &nbsp;&nbsp;&nbsp;&nbsp;4/15/2039 | &nbsp;&nbsp;&nbsp;&nbsp; 115 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 114 |
| <sup>2,4,5</sup> | &nbsp;&nbsp;&nbsp;CENT Trust Class A Series 2025-CITY | &nbsp;&nbsp;&nbsp;&nbsp;4.920% | &nbsp;&nbsp;&nbsp;&nbsp;7/10/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 1154 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1162 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;CF Hippolyta Issuer LLC Class A1 Series 2020-1A | &nbsp;&nbsp;&nbsp;&nbsp;1.530% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2061 | &nbsp;&nbsp;&nbsp;&nbsp; 153 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 123 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;CF Hippolyta Issuer LLC Class A1 Series 2022-1A | &nbsp;&nbsp;&nbsp;&nbsp;5.970% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2062 | &nbsp;&nbsp;&nbsp;&nbsp; 107 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 107 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;Chesapeake Funding II LLC Class A1 Series 2024-1A | &nbsp;&nbsp;&nbsp;&nbsp;5.520% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 314 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 317 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;Domino's Pizza Master Issuer LLC Class A2I Series 2021-1A | &nbsp;&nbsp;&nbsp;&nbsp;2.662% | &nbsp;&nbsp;&nbsp;&nbsp;4/25/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 263 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 248 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;Domino's Pizza Master Issuer LLC Class A2II Series 2021-1A | &nbsp;&nbsp;&nbsp;&nbsp;3.151% | &nbsp;&nbsp;&nbsp;&nbsp;4/25/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 657 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;Enterprise Fleet Financing LLC Class A2 Series 2023-3 | &nbsp;&nbsp;&nbsp;&nbsp;6.400% | &nbsp;&nbsp;&nbsp;&nbsp;3/20/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 489 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 493 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;Enterprise Fleet Financing LLC Class A2 Series 2024-1 | &nbsp;&nbsp;&nbsp;&nbsp;5.230% | &nbsp;&nbsp;&nbsp;&nbsp;3/20/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 273 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 274 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Connecticut Avenue Securities Trust Class 2M2 Series 2016-C03, SOFR30A + 6.014% | &nbsp;&nbsp;&nbsp;&nbsp;9.676% | &nbsp;&nbsp;&nbsp;&nbsp;10/25/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 15 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;FirstKey Homes Trust Class A Series 2021-SFR1 | &nbsp;&nbsp;&nbsp;&nbsp;1.538% | &nbsp;&nbsp;&nbsp;&nbsp;8/17/2038 | &nbsp;&nbsp;&nbsp;&nbsp; 1583 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1566 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K-156 | &nbsp;&nbsp;&nbsp;&nbsp;4.430% | &nbsp;&nbsp;&nbsp;&nbsp;2/25/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 885 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 884 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K-511 | &nbsp;&nbsp;&nbsp;&nbsp;4.860% | &nbsp;&nbsp;&nbsp;&nbsp;10/25/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1220 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1239 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K-516 | &nbsp;&nbsp;&nbsp;&nbsp;5.477% | &nbsp;&nbsp;&nbsp;&nbsp;1/25/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 1451 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1496 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Seasoned Credit Risk Transfer Trust Class MA Series 2019-3 | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;10/25/2058 | &nbsp;&nbsp;&nbsp;&nbsp; 445 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 434 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Ginnie Mae REMICS Class KA Series 2021-215 | &nbsp;&nbsp;&nbsp;&nbsp;2.500% | &nbsp;&nbsp;&nbsp;&nbsp;10/20/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 1352 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1206 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;GM Financial Automobile Leasing Trust Class A3 Series 2024-2 | &nbsp;&nbsp;&nbsp;&nbsp;5.390% | &nbsp;&nbsp;&nbsp;&nbsp;7/20/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 421 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 422 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;GS Mortgage-Backed Securities Trust Class A1 Series 2026-DSC1 | &nbsp;&nbsp;&nbsp;&nbsp;4.725% | &nbsp;&nbsp;&nbsp;&nbsp;5/25/2066 | &nbsp;&nbsp;&nbsp;&nbsp; 815 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 808 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;Home Partners of America Trust Class A Series 2021-2 | &nbsp;&nbsp;&nbsp;&nbsp;1.901% | &nbsp;&nbsp;&nbsp;&nbsp;12/17/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 689 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 677 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;Horizon Aircraft Finance II Ltd. Class A Series 2019-1 | &nbsp;&nbsp;&nbsp;&nbsp;3.721% | &nbsp;&nbsp;&nbsp;&nbsp;7/15/2039 | &nbsp;&nbsp;&nbsp;&nbsp; 76 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 75 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;Horizon Aircraft Finance III Ltd. Class A Series 2019-2 | &nbsp;&nbsp;&nbsp;&nbsp;3.425% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2039 | &nbsp;&nbsp;&nbsp;&nbsp; 149 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 146 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;MACH 1 Cayman Ltd. Class A Series 2019-1 | &nbsp;&nbsp;&nbsp;&nbsp;3.474% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2039 | &nbsp;&nbsp;&nbsp;&nbsp; 57 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 57 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;PRET Trust Class A1 Series 2025-RPL6 | &nbsp;&nbsp;&nbsp;&nbsp;3.850% | &nbsp;&nbsp;&nbsp;&nbsp;9/25/2069 | &nbsp;&nbsp;&nbsp;&nbsp; 3992 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3849 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;Pretium Mortgage Credit Partners LLC Class A1 Series 2026-RPL1 | &nbsp;&nbsp;&nbsp;&nbsp;4.150% | &nbsp;&nbsp;&nbsp;&nbsp;1/25/2070 | &nbsp;&nbsp;&nbsp;&nbsp; 827 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 801 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;PRPM Trust Class A1 Series 2026-RCF1 | &nbsp;&nbsp;&nbsp;&nbsp;4.845% | &nbsp;&nbsp;&nbsp;&nbsp;1/25/2056 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 199 |
| <sup>2,4,5</sup> | &nbsp;&nbsp;&nbsp;RFR Trust Class A Series 2025-SGRM | &nbsp;&nbsp;&nbsp;&nbsp;5.379% | &nbsp;&nbsp;&nbsp;&nbsp;3/11/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 1005 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1017 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value<br> ($000) |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;SoFi Professional Loan Program Trust Class AFX Series 2021-B | &nbsp;&nbsp;&nbsp;&nbsp;1.140% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp; 258 | &nbsp;&nbsp; 231 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;Start II Ltd. Class A Series 2019-1 | &nbsp;&nbsp;&nbsp;&nbsp;4.089% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp; 145 | &nbsp;&nbsp; 145 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;Taco Bell Funding LLC Class A2I Series 2021-1A | &nbsp;&nbsp;&nbsp;&nbsp;1.946% | &nbsp;&nbsp;&nbsp;&nbsp;8/25/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 560 | &nbsp;&nbsp; 547 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;Taco Bell Funding LLC Class A2II Series 2021-1A | &nbsp;&nbsp;&nbsp;&nbsp;2.294% | &nbsp;&nbsp;&nbsp;&nbsp;8/25/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 1032 | &nbsp;&nbsp; 954 |
| <sup>2,4,5</sup> | &nbsp;&nbsp;&nbsp;Verus Securitization Trust Class A1 Series 2025-R2 | &nbsp;&nbsp;&nbsp;&nbsp;5.086% | &nbsp;&nbsp;&nbsp;&nbsp;7/25/2067 | &nbsp;&nbsp;&nbsp;&nbsp; 1218 | &nbsp;&nbsp; 1214 |
| <sup>2,4,5</sup> | &nbsp;&nbsp;&nbsp;Verus Securitization Trust Class A1 Series 2026-R1 | &nbsp;&nbsp;&nbsp;&nbsp;4.832% | &nbsp;&nbsp;&nbsp;&nbsp;10/25/2067 | &nbsp;&nbsp;&nbsp;&nbsp; 122 | &nbsp;&nbsp; 121 |
| <sup>2,4,5</sup> | &nbsp;&nbsp;&nbsp;Verus Securitization Trust Class A1 Series 2026-R2 | &nbsp;&nbsp;&nbsp;&nbsp;5.389% | &nbsp;&nbsp;&nbsp;&nbsp;10/25/2067 | &nbsp;&nbsp;&nbsp;&nbsp; 750 | &nbsp;&nbsp; 750 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Volkswagen Auto Lease Trust Class A3 Series 2024-A | &nbsp;&nbsp;&nbsp;&nbsp;5.210% | &nbsp;&nbsp;&nbsp;&nbsp;6/21/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 683 | &nbsp;&nbsp; 686 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;Wheels Fleet Lease Funding 1 LLC Class A Series 2023-1A | &nbsp;&nbsp;&nbsp;&nbsp;5.800% | &nbsp;&nbsp;&nbsp;&nbsp;4/18/2038 | &nbsp;&nbsp;&nbsp;&nbsp; 186 | &nbsp;&nbsp; 187 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;Wheels Fleet Lease Funding 1 LLC Class A Series 2023-2A | &nbsp;&nbsp;&nbsp;&nbsp;6.460% | &nbsp;&nbsp;&nbsp;&nbsp;8/18/2038 | &nbsp;&nbsp;&nbsp;&nbsp; 927 | &nbsp;&nbsp; 935 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;Wheels Fleet Lease Funding 1 LLC Class A1 Series 2024-2A | &nbsp;&nbsp;&nbsp;&nbsp;4.870% | &nbsp;&nbsp;&nbsp;&nbsp;6/21/2039 | &nbsp;&nbsp;&nbsp;&nbsp; 476 | &nbsp;&nbsp; 480 |
| **Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $26,920)** | **Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $26,920)** | **Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $26,920)** | **Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $26,920)** | **Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $26,920)** | &nbsp;&nbsp;&nbsp;&nbsp;**26630** |
| **Corporate Bonds (22.6%)** | **Corporate Bonds (22.6%)** | **Corporate Bonds (22.6%)** | **Corporate Bonds (22.6%)** | **Corporate Bonds (22.6%)** | **Corporate Bonds (22.6%)** |
| **Communications (1.3%)** | **Communications (1.3%)** | **Communications (1.3%)** | **Communications (1.3%)** | **Communications (1.3%)** | **Communications (1.3%)** |
|  | &nbsp;&nbsp;&nbsp;Alphabet Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 405 | &nbsp;&nbsp; 403 |
|  | &nbsp;&nbsp;&nbsp;Alphabet Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.400% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 950 | &nbsp;&nbsp; 938 |
|  | &nbsp;&nbsp;&nbsp;Alphabet Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.700% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 1250 | &nbsp;&nbsp; 1235 |
|  | &nbsp;&nbsp;&nbsp;Alphabet Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.800% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 2040 | &nbsp;&nbsp; 2030 |
|  | &nbsp;&nbsp;&nbsp;Alphabet Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp; 605 | &nbsp;&nbsp; 600 |
|  | &nbsp;&nbsp;&nbsp;Alphabet Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 94 |
|  | &nbsp;&nbsp;&nbsp;Alphabet Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.650% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp; 890 | &nbsp;&nbsp; 886 |
|  | &nbsp;&nbsp;&nbsp;Alphabet Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.300% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2065 | &nbsp;&nbsp;&nbsp;&nbsp; 95 | &nbsp;&nbsp; 88 |
|  | &nbsp;&nbsp;&nbsp;Alphabet Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2066 | &nbsp;&nbsp;&nbsp;&nbsp; 1376 | &nbsp;&nbsp; 1363 |
|  | &nbsp;&nbsp;&nbsp;Alphabet Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.700% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2075 | &nbsp;&nbsp;&nbsp;&nbsp; 360 | &nbsp;&nbsp; 349 |
|  | &nbsp;&nbsp;&nbsp;America Movil SAB de CV | &nbsp;&nbsp;&nbsp;&nbsp;3.625% | &nbsp;&nbsp;&nbsp;&nbsp;4/22/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 780 | &nbsp;&nbsp; 759 |
|  | &nbsp;&nbsp;&nbsp;AT&T Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 1540 | &nbsp;&nbsp; 1194 |
|  | &nbsp;&nbsp;&nbsp;AT&T Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.300% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 1136 | &nbsp;&nbsp; 941 |
|  | &nbsp;&nbsp;&nbsp;AT&T Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.350% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 510 | &nbsp;&nbsp; 411 |
|  | &nbsp;&nbsp;&nbsp;AT&T Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.550% | &nbsp;&nbsp;&nbsp;&nbsp;11/1/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 660 | &nbsp;&nbsp; 624 |
|  | &nbsp;&nbsp;&nbsp;AT&T Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.850% | &nbsp;&nbsp;&nbsp;&nbsp;4/30/2046 | &nbsp;&nbsp;&nbsp;&nbsp; 1825 | &nbsp;&nbsp; 1776 |
|  | &nbsp;&nbsp;&nbsp;AT&T Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp; 638 | &nbsp;&nbsp; 540 |
|  | &nbsp;&nbsp;&nbsp;AT&T Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.650% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 443 | &nbsp;&nbsp; 304 |
|  | &nbsp;&nbsp;&nbsp;AT&T Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp; 510 | &nbsp;&nbsp; 334 |
|  | &nbsp;&nbsp;&nbsp;AT&T Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.550% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 255 | &nbsp;&nbsp; 166 |
|  | &nbsp;&nbsp;&nbsp;AT&T Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.050% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 295 |
|  | &nbsp;&nbsp;&nbsp;AT&T Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.800% | &nbsp;&nbsp;&nbsp;&nbsp;12/1/2057 | &nbsp;&nbsp;&nbsp;&nbsp; 252 | &nbsp;&nbsp; 170 |
|  | &nbsp;&nbsp;&nbsp;AT&T Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.650% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2059 | &nbsp;&nbsp;&nbsp;&nbsp; 1546 | &nbsp;&nbsp; 999 |
|  | &nbsp;&nbsp;&nbsp;Charter Communications Operating LLC / Charter Communications Operating Capital | &nbsp;&nbsp;&nbsp;&nbsp;6.100% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 170 | &nbsp;&nbsp; 176 |
|  | &nbsp;&nbsp;&nbsp;Charter Communications Operating LLC / Charter Communications Operating Capital | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 1189 | &nbsp;&nbsp; 813 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.400% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 145 | &nbsp;&nbsp; 139 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.650% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 110 | &nbsp;&nbsp; 114 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.500% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 24 | &nbsp;&nbsp; 26 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp;11/1/2039 | &nbsp;&nbsp;&nbsp;&nbsp; 845 | &nbsp;&nbsp; 651 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp; 365 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.400% | &nbsp;&nbsp;&nbsp;&nbsp;7/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp; 215 | &nbsp;&nbsp; 147 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.969% | &nbsp;&nbsp;&nbsp;&nbsp;11/1/2047 | &nbsp;&nbsp;&nbsp;&nbsp; 891 | &nbsp;&nbsp; 656 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.999% | &nbsp;&nbsp;&nbsp;&nbsp;11/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 222 | &nbsp;&nbsp; 161 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.800% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 930 | &nbsp;&nbsp; 532 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.887% | &nbsp;&nbsp;&nbsp;&nbsp;11/1/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 3263 | &nbsp;&nbsp; 1886 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.450% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 1025 | &nbsp;&nbsp; 533 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.049% | &nbsp;&nbsp;&nbsp;&nbsp;11/1/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 604 | &nbsp;&nbsp; 433 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.050% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 396 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.937% | &nbsp;&nbsp;&nbsp;&nbsp;11/1/2056 | &nbsp;&nbsp;&nbsp;&nbsp; 3918 | &nbsp;&nbsp; 2175 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.650% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2062 | &nbsp;&nbsp;&nbsp;&nbsp; 615 | &nbsp;&nbsp; 303 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.987% | &nbsp;&nbsp;&nbsp;&nbsp;11/1/2063 | &nbsp;&nbsp;&nbsp;&nbsp; 2093 | &nbsp;&nbsp; 1110 |
|  | &nbsp;&nbsp;&nbsp;Meta Platforms Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 1940 | &nbsp;&nbsp; 1837 |
|  | &nbsp;&nbsp;&nbsp;Meta Platforms Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.600% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp; 1235 | &nbsp;&nbsp; 1152 |
|  | &nbsp;&nbsp;&nbsp;Meta Platforms Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.400% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 1916 | &nbsp;&nbsp; 1735 |
|  | &nbsp;&nbsp;&nbsp;Meta Platforms Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2063 | &nbsp;&nbsp;&nbsp;&nbsp; 480 | &nbsp;&nbsp; 445 |
|  | &nbsp;&nbsp;&nbsp;Meta Platforms Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.550% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2064 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 449 |
|  | &nbsp;&nbsp;&nbsp;NBCUniversal Media LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.450% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 359 | &nbsp;&nbsp; 298 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;NBN Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;2.625% | &nbsp;&nbsp;&nbsp;&nbsp;5/5/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 1105 | &nbsp;&nbsp; 1009 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;NBN Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;2.500% | &nbsp;&nbsp;&nbsp;&nbsp;1/8/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 2179 | &nbsp;&nbsp; 1951 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;NTT Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.620% | &nbsp;&nbsp;&nbsp;&nbsp;7/16/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 595 | &nbsp;&nbsp; 597 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;NTT Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.876% | &nbsp;&nbsp;&nbsp;&nbsp;7/16/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 775 | &nbsp;&nbsp; 780 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Ooredoo International Finance Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;2.625% | &nbsp;&nbsp;&nbsp;&nbsp;4/8/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 725 | &nbsp;&nbsp; 659 |
|  | &nbsp;&nbsp;&nbsp;Orange SA | &nbsp;&nbsp;&nbsp;&nbsp;9.000% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 530 | &nbsp;&nbsp; 626 |
|  | &nbsp;&nbsp;&nbsp;Time Warner Cable LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;9/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 988 | &nbsp;&nbsp; 850 |
|  | &nbsp;&nbsp;&nbsp;T-Mobile USA Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.050% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1275 | &nbsp;&nbsp; 1223 |

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | &nbsp;&nbsp;&nbsp;T-Mobile USA Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.850% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 340 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 344 |
|  | &nbsp;&nbsp;&nbsp;T-Mobile USA Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.200% | &nbsp;&nbsp;&nbsp;&nbsp;10/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 1577 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1566 |
|  | &nbsp;&nbsp;&nbsp;T-Mobile USA Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.250% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 132 |
|  | &nbsp;&nbsp;&nbsp;T-Mobile USA Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.050% | &nbsp;&nbsp;&nbsp;&nbsp;7/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 855 |
|  | &nbsp;&nbsp;&nbsp;T-Mobile USA Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp;4/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 264 |
|  | &nbsp;&nbsp;&nbsp;T-Mobile USA Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;4/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 161 |
|  | &nbsp;&nbsp;&nbsp;TWDC Enterprises 18 Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp;8/16/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 133 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 118 |
|  | &nbsp;&nbsp;&nbsp;Uber Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.800% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 1495 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1462 |
|  | &nbsp;&nbsp;&nbsp;Uber Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.800% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 1085 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1054 |
|  | &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp;11/30/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 935 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 910 |
|  | &nbsp;&nbsp;&nbsp;Walt Disney Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;5/13/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 849 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 694 |
|  | &nbsp;&nbsp;&nbsp;Walt Disney Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp; 26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 23 |
|  | &nbsp;&nbsp;&nbsp;Walt Disney Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.750% | &nbsp;&nbsp;&nbsp;&nbsp;9/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 424 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 263 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **48572** |
| **Consumer Discretionary (0.9%)** | **Consumer Discretionary (0.9%)** | **Consumer Discretionary (0.9%)** | **Consumer Discretionary (0.9%)** | **Consumer Discretionary (0.9%)** | **Consumer Discretionary (0.9%)** |
|  | &nbsp;&nbsp;&nbsp;Amazon.com Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.600% | &nbsp;&nbsp;&nbsp;&nbsp;4/13/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 2300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2191 |
|  | &nbsp;&nbsp;&nbsp;Amazon.com Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.550% | &nbsp;&nbsp;&nbsp;&nbsp;3/13/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 1460 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1446 |
|  | &nbsp;&nbsp;&nbsp;Amazon.com Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;&nbsp;3/13/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 1740 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1724 |
|  | &nbsp;&nbsp;&nbsp;Amazon.com Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.875% | &nbsp;&nbsp;&nbsp;&nbsp;5/12/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 105 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 78 |
|  | &nbsp;&nbsp;&nbsp;Amazon.com Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.650% | &nbsp;&nbsp;&nbsp;&nbsp;3/13/2046 | &nbsp;&nbsp;&nbsp;&nbsp; 1250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1246 |
|  | &nbsp;&nbsp;&nbsp;Amazon.com Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.950% | &nbsp;&nbsp;&nbsp;&nbsp;4/13/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 80 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 61 |
|  | &nbsp;&nbsp;&nbsp;Amazon.com Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.800% | &nbsp;&nbsp;&nbsp;&nbsp;3/13/2056 | &nbsp;&nbsp;&nbsp;&nbsp; 3455 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3447 |
|  | &nbsp;&nbsp;&nbsp;Amazon.com Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp;8/22/2057 | &nbsp;&nbsp;&nbsp;&nbsp; 1648 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1283 |
|  | &nbsp;&nbsp;&nbsp;Amazon.com Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.100% | &nbsp;&nbsp;&nbsp;&nbsp;4/13/2062 | &nbsp;&nbsp;&nbsp;&nbsp; 255 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 190 |
|  | &nbsp;&nbsp;&nbsp;Amazon.com Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.950% | &nbsp;&nbsp;&nbsp;&nbsp;3/13/2066 | &nbsp;&nbsp;&nbsp;&nbsp; 1620 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1624 |
|  | &nbsp;&nbsp;&nbsp;Amazon.com Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.050% | &nbsp;&nbsp;&nbsp;&nbsp;3/13/2076 | &nbsp;&nbsp;&nbsp;&nbsp; 2630 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2614 |
|  | &nbsp;&nbsp;&nbsp;Brown University | &nbsp;&nbsp;&nbsp;&nbsp;2.924% | &nbsp;&nbsp;&nbsp;&nbsp;9/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 155 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 101 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Duke University | &nbsp;&nbsp;&nbsp;&nbsp;2.832% | &nbsp;&nbsp;&nbsp;&nbsp;10/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 479 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;ERAC USA Finance LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 274 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;ERAC USA Finance LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.900% | &nbsp;&nbsp;&nbsp;&nbsp;5/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 2985 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2991 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;ERAC USA Finance LLC | &nbsp;&nbsp;&nbsp;&nbsp;7.000% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2037 | &nbsp;&nbsp;&nbsp;&nbsp; 1150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1311 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;ERAC USA Finance LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.625% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 340 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 339 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;ERAC USA Finance LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 1669 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1430 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;ERAC USA Finance LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.400% | &nbsp;&nbsp;&nbsp;&nbsp;5/1/2053 | &nbsp;&nbsp;&nbsp;&nbsp; 725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 692 |
|  | &nbsp;&nbsp;&nbsp;Georgetown University | &nbsp;&nbsp;&nbsp;&nbsp;4.315% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 124 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 101 |
|  | &nbsp;&nbsp;&nbsp;Georgetown University | &nbsp;&nbsp;&nbsp;&nbsp;2.943% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 89 |
|  | &nbsp;&nbsp;&nbsp;Home Depot Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.300% | &nbsp;&nbsp;&nbsp;&nbsp;4/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 655 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 523 |
|  | &nbsp;&nbsp;&nbsp;Home Depot Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.200% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 360 |
|  | &nbsp;&nbsp;&nbsp;Home Depot Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp; 695 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 635 |
|  | &nbsp;&nbsp;&nbsp;Home Depot Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.400% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 1120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 949 |
|  | &nbsp;&nbsp;&nbsp;Home Depot Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2046 | &nbsp;&nbsp;&nbsp;&nbsp; 1332 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1100 |
|  | &nbsp;&nbsp;&nbsp;Home Depot Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;12/6/2048 | &nbsp;&nbsp;&nbsp;&nbsp; 761 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 640 |
|  | &nbsp;&nbsp;&nbsp;Home Depot Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.125% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 50 |
|  | &nbsp;&nbsp;&nbsp;Home Depot Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.350% | &nbsp;&nbsp;&nbsp;&nbsp;4/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 345 |
|  | &nbsp;&nbsp;&nbsp;Home Depot Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.375% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 39 |
|  | &nbsp;&nbsp;&nbsp;Home Depot Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.750% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 320 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 193 |
|  | &nbsp;&nbsp;&nbsp;Home Depot Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.625% | &nbsp;&nbsp;&nbsp;&nbsp;4/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 655 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 467 |
|  | &nbsp;&nbsp;&nbsp;Home Depot Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.300% | &nbsp;&nbsp;&nbsp;&nbsp;6/25/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 930 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 870 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Hyundai Capital America | &nbsp;&nbsp;&nbsp;&nbsp;1.650% | &nbsp;&nbsp;&nbsp;&nbsp;9/17/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 1060 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1046 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Johns Hopkins University | &nbsp;&nbsp;&nbsp;&nbsp;4.083% | &nbsp;&nbsp;&nbsp;&nbsp;7/1/2053 | &nbsp;&nbsp;&nbsp;&nbsp; 195 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 155 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Northeastern University | &nbsp;&nbsp;&nbsp;&nbsp;2.894% | &nbsp;&nbsp;&nbsp;&nbsp;10/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 147 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Northwestern University | &nbsp;&nbsp;&nbsp;&nbsp;2.640% | &nbsp;&nbsp;&nbsp;&nbsp;12/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15 |
|  | &nbsp;&nbsp;&nbsp;Trustees of Princeton University | &nbsp;&nbsp;&nbsp;&nbsp;2.516% | &nbsp;&nbsp;&nbsp;&nbsp;7/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 61 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 37 |
|  | &nbsp;&nbsp;&nbsp;Trustees of Princeton University | &nbsp;&nbsp;&nbsp;&nbsp;4.201% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 64 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 53 |
|  | &nbsp;&nbsp;&nbsp;Trustees of the University of Pennsylvania | &nbsp;&nbsp;&nbsp;&nbsp;2.396% | &nbsp;&nbsp;&nbsp;&nbsp;10/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 186 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 109 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;University of Chicago | &nbsp;&nbsp;&nbsp;&nbsp;2.761% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 165 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 129 |
|  | &nbsp;&nbsp;&nbsp;University of Southern California | &nbsp;&nbsp;&nbsp;&nbsp;4.976% | &nbsp;&nbsp;&nbsp;&nbsp;10/1/2053 | &nbsp;&nbsp;&nbsp;&nbsp; 475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 435 |
|  | &nbsp;&nbsp;&nbsp;Yale University | &nbsp;&nbsp;&nbsp;&nbsp;2.402% | &nbsp;&nbsp;&nbsp;&nbsp;4/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 24 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **32032** |
| **Consumer Staples (1.7%)** | **Consumer Staples (1.7%)** | **Consumer Staples (1.7%)** | **Consumer Staples (1.7%)** | **Consumer Staples (1.7%)** | **Consumer Staples (1.7%)** |
|  | &nbsp;&nbsp;&nbsp;Anheuser-Busch Cos. LLC / Anheuser-Busch InBev Worldwide Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.700% | &nbsp;&nbsp;&nbsp;&nbsp;2/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 2240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2181 |
|  | &nbsp;&nbsp;&nbsp;Anheuser-Busch Cos. LLC / Anheuser-Busch InBev Worldwide Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.900% | &nbsp;&nbsp;&nbsp;&nbsp;2/1/2046 | &nbsp;&nbsp;&nbsp;&nbsp; 4686 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4225 |
|  | &nbsp;&nbsp;&nbsp;Anheuser-Busch InBev Worldwide Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp;4/15/2038 | &nbsp;&nbsp;&nbsp;&nbsp; 170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 158 |
|  | &nbsp;&nbsp;&nbsp;Anheuser-Busch InBev Worldwide Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.450% | &nbsp;&nbsp;&nbsp;&nbsp;1/23/2039 | &nbsp;&nbsp;&nbsp;&nbsp; 298 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 303 |
|  | &nbsp;&nbsp;&nbsp;Anheuser-Busch InBev Worldwide Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 2443 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2278 |
|  | &nbsp;&nbsp;&nbsp;Anheuser-Busch InBev Worldwide Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.800% | &nbsp;&nbsp;&nbsp;&nbsp;1/23/2059 | &nbsp;&nbsp;&nbsp;&nbsp; 317 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 318 |
|  | &nbsp;&nbsp;&nbsp;BAT Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.343% | &nbsp;&nbsp;&nbsp;&nbsp;8/2/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 305 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 326 |
|  | &nbsp;&nbsp;&nbsp;BAT Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.350% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 460 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 472 |
|  | &nbsp;&nbsp;&nbsp;BAT Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp;2/20/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 540 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 570 |

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | &nbsp;&nbsp;&nbsp;BAT Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.625% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 1047 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1077 |
|  | &nbsp;&nbsp;&nbsp;BAT Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.390% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2037 | &nbsp;&nbsp;&nbsp;&nbsp; 1230 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1118 |
|  | &nbsp;&nbsp;&nbsp;BAT Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;7.079% | &nbsp;&nbsp;&nbsp;&nbsp;8/2/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 763 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 839 |
|  | &nbsp;&nbsp;&nbsp;BAT Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.540% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp; 705 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 571 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Cargill Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.875% | &nbsp;&nbsp;&nbsp;&nbsp;5/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 645 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 672 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;CK Hutchison International 20 Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;3.375% | &nbsp;&nbsp;&nbsp;&nbsp;5/8/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 560 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 398 |
|  | &nbsp;&nbsp;&nbsp;Coca-Cola Consolidated Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 208 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 213 |
|  | &nbsp;&nbsp;&nbsp;Diageo Capital plc | &nbsp;&nbsp;&nbsp;&nbsp;2.375% | &nbsp;&nbsp;&nbsp;&nbsp;10/24/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 2108 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1970 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Imperial Brands Finance plc | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;6/30/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 655 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 655 |
|  | &nbsp;&nbsp;&nbsp;JBS NV / JBS USA Foods Group Holdings Inc. / JBS USA Food Co. Holdings | &nbsp;&nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp;2/2/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 112 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 108 |
|  | &nbsp;&nbsp;&nbsp;JBS NV / JBS USA Foods Group Holdings Inc. / JBS USA Food Co. Holdings | &nbsp;&nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 444 |
|  | &nbsp;&nbsp;&nbsp;JBS NV / JBS USA Foods Group Holdings Inc. / JBS USA Food Co. Holdings | &nbsp;&nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 365 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 377 |
|  | &nbsp;&nbsp;&nbsp;JBS NV / JBS USA Foods Group Holdings Inc. / JBS USA Food Co. Holdings | &nbsp;&nbsp;&nbsp;&nbsp;6.750% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 329 |
|  | &nbsp;&nbsp;&nbsp;JBS NV / JBS USA Foods Group Holdings Inc. / JBS USA Food Co. Holdings | &nbsp;&nbsp;&nbsp;&nbsp;5.950% | &nbsp;&nbsp;&nbsp;&nbsp;4/20/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 265 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 275 |
|  | &nbsp;&nbsp;&nbsp;JBS NV / JBS USA Foods Group Holdings Inc. / JBS USA Food Co. Holdings | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 800 |
| <sup>4,6</sup> | &nbsp;&nbsp;&nbsp;JBS NV / JBS USA Foods Group Holdings Inc. / JBS USA Food Co. Holdings | &nbsp;&nbsp;&nbsp;&nbsp;5.625% | &nbsp;&nbsp;&nbsp;&nbsp;3/10/2037 | &nbsp;&nbsp;&nbsp;&nbsp; 1055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1056 |
|  | &nbsp;&nbsp;&nbsp;JBS NV / JBS USA Foods Group Holdings Inc. / JBS USA Food Co. Holdings | &nbsp;&nbsp;&nbsp;&nbsp;6.375% | &nbsp;&nbsp;&nbsp;&nbsp;2/25/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 298 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 296 |
|  | &nbsp;&nbsp;&nbsp;JBS NV / JBS USA Foods Group Holdings Inc. / JBS USA Food Co. Holdings | &nbsp;&nbsp;&nbsp;&nbsp;6.250% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2056 | &nbsp;&nbsp;&nbsp;&nbsp; 2477 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2424 |
| <sup>4,6</sup> | &nbsp;&nbsp;&nbsp;JBS NV / JBS USA Foods Group Holdings Inc. / JBS USA Food Co. Holdings | &nbsp;&nbsp;&nbsp;&nbsp;6.400% | &nbsp;&nbsp;&nbsp;&nbsp;5/10/2057 | &nbsp;&nbsp;&nbsp;&nbsp; 1682 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1670 |
|  | &nbsp;&nbsp;&nbsp;JBS NV / JBS USA Foods Group Holdings Inc. / JBS USA Food Co. Holdings | &nbsp;&nbsp;&nbsp;&nbsp;6.375% | &nbsp;&nbsp;&nbsp;&nbsp;4/15/2066 | &nbsp;&nbsp;&nbsp;&nbsp; 1025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1003 |
|  | &nbsp;&nbsp;&nbsp;Kenvue Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;3/22/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 983 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1001 |
|  | &nbsp;&nbsp;&nbsp;Kenvue Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.850% | &nbsp;&nbsp;&nbsp;&nbsp;5/22/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 1180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1192 |
|  | &nbsp;&nbsp;&nbsp;Kenvue Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.900% | &nbsp;&nbsp;&nbsp;&nbsp;3/22/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 1377 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1387 |
|  | &nbsp;&nbsp;&nbsp;Kenvue Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.100% | &nbsp;&nbsp;&nbsp;&nbsp;3/22/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 897 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 848 |
|  | &nbsp;&nbsp;&nbsp;Kenvue Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.050% | &nbsp;&nbsp;&nbsp;&nbsp;3/22/2053 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 271 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Mars Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.800% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 1410 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1425 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Mars Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 3040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3076 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Mars Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.200% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 2940 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2967 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Mars Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.650% | &nbsp;&nbsp;&nbsp;&nbsp;5/1/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 755 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 745 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Mars Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.700% | &nbsp;&nbsp;&nbsp;&nbsp;5/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 2079 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2027 |
|  | &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.625% | &nbsp;&nbsp;&nbsp;&nbsp;11/17/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 1288 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1339 |
|  | &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.125% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 2740 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2797 |
|  | &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;10/29/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 416 |
|  | &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.125% | &nbsp;&nbsp;&nbsp;&nbsp;2/13/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 705 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 720 |
|  | &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp;11/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 678 |
|  | &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp;10/29/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 3044 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2955 |
|  | &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp;11/17/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 1470 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1546 |
|  | &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.375% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 3794 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3900 |
|  | &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp;2/13/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 1005 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1024 |
|  | &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp;10/29/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 1015 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 976 |
|  | &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 145 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 130 |
|  | &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp;11/10/2044 | &nbsp;&nbsp;&nbsp;&nbsp; 2635 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2183 |
|  | &nbsp;&nbsp;&nbsp;Reynolds American Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.700% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 255 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 262 |
|  | &nbsp;&nbsp;&nbsp;Reynolds American Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.850% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 905 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 876 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **61867** |
| **Energy (1.6%)** | **Energy (1.6%)** | **Energy (1.6%)** | **Energy (1.6%)** | **Energy (1.6%)** | **Energy (1.6%)** |
|  | &nbsp;&nbsp;&nbsp;BP Capital Markets America Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.893% | &nbsp;&nbsp;&nbsp;&nbsp;9/11/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 1240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1248 |
|  | &nbsp;&nbsp;&nbsp;BP Capital Markets America Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.227% | &nbsp;&nbsp;&nbsp;&nbsp;11/17/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 920 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 938 |
|  | &nbsp;&nbsp;&nbsp;BP Capital Markets America Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.939% | &nbsp;&nbsp;&nbsp;&nbsp;6/4/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 925 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 583 |
|  | &nbsp;&nbsp;&nbsp;BP Capital Markets America Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.001% | &nbsp;&nbsp;&nbsp;&nbsp;3/17/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 1206 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 764 |
|  | &nbsp;&nbsp;&nbsp;BP Capital Markets America Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.379% | &nbsp;&nbsp;&nbsp;&nbsp;2/8/2061 | &nbsp;&nbsp;&nbsp;&nbsp; 370 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 239 |
|  | &nbsp;&nbsp;&nbsp;Cheniere Energy Partners LP | &nbsp;&nbsp;&nbsp;&nbsp;5.950% | &nbsp;&nbsp;&nbsp;&nbsp;6/30/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 560 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 587 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Columbia Pipelines Holding Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.097% | &nbsp;&nbsp;&nbsp;&nbsp;10/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 265 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 267 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Columbia Pipelines Holding Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.999% | &nbsp;&nbsp;&nbsp;&nbsp;11/17/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 855 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 850 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Columbia Pipelines Holding Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.681% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 143 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Columbia Pipelines Operating Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.927% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 355 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 372 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Columbia Pipelines Operating Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp;6.036% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 1075 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1133 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Columbia Pipelines Operating Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp;6.497% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 1202 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1255 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Columbia Pipelines Operating Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp;6.714% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2063 | &nbsp;&nbsp;&nbsp;&nbsp; 247 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 266 |
|  | &nbsp;&nbsp;&nbsp;Diamondback Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.400% | &nbsp;&nbsp;&nbsp;&nbsp;4/18/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 305 |
|  | &nbsp;&nbsp;&nbsp;Diamondback Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.550% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 740 |
|  | &nbsp;&nbsp;&nbsp;Diamondback Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 213 |
|  | &nbsp;&nbsp;&nbsp;Diamondback Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.250% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 278 |
|  | &nbsp;&nbsp;&nbsp;Eastern Gas Transmission & Storage Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 585 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 554 |
|  | &nbsp;&nbsp;&nbsp;Eastern Gas Transmission & Storage Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.800% | &nbsp;&nbsp;&nbsp;&nbsp;11/1/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 110 |
|  | &nbsp;&nbsp;&nbsp;Eastern Gas Transmission & Storage Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.600% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp; 1603 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1366 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;EIG Pearl Holdings Sarl | &nbsp;&nbsp;&nbsp;&nbsp;3.545% | &nbsp;&nbsp;&nbsp;&nbsp;8/31/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 612 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 546 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;EIG Pearl Holdings Sarl | &nbsp;&nbsp;&nbsp;&nbsp;4.387% | &nbsp;&nbsp;&nbsp;&nbsp;11/30/2046 | &nbsp;&nbsp;&nbsp;&nbsp; 470 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 370 |
|  | &nbsp;&nbsp;&nbsp;Enbridge Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.900% | &nbsp;&nbsp;&nbsp;&nbsp;6/20/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 370 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 374 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | &nbsp;&nbsp;&nbsp;Enbridge Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.550% | &nbsp;&nbsp;&nbsp;&nbsp;6/20/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 281 |
|  | &nbsp;&nbsp;&nbsp;Enbridge Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.700% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp; 370 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 402 |
|  | &nbsp;&nbsp;&nbsp;Enbridge Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.950% | &nbsp;&nbsp;&nbsp;&nbsp;4/5/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 298 |
|  | &nbsp;&nbsp;&nbsp;Energy Transfer LP | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp;4/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 1735 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1768 |
|  | &nbsp;&nbsp;&nbsp;Energy Transfer LP | &nbsp;&nbsp;&nbsp;&nbsp;5.200% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 383 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 392 |
|  | &nbsp;&nbsp;&nbsp;Energy Transfer LP | &nbsp;&nbsp;&nbsp;&nbsp;5.350% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 405 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 402 |
|  | &nbsp;&nbsp;&nbsp;Energy Transfer LP | &nbsp;&nbsp;&nbsp;&nbsp;5.150% | &nbsp;&nbsp;&nbsp;&nbsp;2/1/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 155 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 137 |
|  | &nbsp;&nbsp;&nbsp;Energy Transfer LP | &nbsp;&nbsp;&nbsp;&nbsp;5.350% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 143 |
|  | &nbsp;&nbsp;&nbsp;Energy Transfer LP | &nbsp;&nbsp;&nbsp;&nbsp;6.125% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 570 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 557 |
|  | &nbsp;&nbsp;&nbsp;Energy Transfer LP | &nbsp;&nbsp;&nbsp;&nbsp;5.300% | &nbsp;&nbsp;&nbsp;&nbsp;4/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp; 155 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 137 |
|  | &nbsp;&nbsp;&nbsp;Energy Transfer LP | &nbsp;&nbsp;&nbsp;&nbsp;5.400% | &nbsp;&nbsp;&nbsp;&nbsp;10/1/2047 | &nbsp;&nbsp;&nbsp;&nbsp; 1226 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1090 |
|  | &nbsp;&nbsp;&nbsp;Energy Transfer LP | &nbsp;&nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp; 458 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 440 |
|  | &nbsp;&nbsp;&nbsp;Energy Transfer LP | &nbsp;&nbsp;&nbsp;&nbsp;5.950% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 516 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Eni SpA | &nbsp;&nbsp;&nbsp;&nbsp;5.950% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 1030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1022 |
|  | &nbsp;&nbsp;&nbsp;Enterprise Products Operating LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.200% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 430 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 432 |
|  | &nbsp;&nbsp;&nbsp;Enterprise Products Operating LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.950% | &nbsp;&nbsp;&nbsp;&nbsp;2/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 90 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 94 |
|  | &nbsp;&nbsp;&nbsp;Enterprise Products Operating LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.100% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 1290 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1193 |
|  | &nbsp;&nbsp;&nbsp;Enterprise Products Operating LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.900% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp; 375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 335 |
|  | &nbsp;&nbsp;&nbsp;Enterprise Products Operating LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp; 730 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 588 |
|  | &nbsp;&nbsp;&nbsp;Enterprise Products Operating LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.550% | &nbsp;&nbsp;&nbsp;&nbsp;2/16/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 192 |
|  | &nbsp;&nbsp;&nbsp;EOG Resources Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.400% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 268 |
|  | &nbsp;&nbsp;&nbsp;Equinor ASA | &nbsp;&nbsp;&nbsp;&nbsp;3.125% | &nbsp;&nbsp;&nbsp;&nbsp;4/6/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 1548 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1481 |
|  | &nbsp;&nbsp;&nbsp;Equinor ASA | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;9/3/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 265 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 267 |
|  | &nbsp;&nbsp;&nbsp;Equinor ASA | &nbsp;&nbsp;&nbsp;&nbsp;5.125% | &nbsp;&nbsp;&nbsp;&nbsp;6/3/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 2339 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2378 |
|  | &nbsp;&nbsp;&nbsp;Equinor ASA | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp;11/14/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 870 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 857 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Galaxy Pipeline Assets Bidco Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;2.160% | &nbsp;&nbsp;&nbsp;&nbsp;3/31/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 957 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 847 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Galaxy Pipeline Assets Bidco Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;2.940% | &nbsp;&nbsp;&nbsp;&nbsp;9/30/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 955 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 773 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Greensaif Pipelines Bidco Sarl | &nbsp;&nbsp;&nbsp;&nbsp;5.853% | &nbsp;&nbsp;&nbsp;&nbsp;2/23/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 899 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 902 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;Greensaif Pipelines Bidco Sarl | &nbsp;&nbsp;&nbsp;&nbsp;6.129% | &nbsp;&nbsp;&nbsp;&nbsp;2/23/2038 | &nbsp;&nbsp;&nbsp;&nbsp; 594 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 601 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Greensaif Pipelines Bidco Sarl | &nbsp;&nbsp;&nbsp;&nbsp;6.129% | &nbsp;&nbsp;&nbsp;&nbsp;2/23/2038 | &nbsp;&nbsp;&nbsp;&nbsp; 425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 430 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;Greensaif Pipelines Bidco Sarl | &nbsp;&nbsp;&nbsp;&nbsp;6.510% | &nbsp;&nbsp;&nbsp;&nbsp;2/23/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 825 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 854 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;Greensaif Pipelines Bidco Sarl | &nbsp;&nbsp;&nbsp;&nbsp;6.103% | &nbsp;&nbsp;&nbsp;&nbsp;8/23/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 815 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 810 |
|  | &nbsp;&nbsp;&nbsp;MPLX LP | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 615 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 622 |
|  | &nbsp;&nbsp;&nbsp;ONEOK Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 530 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 525 |
|  | &nbsp;&nbsp;&nbsp;ONEOK Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 615 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 610 |
|  | &nbsp;&nbsp;&nbsp;ONEOK Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.050% | &nbsp;&nbsp;&nbsp;&nbsp;9/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 356 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 373 |
|  | &nbsp;&nbsp;&nbsp;ONEOK Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.400% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 128 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 127 |
|  | &nbsp;&nbsp;&nbsp;ONEOK Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.625% | &nbsp;&nbsp;&nbsp;&nbsp;9/1/2053 | &nbsp;&nbsp;&nbsp;&nbsp; 570 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 585 |
|  | &nbsp;&nbsp;&nbsp;ONEOK Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.250% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 355 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 348 |
|  | &nbsp;&nbsp;&nbsp;Qatar Energy | &nbsp;&nbsp;&nbsp;&nbsp;3.300% | &nbsp;&nbsp;&nbsp;&nbsp;7/12/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 1175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 756 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Saudi Arabian Oil Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp;2/2/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 1925 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1869 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Saudi Arabian Oil Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.375% | &nbsp;&nbsp;&nbsp;&nbsp;6/2/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 860 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 852 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Saudi Arabian Oil Co. | &nbsp;&nbsp;&nbsp;&nbsp;6.375% | &nbsp;&nbsp;&nbsp;&nbsp;6/2/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 855 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 847 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Schlumberger Holdings Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 430 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 436 |
|  | &nbsp;&nbsp;&nbsp;Shell Finance US Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp;5/11/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 1130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1072 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Shell Finance US Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;3/25/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 606 |
|  | &nbsp;&nbsp;&nbsp;Shell Finance US Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.550% | &nbsp;&nbsp;&nbsp;&nbsp;8/12/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 88 |
|  | &nbsp;&nbsp;&nbsp;Shell Finance US Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp;5/11/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 3361 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2857 |
|  | &nbsp;&nbsp;&nbsp;Shell Finance US Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp;9/12/2046 | &nbsp;&nbsp;&nbsp;&nbsp; 170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 130 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Shell Finance US Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp;11/26/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 2085 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1332 |
|  | &nbsp;&nbsp;&nbsp;Suncor Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.950% | &nbsp;&nbsp;&nbsp;&nbsp;12/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 330 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 345 |
|  | &nbsp;&nbsp;&nbsp;Targa Resources Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.350% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 883 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 879 |
|  | &nbsp;&nbsp;&nbsp;Targa Resources Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.150% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 1815 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1892 |
|  | &nbsp;&nbsp;&nbsp;Targa Resources Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.550% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 1370 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1382 |
|  | &nbsp;&nbsp;&nbsp;Targa Resources Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.125% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 1090 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1066 |
|  | &nbsp;&nbsp;&nbsp;TotalEnergies Capital SA | &nbsp;&nbsp;&nbsp;&nbsp;5.150% | &nbsp;&nbsp;&nbsp;&nbsp;4/5/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 555 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 568 |
|  | &nbsp;&nbsp;&nbsp;TotalEnergies Capital SA | &nbsp;&nbsp;&nbsp;&nbsp;5.488% | &nbsp;&nbsp;&nbsp;&nbsp;4/5/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 796 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 764 |
|  | &nbsp;&nbsp;&nbsp;TotalEnergies Capital SA | &nbsp;&nbsp;&nbsp;&nbsp;5.275% | &nbsp;&nbsp;&nbsp;&nbsp;9/10/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 1022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 951 |
|  | &nbsp;&nbsp;&nbsp;TotalEnergies Capital SA | &nbsp;&nbsp;&nbsp;&nbsp;5.638% | &nbsp;&nbsp;&nbsp;&nbsp;4/5/2064 | &nbsp;&nbsp;&nbsp;&nbsp; 665 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 639 |
|  | &nbsp;&nbsp;&nbsp;TotalEnergies Capital SA | &nbsp;&nbsp;&nbsp;&nbsp;5.425% | &nbsp;&nbsp;&nbsp;&nbsp;9/10/2064 | &nbsp;&nbsp;&nbsp;&nbsp; 1466 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1363 |
|  | &nbsp;&nbsp;&nbsp;TransCanada PipeLines Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;4.100% | &nbsp;&nbsp;&nbsp;&nbsp;4/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 123 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Whistler Pipeline LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.400% | &nbsp;&nbsp;&nbsp;&nbsp;9/30/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 246 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Whistler Pipeline LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.700% | &nbsp;&nbsp;&nbsp;&nbsp;9/30/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 185 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **58826** |
| **Financials (8.2%)** | **Financials (8.2%)** | **Financials (8.2%)** | **Financials (8.2%)** | **Financials (8.2%)** | **Financials (8.2%)** |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Abu Dhabi Developmental Holding Co. PJSC | &nbsp;&nbsp;&nbsp;&nbsp;5.375% | &nbsp;&nbsp;&nbsp;&nbsp;5/8/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 1135 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1152 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Abu Dhabi Developmental Holding Co. PJSC | &nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp;10/2/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 1210 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1169 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Abu Dhabi Developmental Holding Co. PJSC | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;5/8/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 1795 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1813 |
|  | &nbsp;&nbsp;&nbsp;AerCap Ireland Capital DAC / AerCap Global Aviation Trust | &nbsp;&nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp;10/29/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 217 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value<br> ($000) |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;AIB Group plc | &nbsp;&nbsp;&nbsp;&nbsp;5.871% | &nbsp;&nbsp;&nbsp;&nbsp;3/28/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 206 |
|  | &nbsp;&nbsp;&nbsp;Allstate Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp;3/30/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 445 | &nbsp;&nbsp; 455 |
|  | &nbsp;&nbsp;&nbsp;Allstate Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.550% | &nbsp;&nbsp;&nbsp;&nbsp;5/9/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 197 | &nbsp;&nbsp; 204 |
|  | &nbsp;&nbsp;&nbsp;Allstate Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.850% | &nbsp;&nbsp;&nbsp;&nbsp;8/10/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 156 | &nbsp;&nbsp; 116 |
|  | &nbsp;&nbsp;&nbsp;American Express Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.731% | &nbsp;&nbsp;&nbsp;&nbsp;4/25/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 930 | &nbsp;&nbsp; 936 |
|  | &nbsp;&nbsp;&nbsp;American Express Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.282% | &nbsp;&nbsp;&nbsp;&nbsp;7/27/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 305 |
|  | &nbsp;&nbsp;&nbsp;American Express Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.532% | &nbsp;&nbsp;&nbsp;&nbsp;4/25/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 206 |
|  | &nbsp;&nbsp;&nbsp;American Express Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.918% | &nbsp;&nbsp;&nbsp;&nbsp;7/20/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 1263 | &nbsp;&nbsp; 1266 |
|  | &nbsp;&nbsp;&nbsp;American Express Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.420% | &nbsp;&nbsp;&nbsp;&nbsp;8/3/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 255 | &nbsp;&nbsp; 249 |
|  | &nbsp;&nbsp;&nbsp;American Express Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.043% | &nbsp;&nbsp;&nbsp;&nbsp;5/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 439 | &nbsp;&nbsp; 440 |
|  | &nbsp;&nbsp;&nbsp;American Express Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.915% | &nbsp;&nbsp;&nbsp;&nbsp;4/25/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 1388 | &nbsp;&nbsp; 1438 |
|  | &nbsp;&nbsp;&nbsp;American Express Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.284% | &nbsp;&nbsp;&nbsp;&nbsp;7/26/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 1228 | &nbsp;&nbsp; 1239 |
|  | &nbsp;&nbsp;&nbsp;American Express Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.442% | &nbsp;&nbsp;&nbsp;&nbsp;1/30/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 204 |
|  | &nbsp;&nbsp;&nbsp;American Express Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.667% | &nbsp;&nbsp;&nbsp;&nbsp;4/25/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 700 | &nbsp;&nbsp; 724 |
|  | &nbsp;&nbsp;&nbsp;American Express Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.804% | &nbsp;&nbsp;&nbsp;&nbsp;10/24/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 638 | &nbsp;&nbsp; 617 |
|  | &nbsp;&nbsp;&nbsp;American International Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.850% | &nbsp;&nbsp;&nbsp;&nbsp;5/7/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 265 | &nbsp;&nbsp; 268 |
|  | &nbsp;&nbsp;&nbsp;American International Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.125% | &nbsp;&nbsp;&nbsp;&nbsp;3/27/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 765 | &nbsp;&nbsp; 772 |
|  | &nbsp;&nbsp;&nbsp;American International Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp; 160 | &nbsp;&nbsp; 138 |
|  | &nbsp;&nbsp;&nbsp;Ameriprise Financial Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.700% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 494 | &nbsp;&nbsp; 511 |
|  | &nbsp;&nbsp;&nbsp;Ameriprise Financial Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;5/13/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 335 | &nbsp;&nbsp; 332 |
|  | &nbsp;&nbsp;&nbsp;Ameriprise Financial Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.150% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 630 | &nbsp;&nbsp; 641 |
|  | &nbsp;&nbsp;&nbsp;Aon North America Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.450% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 1685 | &nbsp;&nbsp; 1722 |
|  | &nbsp;&nbsp;&nbsp;Arthur J Gallagher & Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.850% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 140 | &nbsp;&nbsp; 141 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Athene Global Funding | &nbsp;&nbsp;&nbsp;&nbsp;2.717% | &nbsp;&nbsp;&nbsp;&nbsp;1/7/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 980 | &nbsp;&nbsp; 919 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Athene Global Funding | &nbsp;&nbsp;&nbsp;&nbsp;5.583% | &nbsp;&nbsp;&nbsp;&nbsp;1/9/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 860 | &nbsp;&nbsp; 869 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Athene Global Funding | &nbsp;&nbsp;&nbsp;&nbsp;4.721% | &nbsp;&nbsp;&nbsp;&nbsp;10/8/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 1244 | &nbsp;&nbsp; 1225 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Athene Global Funding | &nbsp;&nbsp;&nbsp;&nbsp;5.380% | &nbsp;&nbsp;&nbsp;&nbsp;1/7/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 1385 | &nbsp;&nbsp; 1387 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Athene Global Funding | &nbsp;&nbsp;&nbsp;&nbsp;5.033% | &nbsp;&nbsp;&nbsp;&nbsp;7/17/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 298 | &nbsp;&nbsp; 295 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Australia & New Zealand Banking Group Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;2.570% | &nbsp;&nbsp;&nbsp;&nbsp;11/25/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 685 | &nbsp;&nbsp; 613 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Aviation Capital Group LLC | &nbsp;&nbsp;&nbsp;&nbsp;1.950% | &nbsp;&nbsp;&nbsp;&nbsp;9/20/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 415 | &nbsp;&nbsp; 410 |
|  | &nbsp;&nbsp;&nbsp;Banco Santander SA | &nbsp;&nbsp;&nbsp;&nbsp;5.365% | &nbsp;&nbsp;&nbsp;&nbsp;7/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 404 |
|  | &nbsp;&nbsp;&nbsp;Banco Santander SA | &nbsp;&nbsp;&nbsp;&nbsp;4.551% | &nbsp;&nbsp;&nbsp;&nbsp;11/6/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 1600 | &nbsp;&nbsp; 1577 |
|  | &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.948% | &nbsp;&nbsp;&nbsp;&nbsp;7/22/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 85 | &nbsp;&nbsp; 86 |
|  | &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.204% | &nbsp;&nbsp;&nbsp;&nbsp;11/10/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 308 |
|  | &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.271% | &nbsp;&nbsp;&nbsp;&nbsp;7/23/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 4780 | &nbsp;&nbsp; 4760 |
|  | &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.819% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 670 | &nbsp;&nbsp; 691 |
|  | &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.194% | &nbsp;&nbsp;&nbsp;&nbsp;7/23/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 1055 | &nbsp;&nbsp; 1012 |
|  | &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.162% | &nbsp;&nbsp;&nbsp;&nbsp;1/24/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 195 | &nbsp;&nbsp; 199 |
|  | &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.496% | &nbsp;&nbsp;&nbsp;&nbsp;2/13/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 1495 | &nbsp;&nbsp; 1382 |
|  | &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.592% | &nbsp;&nbsp;&nbsp;&nbsp;4/29/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 328 | &nbsp;&nbsp; 303 |
|  | &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.571% | &nbsp;&nbsp;&nbsp;&nbsp;4/27/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 4978 | &nbsp;&nbsp; 4886 |
|  | &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.015% | &nbsp;&nbsp;&nbsp;&nbsp;7/22/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 1824 | &nbsp;&nbsp; 1835 |
|  | &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.288% | &nbsp;&nbsp;&nbsp;&nbsp;4/25/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 305 | &nbsp;&nbsp; 309 |
|  | &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.872% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 2680 | &nbsp;&nbsp; 2805 |
|  | &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.511% | &nbsp;&nbsp;&nbsp;&nbsp;1/24/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 3031 | &nbsp;&nbsp; 3090 |
|  | &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.846% | &nbsp;&nbsp;&nbsp;&nbsp;3/8/2037 | &nbsp;&nbsp;&nbsp;&nbsp; 1323 | &nbsp;&nbsp; 1225 |
|  | &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.875% | &nbsp;&nbsp;&nbsp;&nbsp;2/7/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 260 | &nbsp;&nbsp; 268 |
|  | &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.311% | &nbsp;&nbsp;&nbsp;&nbsp;4/22/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 870 | &nbsp;&nbsp; 663 |
|  | &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;1/21/2044 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 930 |
|  | &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.330% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 1406 | &nbsp;&nbsp; 1140 |
|  | &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.972% | &nbsp;&nbsp;&nbsp;&nbsp;7/21/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 1225 | &nbsp;&nbsp; 773 |
|  | &nbsp;&nbsp;&nbsp;Bank of New York Mellon | &nbsp;&nbsp;&nbsp;&nbsp;4.729% | &nbsp;&nbsp;&nbsp;&nbsp;4/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 330 | &nbsp;&nbsp; 332 |
|  | &nbsp;&nbsp;&nbsp;Bank of New York Mellon Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.060% | &nbsp;&nbsp;&nbsp;&nbsp;7/22/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 170 | &nbsp;&nbsp; 173 |
|  | &nbsp;&nbsp;&nbsp;Bank of New York Mellon Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.834% | &nbsp;&nbsp;&nbsp;&nbsp;10/25/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 1004 | &nbsp;&nbsp; 1065 |
|  | &nbsp;&nbsp;&nbsp;Bank of New York Mellon Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.706% | &nbsp;&nbsp;&nbsp;&nbsp;2/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp; 445 |
|  | &nbsp;&nbsp;&nbsp;Bank of New York Mellon Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.967% | &nbsp;&nbsp;&nbsp;&nbsp;4/26/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 952 | &nbsp;&nbsp; 953 |
|  | &nbsp;&nbsp;&nbsp;Bank of New York Mellon Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.474% | &nbsp;&nbsp;&nbsp;&nbsp;10/25/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 255 | &nbsp;&nbsp; 279 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Banque Federative du Credit Mutuel SA | &nbsp;&nbsp;&nbsp;&nbsp;4.591% | &nbsp;&nbsp;&nbsp;&nbsp;10/16/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1285 | &nbsp;&nbsp; 1286 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Banque Federative du Credit Mutuel SA | &nbsp;&nbsp;&nbsp;&nbsp;5.538% | &nbsp;&nbsp;&nbsp;&nbsp;1/22/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 1244 | &nbsp;&nbsp; 1278 |
|  | &nbsp;&nbsp;&nbsp;BlackRock Funding Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp;3/14/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 765 | &nbsp;&nbsp; 712 |
|  | &nbsp;&nbsp;&nbsp;BlackRock Funding Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.350% | &nbsp;&nbsp;&nbsp;&nbsp;1/8/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp; 426 |
|  | &nbsp;&nbsp;&nbsp;Blackrock Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.100% | &nbsp;&nbsp;&nbsp;&nbsp;2/25/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 605 | &nbsp;&nbsp; 529 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Blackstone Holdings Finance Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp;2.550% | &nbsp;&nbsp;&nbsp;&nbsp;3/30/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 605 | &nbsp;&nbsp; 528 |
|  | &nbsp;&nbsp;&nbsp;Blackstone Reg Finance Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;12/6/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 510 | &nbsp;&nbsp; 500 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;11/16/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 2050 | &nbsp;&nbsp; 2019 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;2.591% | &nbsp;&nbsp;&nbsp;&nbsp;1/20/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 630 | &nbsp;&nbsp; 620 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;5.335% | &nbsp;&nbsp;&nbsp;&nbsp;6/12/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 1095 | &nbsp;&nbsp; 1111 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;5.786% | &nbsp;&nbsp;&nbsp;&nbsp;1/13/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 550 | &nbsp;&nbsp; 568 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BPCE SA | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;10/23/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 1780 | &nbsp;&nbsp; 1754 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BPCE SA | &nbsp;&nbsp;&nbsp;&nbsp;5.281% | &nbsp;&nbsp;&nbsp;&nbsp;5/30/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 575 | &nbsp;&nbsp; 586 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value<br> ($000) |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BPCE SA | &nbsp;&nbsp;&nbsp;&nbsp;2.700% | &nbsp;&nbsp;&nbsp;&nbsp;10/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 1450 | &nbsp;&nbsp; 1359 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BPCE SA | &nbsp;&nbsp;&nbsp;&nbsp;5.876% | &nbsp;&nbsp;&nbsp;&nbsp;1/14/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 1820 | &nbsp;&nbsp; 1873 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BPCE SA | &nbsp;&nbsp;&nbsp;&nbsp;5.389% | &nbsp;&nbsp;&nbsp;&nbsp;5/28/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 335 | &nbsp;&nbsp; 339 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BPCE SA | &nbsp;&nbsp;&nbsp;&nbsp;5.936% | &nbsp;&nbsp;&nbsp;&nbsp;5/30/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 1805 | &nbsp;&nbsp; 1846 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BPCE SA | &nbsp;&nbsp;&nbsp;&nbsp;5.417% | &nbsp;&nbsp;&nbsp;&nbsp;1/13/2037 | &nbsp;&nbsp;&nbsp;&nbsp; 1700 | &nbsp;&nbsp; 1657 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Brighthouse Financial Global Funding | &nbsp;&nbsp;&nbsp;&nbsp;1.550% | &nbsp;&nbsp;&nbsp;&nbsp;5/24/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 525 | &nbsp;&nbsp; 523 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;CaixaBank SA | &nbsp;&nbsp;&nbsp;&nbsp;4.634% | &nbsp;&nbsp;&nbsp;&nbsp;7/3/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 1305 | &nbsp;&nbsp; 1306 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;CaixaBank SA | &nbsp;&nbsp;&nbsp;&nbsp;4.885% | &nbsp;&nbsp;&nbsp;&nbsp;7/3/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 1251 | &nbsp;&nbsp; 1251 |
|  | &nbsp;&nbsp;&nbsp;Canadian Imperial Bank of Commerce | &nbsp;&nbsp;&nbsp;&nbsp;4.508% | &nbsp;&nbsp;&nbsp;&nbsp;9/11/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 925 | &nbsp;&nbsp; 925 |
|  | &nbsp;&nbsp;&nbsp;Canadian Imperial Bank of Commerce | &nbsp;&nbsp;&nbsp;&nbsp;4.283% | &nbsp;&nbsp;&nbsp;&nbsp;1/29/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 710 | &nbsp;&nbsp; 705 |
|  | &nbsp;&nbsp;&nbsp;Canadian Imperial Bank of Commerce | &nbsp;&nbsp;&nbsp;&nbsp;4.631% | &nbsp;&nbsp;&nbsp;&nbsp;9/11/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 925 | &nbsp;&nbsp; 926 |
|  | &nbsp;&nbsp;&nbsp;Capital One Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.312% | &nbsp;&nbsp;&nbsp;&nbsp;6/8/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 217 | &nbsp;&nbsp; 224 |
|  | &nbsp;&nbsp;&nbsp;Capital One Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.700% | &nbsp;&nbsp;&nbsp;&nbsp;2/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 208 | &nbsp;&nbsp; 213 |
|  | &nbsp;&nbsp;&nbsp;Capital One Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;7.624% | &nbsp;&nbsp;&nbsp;&nbsp;10/30/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 1042 | &nbsp;&nbsp; 1151 |
|  | &nbsp;&nbsp;&nbsp;Charles Schwab Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.000% | &nbsp;&nbsp;&nbsp;&nbsp;3/20/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 952 | &nbsp;&nbsp; 914 |
|  | &nbsp;&nbsp;&nbsp;Citigroup Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.333% | &nbsp;&nbsp;&nbsp;&nbsp;3/27/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 760 | &nbsp;&nbsp; 762 |
|  | &nbsp;&nbsp;&nbsp;Citigroup Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.174% | &nbsp;&nbsp;&nbsp;&nbsp;9/11/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 585 | &nbsp;&nbsp; 579 |
|  | &nbsp;&nbsp;&nbsp;Citigroup Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.878% | &nbsp;&nbsp;&nbsp;&nbsp;1/24/2039 | &nbsp;&nbsp;&nbsp;&nbsp; 1025 | &nbsp;&nbsp; 883 |
|  | &nbsp;&nbsp;&nbsp;Citigroup Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.904% | &nbsp;&nbsp;&nbsp;&nbsp;11/3/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 560 | &nbsp;&nbsp; 399 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;CNO Global Funding | &nbsp;&nbsp;&nbsp;&nbsp;5.875% | &nbsp;&nbsp;&nbsp;&nbsp;6/4/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 1035 | &nbsp;&nbsp; 1049 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;CNO Global Funding | &nbsp;&nbsp;&nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;&nbsp;12/10/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 215 | &nbsp;&nbsp; 216 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;CNO Global Funding | &nbsp;&nbsp;&nbsp;&nbsp;2.650% | &nbsp;&nbsp;&nbsp;&nbsp;1/6/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 370 | &nbsp;&nbsp; 350 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Commonwealth Bank of Australia | &nbsp;&nbsp;&nbsp;&nbsp;5.071% | &nbsp;&nbsp;&nbsp;&nbsp;9/14/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1060 | &nbsp;&nbsp; 1085 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Commonwealth Bank of Australia | &nbsp;&nbsp;&nbsp;&nbsp;2.688% | &nbsp;&nbsp;&nbsp;&nbsp;3/11/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 2285 | &nbsp;&nbsp; 2066 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Cooperatieve Rabobank UA | &nbsp;&nbsp;&nbsp;&nbsp;4.655% | &nbsp;&nbsp;&nbsp;&nbsp;8/22/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 625 | &nbsp;&nbsp; 626 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Corebridge Global Funding | &nbsp;&nbsp;&nbsp;&nbsp;5.900% | &nbsp;&nbsp;&nbsp;&nbsp;9/19/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 255 | &nbsp;&nbsp; 263 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Corebridge Global Funding | &nbsp;&nbsp;&nbsp;&nbsp;5.200% | &nbsp;&nbsp;&nbsp;&nbsp;1/12/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 615 | &nbsp;&nbsp; 624 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Corebridge Global Funding | &nbsp;&nbsp;&nbsp;&nbsp;5.200% | &nbsp;&nbsp;&nbsp;&nbsp;6/24/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 1950 | &nbsp;&nbsp; 1975 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Credit Agricole SA | &nbsp;&nbsp;&nbsp;&nbsp;4.631% | &nbsp;&nbsp;&nbsp;&nbsp;9/11/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 995 | &nbsp;&nbsp; 995 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Credit Agricole SA | &nbsp;&nbsp;&nbsp;&nbsp;6.316% | &nbsp;&nbsp;&nbsp;&nbsp;10/3/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 355 | &nbsp;&nbsp; 369 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Credit Agricole SA | &nbsp;&nbsp;&nbsp;&nbsp;4.656% | &nbsp;&nbsp;&nbsp;&nbsp;1/12/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 1395 | &nbsp;&nbsp; 1375 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Credit Agricole SA | &nbsp;&nbsp;&nbsp;&nbsp;5.862% | &nbsp;&nbsp;&nbsp;&nbsp;1/9/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 257 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Danske Bank A/S | &nbsp;&nbsp;&nbsp;&nbsp;1.549% | &nbsp;&nbsp;&nbsp;&nbsp;9/10/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 1605 | &nbsp;&nbsp; 1585 |
|  | &nbsp;&nbsp;&nbsp;Deutsche Bank AG / New York NY | &nbsp;&nbsp;&nbsp;&nbsp;4.469% | &nbsp;&nbsp;&nbsp;&nbsp;12/10/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 865 | &nbsp;&nbsp; 850 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;DNB Bank ASA | &nbsp;&nbsp;&nbsp;&nbsp;1.535% | &nbsp;&nbsp;&nbsp;&nbsp;5/25/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 960 | &nbsp;&nbsp; 956 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;DNB Bank ASA | &nbsp;&nbsp;&nbsp;&nbsp;1.605% | &nbsp;&nbsp;&nbsp;&nbsp;3/30/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1330 | &nbsp;&nbsp; 1292 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Equitable America Global Funding | &nbsp;&nbsp;&nbsp;&nbsp;3.950% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 170 | &nbsp;&nbsp; 169 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Equitable Financial Life Global Funding | &nbsp;&nbsp;&nbsp;&nbsp;1.400% | &nbsp;&nbsp;&nbsp;&nbsp;8/27/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 535 | &nbsp;&nbsp; 513 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Equitable Financial Life Global Funding | &nbsp;&nbsp;&nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;&nbsp;11/19/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 255 | &nbsp;&nbsp; 257 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Equitable Financial Life Global Funding | &nbsp;&nbsp;&nbsp;&nbsp;1.800% | &nbsp;&nbsp;&nbsp;&nbsp;3/8/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 870 | &nbsp;&nbsp; 824 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Federation des Caisses Desjardins du Quebec | &nbsp;&nbsp;&nbsp;&nbsp;5.147% | &nbsp;&nbsp;&nbsp;&nbsp;11/27/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1075 | &nbsp;&nbsp; 1105 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Federation des Caisses Desjardins du Quebec | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp;4/26/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 2852 | &nbsp;&nbsp; 2913 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Federation des Caisses Desjardins du Quebec | &nbsp;&nbsp;&nbsp;&nbsp;4.565% | &nbsp;&nbsp;&nbsp;&nbsp;8/26/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 925 | &nbsp;&nbsp; 920 |
|  | &nbsp;&nbsp;&nbsp;Fifth Third Bancorp | &nbsp;&nbsp;&nbsp;&nbsp;4.055% | &nbsp;&nbsp;&nbsp;&nbsp;4/25/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 325 | &nbsp;&nbsp; 323 |
|  | &nbsp;&nbsp;&nbsp;Fifth Third Bancorp | &nbsp;&nbsp;&nbsp;&nbsp;4.337% | &nbsp;&nbsp;&nbsp;&nbsp;4/25/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 15 | &nbsp;&nbsp; 14 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;GA Global Funding Trust | &nbsp;&nbsp;&nbsp;&nbsp;5.200% | &nbsp;&nbsp;&nbsp;&nbsp;12/9/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 555 | &nbsp;&nbsp; 545 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.640% | &nbsp;&nbsp;&nbsp;&nbsp;2/24/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1860 | &nbsp;&nbsp; 1830 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.691% | &nbsp;&nbsp;&nbsp;&nbsp;6/5/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 640 | &nbsp;&nbsp; 634 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.148% | &nbsp;&nbsp;&nbsp;&nbsp;1/21/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 1811 | &nbsp;&nbsp; 1799 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.814% | &nbsp;&nbsp;&nbsp;&nbsp;4/23/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 840 | &nbsp;&nbsp; 828 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.223% | &nbsp;&nbsp;&nbsp;&nbsp;5/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 2430 | &nbsp;&nbsp; 2416 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.049% | &nbsp;&nbsp;&nbsp;&nbsp;7/23/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 152 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.692% | &nbsp;&nbsp;&nbsp;&nbsp;10/23/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 330 | &nbsp;&nbsp; 330 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.218% | &nbsp;&nbsp;&nbsp;&nbsp;4/23/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 5522 | &nbsp;&nbsp; 5615 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.516% | &nbsp;&nbsp;&nbsp;&nbsp;1/21/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 2978 | &nbsp;&nbsp; 2933 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.615% | &nbsp;&nbsp;&nbsp;&nbsp;4/22/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 3130 | &nbsp;&nbsp; 2812 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.383% | &nbsp;&nbsp;&nbsp;&nbsp;7/21/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 1963 | &nbsp;&nbsp; 1732 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.650% | &nbsp;&nbsp;&nbsp;&nbsp;10/21/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 625 | &nbsp;&nbsp; 555 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.102% | &nbsp;&nbsp;&nbsp;&nbsp;2/24/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 679 | &nbsp;&nbsp; 613 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.561% | &nbsp;&nbsp;&nbsp;&nbsp;10/24/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 747 | &nbsp;&nbsp; 811 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.939% | &nbsp;&nbsp;&nbsp;&nbsp;10/21/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 145 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.750% | &nbsp;&nbsp;&nbsp;&nbsp;10/1/2037 | &nbsp;&nbsp;&nbsp;&nbsp; 835 | &nbsp;&nbsp; 900 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.541% | &nbsp;&nbsp;&nbsp;&nbsp;1/21/2047 | &nbsp;&nbsp;&nbsp;&nbsp; 410 | &nbsp;&nbsp; 390 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp;5.887% | &nbsp;&nbsp;&nbsp;&nbsp;8/14/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 1270 | &nbsp;&nbsp; 1276 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp;4.041% | &nbsp;&nbsp;&nbsp;&nbsp;3/13/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 890 | &nbsp;&nbsp; 886 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp;5.597% | &nbsp;&nbsp;&nbsp;&nbsp;5/17/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1360 | &nbsp;&nbsp; 1375 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp;7.390% | &nbsp;&nbsp;&nbsp;&nbsp;11/3/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1565 | &nbsp;&nbsp; 1631 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp;4.899% | &nbsp;&nbsp;&nbsp;&nbsp;3/3/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 1255 | &nbsp;&nbsp; 1261 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp;4.583% | &nbsp;&nbsp;&nbsp;&nbsp;6/19/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 1573 | &nbsp;&nbsp; 1571 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp;2.206% | &nbsp;&nbsp;&nbsp;&nbsp;8/17/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 1085 | &nbsp;&nbsp; 1027 |

---

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp;5.240% | &nbsp;&nbsp;&nbsp;&nbsp;5/13/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 1065 | &nbsp;&nbsp; 1080 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp;2.357% | &nbsp;&nbsp;&nbsp;&nbsp;8/18/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 1425 | &nbsp;&nbsp; 1284 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp;4.619% | &nbsp;&nbsp;&nbsp;&nbsp;11/6/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 785 | &nbsp;&nbsp; 774 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp;4.675% | &nbsp;&nbsp;&nbsp;&nbsp;3/10/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 1070 | &nbsp;&nbsp; 1055 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp;2.804% | &nbsp;&nbsp;&nbsp;&nbsp;5/24/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 1055 | &nbsp;&nbsp; 948 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp;6.254% | &nbsp;&nbsp;&nbsp;&nbsp;3/9/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 318 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp;5.279% | &nbsp;&nbsp;&nbsp;&nbsp;3/10/2037 | &nbsp;&nbsp;&nbsp;&nbsp; 1070 | &nbsp;&nbsp; 1050 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp;6.100% | &nbsp;&nbsp;&nbsp;&nbsp;1/14/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 317 |
|  | &nbsp;&nbsp;&nbsp;Huntington National Bank | &nbsp;&nbsp;&nbsp;&nbsp;4.552% | &nbsp;&nbsp;&nbsp;&nbsp;5/17/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 320 | &nbsp;&nbsp; 320 |
|  | &nbsp;&nbsp;&nbsp;ING Groep NV | &nbsp;&nbsp;&nbsp;&nbsp;5.335% | &nbsp;&nbsp;&nbsp;&nbsp;3/19/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 245 | &nbsp;&nbsp; 250 |
|  | &nbsp;&nbsp;&nbsp;Intercontinental Exchange Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 3545 | &nbsp;&nbsp; 3532 |
|  | &nbsp;&nbsp;&nbsp;Intercontinental Exchange Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.350% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 255 | &nbsp;&nbsp; 254 |
|  | &nbsp;&nbsp;&nbsp;Intercontinental Exchange Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.200% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 818 | &nbsp;&nbsp; 806 |
|  | &nbsp;&nbsp;&nbsp;Intercontinental Exchange Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.650% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 1086 | &nbsp;&nbsp; 786 |
|  | &nbsp;&nbsp;&nbsp;Intercontinental Exchange Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp;9/21/2048 | &nbsp;&nbsp;&nbsp;&nbsp; 390 | &nbsp;&nbsp; 313 |
|  | &nbsp;&nbsp;&nbsp;Intercontinental Exchange Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 1032 | &nbsp;&nbsp; 660 |
|  | &nbsp;&nbsp;&nbsp;Intercontinental Exchange Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 2290 | &nbsp;&nbsp; 2026 |
|  | &nbsp;&nbsp;&nbsp;Intercontinental Exchange Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2060 | &nbsp;&nbsp;&nbsp;&nbsp; 850 | &nbsp;&nbsp; 492 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.581% | &nbsp;&nbsp;&nbsp;&nbsp;4/22/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 6100 | &nbsp;&nbsp; 6286 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.702% | &nbsp;&nbsp;&nbsp;&nbsp;5/6/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 2525 | &nbsp;&nbsp; 2463 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.603% | &nbsp;&nbsp;&nbsp;&nbsp;10/22/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 1540 | &nbsp;&nbsp; 1543 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.140% | &nbsp;&nbsp;&nbsp;&nbsp;1/24/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 1130 | &nbsp;&nbsp; 1150 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.103% | &nbsp;&nbsp;&nbsp;&nbsp;4/22/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 305 | &nbsp;&nbsp; 310 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.912% | &nbsp;&nbsp;&nbsp;&nbsp;7/25/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 2433 | &nbsp;&nbsp; 2437 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.350% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 2344 | &nbsp;&nbsp; 2389 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.336% | &nbsp;&nbsp;&nbsp;&nbsp;1/23/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 650 | &nbsp;&nbsp; 660 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.294% | &nbsp;&nbsp;&nbsp;&nbsp;7/22/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp; 607 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.572% | &nbsp;&nbsp;&nbsp;&nbsp;4/22/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 4927 | &nbsp;&nbsp; 5068 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.109% | &nbsp;&nbsp;&nbsp;&nbsp;4/22/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 835 | &nbsp;&nbsp; 637 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.400% | &nbsp;&nbsp;&nbsp;&nbsp;1/6/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 750 | &nbsp;&nbsp; 736 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.157% | &nbsp;&nbsp;&nbsp;&nbsp;4/22/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 560 | &nbsp;&nbsp; 420 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.964% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp; 6475 | &nbsp;&nbsp; 5026 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.109% | &nbsp;&nbsp;&nbsp;&nbsp;4/22/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 845 | &nbsp;&nbsp; 552 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;KBC Group NV | &nbsp;&nbsp;&nbsp;&nbsp;6.324% | &nbsp;&nbsp;&nbsp;&nbsp;9/21/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 640 | &nbsp;&nbsp; 683 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Liberty Mutual Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.569% | &nbsp;&nbsp;&nbsp;&nbsp;2/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 280 | &nbsp;&nbsp; 279 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Liberty Mutual Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 1709 | &nbsp;&nbsp; 1545 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Lincoln Financial Global Funding | &nbsp;&nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp;5/28/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 270 | &nbsp;&nbsp; 270 |
|  | &nbsp;&nbsp;&nbsp;Lloyds Banking Group plc | &nbsp;&nbsp;&nbsp;&nbsp;3.574% | &nbsp;&nbsp;&nbsp;&nbsp;11/7/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 222 |
|  | &nbsp;&nbsp;&nbsp;Lloyds Banking Group plc | &nbsp;&nbsp;&nbsp;&nbsp;5.087% | &nbsp;&nbsp;&nbsp;&nbsp;11/26/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 740 | &nbsp;&nbsp; 747 |
|  | &nbsp;&nbsp;&nbsp;Lloyds Banking Group plc | &nbsp;&nbsp;&nbsp;&nbsp;4.818% | &nbsp;&nbsp;&nbsp;&nbsp;6/13/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 975 | &nbsp;&nbsp; 981 |
|  | &nbsp;&nbsp;&nbsp;Lloyds Banking Group plc | &nbsp;&nbsp;&nbsp;&nbsp;5.721% | &nbsp;&nbsp;&nbsp;&nbsp;6/5/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 413 |
|  | &nbsp;&nbsp;&nbsp;Lloyds Banking Group plc | &nbsp;&nbsp;&nbsp;&nbsp;4.425% | &nbsp;&nbsp;&nbsp;&nbsp;11/4/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 1715 | &nbsp;&nbsp; 1691 |
|  | &nbsp;&nbsp;&nbsp;Lloyds Banking Group plc | &nbsp;&nbsp;&nbsp;&nbsp;5.679% | &nbsp;&nbsp;&nbsp;&nbsp;1/5/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 846 | &nbsp;&nbsp; 869 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Lseg US Fin Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.297% | &nbsp;&nbsp;&nbsp;&nbsp;3/28/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 255 | &nbsp;&nbsp; 257 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Lseg US Fin Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp;3/23/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 280 | &nbsp;&nbsp; 277 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;LSEGA Financing plc | &nbsp;&nbsp;&nbsp;&nbsp;2.000% | &nbsp;&nbsp;&nbsp;&nbsp;4/6/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 630 | &nbsp;&nbsp; 600 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Macquarie Group Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;1.935% | &nbsp;&nbsp;&nbsp;&nbsp;4/14/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1245 | &nbsp;&nbsp; 1211 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Macquarie Group Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;2.871% | &nbsp;&nbsp;&nbsp;&nbsp;1/14/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 1543 | &nbsp;&nbsp; 1380 |
|  | &nbsp;&nbsp;&nbsp;Manufacturers & Traders Trust Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.700% | &nbsp;&nbsp;&nbsp;&nbsp;1/27/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 2125 | &nbsp;&nbsp; 2136 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Met Tower Global Funding | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp;4/12/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 340 | &nbsp;&nbsp; 347 |
|  | &nbsp;&nbsp;&nbsp;MetLife Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp;8/13/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 145 | &nbsp;&nbsp; 119 |
|  | &nbsp;&nbsp;&nbsp;MetLife Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;&nbsp;11/13/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 530 | &nbsp;&nbsp; 474 |
|  | &nbsp;&nbsp;&nbsp;MetLife Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;7/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 387 | &nbsp;&nbsp; 342 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Metropolitan Life Global Funding I | &nbsp;&nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp;9/19/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 1165 | &nbsp;&nbsp; 1143 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Metropolitan Life Global Funding I | &nbsp;&nbsp;&nbsp;&nbsp;4.300% | &nbsp;&nbsp;&nbsp;&nbsp;8/25/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 440 | &nbsp;&nbsp; 436 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Metropolitan Life Global Funding I | &nbsp;&nbsp;&nbsp;&nbsp;2.400% | &nbsp;&nbsp;&nbsp;&nbsp;1/11/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 1410 | &nbsp;&nbsp; 1241 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Metropolitan Life Global Funding I | &nbsp;&nbsp;&nbsp;&nbsp;5.150% | &nbsp;&nbsp;&nbsp;&nbsp;3/28/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 520 | &nbsp;&nbsp; 526 |
|  | &nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.017% | &nbsp;&nbsp;&nbsp;&nbsp;7/20/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 815 | &nbsp;&nbsp; 820 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp;3.772% | &nbsp;&nbsp;&nbsp;&nbsp;1/24/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 4022 | &nbsp;&nbsp; 3971 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp;4.238% | &nbsp;&nbsp;&nbsp;&nbsp;1/9/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 970 | &nbsp;&nbsp; 960 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp;5.173% | &nbsp;&nbsp;&nbsp;&nbsp;1/16/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 1823 | &nbsp;&nbsp; 1849 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp;5.042% | &nbsp;&nbsp;&nbsp;&nbsp;7/19/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 152 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp;4.654% | &nbsp;&nbsp;&nbsp;&nbsp;10/18/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 2821 | &nbsp;&nbsp; 2819 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp;5.230% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 1035 | &nbsp;&nbsp; 1051 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp;2.699% | &nbsp;&nbsp;&nbsp;&nbsp;1/22/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 1105 | &nbsp;&nbsp; 1026 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp;4.493% | &nbsp;&nbsp;&nbsp;&nbsp;1/16/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp; 443 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp;2.239% | &nbsp;&nbsp;&nbsp;&nbsp;7/21/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 1805 | &nbsp;&nbsp; 1580 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp;2.511% | &nbsp;&nbsp;&nbsp;&nbsp;10/20/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 445 | &nbsp;&nbsp; 393 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp;5.466% | &nbsp;&nbsp;&nbsp;&nbsp;1/18/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 805 | &nbsp;&nbsp; 817 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp;5.587% | &nbsp;&nbsp;&nbsp;&nbsp;1/18/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 510 | &nbsp;&nbsp; 520 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp;5.664% | &nbsp;&nbsp;&nbsp;&nbsp;4/17/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 650 | &nbsp;&nbsp; 665 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp;4.300% | &nbsp;&nbsp;&nbsp;&nbsp;1/27/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 850 | &nbsp;&nbsp; 702 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley Private Bank NA | &nbsp;&nbsp;&nbsp;&nbsp;4.466% | &nbsp;&nbsp;&nbsp;&nbsp;7/6/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1820 | &nbsp;&nbsp; 1820 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley Private Bank NA | &nbsp;&nbsp;&nbsp;&nbsp;4.204% | &nbsp;&nbsp;&nbsp;&nbsp;11/17/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1309 | &nbsp;&nbsp; 1304 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley Private Bank NA | &nbsp;&nbsp;&nbsp;&nbsp;4.734% | &nbsp;&nbsp;&nbsp;&nbsp;7/18/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 985 | &nbsp;&nbsp; 982 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley Private Bank NA | &nbsp;&nbsp;&nbsp;&nbsp;4.465% | &nbsp;&nbsp;&nbsp;&nbsp;11/19/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 1435 | &nbsp;&nbsp; 1413 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Mutual of Omaha Cos. Global Funding | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 550 | &nbsp;&nbsp; 554 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;National Australia Bank Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;5.134% | &nbsp;&nbsp;&nbsp;&nbsp;11/28/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1538 | &nbsp;&nbsp; 1580 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;National Australia Bank Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;2.332% | &nbsp;&nbsp;&nbsp;&nbsp;8/21/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 2140 | &nbsp;&nbsp; 1927 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Nationwide Building Society | &nbsp;&nbsp;&nbsp;&nbsp;4.649% | &nbsp;&nbsp;&nbsp;&nbsp;7/14/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 735 | &nbsp;&nbsp; 735 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Nationwide Building Society | &nbsp;&nbsp;&nbsp;&nbsp;5.537% | &nbsp;&nbsp;&nbsp;&nbsp;7/14/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 485 | &nbsp;&nbsp; 486 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Nationwide Financial Services Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.900% | &nbsp;&nbsp;&nbsp;&nbsp;11/30/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 1430 | &nbsp;&nbsp; 1061 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Nationwide Mutual Insurance Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.350% | &nbsp;&nbsp;&nbsp;&nbsp;4/30/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 1520 | &nbsp;&nbsp; 1150 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;NBK SPC Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;1.625% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 1975 | &nbsp;&nbsp; 1942 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;New York Life Global Funding | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;1/9/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 1195 | &nbsp;&nbsp; 1202 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;New York Life Insurance Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.875% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 2100 | &nbsp;&nbsp; 2203 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;New York Life Insurance Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 345 | &nbsp;&nbsp; 251 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;NLG Global Funding | &nbsp;&nbsp;&nbsp;&nbsp;4.350% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 665 | &nbsp;&nbsp; 654 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Northwestern Mutual Global Funding | &nbsp;&nbsp;&nbsp;&nbsp;5.160% | &nbsp;&nbsp;&nbsp;&nbsp;5/28/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 845 | &nbsp;&nbsp; 864 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Northwestern Mutual Life Insurance Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.850% | &nbsp;&nbsp;&nbsp;&nbsp;9/30/2047 | &nbsp;&nbsp;&nbsp;&nbsp; 696 | &nbsp;&nbsp; 530 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Northwestern Mutual Life Insurance Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.625% | &nbsp;&nbsp;&nbsp;&nbsp;9/30/2059 | &nbsp;&nbsp;&nbsp;&nbsp; 270 | &nbsp;&nbsp; 183 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Omnis Funding Trust | &nbsp;&nbsp;&nbsp;&nbsp;6.722% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 640 | &nbsp;&nbsp; 646 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Penske Truck Leasing Co. LP / PTL Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.875% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 1250 | &nbsp;&nbsp; 1274 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Penske Truck Leasing Co. LP / PTL Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.700% | &nbsp;&nbsp;&nbsp;&nbsp;2/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1230 | &nbsp;&nbsp; 1250 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Penske Truck Leasing Co. LP / PTL Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.050% | &nbsp;&nbsp;&nbsp;&nbsp;8/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1125 | &nbsp;&nbsp; 1158 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Penske Truck Leasing Co. LP / PTL Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.350% | &nbsp;&nbsp;&nbsp;&nbsp;3/30/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 375 | &nbsp;&nbsp; 381 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Penske Truck Leasing Co. LP / PTL Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp;7/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 170 | &nbsp;&nbsp; 172 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Penske Truck Leasing Co. LP / PTL Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp;2/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 485 | &nbsp;&nbsp; 492 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Penske Truck Leasing Co. LP / PTL Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.200% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 218 | &nbsp;&nbsp; 229 |
|  | &nbsp;&nbsp;&nbsp;PNC Bank NA | &nbsp;&nbsp;&nbsp;&nbsp;3.100% | &nbsp;&nbsp;&nbsp;&nbsp;10/25/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 1165 | &nbsp;&nbsp; 1146 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Pricoa Global Funding I | &nbsp;&nbsp;&nbsp;&nbsp;5.100% | &nbsp;&nbsp;&nbsp;&nbsp;5/30/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1058 | &nbsp;&nbsp; 1075 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Pricoa Global Funding I | &nbsp;&nbsp;&nbsp;&nbsp;4.700% | &nbsp;&nbsp;&nbsp;&nbsp;5/28/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 220 | &nbsp;&nbsp; 221 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Pricoa Global Funding I | &nbsp;&nbsp;&nbsp;&nbsp;4.650% | &nbsp;&nbsp;&nbsp;&nbsp;8/27/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 270 | &nbsp;&nbsp; 269 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Principal Life Global Funding II | &nbsp;&nbsp;&nbsp;&nbsp;2.500% | &nbsp;&nbsp;&nbsp;&nbsp;9/16/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 825 | &nbsp;&nbsp; 769 |
|  | &nbsp;&nbsp;&nbsp;Progressive Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.150% | &nbsp;&nbsp;&nbsp;&nbsp;3/26/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 785 | &nbsp;&nbsp; 787 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Protective Life Global Funding | &nbsp;&nbsp;&nbsp;&nbsp;4.714% | &nbsp;&nbsp;&nbsp;&nbsp;7/6/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 750 | &nbsp;&nbsp; 753 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Protective Life Global Funding | &nbsp;&nbsp;&nbsp;&nbsp;4.803% | &nbsp;&nbsp;&nbsp;&nbsp;6/5/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 345 | &nbsp;&nbsp; 345 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Protective Life Global Funding | &nbsp;&nbsp;&nbsp;&nbsp;5.432% | &nbsp;&nbsp;&nbsp;&nbsp;1/14/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 650 | &nbsp;&nbsp; 667 |
|  | &nbsp;&nbsp;&nbsp;Prudential Financial Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.350% | &nbsp;&nbsp;&nbsp;&nbsp;2/25/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 1856 | &nbsp;&nbsp; 1487 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;RGA Global Funding | &nbsp;&nbsp;&nbsp;&nbsp;4.350% | &nbsp;&nbsp;&nbsp;&nbsp;8/25/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 475 | &nbsp;&nbsp; 473 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;RGA Global Funding | &nbsp;&nbsp;&nbsp;&nbsp;2.700% | &nbsp;&nbsp;&nbsp;&nbsp;1/18/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 425 | &nbsp;&nbsp; 404 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;RGA Global Funding | &nbsp;&nbsp;&nbsp;&nbsp;5.448% | &nbsp;&nbsp;&nbsp;&nbsp;5/24/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 585 | &nbsp;&nbsp; 599 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;RGA Global Funding | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp;1/9/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 1020 | &nbsp;&nbsp; 1037 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;RGA Global Funding | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;1/11/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 495 | &nbsp;&nbsp; 509 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;RGA Global Funding | &nbsp;&nbsp;&nbsp;&nbsp;5.050% | &nbsp;&nbsp;&nbsp;&nbsp;12/6/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 1225 | &nbsp;&nbsp; 1226 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;RGA Global Funding | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;8/25/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 270 | &nbsp;&nbsp; 267 |
|  | &nbsp;&nbsp;&nbsp;Royal Bank of Canada | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;2/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 1364 | &nbsp;&nbsp; 1376 |
|  | &nbsp;&nbsp;&nbsp;S&P Global Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.900% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 1817 | &nbsp;&nbsp; 1658 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;S&P Global Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.800% | &nbsp;&nbsp;&nbsp;&nbsp;12/4/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 205 | &nbsp;&nbsp; 201 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Sammons Financial Group Global Funding | &nbsp;&nbsp;&nbsp;&nbsp;5.100% | &nbsp;&nbsp;&nbsp;&nbsp;12/10/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 475 | &nbsp;&nbsp; 480 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Sammons Financial Group Global Funding | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp;6/12/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 1180 | &nbsp;&nbsp; 1182 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Societe Generale SA | &nbsp;&nbsp;&nbsp;&nbsp;5.400% | &nbsp;&nbsp;&nbsp;&nbsp;4/10/2037 | &nbsp;&nbsp;&nbsp;&nbsp; 1235 | &nbsp;&nbsp; 1195 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Standard Chartered plc | &nbsp;&nbsp;&nbsp;&nbsp;6.301% | &nbsp;&nbsp;&nbsp;&nbsp;1/9/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 990 | &nbsp;&nbsp; 1017 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Standard Chartered plc | &nbsp;&nbsp;&nbsp;&nbsp;5.545% | &nbsp;&nbsp;&nbsp;&nbsp;1/21/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 1385 | &nbsp;&nbsp; 1405 |
|  | &nbsp;&nbsp;&nbsp;State Street Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.834% | &nbsp;&nbsp;&nbsp;&nbsp;4/24/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 660 | &nbsp;&nbsp; 670 |
|  | &nbsp;&nbsp;&nbsp;State Street Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.821% | &nbsp;&nbsp;&nbsp;&nbsp;1/26/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp; 448 |
|  | &nbsp;&nbsp;&nbsp;State Street Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.146% | &nbsp;&nbsp;&nbsp;&nbsp;2/28/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 680 | &nbsp;&nbsp; 682 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Swedbank AB | &nbsp;&nbsp;&nbsp;&nbsp;4.998% | &nbsp;&nbsp;&nbsp;&nbsp;11/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 1360 | &nbsp;&nbsp; 1389 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Teachers Insurance & Annuity Association of America | &nbsp;&nbsp;&nbsp;&nbsp;4.270% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp; 1145 | &nbsp;&nbsp; 920 |
|  | &nbsp;&nbsp;&nbsp;Toronto-Dominion Bank | &nbsp;&nbsp;&nbsp;&nbsp;4.456% | &nbsp;&nbsp;&nbsp;&nbsp;6/8/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 332 | &nbsp;&nbsp; 327 |
|  | &nbsp;&nbsp;&nbsp;Travelers Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.050% | &nbsp;&nbsp;&nbsp;&nbsp;7/24/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 170 | &nbsp;&nbsp; 170 |
|  | &nbsp;&nbsp;&nbsp;UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;5.650% | &nbsp;&nbsp;&nbsp;&nbsp;9/11/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1385 | &nbsp;&nbsp; 1429 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;UBS Group AG | &nbsp;&nbsp;&nbsp;&nbsp;5.428% | &nbsp;&nbsp;&nbsp;&nbsp;2/8/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 408 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;UBS Group AG | &nbsp;&nbsp;&nbsp;&nbsp;5.617% | &nbsp;&nbsp;&nbsp;&nbsp;9/13/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 1946 | &nbsp;&nbsp; 2004 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;UBS Group AG | &nbsp;&nbsp;&nbsp;&nbsp;2.095% | &nbsp;&nbsp;&nbsp;&nbsp;2/11/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 720 | &nbsp;&nbsp; 634 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;UBS Group AG | &nbsp;&nbsp;&nbsp;&nbsp;3.091% | &nbsp;&nbsp;&nbsp;&nbsp;5/14/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 1195 | &nbsp;&nbsp; 1095 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;UBS Group AG | &nbsp;&nbsp;&nbsp;&nbsp;6.301% | &nbsp;&nbsp;&nbsp;&nbsp;9/22/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 765 | &nbsp;&nbsp; 814 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;UBS Group AG | &nbsp;&nbsp;&nbsp;&nbsp;5.699% | &nbsp;&nbsp;&nbsp;&nbsp;2/8/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 750 | &nbsp;&nbsp; 769 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;UBS Group AG | &nbsp;&nbsp;&nbsp;&nbsp;5.580% | &nbsp;&nbsp;&nbsp;&nbsp;5/9/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 960 | &nbsp;&nbsp; 973 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;UBS Group AG | &nbsp;&nbsp;&nbsp;&nbsp;3.179% | &nbsp;&nbsp;&nbsp;&nbsp;2/11/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 855 | &nbsp;&nbsp; 626 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value<br> ($000) |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;UniCredit SpA | &nbsp;&nbsp;&nbsp;&nbsp;1.982% | &nbsp;&nbsp;&nbsp;&nbsp;6/3/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 1015 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1010 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;UniCredit SpA | &nbsp;&nbsp;&nbsp;&nbsp;3.127% | &nbsp;&nbsp;&nbsp;&nbsp;6/3/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 917 |
|  | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.526% | &nbsp;&nbsp;&nbsp;&nbsp;3/24/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1230 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1220 |
|  | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.574% | &nbsp;&nbsp;&nbsp;&nbsp;7/25/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 102 |
|  | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | &nbsp;&nbsp;&nbsp;&nbsp;6.303% | &nbsp;&nbsp;&nbsp;&nbsp;10/23/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 1710 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1781 |
|  | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.198% | &nbsp;&nbsp;&nbsp;&nbsp;1/23/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 102 |
|  | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.879% | &nbsp;&nbsp;&nbsp;&nbsp;10/30/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 235 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 222 |
|  | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.244% | &nbsp;&nbsp;&nbsp;&nbsp;1/24/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 690 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 703 |
|  | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.150% | &nbsp;&nbsp;&nbsp;&nbsp;4/23/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 305 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 310 |
|  | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.350% | &nbsp;&nbsp;&nbsp;&nbsp;3/2/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 827 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 759 |
|  | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.499% | &nbsp;&nbsp;&nbsp;&nbsp;1/23/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 630 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 641 |
|  | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.606% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp; 2316 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2210 |
|  | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.900% | &nbsp;&nbsp;&nbsp;&nbsp;5/1/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 331 |
|  | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.900% | &nbsp;&nbsp;&nbsp;&nbsp;11/17/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 515 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 442 |
|  | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp;12/7/2046 | &nbsp;&nbsp;&nbsp;&nbsp; 2070 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1736 |
|  | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.611% | &nbsp;&nbsp;&nbsp;&nbsp;4/25/2053 | &nbsp;&nbsp;&nbsp;&nbsp; 1245 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1033 |
|  | &nbsp;&nbsp;&nbsp;Willis North America Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.550% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 265 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 261 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **298517** |
| **Health Care (2.2%)** | **Health Care (2.2%)** | **Health Care (2.2%)** | **Health Care (2.2%)** | **Health Care (2.2%)** | **Health Care (2.2%)** |
|  | &nbsp;&nbsp;&nbsp;Abbott Laboratories | &nbsp;&nbsp;&nbsp;&nbsp;4.650% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 1787 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1746 |
|  | &nbsp;&nbsp;&nbsp;AbbVie Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 845 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 863 |
|  | &nbsp;&nbsp;&nbsp;AbbVie Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.400% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 1735 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1701 |
|  | &nbsp;&nbsp;&nbsp;AbbVie Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.200% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 580 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 590 |
|  | &nbsp;&nbsp;&nbsp;AbbVie Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;5/14/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 2050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1984 |
|  | &nbsp;&nbsp;&nbsp;AbbVie Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 1170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1146 |
|  | &nbsp;&nbsp;&nbsp;AbbVie Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.350% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp; 554 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 540 |
|  | &nbsp;&nbsp;&nbsp;AbbVie Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.850% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 182 |
|  | &nbsp;&nbsp;&nbsp;AbbVie Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.700% | &nbsp;&nbsp;&nbsp;&nbsp;5/14/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 989 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 881 |
|  | &nbsp;&nbsp;&nbsp;AbbVie Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.450% | &nbsp;&nbsp;&nbsp;&nbsp;5/14/2046 | &nbsp;&nbsp;&nbsp;&nbsp; 683 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 585 |
|  | &nbsp;&nbsp;&nbsp;AbbVie Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;&nbsp;11/14/2048 | &nbsp;&nbsp;&nbsp;&nbsp; 819 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 734 |
|  | &nbsp;&nbsp;&nbsp;AdventHealth Obligated Group | &nbsp;&nbsp;&nbsp;&nbsp;2.795% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 551 |
|  | &nbsp;&nbsp;&nbsp;Advocate Health & Hospitals Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.211% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 360 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 329 |
|  | &nbsp;&nbsp;&nbsp;Advocate Health & Hospitals Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.008% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 540 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 351 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Alcon Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.375% | &nbsp;&nbsp;&nbsp;&nbsp;12/6/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 255 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 261 |
|  | &nbsp;&nbsp;&nbsp;Ascension Health | &nbsp;&nbsp;&nbsp;&nbsp;4.078% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 249 |
|  | &nbsp;&nbsp;&nbsp;Ascension Health | &nbsp;&nbsp;&nbsp;&nbsp;2.532% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 1405 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1320 |
|  | &nbsp;&nbsp;&nbsp;Ascension Health | &nbsp;&nbsp;&nbsp;&nbsp;4.294% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 1095 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1086 |
|  | &nbsp;&nbsp;&nbsp;Ascension Health | &nbsp;&nbsp;&nbsp;&nbsp;4.923% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 470 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 464 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Ascension Health | &nbsp;&nbsp;&nbsp;&nbsp;4.847% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 44 |
|  | &nbsp;&nbsp;&nbsp;AstraZeneca plc | &nbsp;&nbsp;&nbsp;&nbsp;6.450% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2037 | &nbsp;&nbsp;&nbsp;&nbsp; 360 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 402 |
|  | &nbsp;&nbsp;&nbsp;Banner Health | &nbsp;&nbsp;&nbsp;&nbsp;2.907% | &nbsp;&nbsp;&nbsp;&nbsp;1/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 910 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 661 |
|  | &nbsp;&nbsp;&nbsp;Beth Israel Lahey Health Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.080% | &nbsp;&nbsp;&nbsp;&nbsp;7/1/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 235 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 153 |
|  | &nbsp;&nbsp;&nbsp;Bon Secours Mercy Health Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.302% | &nbsp;&nbsp;&nbsp;&nbsp;7/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 570 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 569 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Bon Secours Mercy Health Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.464% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 590 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 573 |
|  | &nbsp;&nbsp;&nbsp;Bristol-Myers Squibb Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2039 | &nbsp;&nbsp;&nbsp;&nbsp; 255 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 227 |
|  | &nbsp;&nbsp;&nbsp;Bristol-Myers Squibb Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.350% | &nbsp;&nbsp;&nbsp;&nbsp;11/13/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 303 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 211 |
|  | &nbsp;&nbsp;&nbsp;Bristol-Myers Squibb Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.550% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 1785 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1410 |
|  | &nbsp;&nbsp;&nbsp;Bristol-Myers Squibb Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.550% | &nbsp;&nbsp;&nbsp;&nbsp;2/20/2048 | &nbsp;&nbsp;&nbsp;&nbsp; 169 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 143 |
|  | &nbsp;&nbsp;&nbsp;Bristol-Myers Squibb Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp;10/26/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 1822 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1463 |
|  | &nbsp;&nbsp;&nbsp;Bristol-Myers Squibb Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.900% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2062 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 142 |
|  | &nbsp;&nbsp;&nbsp;Cedars-Sinai Health System | &nbsp;&nbsp;&nbsp;&nbsp;2.288% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 1330 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1189 |
|  | &nbsp;&nbsp;&nbsp;Children's Hospital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.585% | &nbsp;&nbsp;&nbsp;&nbsp;2/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 96 |
|  | &nbsp;&nbsp;&nbsp;CommonSpirit Health | &nbsp;&nbsp;&nbsp;&nbsp;3.347% | &nbsp;&nbsp;&nbsp;&nbsp;10/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 1015 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 972 |
|  | &nbsp;&nbsp;&nbsp;CommonSpirit Health | &nbsp;&nbsp;&nbsp;&nbsp;2.782% | &nbsp;&nbsp;&nbsp;&nbsp;10/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 684 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 631 |
|  | &nbsp;&nbsp;&nbsp;CommonSpirit Health | &nbsp;&nbsp;&nbsp;&nbsp;5.205% | &nbsp;&nbsp;&nbsp;&nbsp;12/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 1235 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1258 |
|  | &nbsp;&nbsp;&nbsp;CommonSpirit Health | &nbsp;&nbsp;&nbsp;&nbsp;4.825% | &nbsp;&nbsp;&nbsp;&nbsp;9/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 465 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 453 |
|  | &nbsp;&nbsp;&nbsp;CommonSpirit Health | &nbsp;&nbsp;&nbsp;&nbsp;4.975% | &nbsp;&nbsp;&nbsp;&nbsp;9/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 488 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;CommonSpirit Health | &nbsp;&nbsp;&nbsp;&nbsp;4.350% | &nbsp;&nbsp;&nbsp;&nbsp;11/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 601 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 516 |
|  | &nbsp;&nbsp;&nbsp;CommonSpirit Health | &nbsp;&nbsp;&nbsp;&nbsp;3.910% | &nbsp;&nbsp;&nbsp;&nbsp;10/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 52 |
|  | &nbsp;&nbsp;&nbsp;CommonSpirit Health | &nbsp;&nbsp;&nbsp;&nbsp;5.662% | &nbsp;&nbsp;&nbsp;&nbsp;9/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 24 |
|  | &nbsp;&nbsp;&nbsp;Cottage Health Obligated Group | &nbsp;&nbsp;&nbsp;&nbsp;3.304% | &nbsp;&nbsp;&nbsp;&nbsp;11/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 295 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 203 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;CSL Finance plc | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp;4/27/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 1164 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 981 |
|  | &nbsp;&nbsp;&nbsp;CVS Health Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.400% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 154 |
|  | &nbsp;&nbsp;&nbsp;CVS Health Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.300% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 555 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 560 |
|  | &nbsp;&nbsp;&nbsp;CVS Health Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.700% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 308 |
|  | &nbsp;&nbsp;&nbsp;CVS Health Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.300% | &nbsp;&nbsp;&nbsp;&nbsp;12/5/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 212 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 193 |
|  | &nbsp;&nbsp;&nbsp;Eli Lilly & Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;&nbsp;2/27/2053 | &nbsp;&nbsp;&nbsp;&nbsp; 270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 241 |
|  | &nbsp;&nbsp;&nbsp;Eli Lilly & Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.050% | &nbsp;&nbsp;&nbsp;&nbsp;8/14/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 415 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 380 |
|  | &nbsp;&nbsp;&nbsp;Eli Lilly & Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;2/12/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 856 |

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | &nbsp;&nbsp;&nbsp;Eli Lilly & Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp;2/27/2063 | &nbsp;&nbsp;&nbsp;&nbsp; 235 | &nbsp;&nbsp; 206 |
|  | &nbsp;&nbsp;&nbsp;Eli Lilly & Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.200% | &nbsp;&nbsp;&nbsp;&nbsp;8/14/2064 | &nbsp;&nbsp;&nbsp;&nbsp; 140 | &nbsp;&nbsp; 128 |
|  | &nbsp;&nbsp;&nbsp;Gilead Sciences Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.600% | &nbsp;&nbsp;&nbsp;&nbsp;10/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 110 | &nbsp;&nbsp; 80 |
|  | &nbsp;&nbsp;&nbsp;Gilead Sciences Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.150% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2047 | &nbsp;&nbsp;&nbsp;&nbsp; 1071 | &nbsp;&nbsp; 867 |
|  | &nbsp;&nbsp;&nbsp;HCA Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.450% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 310 | &nbsp;&nbsp; 318 |
|  | &nbsp;&nbsp;&nbsp;HCA Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 321 |
|  | &nbsp;&nbsp;&nbsp;HCA Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 535 | &nbsp;&nbsp; 472 |
|  | &nbsp;&nbsp;&nbsp;HCA Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 315 | &nbsp;&nbsp; 304 |
|  | &nbsp;&nbsp;&nbsp;HCA Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.200% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 614 | &nbsp;&nbsp; 608 |
|  | &nbsp;&nbsp;&nbsp;Indiana University Health Inc. Obligated Group | &nbsp;&nbsp;&nbsp;&nbsp;2.852% | &nbsp;&nbsp;&nbsp;&nbsp;11/1/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 365 | &nbsp;&nbsp; 227 |
|  | &nbsp;&nbsp;&nbsp;Inova Health System Foundation | &nbsp;&nbsp;&nbsp;&nbsp;4.068% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 475 | &nbsp;&nbsp; 375 |
|  | &nbsp;&nbsp;&nbsp;Kaiser Foundation Hospitals | &nbsp;&nbsp;&nbsp;&nbsp;3.150% | &nbsp;&nbsp;&nbsp;&nbsp;5/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 272 |
|  | &nbsp;&nbsp;&nbsp;Kaiser Foundation Hospitals | &nbsp;&nbsp;&nbsp;&nbsp;2.810% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 1130 | &nbsp;&nbsp; 824 |
|  | &nbsp;&nbsp;&nbsp;Kaiser Foundation Hospitals | &nbsp;&nbsp;&nbsp;&nbsp;3.002% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 1105 | &nbsp;&nbsp; 708 |
|  | &nbsp;&nbsp;&nbsp;Mass General Brigham Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.192% | &nbsp;&nbsp;&nbsp;&nbsp;7/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 535 | &nbsp;&nbsp; 365 |
|  | &nbsp;&nbsp;&nbsp;Mass General Brigham Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.342% | &nbsp;&nbsp;&nbsp;&nbsp;7/1/2060 | &nbsp;&nbsp;&nbsp;&nbsp; 955 | &nbsp;&nbsp; 617 |
|  | &nbsp;&nbsp;&nbsp;Memorial Sloan-Kettering Cancer Center | &nbsp;&nbsp;&nbsp;&nbsp;2.955% | &nbsp;&nbsp;&nbsp;&nbsp;1/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 590 | &nbsp;&nbsp; 384 |
|  | &nbsp;&nbsp;&nbsp;Memorial Sloan-Kettering Cancer Center | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp;7/1/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 140 | &nbsp;&nbsp; 112 |
|  | &nbsp;&nbsp;&nbsp;Merck & Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.550% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 1940 | &nbsp;&nbsp; 1946 |
|  | &nbsp;&nbsp;&nbsp;Merck & Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.450% | &nbsp;&nbsp;&nbsp;&nbsp;12/4/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 235 | &nbsp;&nbsp; 233 |
|  | &nbsp;&nbsp;&nbsp;Merck & Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 2600 | &nbsp;&nbsp; 2605 |
|  | &nbsp;&nbsp;&nbsp;Merck & Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp;12/4/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 675 | &nbsp;&nbsp; 662 |
|  | &nbsp;&nbsp;&nbsp;Merck & Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.150% | &nbsp;&nbsp;&nbsp;&nbsp;5/18/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 760 | &nbsp;&nbsp; 641 |
|  | &nbsp;&nbsp;&nbsp;Merck & Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;3/7/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 842 | &nbsp;&nbsp; 659 |
|  | &nbsp;&nbsp;&nbsp;Merck & Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.750% | &nbsp;&nbsp;&nbsp;&nbsp;12/10/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 303 | &nbsp;&nbsp; 184 |
|  | &nbsp;&nbsp;&nbsp;Merck & Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.700% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 1855 | &nbsp;&nbsp; 1842 |
|  | &nbsp;&nbsp;&nbsp;Merck & Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.550% | &nbsp;&nbsp;&nbsp;&nbsp;12/4/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 1051 | &nbsp;&nbsp; 1020 |
|  | &nbsp;&nbsp;&nbsp;Merck & Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.700% | &nbsp;&nbsp;&nbsp;&nbsp;12/4/2065 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 292 |
|  | &nbsp;&nbsp;&nbsp;New York & Presbyterian Hospital | &nbsp;&nbsp;&nbsp;&nbsp;2.256% | &nbsp;&nbsp;&nbsp;&nbsp;8/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 155 |
|  | &nbsp;&nbsp;&nbsp;Novartis Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.600% | &nbsp;&nbsp;&nbsp;&nbsp;3/18/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 470 | &nbsp;&nbsp; 468 |
|  | &nbsp;&nbsp;&nbsp;Novartis Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.400% | &nbsp;&nbsp;&nbsp;&nbsp;5/6/2044 | &nbsp;&nbsp;&nbsp;&nbsp; 640 | &nbsp;&nbsp; 561 |
|  | &nbsp;&nbsp;&nbsp;Novartis Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.600% | &nbsp;&nbsp;&nbsp;&nbsp;3/18/2046 | &nbsp;&nbsp;&nbsp;&nbsp; 485 | &nbsp;&nbsp; 486 |
|  | &nbsp;&nbsp;&nbsp;Novartis Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.700% | &nbsp;&nbsp;&nbsp;&nbsp;3/18/2056 | &nbsp;&nbsp;&nbsp;&nbsp; 265 | &nbsp;&nbsp; 267 |
|  | &nbsp;&nbsp;&nbsp;OhioHealth Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.297% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 760 | &nbsp;&nbsp; 677 |
|  | &nbsp;&nbsp;&nbsp;OhioHealth Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.834% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 485 | &nbsp;&nbsp; 354 |
|  | &nbsp;&nbsp;&nbsp;PeaceHealth Obligated Group | &nbsp;&nbsp;&nbsp;&nbsp;4.335% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 290 | &nbsp;&nbsp; 289 |
|  | &nbsp;&nbsp;&nbsp;PeaceHealth Obligated Group | &nbsp;&nbsp;&nbsp;&nbsp;4.855% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 240 | &nbsp;&nbsp; 239 |
|  | &nbsp;&nbsp;&nbsp;Pfizer Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.450% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 2165 | &nbsp;&nbsp; 2127 |
|  | &nbsp;&nbsp;&nbsp;Pfizer Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.100% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2038 | &nbsp;&nbsp;&nbsp;&nbsp; 1505 | &nbsp;&nbsp; 1358 |
|  | &nbsp;&nbsp;&nbsp;Pfizer Investment Enterprises Pte Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp;5/19/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 249 |
|  | &nbsp;&nbsp;&nbsp;Pfizer Investment Enterprises Pte Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;5.110% | &nbsp;&nbsp;&nbsp;&nbsp;5/19/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 1640 | &nbsp;&nbsp; 1548 |
|  | &nbsp;&nbsp;&nbsp;Pfizer Investment Enterprises Pte Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;5.300% | &nbsp;&nbsp;&nbsp;&nbsp;5/19/2053 | &nbsp;&nbsp;&nbsp;&nbsp; 1116 | &nbsp;&nbsp; 1036 |
|  | &nbsp;&nbsp;&nbsp;Piedmont Healthcare Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.044% | &nbsp;&nbsp;&nbsp;&nbsp;1/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 255 | &nbsp;&nbsp; 222 |
|  | &nbsp;&nbsp;&nbsp;Piedmont Healthcare Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.719% | &nbsp;&nbsp;&nbsp;&nbsp;1/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 255 | &nbsp;&nbsp; 179 |
|  | &nbsp;&nbsp;&nbsp;Piedmont Healthcare Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.864% | &nbsp;&nbsp;&nbsp;&nbsp;1/1/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 340 | &nbsp;&nbsp; 211 |
|  | &nbsp;&nbsp;&nbsp;Providence St. Joseph Health Obligated Group | &nbsp;&nbsp;&nbsp;&nbsp;2.532% | &nbsp;&nbsp;&nbsp;&nbsp;10/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 985 | &nbsp;&nbsp; 920 |
|  | &nbsp;&nbsp;&nbsp;Providence St. Joseph Health Obligated Group | &nbsp;&nbsp;&nbsp;&nbsp;5.369% | &nbsp;&nbsp;&nbsp;&nbsp;10/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 690 | &nbsp;&nbsp; 700 |
|  | &nbsp;&nbsp;&nbsp;Providence St. Joseph Health Obligated Group | &nbsp;&nbsp;&nbsp;&nbsp;5.403% | &nbsp;&nbsp;&nbsp;&nbsp;10/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 449 | &nbsp;&nbsp; 458 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Providence St. Joseph Health Obligated Group | &nbsp;&nbsp;&nbsp;&nbsp;3.930% | &nbsp;&nbsp;&nbsp;&nbsp;10/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp; 325 | &nbsp;&nbsp; 248 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Roche Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.607% | &nbsp;&nbsp;&nbsp;&nbsp;12/13/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 305 | &nbsp;&nbsp; 184 |
|  | &nbsp;&nbsp;&nbsp;SSM Health Care Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.823% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 940 | &nbsp;&nbsp; 934 |
|  | &nbsp;&nbsp;&nbsp;Sutter Health | &nbsp;&nbsp;&nbsp;&nbsp;2.294% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 295 | &nbsp;&nbsp; 269 |
|  | &nbsp;&nbsp;&nbsp;Sutter Health | &nbsp;&nbsp;&nbsp;&nbsp;5.213% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 395 | &nbsp;&nbsp; 404 |
|  | &nbsp;&nbsp;&nbsp;Sutter Health | &nbsp;&nbsp;&nbsp;&nbsp;5.537% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 1105 | &nbsp;&nbsp; 1140 |
|  | &nbsp;&nbsp;&nbsp;Takeda Pharmaceutical Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;5.300% | &nbsp;&nbsp;&nbsp;&nbsp;7/5/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 698 | &nbsp;&nbsp; 706 |
|  | &nbsp;&nbsp;&nbsp;Toledo Hospital | &nbsp;&nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2038 | &nbsp;&nbsp;&nbsp;&nbsp; 265 | &nbsp;&nbsp; 266 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.850% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1190 | &nbsp;&nbsp; 1181 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.000% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 249 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.300% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 285 | &nbsp;&nbsp; 256 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.150% | &nbsp;&nbsp;&nbsp;&nbsp;7/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 227 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp;7/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 128 | &nbsp;&nbsp; 124 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2039 | &nbsp;&nbsp;&nbsp;&nbsp; 215 | &nbsp;&nbsp; 174 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.750% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 310 | &nbsp;&nbsp; 225 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.950% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 317 | &nbsp;&nbsp; 326 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.050% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 213 | &nbsp;&nbsp; 158 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 1318 | &nbsp;&nbsp; 1135 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 1600 | &nbsp;&nbsp; 1336 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;7/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp; 340 | &nbsp;&nbsp; 328 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp;7/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 1140 | &nbsp;&nbsp; 994 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.200% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp; 215 | &nbsp;&nbsp; 171 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp; 145 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 107 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp; 976 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 776 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.450% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp; 140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 114 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.900% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 1539 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 958 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 295 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 194 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.375% | &nbsp;&nbsp;&nbsp;&nbsp;4/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 184 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.625% | &nbsp;&nbsp;&nbsp;&nbsp;7/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 2809 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2674 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.950% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 865 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 871 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2062 | &nbsp;&nbsp;&nbsp;&nbsp; 722 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 605 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp;7/15/2064 | &nbsp;&nbsp;&nbsp;&nbsp; 583 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 555 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;VSP Optical Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.450% | &nbsp;&nbsp;&nbsp;&nbsp;12/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 165 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 162 |
|  | &nbsp;&nbsp;&nbsp;Wyeth LLC | &nbsp;&nbsp;&nbsp;&nbsp;6.500% | &nbsp;&nbsp;&nbsp;&nbsp;2/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 188 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **79315** |
| **Industrials (0.8%)** | **Industrials (0.8%)** | **Industrials (0.8%)** | **Industrials (0.8%)** | **Industrials (0.8%)** | **Industrials (0.8%)** |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Ashtead Capital Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.550% | &nbsp;&nbsp;&nbsp;&nbsp;5/30/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 202 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Ashtead Capital Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.950% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 255 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 263 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Ashtead Capital Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.800% | &nbsp;&nbsp;&nbsp;&nbsp;4/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 1830 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1867 |
|  | &nbsp;&nbsp;&nbsp;Automatic Data Processing Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp;5/8/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 1580 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1596 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BAE Systems plc | &nbsp;&nbsp;&nbsp;&nbsp;3.400% | &nbsp;&nbsp;&nbsp;&nbsp;4/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 470 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 451 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BAE Systems plc | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp;3/26/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 205 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BAE Systems plc | &nbsp;&nbsp;&nbsp;&nbsp;5.300% | &nbsp;&nbsp;&nbsp;&nbsp;3/26/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 555 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 568 |
|  | &nbsp;&nbsp;&nbsp;Boeing Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.705% | &nbsp;&nbsp;&nbsp;&nbsp;5/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 287 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 287 |
|  | &nbsp;&nbsp;&nbsp;Boeing Co. | &nbsp;&nbsp;&nbsp;&nbsp;6.858% | &nbsp;&nbsp;&nbsp;&nbsp;5/1/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 220 |
|  | &nbsp;&nbsp;&nbsp;Boeing Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.930% | &nbsp;&nbsp;&nbsp;&nbsp;5/1/2060 | &nbsp;&nbsp;&nbsp;&nbsp; 2317 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2230 |
|  | &nbsp;&nbsp;&nbsp;Boeing Co. | &nbsp;&nbsp;&nbsp;&nbsp;7.008% | &nbsp;&nbsp;&nbsp;&nbsp;5/1/2064 | &nbsp;&nbsp;&nbsp;&nbsp; 345 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 382 |
|  | &nbsp;&nbsp;&nbsp;Burlington Northern Santa Fe LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp;5/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 340 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 353 |
|  | &nbsp;&nbsp;&nbsp;Burlington Northern Santa Fe LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.550% | &nbsp;&nbsp;&nbsp;&nbsp;9/1/2044 | &nbsp;&nbsp;&nbsp;&nbsp; 420 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 366 |
|  | &nbsp;&nbsp;&nbsp;Burlington Northern Santa Fe LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.150% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 415 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 341 |
|  | &nbsp;&nbsp;&nbsp;Burlington Northern Santa Fe LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.050% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp; 60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 47 |
|  | &nbsp;&nbsp;&nbsp;Burlington Northern Santa Fe LLC | &nbsp;&nbsp;&nbsp;&nbsp;3.050% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 405 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 261 |
|  | &nbsp;&nbsp;&nbsp;Burlington Northern Santa Fe LLC | &nbsp;&nbsp;&nbsp;&nbsp;2.875% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 705 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 433 |
|  | &nbsp;&nbsp;&nbsp;Burlington Northern Santa Fe LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.450% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp; 17 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14 |
|  | &nbsp;&nbsp;&nbsp;Burlington Northern Santa Fe LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.550% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp; 155 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 150 |
|  | &nbsp;&nbsp;&nbsp;Canadian National Railway Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.450% | &nbsp;&nbsp;&nbsp;&nbsp;5/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 205 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 120 |
|  | &nbsp;&nbsp;&nbsp;Canadian Pacific Railway Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.450% | &nbsp;&nbsp;&nbsp;&nbsp;12/2/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 230 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 204 |
|  | &nbsp;&nbsp;&nbsp;Canadian Pacific Railway Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 480 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 438 |
|  | &nbsp;&nbsp;&nbsp;Caterpillar Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.200% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 810 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 829 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Daimler Truck Finance North America LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.125% | &nbsp;&nbsp;&nbsp;&nbsp;1/19/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 151 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Daimler Truck Finance North America LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.650% | &nbsp;&nbsp;&nbsp;&nbsp;10/12/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 465 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 462 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Daimler Truck Finance North America LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.375% | &nbsp;&nbsp;&nbsp;&nbsp;1/18/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 355 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 356 |
|  | &nbsp;&nbsp;&nbsp;Eaton Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.200% | &nbsp;&nbsp;&nbsp;&nbsp;3/6/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 840 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 828 |
|  | &nbsp;&nbsp;&nbsp;Eaton Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;3/6/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 245 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 242 |
|  | &nbsp;&nbsp;&nbsp;Eaton Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.800% | &nbsp;&nbsp;&nbsp;&nbsp;3/6/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 825 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 815 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Element Fleet Management Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.643% | &nbsp;&nbsp;&nbsp;&nbsp;3/13/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 454 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Honeywell Aerospace Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.600% | &nbsp;&nbsp;&nbsp;&nbsp;3/16/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 1070 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1057 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Honeywell Aerospace Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp;3/16/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 940 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 933 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Honeywell Aerospace Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.852% | &nbsp;&nbsp;&nbsp;&nbsp;3/16/2066 | &nbsp;&nbsp;&nbsp;&nbsp; 615 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 610 |
|  | &nbsp;&nbsp;&nbsp;J Paul Getty Trust | &nbsp;&nbsp;&nbsp;&nbsp;4.905% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 580 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 583 |
|  | &nbsp;&nbsp;&nbsp;John Deere Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;1/16/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 755 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 762 |
|  | &nbsp;&nbsp;&nbsp;John Deere Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.400% | &nbsp;&nbsp;&nbsp;&nbsp;9/8/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 230 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 230 |
|  | &nbsp;&nbsp;&nbsp;John Deere Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.150% | &nbsp;&nbsp;&nbsp;&nbsp;9/8/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 565 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 582 |
|  | &nbsp;&nbsp;&nbsp;Lockheed Martin Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 211 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 205 |
|  | &nbsp;&nbsp;&nbsp;Lockheed Martin Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.700% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp; 546 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 484 |
|  | &nbsp;&nbsp;&nbsp;Lockheed Martin Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.700% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 474 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 474 |
|  | &nbsp;&nbsp;&nbsp;Northrop Grumman Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.650% | &nbsp;&nbsp;&nbsp;&nbsp;7/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 241 |
|  | &nbsp;&nbsp;&nbsp;Northrop Grumman Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp;7/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 290 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 295 |
|  | &nbsp;&nbsp;&nbsp;Republic Services Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.375% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 965 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 833 |
|  | &nbsp;&nbsp;&nbsp;Republic Services Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 85 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 86 |
|  | &nbsp;&nbsp;&nbsp;Republic Services Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.200% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 928 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 946 |
|  | &nbsp;&nbsp;&nbsp;RTX Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.450% | &nbsp;&nbsp;&nbsp;&nbsp;11/16/2038 | &nbsp;&nbsp;&nbsp;&nbsp; 80 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 74 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Siemens Financieringsmaatschappij NV | &nbsp;&nbsp;&nbsp;&nbsp;4.400% | &nbsp;&nbsp;&nbsp;&nbsp;5/27/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 479 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Sydney Airport Finance Co. Pty Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;5.248% | &nbsp;&nbsp;&nbsp;&nbsp;3/26/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 1620 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1607 |
|  | &nbsp;&nbsp;&nbsp;Trane Technologies Financing Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp;3/3/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 515 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 529 |
|  | &nbsp;&nbsp;&nbsp;UL Solutions Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.500% | &nbsp;&nbsp;&nbsp;&nbsp;10/20/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 380 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 398 |
|  | &nbsp;&nbsp;&nbsp;Union Pacific Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.800% | &nbsp;&nbsp;&nbsp;&nbsp;2/14/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 8 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7 |
|  | &nbsp;&nbsp;&nbsp;Union Pacific Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.375% | &nbsp;&nbsp;&nbsp;&nbsp;2/14/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 515 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 399 |
|  | &nbsp;&nbsp;&nbsp;Union Pacific Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp;2/5/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 72 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 49 |
|  | &nbsp;&nbsp;&nbsp;Union Pacific Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.950% | &nbsp;&nbsp;&nbsp;&nbsp;3/10/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 125 |
|  | &nbsp;&nbsp;&nbsp;Union Pacific Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp;2/5/2070 | &nbsp;&nbsp;&nbsp;&nbsp; 335 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 222 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | &nbsp;&nbsp;&nbsp;Waste Connections Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp;9/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 280 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 286 |
|  | &nbsp;&nbsp;&nbsp;Westinghouse Air Brake Technologies Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.900% | &nbsp;&nbsp;&nbsp;&nbsp;5/29/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 285 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 288 |
|  | &nbsp;&nbsp;&nbsp;Westinghouse Air Brake Technologies Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;5/29/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 358 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **28277** |
| **Materials (0.3%)** | **Materials (0.3%)** | **Materials (0.3%)** | **Materials (0.3%)** | **Materials (0.3%)** | **Materials (0.3%)** |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Anglo American Capital plc | &nbsp;&nbsp;&nbsp;&nbsp;2.625% | &nbsp;&nbsp;&nbsp;&nbsp;9/10/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 315 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 288 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Corp. Nacional del Cobre de Chile | &nbsp;&nbsp;&nbsp;&nbsp;3.700% | &nbsp;&nbsp;&nbsp;&nbsp;1/30/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 408 |
|  | &nbsp;&nbsp;&nbsp;CRH SMW Finance DAC | &nbsp;&nbsp;&nbsp;&nbsp;5.125% | &nbsp;&nbsp;&nbsp;&nbsp;1/9/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 770 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 783 |
|  | &nbsp;&nbsp;&nbsp;Glencore Canada Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.200% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 141 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 147 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Glencore Finance Canada Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 80 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 81 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Glencore Funding LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;&nbsp;3/12/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 216 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 217 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Glencore Funding LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.371% | &nbsp;&nbsp;&nbsp;&nbsp;4/4/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 1143 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1167 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Glencore Funding LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.186% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 440 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 446 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Glencore Funding LLC | &nbsp;&nbsp;&nbsp;&nbsp;2.625% | &nbsp;&nbsp;&nbsp;&nbsp;9/23/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 230 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 205 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Glencore Funding LLC | &nbsp;&nbsp;&nbsp;&nbsp;6.500% | &nbsp;&nbsp;&nbsp;&nbsp;10/6/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 757 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Glencore Funding LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.634% | &nbsp;&nbsp;&nbsp;&nbsp;4/4/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 1697 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1737 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Glencore Funding LLC | &nbsp;&nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp;4/27/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 50 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Glencore Funding LLC | &nbsp;&nbsp;&nbsp;&nbsp;3.375% | &nbsp;&nbsp;&nbsp;&nbsp;9/23/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 261 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 172 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Glencore Funding LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.893% | &nbsp;&nbsp;&nbsp;&nbsp;4/4/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 765 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 745 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Glencore Funding LLC | &nbsp;&nbsp;&nbsp;&nbsp;6.141% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 525 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 527 |
|  | &nbsp;&nbsp;&nbsp;Rio Tinto Finance USA plc | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;3/14/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 306 |
|  | &nbsp;&nbsp;&nbsp;Rio Tinto Finance USA plc | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp;3/14/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 30 |
|  | &nbsp;&nbsp;&nbsp;Rio Tinto Finance USA plc | &nbsp;&nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp;3/14/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 660 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 657 |
|  | &nbsp;&nbsp;&nbsp;Rio Tinto Finance USA plc | &nbsp;&nbsp;&nbsp;&nbsp;5.875% | &nbsp;&nbsp;&nbsp;&nbsp;3/14/2065 | &nbsp;&nbsp;&nbsp;&nbsp; 140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 139 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **8862** |
| **Real Estate (0.8%)** | **Real Estate (0.8%)** | **Real Estate (0.8%)** | **Real Estate (0.8%)** | **Real Estate (0.8%)** | **Real Estate (0.8%)** |
|  | &nbsp;&nbsp;&nbsp;American Tower Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.800% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 166 |
|  | &nbsp;&nbsp;&nbsp;American Tower Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;1/31/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 355 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 359 |
|  | &nbsp;&nbsp;&nbsp;American Tower Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.900% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 195 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 204 |
|  | &nbsp;&nbsp;&nbsp;American Tower Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.350% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 340 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 342 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;American Tower Trust #1 | &nbsp;&nbsp;&nbsp;&nbsp;5.490% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp; 2070 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2093 |
|  | &nbsp;&nbsp;&nbsp;CBRE Services Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.900% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 148 |
|  | &nbsp;&nbsp;&nbsp;Cousins Properties LP | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp;7/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 235 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 238 |
|  | &nbsp;&nbsp;&nbsp;Crown Castle Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.800% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 819 |
|  | &nbsp;&nbsp;&nbsp;Crown Castle Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.200% | &nbsp;&nbsp;&nbsp;&nbsp;9/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 587 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 581 |
|  | &nbsp;&nbsp;&nbsp;Crown Castle Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 218 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 158 |
|  | &nbsp;&nbsp;&nbsp;DOC DR LLC | &nbsp;&nbsp;&nbsp;&nbsp;2.625% | &nbsp;&nbsp;&nbsp;&nbsp;11/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 151 |
|  | &nbsp;&nbsp;&nbsp;Extra Space Storage LP | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;7/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 360 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 369 |
|  | &nbsp;&nbsp;&nbsp;Extra Space Storage LP | &nbsp;&nbsp;&nbsp;&nbsp;5.900% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 1260 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1316 |
|  | &nbsp;&nbsp;&nbsp;Extra Space Storage LP | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 595 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 587 |
|  | &nbsp;&nbsp;&nbsp;Extra Space Storage LP | &nbsp;&nbsp;&nbsp;&nbsp;5.350% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 555 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 556 |
|  | &nbsp;&nbsp;&nbsp;GLP Capital LP / GLP Financing II Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 128 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 123 |
|  | &nbsp;&nbsp;&nbsp;GLP Capital LP / GLP Financing II Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 685 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 670 |
|  | &nbsp;&nbsp;&nbsp;GLP Capital LP / GLP Financing II Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp;11/1/2037 | &nbsp;&nbsp;&nbsp;&nbsp; 530 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 513 |
|  | &nbsp;&nbsp;&nbsp;Healthpeak OP LLC | &nbsp;&nbsp;&nbsp;&nbsp;2.125% | &nbsp;&nbsp;&nbsp;&nbsp;12/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 880 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 829 |
|  | &nbsp;&nbsp;&nbsp;Healthpeak OP LLC | &nbsp;&nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 742 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 698 |
|  | &nbsp;&nbsp;&nbsp;Healthpeak OP LLC | &nbsp;&nbsp;&nbsp;&nbsp;2.875% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 344 |
|  | &nbsp;&nbsp;&nbsp;Healthpeak OP LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 128 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 129 |
|  | &nbsp;&nbsp;&nbsp;Healthpeak OP LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 1045 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1022 |
|  | &nbsp;&nbsp;&nbsp;Healthpeak OP LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.375% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 150 |
|  | &nbsp;&nbsp;&nbsp;Kite Realty Group LP | &nbsp;&nbsp;&nbsp;&nbsp;5.200% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 105 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 105 |
|  | &nbsp;&nbsp;&nbsp;NNN REIT Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 535 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 543 |
|  | &nbsp;&nbsp;&nbsp;Prologis LP | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 302 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 305 |
|  | &nbsp;&nbsp;&nbsp;Prologis LP | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 965 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Prologis Targeted US Logistics Fund LP | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 561 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 562 |
|  | &nbsp;&nbsp;&nbsp;Public Storage Operating Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.350% | &nbsp;&nbsp;&nbsp;&nbsp;8/1/2053 | &nbsp;&nbsp;&nbsp;&nbsp; 5 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5 |
|  | &nbsp;&nbsp;&nbsp;Realty Income Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.200% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 735 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 702 |
|  | &nbsp;&nbsp;&nbsp;Realty Income Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.700% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 840 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 846 |
|  | &nbsp;&nbsp;&nbsp;Realty Income Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 380 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 358 |
|  | &nbsp;&nbsp;&nbsp;Realty Income Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.850% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 1295 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1148 |
|  | &nbsp;&nbsp;&nbsp;Realty Income Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.900% | &nbsp;&nbsp;&nbsp;&nbsp;7/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 816 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 814 |
|  | &nbsp;&nbsp;&nbsp;Realty Income Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.125% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 766 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 771 |
|  | &nbsp;&nbsp;&nbsp;Realty Income Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.125% | &nbsp;&nbsp;&nbsp;&nbsp;4/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 730 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 730 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;SBA Tower Trust | &nbsp;&nbsp;&nbsp;&nbsp;1.840% | &nbsp;&nbsp;&nbsp;&nbsp;4/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 1570 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1532 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;SBA Tower Trust | &nbsp;&nbsp;&nbsp;&nbsp;1.631% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 1060 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1043 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;SBA Tower Trust | &nbsp;&nbsp;&nbsp;&nbsp;2.593% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp; 1500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1342 |
|  | &nbsp;&nbsp;&nbsp;Simon Property Group LP | &nbsp;&nbsp;&nbsp;&nbsp;2.450% | &nbsp;&nbsp;&nbsp;&nbsp;9/13/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 1160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1087 |
|  | &nbsp;&nbsp;&nbsp;Simon Property Group LP | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp;9/26/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 658 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 644 |
|  | &nbsp;&nbsp;&nbsp;Ventas Realty LP | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 860 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 840 |

---

------

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | &nbsp;&nbsp;&nbsp;VICI Properties LP | &nbsp;&nbsp;&nbsp;&nbsp;5.125% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 580 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 572 |
|  | &nbsp;&nbsp;&nbsp;VICI Properties LP | &nbsp;&nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 85 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 86 |
|  | &nbsp;&nbsp;&nbsp;Welltower OP LLC | &nbsp;&nbsp;&nbsp;&nbsp;3.100% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 112 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 107 |
|  | &nbsp;&nbsp;&nbsp;Welltower OP LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.125% | &nbsp;&nbsp;&nbsp;&nbsp;7/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 1375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1378 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **29050** |
| **Technology (1.2%)** | **Technology (1.2%)** | **Technology (1.2%)** | **Technology (1.2%)** | **Technology (1.2%)** | **Technology (1.2%)** |
|  | &nbsp;&nbsp;&nbsp;Apple Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.850% | &nbsp;&nbsp;&nbsp;&nbsp;5/4/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 1430 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1181 |
|  | &nbsp;&nbsp;&nbsp;Apple Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.450% | &nbsp;&nbsp;&nbsp;&nbsp;2/9/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 91 |
|  | &nbsp;&nbsp;&nbsp;Apple Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.650% | &nbsp;&nbsp;&nbsp;&nbsp;2/23/2046 | &nbsp;&nbsp;&nbsp;&nbsp; 210 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 188 |
|  | &nbsp;&nbsp;&nbsp;Apple Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.850% | &nbsp;&nbsp;&nbsp;&nbsp;8/4/2046 | &nbsp;&nbsp;&nbsp;&nbsp; 985 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 783 |
|  | &nbsp;&nbsp;&nbsp;Apple Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.650% | &nbsp;&nbsp;&nbsp;&nbsp;5/11/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 825 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 505 |
|  | &nbsp;&nbsp;&nbsp;Apple Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.650% | &nbsp;&nbsp;&nbsp;&nbsp;2/8/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 792 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 480 |
|  | &nbsp;&nbsp;&nbsp;Apple Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.950% | &nbsp;&nbsp;&nbsp;&nbsp;8/8/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 272 |
|  | &nbsp;&nbsp;&nbsp;Broadcom Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp;4/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 172 |
|  | &nbsp;&nbsp;&nbsp;Broadcom Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.050% | &nbsp;&nbsp;&nbsp;&nbsp;7/12/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 955 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 975 |
|  | &nbsp;&nbsp;&nbsp;Broadcom Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.350% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 525 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 523 |
|  | &nbsp;&nbsp;&nbsp;Broadcom Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.600% | &nbsp;&nbsp;&nbsp;&nbsp;7/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 1580 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1587 |
|  | &nbsp;&nbsp;&nbsp;Broadcom Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.150% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 128 |
|  | &nbsp;&nbsp;&nbsp;Broadcom Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.150% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 411 |
|  | &nbsp;&nbsp;&nbsp;Broadcom Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.550% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 255 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 253 |
|  | &nbsp;&nbsp;&nbsp;Broadcom Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.900% | &nbsp;&nbsp;&nbsp;&nbsp;7/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 1734 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1750 |
|  | &nbsp;&nbsp;&nbsp;Broadcom Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.600% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 710 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 620 |
|  | &nbsp;&nbsp;&nbsp;Broadcom Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.419% | &nbsp;&nbsp;&nbsp;&nbsp;4/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 1320 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1207 |
|  | &nbsp;&nbsp;&nbsp;Broadcom Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.800% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 197 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Broadcom Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.137% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 127 |
|  | &nbsp;&nbsp;&nbsp;Broadcom Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.800% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 1270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1237 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Broadcom Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.187% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 403 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 337 |
|  | &nbsp;&nbsp;&nbsp;Broadcom Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 679 |
|  | &nbsp;&nbsp;&nbsp;Cisco Systems Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp;2/26/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 534 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 547 |
|  | &nbsp;&nbsp;&nbsp;Cisco Systems Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.050% | &nbsp;&nbsp;&nbsp;&nbsp;2/26/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 1045 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1059 |
|  | &nbsp;&nbsp;&nbsp;Cisco Systems Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.300% | &nbsp;&nbsp;&nbsp;&nbsp;2/26/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 305 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 286 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Foundry JV Holdco LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.900% | &nbsp;&nbsp;&nbsp;&nbsp;1/25/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 495 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 513 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Foundry JV Holdco LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.900% | &nbsp;&nbsp;&nbsp;&nbsp;1/25/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 206 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Foundry JV Holdco LLC | &nbsp;&nbsp;&nbsp;&nbsp;6.250% | &nbsp;&nbsp;&nbsp;&nbsp;1/25/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 1970 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2062 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Foundry JV Holdco LLC | &nbsp;&nbsp;&nbsp;&nbsp;6.200% | &nbsp;&nbsp;&nbsp;&nbsp;1/25/2037 | &nbsp;&nbsp;&nbsp;&nbsp; 2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2101 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Foundry JV Holdco LLC | &nbsp;&nbsp;&nbsp;&nbsp;6.400% | &nbsp;&nbsp;&nbsp;&nbsp;1/25/2038 | &nbsp;&nbsp;&nbsp;&nbsp; 1030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1077 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Foundry JV Holdco LLC | &nbsp;&nbsp;&nbsp;&nbsp;6.300% | &nbsp;&nbsp;&nbsp;&nbsp;1/25/2039 | &nbsp;&nbsp;&nbsp;&nbsp; 1705 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1776 |
|  | &nbsp;&nbsp;&nbsp;Intel Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.000% | &nbsp;&nbsp;&nbsp;&nbsp;8/12/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 105 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 91 |
|  | &nbsp;&nbsp;&nbsp;Intel Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.625% | &nbsp;&nbsp;&nbsp;&nbsp;2/10/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 762 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 721 |
|  | &nbsp;&nbsp;&nbsp;Intel Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.100% | &nbsp;&nbsp;&nbsp;&nbsp;5/19/2046 | &nbsp;&nbsp;&nbsp;&nbsp; 439 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 329 |
|  | &nbsp;&nbsp;&nbsp;Intel Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.100% | &nbsp;&nbsp;&nbsp;&nbsp;5/11/2047 | &nbsp;&nbsp;&nbsp;&nbsp; 106 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 79 |
|  | &nbsp;&nbsp;&nbsp;Intel Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 113 |
|  | &nbsp;&nbsp;&nbsp;Intel Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.200% | &nbsp;&nbsp;&nbsp;&nbsp;8/12/2061 | &nbsp;&nbsp;&nbsp;&nbsp; 425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 237 |
|  | &nbsp;&nbsp;&nbsp;International Business Machines Corp. | &nbsp;&nbsp;&nbsp;&nbsp;1.950% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 255 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 230 |
|  | &nbsp;&nbsp;&nbsp;International Business Machines Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.150% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2039 | &nbsp;&nbsp;&nbsp;&nbsp; 439 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 381 |
|  | &nbsp;&nbsp;&nbsp;International Business Machines Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 1160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 894 |
|  | &nbsp;&nbsp;&nbsp;KLA Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp;7/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 1401 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1253 |
|  | &nbsp;&nbsp;&nbsp;Micron Technology Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.650% | &nbsp;&nbsp;&nbsp;&nbsp;11/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 430 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 453 |
|  | &nbsp;&nbsp;&nbsp;Microsoft Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.450% | &nbsp;&nbsp;&nbsp;&nbsp;8/8/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 822 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 741 |
|  | &nbsp;&nbsp;&nbsp;Microsoft Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.525% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 2735 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1638 |
|  | &nbsp;&nbsp;&nbsp;Microsoft Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.500% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 492 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 292 |
|  | &nbsp;&nbsp;&nbsp;Microsoft Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.921% | &nbsp;&nbsp;&nbsp;&nbsp;3/17/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 3151 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2024 |
|  | &nbsp;&nbsp;&nbsp;Oracle Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.550% | &nbsp;&nbsp;&nbsp;&nbsp;2/4/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 930 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 918 |
|  | &nbsp;&nbsp;&nbsp;Oracle Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.875% | &nbsp;&nbsp;&nbsp;&nbsp;9/26/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 249 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 215 |
|  | &nbsp;&nbsp;&nbsp;Oracle Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.550% | &nbsp;&nbsp;&nbsp;&nbsp;2/4/2046 | &nbsp;&nbsp;&nbsp;&nbsp; 475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 443 |
|  | &nbsp;&nbsp;&nbsp;Oracle Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;7/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp; 90 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 61 |
|  | &nbsp;&nbsp;&nbsp;Oracle Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp; 90 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 59 |
|  | &nbsp;&nbsp;&nbsp;Oracle Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.950% | &nbsp;&nbsp;&nbsp;&nbsp;3/25/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 431 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 273 |
|  | &nbsp;&nbsp;&nbsp;Oracle Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.550% | &nbsp;&nbsp;&nbsp;&nbsp;2/6/2053 | &nbsp;&nbsp;&nbsp;&nbsp; 269 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 215 |
|  | &nbsp;&nbsp;&nbsp;Oracle Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.375% | &nbsp;&nbsp;&nbsp;&nbsp;9/27/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 235 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 182 |
|  | &nbsp;&nbsp;&nbsp;Oracle Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp;8/3/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 235 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 197 |
|  | &nbsp;&nbsp;&nbsp;Oracle Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.850% | &nbsp;&nbsp;&nbsp;&nbsp;2/4/2066 | &nbsp;&nbsp;&nbsp;&nbsp; 1160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1065 |
|  | &nbsp;&nbsp;&nbsp;QUALCOMM Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.150% | &nbsp;&nbsp;&nbsp;&nbsp;5/20/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 1075 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 984 |
|  | &nbsp;&nbsp;&nbsp;QUALCOMM Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;5/20/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 395 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 397 |
|  | &nbsp;&nbsp;&nbsp;QUALCOMM Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;5/20/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 745 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 744 |
|  | &nbsp;&nbsp;&nbsp;QUALCOMM Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.800% | &nbsp;&nbsp;&nbsp;&nbsp;5/20/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 570 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 504 |
|  | &nbsp;&nbsp;&nbsp;QUALCOMM Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.300% | &nbsp;&nbsp;&nbsp;&nbsp;5/20/2047 | &nbsp;&nbsp;&nbsp;&nbsp; 245 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 199 |
|  | &nbsp;&nbsp;&nbsp;QUALCOMM Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;5/20/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 463 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 377 |
|  | &nbsp;&nbsp;&nbsp;Salesforce Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.900% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 1925 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1922 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | &nbsp;&nbsp;&nbsp;Synopsys Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 1165 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1175 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **42736** |
| **Utilities (3.6%)** | **Utilities (3.6%)** | **Utilities (3.6%)** | **Utilities (3.6%)** | **Utilities (3.6%)** | **Utilities (3.6%)** |
|  | &nbsp;&nbsp;&nbsp;AEP Texas Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.200% | &nbsp;&nbsp;&nbsp;&nbsp;4/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 930 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 915 |
|  | &nbsp;&nbsp;&nbsp;AEP Texas Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.150% | &nbsp;&nbsp;&nbsp;&nbsp;5/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 145 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 110 |
|  | &nbsp;&nbsp;&nbsp;AEP Texas Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.450% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 210 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 140 |
|  | &nbsp;&nbsp;&nbsp;AEP Texas Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.450% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 265 |
|  | &nbsp;&nbsp;&nbsp;AEP Transmission Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 265 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 217 |
|  | &nbsp;&nbsp;&nbsp;AEP Transmission Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.400% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp; 170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 161 |
|  | &nbsp;&nbsp;&nbsp;Alabama Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.100% | &nbsp;&nbsp;&nbsp;&nbsp;4/2/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 479 |
|  | &nbsp;&nbsp;&nbsp;Alabama Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2039 | &nbsp;&nbsp;&nbsp;&nbsp; 654 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 691 |
|  | &nbsp;&nbsp;&nbsp;Alabama Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.200% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 115 |
|  | &nbsp;&nbsp;&nbsp;Alabama Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.100% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 215 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 179 |
|  | &nbsp;&nbsp;&nbsp;Alabama Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 630 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 485 |
|  | &nbsp;&nbsp;&nbsp;Alabama Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.300% | &nbsp;&nbsp;&nbsp;&nbsp;7/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp; 775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 626 |
|  | &nbsp;&nbsp;&nbsp;Ameren Illinois Co. | &nbsp;&nbsp;&nbsp;&nbsp;6.125% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1038 |
|  | &nbsp;&nbsp;&nbsp;Ameren Illinois Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.700% | &nbsp;&nbsp;&nbsp;&nbsp;12/1/2047 | &nbsp;&nbsp;&nbsp;&nbsp; 140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 105 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Ameren Missouri Securitization Funding I LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.850% | &nbsp;&nbsp;&nbsp;&nbsp;10/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 458 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 455 |
|  | &nbsp;&nbsp;&nbsp;American Water Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp;9/1/2047 | &nbsp;&nbsp;&nbsp;&nbsp; 45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 34 |
|  | &nbsp;&nbsp;&nbsp;American Water Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.200% | &nbsp;&nbsp;&nbsp;&nbsp;9/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp; 590 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 469 |
|  | &nbsp;&nbsp;&nbsp;American Water Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.150% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 20 |
|  | &nbsp;&nbsp;&nbsp;American Water Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.450% | &nbsp;&nbsp;&nbsp;&nbsp;5/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 95 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 66 |
|  | &nbsp;&nbsp;&nbsp;Arizona Public Service Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.900% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 430 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 424 |
|  | &nbsp;&nbsp;&nbsp;Atmos Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 465 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 413 |
|  | &nbsp;&nbsp;&nbsp;Baltimore Gas & Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.450% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 128 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 131 |
|  | &nbsp;&nbsp;&nbsp;Baltimore Gas & Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.900% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 238 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 150 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Basin Electric Power Cooperative | &nbsp;&nbsp;&nbsp;&nbsp;5.850% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 720 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 702 |
|  | &nbsp;&nbsp;&nbsp;Berkshire Hathaway Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp;6.125% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 765 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 817 |
|  | &nbsp;&nbsp;&nbsp;Berkshire Hathaway Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.950% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2037 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 26 |
|  | &nbsp;&nbsp;&nbsp;Berkshire Hathaway Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.150% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 940 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 876 |
|  | &nbsp;&nbsp;&nbsp;Berkshire Hathaway Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 115 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 90 |
|  | &nbsp;&nbsp;&nbsp;Berkshire Hathaway Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.600% | &nbsp;&nbsp;&nbsp;&nbsp;5/1/2053 | &nbsp;&nbsp;&nbsp;&nbsp; 293 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 240 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Boston Gas Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.150% | &nbsp;&nbsp;&nbsp;&nbsp;8/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 138 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Boston Gas Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.757% | &nbsp;&nbsp;&nbsp;&nbsp;3/16/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 112 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Brooklyn Union Gas Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.273% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp; 708 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 554 |
|  | &nbsp;&nbsp;&nbsp;CenterPoint Energy Houston Electric LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.150% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 465 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 471 |
|  | &nbsp;&nbsp;&nbsp;CenterPoint Energy Houston Electric LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.050% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 255 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 254 |
|  | &nbsp;&nbsp;&nbsp;CenterPoint Energy Houston Electric LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.850% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 896 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 878 |
|  | &nbsp;&nbsp;&nbsp;CenterPoint Energy Resources Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1109 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1129 |
|  | &nbsp;&nbsp;&nbsp;CenterPoint Energy Resources Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1369 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1359 |
|  | &nbsp;&nbsp;&nbsp;CenterPoint Energy Resources Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.400% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 868 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 889 |
|  | &nbsp;&nbsp;&nbsp;CenterPoint Energy Resources Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.400% | &nbsp;&nbsp;&nbsp;&nbsp;7/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 145 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 148 |
|  | &nbsp;&nbsp;&nbsp;Cleco Corporate Holdings LLC | &nbsp;&nbsp;&nbsp;&nbsp;3.743% | &nbsp;&nbsp;&nbsp;&nbsp;5/1/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 39 |
|  | &nbsp;&nbsp;&nbsp;Cleco Corporate Holdings LLC | &nbsp;&nbsp;&nbsp;&nbsp;3.375% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 405 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 379 |
|  | &nbsp;&nbsp;&nbsp;Cleco Securitization I LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.646% | &nbsp;&nbsp;&nbsp;&nbsp;9/1/2044 | &nbsp;&nbsp;&nbsp;&nbsp; 765 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 738 |
|  | &nbsp;&nbsp;&nbsp;Commonwealth Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.350% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 310 |
|  | &nbsp;&nbsp;&nbsp;Commonwealth Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.650% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp; 115 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 86 |
|  | &nbsp;&nbsp;&nbsp;Commonwealth Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp; 368 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 286 |
|  | &nbsp;&nbsp;&nbsp;Commonwealth Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.850% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 115 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 85 |
|  | &nbsp;&nbsp;&nbsp;Consolidated Edison Co of New York Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 716 |
|  | &nbsp;&nbsp;&nbsp;Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.450% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp; 185 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 158 |
|  | &nbsp;&nbsp;&nbsp;Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;12/1/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 980 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 827 |
|  | &nbsp;&nbsp;&nbsp;Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.850% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp; 76 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 58 |
|  | &nbsp;&nbsp;&nbsp;Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.950% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 38 |
|  | &nbsp;&nbsp;&nbsp;Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.200% | &nbsp;&nbsp;&nbsp;&nbsp;12/1/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 570 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 371 |
|  | &nbsp;&nbsp;&nbsp;Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp;12/1/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 1971 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1625 |
|  | &nbsp;&nbsp;&nbsp;Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2057 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 362 |
|  | &nbsp;&nbsp;&nbsp;Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2058 | &nbsp;&nbsp;&nbsp;&nbsp; 1353 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1079 |
|  | &nbsp;&nbsp;&nbsp;Consumers Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.200% | &nbsp;&nbsp;&nbsp;&nbsp;9/1/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 2 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2 |
|  | &nbsp;&nbsp;&nbsp;Dominion Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.600% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 785 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 788 |
|  | &nbsp;&nbsp;&nbsp;Dominion Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.900% | &nbsp;&nbsp;&nbsp;&nbsp;8/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 201 |
|  | &nbsp;&nbsp;&nbsp;Dominion Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.600% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 760 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 615 |
|  | &nbsp;&nbsp;&nbsp;Dominion Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.850% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 3007 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2524 |
|  | &nbsp;&nbsp;&nbsp;Dominion Energy South Carolina Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.625% | &nbsp;&nbsp;&nbsp;&nbsp;2/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 138 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 152 |
|  | &nbsp;&nbsp;&nbsp;Dominion Energy South Carolina Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.300% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 45 |
|  | &nbsp;&nbsp;&nbsp;Dominion Energy South Carolina Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.450% | &nbsp;&nbsp;&nbsp;&nbsp;2/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 95 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 94 |
|  | &nbsp;&nbsp;&nbsp;DTE Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp;7/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 640 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 644 |
|  | &nbsp;&nbsp;&nbsp;DTE Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.200% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 395 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 403 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Carolinas LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 148 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 150 |

---

------

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Carolinas LLC | &nbsp;&nbsp;&nbsp;&nbsp;6.100% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2037 | &nbsp;&nbsp;&nbsp;&nbsp; 493 | &nbsp;&nbsp; 521 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Carolinas LLC | &nbsp;&nbsp;&nbsp;&nbsp;3.700% | &nbsp;&nbsp;&nbsp;&nbsp;12/1/2047 | &nbsp;&nbsp;&nbsp;&nbsp; 470 | &nbsp;&nbsp; 348 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Carolinas LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.350% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp; 1075 | &nbsp;&nbsp; 1008 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Carolinas NC Storm Funding II LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.070% | &nbsp;&nbsp;&nbsp;&nbsp;1/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp; 1125 | &nbsp;&nbsp; 1100 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.400% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 339 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.450% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 470 | &nbsp;&nbsp; 433 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 455 | &nbsp;&nbsp; 448 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 565 | &nbsp;&nbsp; 552 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.300% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 1120 | &nbsp;&nbsp; 841 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.800% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 1200 | &nbsp;&nbsp; 1028 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp;9/1/2046 | &nbsp;&nbsp;&nbsp;&nbsp; 645 | &nbsp;&nbsp; 477 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.950% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 149 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.200% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 525 | &nbsp;&nbsp; 400 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 1190 | &nbsp;&nbsp; 797 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 1703 | &nbsp;&nbsp; 1458 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.100% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 276 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.800% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 1900 | &nbsp;&nbsp; 1821 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Florida LLC | &nbsp;&nbsp;&nbsp;&nbsp;6.350% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2037 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 217 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Florida LLC | &nbsp;&nbsp;&nbsp;&nbsp;3.400% | &nbsp;&nbsp;&nbsp;&nbsp;10/1/2046 | &nbsp;&nbsp;&nbsp;&nbsp; 170 | &nbsp;&nbsp; 121 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Florida LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.950% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 155 | &nbsp;&nbsp; 157 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Indiana LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 30 | &nbsp;&nbsp; 30 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Progress LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.050% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 1220 | &nbsp;&nbsp; 1224 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Progress LLC | &nbsp;&nbsp;&nbsp;&nbsp;6.300% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2038 | &nbsp;&nbsp;&nbsp;&nbsp; 365 | &nbsp;&nbsp; 393 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Progress LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.100% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 118 | &nbsp;&nbsp; 97 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Progress LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.200% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 2045 | &nbsp;&nbsp; 1667 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Progress LLC | &nbsp;&nbsp;&nbsp;&nbsp;2.500% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 70 | &nbsp;&nbsp; 40 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Progress LLC | &nbsp;&nbsp;&nbsp;&nbsp;2.900% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 70 | &nbsp;&nbsp; 43 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Duke Energy Progress NC Storm Funding LLC | &nbsp;&nbsp;&nbsp;&nbsp;2.387% | &nbsp;&nbsp;&nbsp;&nbsp;7/1/2039 | &nbsp;&nbsp;&nbsp;&nbsp; 1010 | &nbsp;&nbsp; 861 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Progress NC Storm Funding LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.890% | &nbsp;&nbsp;&nbsp;&nbsp;1/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp; 1150 | &nbsp;&nbsp; 1131 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;East Ohio Gas Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.000% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 325 | &nbsp;&nbsp; 292 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;East Ohio Gas Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 475 | &nbsp;&nbsp; 294 |
|  | &nbsp;&nbsp;&nbsp;Emera US Finance LP | &nbsp;&nbsp;&nbsp;&nbsp;3.550% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 716 | &nbsp;&nbsp; 714 |
|  | &nbsp;&nbsp;&nbsp;Emera US Finance LP | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp; 1300 | &nbsp;&nbsp; 1075 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Enel Finance International NV | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp;9/30/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 390 | &nbsp;&nbsp; 387 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Enel Finance International NV | &nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp;9/30/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 1010 | &nbsp;&nbsp; 993 |
|  | &nbsp;&nbsp;&nbsp;Evergy Kansas Central Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp;9/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 510 | &nbsp;&nbsp; 343 |
|  | &nbsp;&nbsp;&nbsp;Evergy Metro Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.250% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 205 | &nbsp;&nbsp; 187 |
|  | &nbsp;&nbsp;&nbsp;Evergy Metro Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.200% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp; 137 | &nbsp;&nbsp; 109 |
|  | &nbsp;&nbsp;&nbsp;Eversource Energy | &nbsp;&nbsp;&nbsp;&nbsp;3.300% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 269 |
|  | &nbsp;&nbsp;&nbsp;Eversource Energy | &nbsp;&nbsp;&nbsp;&nbsp;5.450% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 765 | &nbsp;&nbsp; 778 |
|  | &nbsp;&nbsp;&nbsp;Eversource Energy | &nbsp;&nbsp;&nbsp;&nbsp;4.450% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 355 | &nbsp;&nbsp; 350 |
|  | &nbsp;&nbsp;&nbsp;Eversource Energy | &nbsp;&nbsp;&nbsp;&nbsp;3.375% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 70 | &nbsp;&nbsp; 64 |
|  | &nbsp;&nbsp;&nbsp;Eversource Energy | &nbsp;&nbsp;&nbsp;&nbsp;5.125% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 115 | &nbsp;&nbsp; 115 |
|  | &nbsp;&nbsp;&nbsp;Eversource Energy | &nbsp;&nbsp;&nbsp;&nbsp;5.950% | &nbsp;&nbsp;&nbsp;&nbsp;7/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 313 |
|  | &nbsp;&nbsp;&nbsp;Exelon Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.350% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 540 | &nbsp;&nbsp; 499 |
|  | &nbsp;&nbsp;&nbsp;FirstEnergy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.650% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 170 | &nbsp;&nbsp; 158 |
|  | &nbsp;&nbsp;&nbsp;FirstEnergy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.250% | &nbsp;&nbsp;&nbsp;&nbsp;9/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 822 | &nbsp;&nbsp; 740 |
|  | &nbsp;&nbsp;&nbsp;FirstEnergy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.850% | &nbsp;&nbsp;&nbsp;&nbsp;7/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp; 71 | &nbsp;&nbsp; 61 |
|  | &nbsp;&nbsp;&nbsp;FirstEnergy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.400% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 770 | &nbsp;&nbsp; 514 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;FirstEnergy Pennsylvania Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.200% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 60 | &nbsp;&nbsp; 61 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;FirstEnergy Pennsylvania Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.300% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 249 | &nbsp;&nbsp; 247 |
|  | &nbsp;&nbsp;&nbsp;FirstEnergy Transmission LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 523 | &nbsp;&nbsp; 515 |
|  | &nbsp;&nbsp;&nbsp;Florida Power & Light Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.650% | &nbsp;&nbsp;&nbsp;&nbsp;2/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 1031 |
|  | &nbsp;&nbsp;&nbsp;Florida Power & Light Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 996 |
|  | &nbsp;&nbsp;&nbsp;Florida Power & Light Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.690% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 615 | &nbsp;&nbsp; 633 |
|  | &nbsp;&nbsp;&nbsp;Florida Power & Light Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.700% | &nbsp;&nbsp;&nbsp;&nbsp;12/1/2047 | &nbsp;&nbsp;&nbsp;&nbsp; 368 | &nbsp;&nbsp; 275 |
|  | &nbsp;&nbsp;&nbsp;Florida Power & Light Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.300% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2053 | &nbsp;&nbsp;&nbsp;&nbsp; 535 | &nbsp;&nbsp; 503 |
|  | &nbsp;&nbsp;&nbsp;Fortis Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.055% | &nbsp;&nbsp;&nbsp;&nbsp;10/4/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 1195 | &nbsp;&nbsp; 1186 |
|  | &nbsp;&nbsp;&nbsp;Georgia Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.850% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 465 | &nbsp;&nbsp; 471 |
|  | &nbsp;&nbsp;&nbsp;Georgia Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.700% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 910 | &nbsp;&nbsp; 912 |
|  | &nbsp;&nbsp;&nbsp;Georgia Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp;5/17/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 1035 | &nbsp;&nbsp; 1044 |
|  | &nbsp;&nbsp;&nbsp;Georgia Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 455 | &nbsp;&nbsp; 465 |
|  | &nbsp;&nbsp;&nbsp;Georgia Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.200% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 955 | &nbsp;&nbsp; 969 |
|  | &nbsp;&nbsp;&nbsp;Georgia Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.400% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 205 | &nbsp;&nbsp; 205 |
|  | &nbsp;&nbsp;&nbsp;Georgia Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp;9/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 988 | &nbsp;&nbsp; 924 |
|  | &nbsp;&nbsp;&nbsp;Georgia Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.300% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 2811 | &nbsp;&nbsp; 2426 |
|  | &nbsp;&nbsp;&nbsp;Georgia Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.700% | &nbsp;&nbsp;&nbsp;&nbsp;1/30/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 170 | &nbsp;&nbsp; 124 |
|  | &nbsp;&nbsp;&nbsp;Georgia Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.125% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 540 | &nbsp;&nbsp; 493 |
|  | &nbsp;&nbsp;&nbsp;Indiana Michigan Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp; 415 | &nbsp;&nbsp; 330 |
|  | &nbsp;&nbsp;&nbsp;Jersey Central Power & Light Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.100% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 925 | &nbsp;&nbsp; 926 |

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value<br> ($000) |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Johnsonville Aeroderivative Combustion Turbine Generation LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.078% | &nbsp;&nbsp;&nbsp;&nbsp;10/1/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 647 | &nbsp;&nbsp; 610 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;KeySpan Gas East Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.742% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 670 | &nbsp;&nbsp; 666 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Massachusetts Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.900% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2039 | &nbsp;&nbsp;&nbsp;&nbsp; 585 | &nbsp;&nbsp; 598 |
|  | &nbsp;&nbsp;&nbsp;MidAmerican Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.400% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp; 15 | &nbsp;&nbsp; 13 |
|  | &nbsp;&nbsp;&nbsp;MidAmerican Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp;5/1/2046 | &nbsp;&nbsp;&nbsp;&nbsp; 45 | &nbsp;&nbsp; 37 |
|  | &nbsp;&nbsp;&nbsp;MidAmerican Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp;7/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 165 | &nbsp;&nbsp; 133 |
|  | &nbsp;&nbsp;&nbsp;MidAmerican Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.150% | &nbsp;&nbsp;&nbsp;&nbsp;4/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 1166 | &nbsp;&nbsp; 771 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Mid-Atlantic Interstate Transmission LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.100% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 220 | &nbsp;&nbsp; 219 |
|  | &nbsp;&nbsp;&nbsp;Mississippi Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 211 | &nbsp;&nbsp; 177 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Monongahela Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.400% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 135 | &nbsp;&nbsp; 126 |
|  | &nbsp;&nbsp;&nbsp;Nevada Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.125% | &nbsp;&nbsp;&nbsp;&nbsp;8/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 305 | &nbsp;&nbsp; 197 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Niagara Mohawk Power Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.278% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 994 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Niagara Mohawk Power Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.025% | &nbsp;&nbsp;&nbsp;&nbsp;6/27/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 540 | &nbsp;&nbsp; 335 |
|  | &nbsp;&nbsp;&nbsp;NiSource Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.200% | &nbsp;&nbsp;&nbsp;&nbsp;7/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 230 |
|  | &nbsp;&nbsp;&nbsp;NiSource Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 645 | &nbsp;&nbsp; 597 |
|  | &nbsp;&nbsp;&nbsp;NiSource Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.800% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp; 255 | &nbsp;&nbsp; 222 |
|  | &nbsp;&nbsp;&nbsp;NiSource Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 2036 | &nbsp;&nbsp; 1760 |
|  | &nbsp;&nbsp;&nbsp;NiSource Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.850% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 291 |
|  | &nbsp;&nbsp;&nbsp;Northern States Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.250% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 145 | &nbsp;&nbsp; 131 |
|  | &nbsp;&nbsp;&nbsp;Northern States Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.850% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 515 | &nbsp;&nbsp; 509 |
|  | &nbsp;&nbsp;&nbsp;Northern States Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;6.250% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 1745 | &nbsp;&nbsp; 1899 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;Oglethorpe Power Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.191% | &nbsp;&nbsp;&nbsp;&nbsp;1/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 666 | &nbsp;&nbsp; 701 |
|  | &nbsp;&nbsp;&nbsp;Oglethorpe Power Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.950% | &nbsp;&nbsp;&nbsp;&nbsp;11/1/2039 | &nbsp;&nbsp;&nbsp;&nbsp; 170 | &nbsp;&nbsp; 177 |
|  | &nbsp;&nbsp;&nbsp;Oglethorpe Power Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.550% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2044 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 41 |
|  | &nbsp;&nbsp;&nbsp;Oglethorpe Power Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2046 | &nbsp;&nbsp;&nbsp;&nbsp; 537 | &nbsp;&nbsp; 416 |
|  | &nbsp;&nbsp;&nbsp;Oglethorpe Power Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2047 | &nbsp;&nbsp;&nbsp;&nbsp; 115 | &nbsp;&nbsp; 94 |
|  | &nbsp;&nbsp;&nbsp;Oglethorpe Power Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.050% | &nbsp;&nbsp;&nbsp;&nbsp;10/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp; 65 | &nbsp;&nbsp; 57 |
|  | &nbsp;&nbsp;&nbsp;Oglethorpe Power Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.800% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 575 | &nbsp;&nbsp; 557 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Ohio Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 135 | &nbsp;&nbsp; 137 |
|  | &nbsp;&nbsp;&nbsp;Oncor Electric Delivery Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.150% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 145 |
|  | &nbsp;&nbsp;&nbsp;Oncor Electric Delivery Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.550% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 414 | &nbsp;&nbsp; 409 |
|  | &nbsp;&nbsp;&nbsp;Oncor Electric Delivery Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.650% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 2025 | &nbsp;&nbsp; 2124 |
|  | &nbsp;&nbsp;&nbsp;Oncor Electric Delivery Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.550% | &nbsp;&nbsp;&nbsp;&nbsp;12/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 66 |
|  | &nbsp;&nbsp;&nbsp;Oncor Electric Delivery Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp;2.700% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 355 | &nbsp;&nbsp; 207 |
|  | &nbsp;&nbsp;&nbsp;Oncor Electric Delivery Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.600% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 670 | &nbsp;&nbsp; 551 |
|  | &nbsp;&nbsp;&nbsp;Oncor Electric Delivery Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 294 | &nbsp;&nbsp; 259 |
|  | &nbsp;&nbsp;&nbsp;Pacific Gas & Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;6.950% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 695 | &nbsp;&nbsp; 762 |
|  | &nbsp;&nbsp;&nbsp;Pacific Gas & Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.800% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 305 | &nbsp;&nbsp; 312 |
|  | &nbsp;&nbsp;&nbsp;Pacific Gas & Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.200% | &nbsp;&nbsp;&nbsp;&nbsp;5/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 341 |
|  | &nbsp;&nbsp;&nbsp;Pacific Gas & Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.600% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 207 | &nbsp;&nbsp; 170 |
|  | &nbsp;&nbsp;&nbsp;Pacific Gas & Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp; 515 | &nbsp;&nbsp; 430 |
|  | &nbsp;&nbsp;&nbsp;Pacific Gas & Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.300% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 496 | &nbsp;&nbsp; 387 |
|  | &nbsp;&nbsp;&nbsp;Pacific Gas & Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;12/1/2046 | &nbsp;&nbsp;&nbsp;&nbsp; 360 | &nbsp;&nbsp; 264 |
|  | &nbsp;&nbsp;&nbsp;Pacific Gas & Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp;7/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 1686 | &nbsp;&nbsp; 1400 |
|  | &nbsp;&nbsp;&nbsp;Pacific Gas & Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 95 | &nbsp;&nbsp; 81 |
|  | &nbsp;&nbsp;&nbsp;Pacific Gas & Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;6.750% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp; 525 | &nbsp;&nbsp; 546 |
|  | &nbsp;&nbsp;&nbsp;Pacific Gas & Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp;5/1/2056 | &nbsp;&nbsp;&nbsp;&nbsp; 735 | &nbsp;&nbsp; 699 |
|  | &nbsp;&nbsp;&nbsp;PECO Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.600% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 280 | &nbsp;&nbsp; 235 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;PG&E Energy Recovery Funding LLC | &nbsp;&nbsp;&nbsp;&nbsp;2.280% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2038 | &nbsp;&nbsp;&nbsp;&nbsp; 109 | &nbsp;&nbsp; 90 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;PG&E Energy Recovery Funding LLC | &nbsp;&nbsp;&nbsp;&nbsp;2.822% | &nbsp;&nbsp;&nbsp;&nbsp;7/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp; 494 | &nbsp;&nbsp; 364 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;PG&E Wildfire Recovery Funding LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.451% | &nbsp;&nbsp;&nbsp;&nbsp;12/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 365 | &nbsp;&nbsp; 318 |
|  | &nbsp;&nbsp;&nbsp;PG&E Wildfire Recovery Funding LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.212% | &nbsp;&nbsp;&nbsp;&nbsp;12/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 720 | &nbsp;&nbsp; 680 |
|  | &nbsp;&nbsp;&nbsp;PG&E Wildfire Recovery Funding LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.099% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 685 | &nbsp;&nbsp; 627 |
|  | &nbsp;&nbsp;&nbsp;Piedmont Natural Gas Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.050% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 260 | &nbsp;&nbsp; 228 |
|  | &nbsp;&nbsp;&nbsp;Potomac Electric Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;6.500% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2037 | &nbsp;&nbsp;&nbsp;&nbsp; 750 | &nbsp;&nbsp; 827 |
|  | &nbsp;&nbsp;&nbsp;Public Service Co. of Colorado | &nbsp;&nbsp;&nbsp;&nbsp;4.150% | &nbsp;&nbsp;&nbsp;&nbsp;3/13/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 545 | &nbsp;&nbsp; 543 |
|  | &nbsp;&nbsp;&nbsp;Public Service Co. of New Hampshire | &nbsp;&nbsp;&nbsp;&nbsp;5.350% | &nbsp;&nbsp;&nbsp;&nbsp;10/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 170 | &nbsp;&nbsp; 175 |
|  | &nbsp;&nbsp;&nbsp;Public Service Co. of Oklahoma | &nbsp;&nbsp;&nbsp;&nbsp;5.200% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 299 |
|  | &nbsp;&nbsp;&nbsp;Public Service Co. of Oklahoma | &nbsp;&nbsp;&nbsp;&nbsp;5.450% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 1485 | &nbsp;&nbsp; 1496 |
|  | &nbsp;&nbsp;&nbsp;Public Service Electric & Gas Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.050% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 803 | &nbsp;&nbsp; 808 |
|  | &nbsp;&nbsp;&nbsp;Public Service Electric & Gas Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 543 | &nbsp;&nbsp; 525 |
|  | &nbsp;&nbsp;&nbsp;Public Service Electric & Gas Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.625% | &nbsp;&nbsp;&nbsp;&nbsp;1/1/2056 | &nbsp;&nbsp;&nbsp;&nbsp; 445 | &nbsp;&nbsp; 438 |
|  | &nbsp;&nbsp;&nbsp;Public Service Enterprise Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.200% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 870 | &nbsp;&nbsp; 887 |
|  | &nbsp;&nbsp;&nbsp;Public Service Enterprise Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.450% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 340 | &nbsp;&nbsp; 345 |
|  | &nbsp;&nbsp;&nbsp;Public Service Enterprise Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.400% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 680 | &nbsp;&nbsp; 688 |
|  | &nbsp;&nbsp;&nbsp;San Diego Gas & Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;1.700% | &nbsp;&nbsp;&nbsp;&nbsp;10/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 145 | &nbsp;&nbsp; 128 |
|  | &nbsp;&nbsp;&nbsp;San Diego Gas & Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2047 | &nbsp;&nbsp;&nbsp;&nbsp; 160 | &nbsp;&nbsp; 119 |
|  | &nbsp;&nbsp;&nbsp;San Diego Gas & Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.150% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp; 545 | &nbsp;&nbsp; 427 |
|  | &nbsp;&nbsp;&nbsp;San Diego Gas & Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.950% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 21 | &nbsp;&nbsp; 13 |
|  | &nbsp;&nbsp;&nbsp;San Diego Gas & Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.700% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 205 | &nbsp;&nbsp; 146 |

---

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | &nbsp;&nbsp;&nbsp;San Diego Gas & Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.350% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2053 | &nbsp;&nbsp;&nbsp;&nbsp; 1050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 968 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;SCE Recovery Funding LLC | &nbsp;&nbsp;&nbsp;&nbsp;0.861% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 178 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 161 |
|  | &nbsp;&nbsp;&nbsp;SCE Recovery Funding LLC | &nbsp;&nbsp;&nbsp;&nbsp;1.942% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 84 |
|  | &nbsp;&nbsp;&nbsp;SCE Recovery Funding LLC | &nbsp;&nbsp;&nbsp;&nbsp;2.510% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 68 |
|  | &nbsp;&nbsp;&nbsp;Sempra | &nbsp;&nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 4095 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4037 |
|  | &nbsp;&nbsp;&nbsp;Sempra | &nbsp;&nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2039 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 611 |
|  | &nbsp;&nbsp;&nbsp;Southern California Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.150% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1014 |
|  | &nbsp;&nbsp;&nbsp;Southern California Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.450% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 1033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1057 |
|  | &nbsp;&nbsp;&nbsp;Southern California Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.800% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 925 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 908 |
|  | &nbsp;&nbsp;&nbsp;Southern California Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.450% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 1671 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1680 |
|  | &nbsp;&nbsp;&nbsp;Southern California Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.350% | &nbsp;&nbsp;&nbsp;&nbsp;7/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 135 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 133 |
|  | &nbsp;&nbsp;&nbsp;Southern California Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.550% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2037 | &nbsp;&nbsp;&nbsp;&nbsp; 2250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2244 |
|  | &nbsp;&nbsp;&nbsp;Southern California Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp;6.050% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2039 | &nbsp;&nbsp;&nbsp;&nbsp; 55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 56 |
|  | &nbsp;&nbsp;&nbsp;Southern California Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2047 | &nbsp;&nbsp;&nbsp;&nbsp; 195 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 145 |
|  | &nbsp;&nbsp;&nbsp;Southern California Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp; 188 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 141 |
|  | &nbsp;&nbsp;&nbsp;Southern California Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 87 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 72 |
|  | &nbsp;&nbsp;&nbsp;Southern California Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.650% | &nbsp;&nbsp;&nbsp;&nbsp;2/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 155 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 107 |
|  | &nbsp;&nbsp;&nbsp;Southern California Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.700% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2053 | &nbsp;&nbsp;&nbsp;&nbsp; 429 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 396 |
|  | &nbsp;&nbsp;&nbsp;Southern California Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.875% | &nbsp;&nbsp;&nbsp;&nbsp;12/1/2053 | &nbsp;&nbsp;&nbsp;&nbsp; 309 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 293 |
|  | &nbsp;&nbsp;&nbsp;Southern California Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp;4/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 255 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 237 |
|  | &nbsp;&nbsp;&nbsp;Southern California Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.900% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 584 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 557 |
|  | &nbsp;&nbsp;&nbsp;Southern California Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp;6.200% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 910 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 905 |
|  | &nbsp;&nbsp;&nbsp;Southern California Gas Co. | &nbsp;&nbsp;&nbsp;&nbsp;6.350% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 264 |
|  | &nbsp;&nbsp;&nbsp;Southern Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.400% | &nbsp;&nbsp;&nbsp;&nbsp;7/1/2046 | &nbsp;&nbsp;&nbsp;&nbsp; 2250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1856 |
|  | &nbsp;&nbsp;&nbsp;Southern Co. Gas Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 165 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 171 |
|  | &nbsp;&nbsp;&nbsp;Southern Co. Gas Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.100% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 188 |
|  | &nbsp;&nbsp;&nbsp;Southern Co. Gas Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.950% | &nbsp;&nbsp;&nbsp;&nbsp;10/1/2046 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 152 |
|  | &nbsp;&nbsp;&nbsp;Southwest Gas Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.200% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 230 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 209 |
|  | &nbsp;&nbsp;&nbsp;Southwestern Electric Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.300% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 365 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 371 |
|  | &nbsp;&nbsp;&nbsp;Southwestern Electric Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.200% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 443 |
|  | &nbsp;&nbsp;&nbsp;Southwestern Electric Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;6.200% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 416 |
|  | &nbsp;&nbsp;&nbsp;Southwestern Electric Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.850% | &nbsp;&nbsp;&nbsp;&nbsp;2/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp; 160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 117 |
|  | &nbsp;&nbsp;&nbsp;Southwestern Electric Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.900% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2056 | &nbsp;&nbsp;&nbsp;&nbsp; 1265 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1230 |
|  | &nbsp;&nbsp;&nbsp;Southwestern Public Service Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.700% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp; 102 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 75 |
|  | &nbsp;&nbsp;&nbsp;Tampa Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.900% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 245 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 248 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Texas Electric Market Stabilization Funding N LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.966% | &nbsp;&nbsp;&nbsp;&nbsp;2/1/2044 | &nbsp;&nbsp;&nbsp;&nbsp; 1120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1075 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Texas Electric Market Stabilization Funding N LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.057% | &nbsp;&nbsp;&nbsp;&nbsp;8/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp; 535 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 509 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Texas Electric Market Stabilization Funding N LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.167% | &nbsp;&nbsp;&nbsp;&nbsp;2/1/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 469 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Trans-Allegheny Interstate Line Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 455 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 462 |
|  | &nbsp;&nbsp;&nbsp;Tucson Electric Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;4/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp; 210 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 197 |
|  | &nbsp;&nbsp;&nbsp;Tucson Electric Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.900% | &nbsp;&nbsp;&nbsp;&nbsp;4/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 215 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 214 |
|  | &nbsp;&nbsp;&nbsp;Union Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp; 423 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 327 |
|  | &nbsp;&nbsp;&nbsp;Union Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.450% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 237 |
|  | &nbsp;&nbsp;&nbsp;Virginia Electric & Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.150% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 215 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 215 |
|  | &nbsp;&nbsp;&nbsp;Virginia Electric & Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.900% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 520 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 509 |
|  | &nbsp;&nbsp;&nbsp;Virginia Electric & Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.600% | &nbsp;&nbsp;&nbsp;&nbsp;12/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 125 |
|  | &nbsp;&nbsp;&nbsp;Virginia Electric & Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.450% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2053 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 374 |
|  | &nbsp;&nbsp;&nbsp;Virginia Electric & Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.550% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 378 |
|  | &nbsp;&nbsp;&nbsp;Virginia Electric & Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.650% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 465 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 447 |
|  | &nbsp;&nbsp;&nbsp;Virginia Electric & Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.600% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 1780 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1695 |
|  | &nbsp;&nbsp;&nbsp;Wisconsin Electric Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.700% | &nbsp;&nbsp;&nbsp;&nbsp;12/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 690 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 725 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **131940** |
| **Total Corporate Bonds (Cost $861,785)** | **Total Corporate Bonds (Cost $861,785)** | **Total Corporate Bonds (Cost $861,785)** | **Total Corporate Bonds (Cost $861,785)** | **Total Corporate Bonds (Cost $861,785)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**819994** |
| **Sovereign Bonds (0.3%)** | **Sovereign Bonds (0.3%)** | **Sovereign Bonds (0.3%)** | **Sovereign Bonds (0.3%)** | **Sovereign Bonds (0.3%)** | **Sovereign Bonds (0.3%)** |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Government of Bermuda | &nbsp;&nbsp;&nbsp;&nbsp;2.375% | &nbsp;&nbsp;&nbsp;&nbsp;8/20/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 361 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Government of Bermuda | &nbsp;&nbsp;&nbsp;&nbsp;3.375% | &nbsp;&nbsp;&nbsp;&nbsp;8/20/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 136 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Kingdom of Saudi Arabia | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp;1/12/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 1750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1723 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Kingdom of Saudi Arabia | &nbsp;&nbsp;&nbsp;&nbsp;5.375% | &nbsp;&nbsp;&nbsp;&nbsp;1/13/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 205 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 209 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;OMERS Finance Trust | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;4/20/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 560 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 560 |
|  | &nbsp;&nbsp;&nbsp;Republic of Chile | &nbsp;&nbsp;&nbsp;&nbsp;2.550% | &nbsp;&nbsp;&nbsp;&nbsp;7/27/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 1085 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 925 |
|  | &nbsp;&nbsp;&nbsp;Republic of Chile | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;1/31/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 545 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 492 |
|  | &nbsp;&nbsp;&nbsp;Republic of Chile | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;4/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp; 575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 403 |
|  | &nbsp;&nbsp;&nbsp;State of Israel | &nbsp;&nbsp;&nbsp;&nbsp;5.375% | &nbsp;&nbsp;&nbsp;&nbsp;3/12/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 1110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1125 |
|  | &nbsp;&nbsp;&nbsp;State of Israel | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;1/13/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 1515 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1484 |
|  | &nbsp;&nbsp;&nbsp;State of Israel | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;3/12/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 580 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 587 |
|  | &nbsp;&nbsp;&nbsp;State of Israel | &nbsp;&nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp;3/12/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 256 |
|  | &nbsp;&nbsp;&nbsp;United Mexican States | &nbsp;&nbsp;&nbsp;&nbsp;5.625% | &nbsp;&nbsp;&nbsp;&nbsp;2/9/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 975 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 955 |
|  | &nbsp;&nbsp;&nbsp;United Mexican States | &nbsp;&nbsp;&nbsp;&nbsp;6.125% | &nbsp;&nbsp;&nbsp;&nbsp;2/9/2038 | &nbsp;&nbsp;&nbsp;&nbsp; 1150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1123 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | &nbsp;&nbsp;&nbsp;United Mexican States | &nbsp;&nbsp;&nbsp;&nbsp;6.338% | &nbsp;&nbsp;&nbsp;&nbsp;5/4/2053 | &nbsp;&nbsp;&nbsp;&nbsp; 364 | &nbsp;&nbsp; 338 |
|  | &nbsp;&nbsp;&nbsp;United Mexican States | &nbsp;&nbsp;&nbsp;&nbsp;6.400% | &nbsp;&nbsp;&nbsp;&nbsp;5/7/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 533 | &nbsp;&nbsp; 497 |
|  | &nbsp;&nbsp;&nbsp;United Mexican States | &nbsp;&nbsp;&nbsp;&nbsp;6.750% | &nbsp;&nbsp;&nbsp;&nbsp;2/9/2056 | &nbsp;&nbsp;&nbsp;&nbsp; 795 | &nbsp;&nbsp; 769 |
| **Total Sovereign Bonds (Cost $12,565)** | **Total Sovereign Bonds (Cost $12,565)** | **Total Sovereign Bonds (Cost $12,565)** | **Total Sovereign Bonds (Cost $12,565)** | **Total Sovereign Bonds (Cost $12,565)** | &nbsp;&nbsp;&nbsp;&nbsp;**11943** |
| **Taxable Municipal Bonds (1.4%)** | **Taxable Municipal Bonds (1.4%)** | **Taxable Municipal Bonds (1.4%)** | **Taxable Municipal Bonds (1.4%)** | **Taxable Municipal Bonds (1.4%)** | **Taxable Municipal Bonds (1.4%)** |
|  | &nbsp;&nbsp;&nbsp;Alabama Federal Aid Highway Finance Authority Government Fund/Grant Revenue | &nbsp;&nbsp;&nbsp;&nbsp;2.650% | &nbsp;&nbsp;&nbsp;&nbsp;9/1/2037 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 41 |
|  | &nbsp;&nbsp;&nbsp;Bay Area Toll Authority Highway Revenue | &nbsp;&nbsp;&nbsp;&nbsp;6.263% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 60 | &nbsp;&nbsp; 63 |
|  | &nbsp;&nbsp;&nbsp;Bay Area Toll Authority Highway Revenue | &nbsp;&nbsp;&nbsp;&nbsp;7.043% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 614 | &nbsp;&nbsp; 691 |
|  | &nbsp;&nbsp;&nbsp;Broward County FL Airport System Port, Airport & Marina Revenue | &nbsp;&nbsp;&nbsp;&nbsp;3.477% | &nbsp;&nbsp;&nbsp;&nbsp;10/1/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 252 |
|  | &nbsp;&nbsp;&nbsp;California GO | &nbsp;&nbsp;&nbsp;&nbsp;7.500% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 155 | &nbsp;&nbsp; 178 |
|  | &nbsp;&nbsp;&nbsp;California GO | &nbsp;&nbsp;&nbsp;&nbsp;7.550% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2039 | &nbsp;&nbsp;&nbsp;&nbsp; 375 | &nbsp;&nbsp; 445 |
|  | &nbsp;&nbsp;&nbsp;California GO | &nbsp;&nbsp;&nbsp;&nbsp;7.300% | &nbsp;&nbsp;&nbsp;&nbsp;10/1/2039 | &nbsp;&nbsp;&nbsp;&nbsp; 1400 | &nbsp;&nbsp; 1608 |
|  | &nbsp;&nbsp;&nbsp;California GO | &nbsp;&nbsp;&nbsp;&nbsp;5.875% | &nbsp;&nbsp;&nbsp;&nbsp;10/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 885 | &nbsp;&nbsp; 926 |
|  | &nbsp;&nbsp;&nbsp;California Health Facilities Financing Authority Intergovernmental Agreement Revenue | &nbsp;&nbsp;&nbsp;&nbsp;4.190% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2037 | &nbsp;&nbsp;&nbsp;&nbsp; 120 | &nbsp;&nbsp; 112 |
|  | &nbsp;&nbsp;&nbsp;California State University College & University Revenue | &nbsp;&nbsp;&nbsp;&nbsp;2.719% | &nbsp;&nbsp;&nbsp;&nbsp;11/1/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 227 |
|  | &nbsp;&nbsp;&nbsp;California State University College & University Revenue | &nbsp;&nbsp;&nbsp;&nbsp;2.939% | &nbsp;&nbsp;&nbsp;&nbsp;11/1/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 445 | &nbsp;&nbsp; 301 |
|  | &nbsp;&nbsp;&nbsp;Chicago Transit Authority Sales & Transfer Tax Receipts Sales Tax Revenue | &nbsp;&nbsp;&nbsp;&nbsp;6.899% | &nbsp;&nbsp;&nbsp;&nbsp;12/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 1565 | &nbsp;&nbsp; 1748 |
|  | &nbsp;&nbsp;&nbsp;Chicago Transit Authority Sales & Transfer Tax Receipts Sales Tax Revenue | &nbsp;&nbsp;&nbsp;&nbsp;6.899% | &nbsp;&nbsp;&nbsp;&nbsp;12/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 724 | &nbsp;&nbsp; 808 |
|  | &nbsp;&nbsp;&nbsp;Commonwealth of Massachusetts Special Obligation Revenue | &nbsp;&nbsp;&nbsp;&nbsp;4.110% | &nbsp;&nbsp;&nbsp;&nbsp;7/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 99 | &nbsp;&nbsp; 98 |
|  | &nbsp;&nbsp;&nbsp;Dallas Fort Worth International Airport Port, Airport & Marina Revenue | &nbsp;&nbsp;&nbsp;&nbsp;3.089% | &nbsp;&nbsp;&nbsp;&nbsp;11/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 220 | &nbsp;&nbsp; 177 |
|  | &nbsp;&nbsp;&nbsp;Dallas Fort Worth International Airport Port, Airport & Marina Revenue | &nbsp;&nbsp;&nbsp;&nbsp;2.843% | &nbsp;&nbsp;&nbsp;&nbsp;11/1/2046 | &nbsp;&nbsp;&nbsp;&nbsp; 515 | &nbsp;&nbsp; 369 |
|  | &nbsp;&nbsp;&nbsp;Dallas Fort Worth International Airport Port, Airport & Marina Revenue | &nbsp;&nbsp;&nbsp;&nbsp;4.087% | &nbsp;&nbsp;&nbsp;&nbsp;11/1/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 61 |
|  | &nbsp;&nbsp;&nbsp;Dallas Fort Worth International Airport Port, Airport & Marina Revenue | &nbsp;&nbsp;&nbsp;&nbsp;4.507% | &nbsp;&nbsp;&nbsp;&nbsp;11/1/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 205 | &nbsp;&nbsp; 174 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Foothill-Eastern Transportation Corridor Agency Highway Revenue | &nbsp;&nbsp;&nbsp;&nbsp;3.924% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp; 345 | &nbsp;&nbsp; 270 |
|  | &nbsp;&nbsp;&nbsp;Georgia Municipal Electric Authority Electric Power & Light Revenue | &nbsp;&nbsp;&nbsp;&nbsp;6.637% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2057 | &nbsp;&nbsp;&nbsp;&nbsp; 1925 | &nbsp;&nbsp; 2064 |
|  | &nbsp;&nbsp;&nbsp;Golden State Tobacco Securitization Corp. Tobacco Settlement Funded Revenue | &nbsp;&nbsp;&nbsp;&nbsp;2.746% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 44 |
|  | &nbsp;&nbsp;&nbsp;Golden State Tobacco Securitization Corp. Tobacco Settlement Funded Revenue | &nbsp;&nbsp;&nbsp;&nbsp;3.293% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 35 | &nbsp;&nbsp; 27 |
|  | &nbsp;&nbsp;&nbsp;Golden State Tobacco Securitization Corp. Tobacco Settlement Funded Revenue | &nbsp;&nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2046 | &nbsp;&nbsp;&nbsp;&nbsp; 205 | &nbsp;&nbsp; 187 |
|  | &nbsp;&nbsp;&nbsp;Grand Parkway Transportation Corp. Highway Revenue | &nbsp;&nbsp;&nbsp;&nbsp;5.184% | &nbsp;&nbsp;&nbsp;&nbsp;10/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 140 | &nbsp;&nbsp; 141 |
|  | &nbsp;&nbsp;&nbsp;Grand Parkway Transportation Corp. Highway Revenue | &nbsp;&nbsp;&nbsp;&nbsp;3.236% | &nbsp;&nbsp;&nbsp;&nbsp;10/1/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 930 | &nbsp;&nbsp; 647 |
|  | &nbsp;&nbsp;&nbsp;Houston TX GO | &nbsp;&nbsp;&nbsp;&nbsp;6.290% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 230 | &nbsp;&nbsp; 244 |
|  | &nbsp;&nbsp;&nbsp;Illinois GO | &nbsp;&nbsp;&nbsp;&nbsp;5.100% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 10065 | &nbsp;&nbsp; 10252 |
|  | &nbsp;&nbsp;&nbsp;Illinois State Toll Highway Authority Highway Revenue | &nbsp;&nbsp;&nbsp;&nbsp;6.184% | &nbsp;&nbsp;&nbsp;&nbsp;1/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 750 | &nbsp;&nbsp; 797 |
|  | &nbsp;&nbsp;&nbsp;JobsOhio Beverage System Miscellaneous Revenue | &nbsp;&nbsp;&nbsp;&nbsp;2.833% | &nbsp;&nbsp;&nbsp;&nbsp;1/1/2038 | &nbsp;&nbsp;&nbsp;&nbsp; 5 | &nbsp;&nbsp; 4 |
|  | &nbsp;&nbsp;&nbsp;JobsOhio Beverage System Miscellaneous Revenue, ETM | &nbsp;&nbsp;&nbsp;&nbsp;2.833% | &nbsp;&nbsp;&nbsp;&nbsp;1/1/2038 | &nbsp;&nbsp;&nbsp;&nbsp; 155 | &nbsp;&nbsp; 131 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;Kansas Development Finance Authority Appropriations Revenue | &nbsp;&nbsp;&nbsp;&nbsp;2.774% | &nbsp;&nbsp;&nbsp;&nbsp;5/1/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 390 | &nbsp;&nbsp; 271 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Kansas Development Finance Authority Lease (Appropriation) Revenue | &nbsp;&nbsp;&nbsp;&nbsp;5.501% | &nbsp;&nbsp;&nbsp;&nbsp;5/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 2000 | &nbsp;&nbsp; 2075 |
|  | &nbsp;&nbsp;&nbsp;Louisiana Local Government Environmental Facilities & Community Development Authority Intergovernmental Agreement Revenue (Louisiana Utilities Restoration Corp. Project) | &nbsp;&nbsp;&nbsp;&nbsp;5.198% | &nbsp;&nbsp;&nbsp;&nbsp;12/1/2039 | &nbsp;&nbsp;&nbsp;&nbsp; 670 | &nbsp;&nbsp; 681 |
|  | &nbsp;&nbsp;&nbsp;Maryland Economic Development Corp. Intergovernmental Agreement Revenue | &nbsp;&nbsp;&nbsp;&nbsp;5.433% | &nbsp;&nbsp;&nbsp;&nbsp;5/31/2056 | &nbsp;&nbsp;&nbsp;&nbsp; 385 | &nbsp;&nbsp; 374 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts School Building Authority Sales Tax Revenue | &nbsp;&nbsp;&nbsp;&nbsp;5.715% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2039 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 1032 |
|  | &nbsp;&nbsp;&nbsp;Metropolitan Transportation Authority Dedicated Tax Fund Miscellaneous Taxes Revenue | &nbsp;&nbsp;&nbsp;&nbsp;7.336% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2039 | &nbsp;&nbsp;&nbsp;&nbsp; 285 | &nbsp;&nbsp; 330 |
|  | &nbsp;&nbsp;&nbsp;Metropolitan Transportation Authority Transit Revenue | &nbsp;&nbsp;&nbsp;&nbsp;6.814% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 390 | &nbsp;&nbsp; 426 |
|  | &nbsp;&nbsp;&nbsp;Metropolitan Transportation Authority Transit Revenue | &nbsp;&nbsp;&nbsp;&nbsp;5.175% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 70 | &nbsp;&nbsp; 65 |
|  | &nbsp;&nbsp;&nbsp;Michigan Finance Authority Health, Hospital, Nursing Home Revenue | &nbsp;&nbsp;&nbsp;&nbsp;3.084% | &nbsp;&nbsp;&nbsp;&nbsp;12/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 295 | &nbsp;&nbsp; 267 |
|  | &nbsp;&nbsp;&nbsp;New Jersey Rutgers State University College & University Revenue | &nbsp;&nbsp;&nbsp;&nbsp;3.270% | &nbsp;&nbsp;&nbsp;&nbsp;5/1/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 223 |
|  | &nbsp;&nbsp;&nbsp;New Jersey Turnpike Authority Highway Revenue | &nbsp;&nbsp;&nbsp;&nbsp;7.414% | &nbsp;&nbsp;&nbsp;&nbsp;1/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 410 | &nbsp;&nbsp; 485 |
|  | &nbsp;&nbsp;&nbsp;New York NY GO | &nbsp;&nbsp;&nbsp;&nbsp;4.610% | &nbsp;&nbsp;&nbsp;&nbsp;9/1/2037 | &nbsp;&nbsp;&nbsp;&nbsp; 920 | &nbsp;&nbsp; 896 |
|  | &nbsp;&nbsp;&nbsp;New York NY GO | &nbsp;&nbsp;&nbsp;&nbsp;5.094% | &nbsp;&nbsp;&nbsp;&nbsp;10/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 595 | &nbsp;&nbsp; 556 |
|  | &nbsp;&nbsp;&nbsp;New York NY GO | &nbsp;&nbsp;&nbsp;&nbsp;5.114% | &nbsp;&nbsp;&nbsp;&nbsp;10/1/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 280 | &nbsp;&nbsp; 256 |
|  | &nbsp;&nbsp;&nbsp;New York NY GO | &nbsp;&nbsp;&nbsp;&nbsp;5.935% | &nbsp;&nbsp;&nbsp;&nbsp;2/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 155 | &nbsp;&nbsp; 159 |
|  | &nbsp;&nbsp;&nbsp;North Texas Tollway Authority Highway Revenue | &nbsp;&nbsp;&nbsp;&nbsp;6.718% | &nbsp;&nbsp;&nbsp;&nbsp;1/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 465 | &nbsp;&nbsp; 507 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Oregon School Boards Association GO | &nbsp;&nbsp;&nbsp;&nbsp;5.528% | &nbsp;&nbsp;&nbsp;&nbsp;6/30/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1044 | &nbsp;&nbsp; 1059 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;Oregon State University College & University Revenue | &nbsp;&nbsp;&nbsp;&nbsp;3.424% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2060 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 697 |
| <sup>9</sup> | &nbsp;&nbsp;&nbsp;Philadelphia Authority for Industrial Development Miscellaneous Revenue | &nbsp;&nbsp;&nbsp;&nbsp;6.550% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1945 | &nbsp;&nbsp; 2053 |
|  | &nbsp;&nbsp;&nbsp;Port Authority of New York & New Jersey Port, Airport & Marina Revenue | &nbsp;&nbsp;&nbsp;&nbsp;5.072% | &nbsp;&nbsp;&nbsp;&nbsp;7/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp; 1035 | &nbsp;&nbsp; 987 |
|  | &nbsp;&nbsp;&nbsp;Port Authority of New York & New Jersey Port, Airport & Marina Revenue | &nbsp;&nbsp;&nbsp;&nbsp;3.175% | &nbsp;&nbsp;&nbsp;&nbsp;7/15/2060 | &nbsp;&nbsp;&nbsp;&nbsp; 485 | &nbsp;&nbsp; 313 |
|  | &nbsp;&nbsp;&nbsp;Port Authority of New York & New Jersey Port, Airport & Marina Revenue | &nbsp;&nbsp;&nbsp;&nbsp;4.458% | &nbsp;&nbsp;&nbsp;&nbsp;10/1/2062 | &nbsp;&nbsp;&nbsp;&nbsp; 1175 | &nbsp;&nbsp; 985 |
|  | &nbsp;&nbsp;&nbsp;Port Authority of New York & New Jersey Port, Airport & Marina Revenue | &nbsp;&nbsp;&nbsp;&nbsp;4.810% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2065 | &nbsp;&nbsp;&nbsp;&nbsp; 640 | &nbsp;&nbsp; 573 |
|  | &nbsp;&nbsp;&nbsp;Riverside CA General Fund Revenue | &nbsp;&nbsp;&nbsp;&nbsp;3.857% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 475 | &nbsp;&nbsp; 416 |
|  | &nbsp;&nbsp;&nbsp;Riverside County CA Appropriations Revenue | &nbsp;&nbsp;&nbsp;&nbsp;3.818% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2038 | &nbsp;&nbsp;&nbsp;&nbsp; 290 | &nbsp;&nbsp; 274 |
|  | &nbsp;&nbsp;&nbsp;Sales Tax Securitization Corp. Intergovernmental Agreement Revenue | &nbsp;&nbsp;&nbsp;&nbsp;3.238% | &nbsp;&nbsp;&nbsp;&nbsp;1/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 816 |
|  | &nbsp;&nbsp;&nbsp;San Antonio TX Electric & Gas Systems Electric Power & Light Revenue | &nbsp;&nbsp;&nbsp;&nbsp;5.469% | &nbsp;&nbsp;&nbsp;&nbsp;2/1/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 475 | &nbsp;&nbsp; 476 |
|  | &nbsp;&nbsp;&nbsp;San Antonio TX Electric & Gas Systems Electric Power & Light Revenue | &nbsp;&nbsp;&nbsp;&nbsp;5.569% | &nbsp;&nbsp;&nbsp;&nbsp;2/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 1050 | &nbsp;&nbsp; 1048 |
|  | &nbsp;&nbsp;&nbsp;State Board of Administration Finance Corp. Miscellaneous Revenue | &nbsp;&nbsp;&nbsp;&nbsp;1.705% | &nbsp;&nbsp;&nbsp;&nbsp;7/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 925 | &nbsp;&nbsp; 900 |
|  | &nbsp;&nbsp;&nbsp;Texas Natural Gas Securitization Finance Corp. Natural Gas Revenue | &nbsp;&nbsp;&nbsp;&nbsp;5.169% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 330 | &nbsp;&nbsp; 334 |
|  | &nbsp;&nbsp;&nbsp;University of California College & University Revenue | &nbsp;&nbsp;&nbsp;&nbsp;1.316% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 215 | &nbsp;&nbsp; 209 |
|  | &nbsp;&nbsp;&nbsp;University of California College & University Revenue | &nbsp;&nbsp;&nbsp;&nbsp;1.614% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 645 | &nbsp;&nbsp; 585 |
|  | &nbsp;&nbsp;&nbsp;University of California College & University Revenue | &nbsp;&nbsp;&nbsp;&nbsp;3.931% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 570 | &nbsp;&nbsp; 524 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | &nbsp;&nbsp;&nbsp;University of California Regents Medical Center Pooled Health, Hospital, Nursing Home Revenue | &nbsp;&nbsp;&nbsp;&nbsp;4.132% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 465 | &nbsp;&nbsp; 458 |
|  | &nbsp;&nbsp;&nbsp;University of California Regents Medical Center Pooled Health, Hospital, Nursing Home Revenue | &nbsp;&nbsp;&nbsp;&nbsp;6.548% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp; 80 | &nbsp;&nbsp; 85 |
|  | &nbsp;&nbsp;&nbsp;University of California Regents Medical Center Pooled Health, Hospital, Nursing Home Revenue | &nbsp;&nbsp;&nbsp;&nbsp;6.583% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 695 | &nbsp;&nbsp; 738 |
|  | &nbsp;&nbsp;&nbsp;University of California Regents Medical Center Pooled Health, Hospital, Nursing Home Revenue | &nbsp;&nbsp;&nbsp;&nbsp;3.006% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp; 295 |
|  | &nbsp;&nbsp;&nbsp;University of California Regents Medical Center Pooled Health, Hospital, Nursing Home Revenue | &nbsp;&nbsp;&nbsp;&nbsp;4.563% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp; 1350 | &nbsp;&nbsp; 1149 |
|  | &nbsp;&nbsp;&nbsp;University of California Regents Medical Center Pooled Health, Hospital, Nursing Home Revenue | &nbsp;&nbsp;&nbsp;&nbsp;3.256% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2060 | &nbsp;&nbsp;&nbsp;&nbsp; 780 | &nbsp;&nbsp; 495 |
|  | &nbsp;&nbsp;&nbsp;University of Michigan College & University Revenue | &nbsp;&nbsp;&nbsp;&nbsp;2.562% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 997 | &nbsp;&nbsp; 612 |
|  | &nbsp;&nbsp;&nbsp;University of Michigan College & University Revenue | &nbsp;&nbsp;&nbsp;&nbsp;3.504% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 210 | &nbsp;&nbsp; 152 |
|  | &nbsp;&nbsp;&nbsp;University of Minnesota College & University Revenue | &nbsp;&nbsp;&nbsp;&nbsp;4.048% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 775 | &nbsp;&nbsp; 620 |
| **Total Taxable Municipal Bonds (Cost $52,578)** | **Total Taxable Municipal Bonds (Cost $52,578)** | **Total Taxable Municipal Bonds (Cost $52,578)** | **Total Taxable Municipal Bonds (Cost $52,578)** | **Total Taxable Municipal Bonds (Cost $52,578)** | &nbsp;&nbsp;&nbsp;&nbsp;**48543** |
|  |  |  |  | &nbsp;&nbsp;Shares |  |
| **Temporary Cash Investments (0.7%)** | **Temporary Cash Investments (0.7%)** | **Temporary Cash Investments (0.7%)** | **Temporary Cash Investments (0.7%)** | **Temporary Cash Investments (0.7%)** | **Temporary Cash Investments (0.7%)** |
| **Money Market Fund (0.0%)** | **Money Market Fund (0.0%)** | **Money Market Fund (0.0%)** | **Money Market Fund (0.0%)** | **Money Market Fund (0.0%)** | **Money Market Fund (0.0%)** |
| <sup>10</sup> | &nbsp;&nbsp;&nbsp;Vanguard Market Liquidity Fund | &nbsp;&nbsp;&nbsp;&nbsp;3.687% |  | &nbsp;&nbsp;&nbsp;&nbsp; 116 | &nbsp;&nbsp; 12 |
|  |  |  |  | &nbsp;&nbsp;Face<br> Amount<br> ($000) |  |
| **Repurchase Agreement (0.7%)** | **Repurchase Agreement (0.7%)** | **Repurchase Agreement (0.7%)** | **Repurchase Agreement (0.7%)** | **Repurchase Agreement (0.7%)** | **Repurchase Agreement (0.7%)** |
|  | &nbsp;&nbsp;&nbsp;HSBC Bank USA<br> (Dated 3/31/2026, Repurchase Value $23,302, collateralized by U.S. Treasury Obligations 2.125%–2.375%, 2/15/2041–2/15/2056, with a value of $23,766) | &nbsp;&nbsp;&nbsp;&nbsp;3.660% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 23300 | &nbsp;&nbsp; 23300 |
| **Total Temporary Cash Investments (Cost $23,312)** | **Total Temporary Cash Investments (Cost $23,312)** | **Total Temporary Cash Investments (Cost $23,312)** | **Total Temporary Cash Investments (Cost $23,312)** | **Total Temporary Cash Investments (Cost $23,312)** | &nbsp;&nbsp;&nbsp;&nbsp;**23312** |
| **Total Investments (99.3%) (Cost $3,261,533)** | **Total Investments (99.3%) (Cost $3,261,533)** | **Total Investments (99.3%) (Cost $3,261,533)** | **Total Investments (99.3%) (Cost $3,261,533)** | **Total Investments (99.3%) (Cost $3,261,533)** | **3600754** |
| **Other Assets and Liabilities—Net (0.7%)** | **Other Assets and Liabilities—Net (0.7%)** | **Other Assets and Liabilities—Net (0.7%)** | **Other Assets and Liabilities—Net (0.7%)** | **Other Assets and Liabilities—Net (0.7%)** | &nbsp;&nbsp;&nbsp;&nbsp;**26310** |
| **Net Assets (100%)** | **Net Assets (100%)** | **Net Assets (100%)** | **Net Assets (100%)** | **Net Assets (100%)** | **3627064** |
| Cost is in $000. | Cost is in $000. | Cost is in $000. | Cost is in $000. | Cost is in $000. | Cost is in $000. |

---

---

| | |
|:---|:---|
| \* | Non-income-producing security. |
| 1 | Securities with a value of $206 have been segregated as initial margin for open futures contracts. |
| 2 | The average or expected maturity is shorter than the final maturity shown because of the possibility of interim principal payments and prepayments or the possibility of the issue being called. |
| 3 | The issuer was placed under federal conservatorship in September 2008; since that time, its daily operations have been managed by the Federal Housing Finance Agency and it receives capital from the U.S. Treasury, as needed to maintain a positive net worth, in exchange for senior preferred stock. |
| 4 | Security exempt from registration under Rule 144A of the Securities Act of 1933. Such securities may be sold in transactions exempt from registration, normally to qualified institutional buyers. At March 31, 2026, the aggregate value was $219,006, representing 6.0% of net assets. |
| 5 | Variable-rate security; rate shown is effective rate at period end. Certain variable-rate securities are not based on a published reference rate and spread but are determined by the issuer or agent based on current market conditions. |
| 6 | Includes securities purchased on a when-issued or delayed-delivery basis for which the portfolio has not taken delivery as of March 31, 2026. |
| 7 | Scheduled principal and interest payments are guaranteed by Assured Guaranty Inc. |
| 8 | Scheduled principal and interest payments are guaranteed by Build America Mutual Assurance Co. |
| 9 | Scheduled principal and interest payments are guaranteed by National Public Finance Guarantee Corp. |
| 10 | Affiliated money market fund available only to Vanguard funds and certain trusts and accounts managed by Vanguard. Rate shown is the 7-day yield. |
|  | ADR—American Depositary Receipt. |
|  | DAC—Designated Activity Company. |
|  | ETM—Escrowed to Maturity. |
|  | GO—General Obligation Bond. |
|  | REIT—Real Estate Investment Trust. |
|  | REMICS—Real Estate Mortgage Investment Conduits. |
|  | SOFR30A—30 Day Average Secured Overnight Financing Rate. |
|  | UMBS—Uniform Mortgage-Backed Securities. |

---

------

#### 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 |  |  |  |  |
| 10-Year U.S. Treasury Note | June 2026 | 99 | 10994 | &nbsp;&nbsp;20 |

---

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| Over-the-Counter Total Return Swaps | Over-the-Counter Total Return Swaps | Over-the-Counter Total Return Swaps | Over-the-Counter Total Return Swaps | Over-the-Counter Total Return Swaps | Over-the-Counter Total Return Swaps | Over-the-Counter Total Return Swaps |
| Reference Entity | Termination<br> Date | &nbsp;&nbsp;&nbsp;Counterparty | &nbsp;&nbsp;&nbsp;Notional<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;Floating<br> Interest Rate<br> Received<br> (Paid)<sup>1</sup><br> (%) | &nbsp;&nbsp;&nbsp;Value and<br> Unrealized<br> Appreciation<br> ($000) | &nbsp;&nbsp;&nbsp;Value and<br> Unrealized<br> (Depreciation)<br> ($000) |
| Goldman Sachs Group Inc. | 5/5/2028 | &nbsp;&nbsp;&nbsp;JPMC | &nbsp;&nbsp;&nbsp;11259 | &nbsp;&nbsp;&nbsp;(3.893) | &nbsp;&nbsp;&nbsp;184 | &nbsp;&nbsp;&nbsp;— |

---

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

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

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

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

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

Futures contracts are valued at their quoted daily settlement prices. Fluctuations in the value of the contracts are recorded as an asset (liability). The portfolio had no open futures contracts at March 31, 2026.

**E.** Swap Contracts: The portfolio has entered into equity swap contracts to earn the total return on selected reference stocks or indexes in the portfolio's target index. Under the terms of the swaps, the
portfolio receives the total return on the referenced stock (i.e., receiving the increase or paying the decrease in value of the selected reference stock and receiving the equivalent of any dividends in respect of the
selected referenced

------

stock) over a specified period of time, applied to a notional amount that represents the value of a designated number of shares of the selected reference stock at the beginning of the equity swap contract. The portfolio also pays a floating rate that is based on short-term interest rates, applied to the notional amount. At the same time, the portfolio generally invests an amount approximating the notional amount of the swap in high-quality temporary cash investments.

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

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

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

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

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

The following table summarizes the market value of the portfolio's investments and derivatives as of March 31, 2026, based on the inputs used to value them:

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | Level 1<br> ($000) | &nbsp;&nbsp;&nbsp;Level 2<br> ($000) | &nbsp;&nbsp;&nbsp;Level 3<br> ($000) | &nbsp;&nbsp;&nbsp;Total<br> ($000) |
| **Investments** |  |  |  |  |
| Assets |  |  |  |  |
| Common Stocks | 2237466 | &nbsp;&nbsp;&nbsp;&nbsp;116168 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;2353634 |
| U.S. Government and Agency Obligations | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;316698 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;316698 |
| 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;26630 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26630 |
| Corporate Bonds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;819994 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;819994 |
| Sovereign Bonds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11943 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11943 |
| Taxable Municipal Bonds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48543 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48543 |
| Temporary Cash Investments | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23300 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23312 |
| Total | 2237478 | &nbsp;&nbsp;&nbsp;1363276 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;3600754 |
| **Derivative Financial Instruments** |  |  |  |  |
| Assets |  |  |  |  |
| Futures Contracts<sup>1</sup> | 20 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;20 |
| Swap Contracts | &nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;184 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;184 |
| Total | 20 | &nbsp;&nbsp;&nbsp;184 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;204 |

---

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 VARIABLE INSURANCE FUNDS

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

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

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

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

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

  - **City:** Malvern

  - **State:** PA

  - **Foreign country:** US

  - **Zip / Postal Code:** 19355

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

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

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

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

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

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

- **a. Date of fiscal year-end:** 2026-12-31

- **b. Date as of which information is reported:** 2026-03-31

**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:** $3632035248.45

**Total Liabilities:** $5939262.94

**Net Assets:** $3626095985.51

**Cash Not Reported:** $391423.12

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -1311.17694289 | **1-Year:** -46260.29132306 | **5-Year:** -162646.90366998 | **10-Year:** -265109.83832616 | **30-Year:** -162627.76065204

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

- **3-Month:** -3.78709018 | **1-Year:** -108.68298288 | **5-Year:** -516.37772432 | **10-Year:** -1665.84586290 | **30-Year:** -394.22640960

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000012146 | 0.79%                | -0.04%               | -4.02%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $32559979.91             | $-18552278.19                              |
| Month 2  | $1563801.29              | $-6487891.75                               |
| Month 3  | $36445661.71             | $-195125840.35                             |

### Schedule of Portfolio Investments

| Name                                                                             | Title                                            | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Banque Federative du Credit Mutuel SA                                            | BANQ FED CRD MUT                                 | CUSIP: 06675DCN0<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |   1244000 | PA      | $1277572.23   | 0.04%             | 2030-01-22      | Fixed         | 5.54%                 | Yes           |                  2 | On Loan: No      |
| Greensaif Pipelines Bidco Sarl                                                   | GREENSAIF PIPELI                                 | CUSIP: 39541EAA1<br>LEI: 549300YWDGUXPB8GRP47 | Long             | DBT              | CORP              | LU        |    594000 | PA      | $601387.69    | 0.02%             | 2038-02-23      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | DUKE ENERGY CAR                                  | CUSIP: 26442CAA2<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    493000 | PA      | $520579.70    | 0.01%             | 2037-06-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| North Texas Tollway Authority                                                    | N TX HWY-TXB-B                                   | CUSIP: 66285WFB7<br>LEI: PQGZGRE0F2WPMYQQ1B78 | Long             | DBT              | MUN               | US        |    465000 | PA      | $507476.82    | 0.01%             | 2049-01-01      | Fixed         | 6.72%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                           | COMMONWEALTH EDI                                 | CUSIP: 202795JV3<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    115000 | PA      | $84578.15     | 0.00%             | 2052-03-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| VSP Optical Group Inc                                                            | VSP OPTICAL GROU                                 | CUSIP: 91836LAA0<br>LEI: 549300PHX8USLM2BT742 | Long             | DBT              | CORP              | US        |    165000 | PA      | $161663.96    | 0.00%             | 2035-12-01      | Fixed         | 5.45%                 | Yes           |                  2 | On Loan: No      |
| BlackRock Funding Inc/DE                                                         | BLACKROCK INC                                    | CUSIP: 09247XAS0<br>LEI: 529900VBK42Y5HHRMD23 | Long             | DBT              | CORP              | US        |    605000 | PA      | $528911.26    | 0.01%             | 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        |    210000 | PA      | $140435.22    | 0.00%             | 2050-01-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                  | CUSIP: 91282CPL9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3216000 | PA      | $3192633.73   | 0.09%             | 2027-11-30      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                                    | CUSIP: 209111FQ1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |   1353000 | PA      | $1079183.89   | 0.03%             | 2058-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Brighthouse Financial Global Funding                                             | BRIGHTHS FIN GLB                                 | CUSIP: 10921U2L1<br>LEI: 549300BLFX3KJ2IFOA78 | Long             | DBT              | CORP              | US        |   1186000 | PA      | $1195521.54   | 0.03%             | 2029-06-10      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| Providence St Joseph Health Obligated Group                                      | ST JOSEPH HLTH                                   | CUSIP: 743756AE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    325000 | PA      | $248212.79    | 0.01%             | 2048-10-01      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                                    | CUSIP: 172967NF4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    560000 | PA      | $399376.82    | 0.01%             | 2042-11-03      | Variable      | 2.90%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP                                 | CUSIP: 06051GKW8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     85000 | PA      | $85533.62     | 0.00%             | 2028-07-22      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                         | FLORIDA POWER &                                  | CUSIP: 341081GM3<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    535000 | PA      | $502853.66    | 0.01%             | 2053-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                              | DOMINION ENERGY                                  | CUSIP: 25746UDG1<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    298000 | PA      | $284808.61    | 0.01%             | 2030-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANSFER                                  | CUSIP: 29273RBL2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    155000 | PA      | $136808.66    | 0.00%             | 2047-04-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                                                            | NORTHROP GRUMMAN                                 | CUSIP: 666807CP5<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    290000 | PA      | $295382.79    | 0.01%             | 2035-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                          | JOHN DEERE CAP                                   | CUSIP: 24422EXX2<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    230000 | PA      | $229528.78    | 0.01%             | 2031-09-08      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                                     | ALPHABET INC                                     | CUSIP: 02079KBQ9<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   1376000 | PA      | $1362545.61   | 0.04%             | 2066-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                  | CUSIP: 912810UT3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1840000 | PA      | $1773803.13   | 0.05%             | 2046-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7172                                        | CUSIP: 3132DU6H5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    866832 | PA      | $861308.58    | 0.02%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CNO Global Funding                                                               | CNO GLOBAL FUND                                  | CUSIP: 18977W2G4<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |    215000 | PA      | $215725.87    | 0.01%             | 2027-12-10      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | BURLINGTON NORTH                                 | CUSIP: 12189LAU5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    420000 | PA      | $366182.54    | 0.01%             | 2044-09-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                             | GLENCORE FDG LLC                                 | CUSIP: 378272BV9<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    765000 | PA      | $744832.87    | 0.02%             | 2054-04-04      | Fixed         | 5.89%                 | Yes           |                  2 | On Loan: No      |
| Oglethorpe Power Corp                                                            | OGLETHORPE POWER                                 | CUSIP: 677050AS5<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |    115000 | PA      | $94068.66     | 0.00%             | 2047-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                                                         | UNITED TECH CORP                                 | CUSIP: 913017CW7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     80000 | PA      | $73813.33     | 0.00%             | 2038-11-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP                                 | CUSIP: 91324PDY5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    310000 | PA      | $225188.45    | 0.01%             | 2040-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy Inc                                                           | DIAMONDBACK ENER                                 | CUSIP: 25278XAW9<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    275000 | PA      | $278093.34    | 0.01%             | 2053-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                     | THERMO FISHER                                    | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |     17693 | NS      | $8696640.29   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Brown University                                                                 | BROWN UNIVERSITY                                 | CUSIP: 11575TAC2<br>LEI: 9M13ULPHBPDR83N6CB89 | Long             | DBT              | CORP              | US        |    155000 | PA      | $100595.65    | 0.00%             | 2050-09-01      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                             | GLENCORE FDG LLC                                 | CUSIP: 378272BZ0<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    440000 | PA      | $445988.58    | 0.01%             | 2030-04-01      | Fixed         | 5.19%                 | Yes           |                  2 | On Loan: No      |
| Cisco Systems Inc                                                                | CISCO SYSTEMS                                    | CUSIP: 17275RBU5<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    305000 | PA      | $286147.14    | 0.01%             | 2054-02-26      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                 | DUKE ENERGY COR                                  | CUSIP: 26441CCF0<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1821454.97   | 0.05%             | 2054-06-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                                    | CUSIP: 209111FG3<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    980000 | PA      | $827335.20    | 0.02%             | 2045-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ooredoo International Finance Ltd                                                | OOREDOO INTL FIN                                 | CUSIP: 74735KAA0<br>LEI: 549300BHXCDJ03WU7N77 | Long             | DBT              | CORP              | BM        |    725000 | PA      | $659225.21    | 0.02%             | 2031-04-08      | Fixed         | 2.62%                 | Yes           |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-MOBILE USA INC                                 | CUSIP: 87264ACA1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1275000 | PA      | $1222929.31   | 0.03%             | 2028-02-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                  | CUSIP: 91282CLD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1152300 | PA      | $1159726.93   | 0.03%             | 2031-07-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-MOBILE USA INC                                 | CUSIP: 87264ADL6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1577000 | PA      | $1565803.00   | 0.04%             | 2029-10-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP                                 | CUSIP: 91324PCQ3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    128000 | PA      | $123845.32    | 0.00%             | 2035-07-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                  | CUSIP: 912810UK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1437800 | PA      | $1400057.75   | 0.04%             | 2055-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Ashtead Capital Inc                                                              | ASHTEAD CAPITAL                                  | CUSIP: 045054AR4<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |    255000 | PA      | $263210.41    | 0.01%             | 2033-10-15      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                                        | CUSIP: 037833AL4<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1430000 | PA      | $1180812.08   | 0.03%             | 2043-05-04      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co                                                                 | ALABAMA POWER CO                                 | CUSIP: 010392FM5<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    630000 | PA      | $484912.10    | 0.01%             | 2045-03-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5852                                        | CUSIP: 31418FQE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1233147 | PA      | $1216041.57   | 0.03%             | 2055-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JBS NV/JBS USA Foods Group Holdings Inc/JBS USA Food Co Holdings                 | JBS/FOODS/FOOD                                   | CUSIP: 46590XAP1<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    500000 | PA      | $443965.89    | 0.01%             | 2032-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JBS NV/JBS USA Foods Group Holdings Inc/JBS USA Food Co Holdings                 | JBS/FOODS/FOOD                                   | CUSIP: 472140AK8<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   1025000 | PA      | $1002764.13   | 0.03%             | 2066-04-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                                               | WALT DISNEY CO                                   | CUSIP: 254687EV4<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |     26000 | PA      | $23165.51     | 0.00%             | 2044-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                                     | CUSIP: 20030NCG4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    604000 | PA      | $432712.00    | 0.01%             | 2052-11-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                   | BP CAP MKTS AMER                                 | CUSIP: 10373QCA6<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    920000 | PA      | $938444.68    | 0.03%             | 2034-11-17      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT                                 | CUSIP: 161175CE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1189000 | PA      | $813321.90    | 0.02%             | 2042-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Suncor Energy Inc                                                                | SUNCOR ENERGY                                    | CUSIP: 867229AD8<br>LEI: 894500XO86FKXQGPYV71 | Long             | DBT              | CORP              | CA        |    330000 | PA      | $345174.90    | 0.01%             | 2034-12-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Aon North America Inc                                                            | AON NORTH AMER                                   | CUSIP: 03740MAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1685000 | PA      | $1721844.43   | 0.05%             | 2034-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                 | CROWN CASTLE INT                                 | CUSIP: 22822VAP6<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    218000 | PA      | $157754.84    | 0.00%             | 2049-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Taco Bell Funding LLC                                                            | BELL 2021-1A A2II                                | CUSIP: 87342RAH7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1031625 | PA      | $954373.00    | 0.03%             | 2051-08-25      | Fixed         | 2.29%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                                   | CUSIP: 61744YAP3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   4022000 | PA      | $3970696.41   | 0.11%             | 2029-01-24      | Variable      | 3.77%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                               | REALTY INCOME                                    | CUSIP: 756109CT9<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    730000 | PA      | $730287.68    | 0.02%             | 2035-04-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                               | REALTY INCOME                                    | CUSIP: 756109BL7<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |   1295000 | PA      | $1148034.15   | 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        |    443000 | PA      | $303671.51    | 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        |    221012 | PA      | $187183.07    | 0.01%             | 2046-08-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                                   | CUSIP: 95000U3P6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    690000 | PA      | $703207.57    | 0.02%             | 2031-01-24      | Variable      | 5.24%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANSFER                                  | CUSIP: 29273RBJ7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    570000 | PA      | $557194.62    | 0.02%             | 2045-12-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | UNION PAC CORP                                   | CUSIP: 907818FK9<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     72000 | PA      | $48824.45     | 0.00%             | 2050-02-05      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Indiana University Health Inc Obligated Group                                    | INDIANA UNIV                                     | CUSIP: 455170AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    365000 | PA      | $226618.69    | 0.01%             | 2051-11-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Saudi Government International Bond                                              | SAUDI INT BOND                                   | CUSIP: 80413TBP3<br>LEI: N/A                  | Long             | DBT              | NUSS              | SA        |   1750000 | PA      | $1722593.69   | 0.05%             | 2029-01-12      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Southwest Gas Corp                                                               | SOUTHWEST GAS                                    | CUSIP: 845011AC9<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |    230000 | PA      | $209267.41    | 0.01%             | 2030-06-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| SSM Health Care Corp                                                             | SSM HEALTH CARE                                  | CUSIP: 784710AA3<br>LEI: 5493000QP6H63JFPC580 | Long             | DBT              | CORP              | US        |    940000 | PA      | $934396.17    | 0.03%             | 2027-06-01      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| Daimler Truck Finance North America LLC                                          | DAIMLER TRUCK                                    | CUSIP: 233853BH2<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    465000 | PA      | $462223.36    | 0.01%             | 2030-10-12      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| Toledo Hospital/The                                                              | TOLEDO HOSPITAL                                  | CUSIP: 889184AD9<br>LEI: 5493009DCR7NWV6K4T34 | Long             | DBT              | CORP              | US        |    265000 | PA      | $265781.49    | 0.01%             | 2038-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Travelers Cos Inc/The                                                            | TRAVELERS COS                                    | CUSIP: 89417EAT6<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    170000 | PA      | $170219.75    | 0.00%             | 2035-07-24      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                     | ENBRIDGE INC                                     | CUSIP: 29250NCK9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    275000 | PA      | $281029.69    | 0.01%             | 2035-06-20      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Nasdaq Inc                                                                       | NASDAQ INC                                       | CUSIP: 631103108<br>LEI: 549300L8X1Q78ERXFD06 | Long             | EC               | CORP              | US        |    435828 | NS      | $36997438.92  | 1.02%             |  |  |  | No            |                  1 | On Loan: No      |
| VICI Properties LP                                                               | VICI PROPERTIE                                   | CUSIP: 925650AC7<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    170000 | PA      | $169616.95    | 0.00%             | 2030-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                   | VIRGINIA EL&PWR                                  | CUSIP: 927804GT5<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    215000 | PA      | $214550.07    | 0.01%             | 2035-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance USA PLC                                                        | RIO TINTO FIN PL                                 | CUSIP: 76720AAW6<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    140000 | PA      | $139296.64    | 0.00%             | 2065-03-14      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                                | FNR 2016-49 BZ                                   | CUSIP: 3136ATKU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    254610 | PA      | $215122.18    | 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        |   1450000 | PA      | $1358945.34   | 0.04%             | 2029-10-01      | Fixed         | 2.70%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                                   | CUSIP: 95000U2Z5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1245000 | PA      | $1032588.45   | 0.03%             | 2053-04-25      | Variable      | 4.61%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                                     | ALPHABET INC                                     | CUSIP: 02079KBL0<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    950000 | PA      | $937831.42    | 0.03%             | 2033-02-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANS                                     | CUSIP: 29273VBD1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    383000 | PA      | $391664.73    | 0.01%             | 2030-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| University of Michigan                                                           | UNIV OF MICHIGAN-A                               | CUSIP: 914455UH1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    210000 | PA      | $152269.38    | 0.00%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Wheels Fleet Lease Funding 1 LLC                                                 | WFLF 2023-1A A                                   | CUSIP: 96328GAS6<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-CBDO         | CORP              | US        |    185781 | PA      | $186612.65    | 0.01%             | 2038-04-18      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| Equitable Financial Life Global Funding                                          | EQUITABLE FINANC                                 | CUSIP: 29449WAF4<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |    870000 | PA      | $824291.31    | 0.02%             | 2028-03-08      | Fixed         | 1.80%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K-156 A2                                    | CUSIP: 3137HA2B1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    885000 | PA      | $883881.54    | 0.02%             | 2033-02-25      | Variable      | 4.43%                 | No            |                  2 | On Loan: No      |
| CNO Global Funding                                                               | CNO GLOBAL FUND                                  | CUSIP: 18977W2C3<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |    370000 | PA      | $349765.37    | 0.01%             | 2029-01-06      | Fixed         | 2.65%                 | Yes           |                  2 | On Loan: No      |
| American Water Capital Corp                                                      | AMERICAN WATER                                   | CUSIP: 03040WAT2<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    590000 | PA      | $468983.47    | 0.01%             | 2048-09-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                                     | CUSIP: 11135FBY6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    400000 | PA      | $410563.86    | 0.01%             | 2031-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                   | MERCK & CO INC                                   | CUSIP: 58933YBY0<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    235000 | PA      | $233357.98    | 0.01%             | 2032-12-04      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                  | CUSIP: 912810UJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    645900 | PA      | $634596.75    | 0.02%             | 2045-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                                                           | EXTRA SPACE STOR                                 | CUSIP: 30225VAR8<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |   1260000 | PA      | $1315995.53   | 0.04%             | 2031-01-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Piedmont Healthcare Inc                                                          | PIEDMONT HLTH                                    | CUSIP: 72014TAC3<br>LEI: 254900D1I6W7J0DSAY11 | Long             | DBT              | CORP              | US        |    255000 | PA      | $221971.00    | 0.01%             | 2032-01-01      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| JBS NV/JBS USA Foods Group Holdings Inc/JBS USA Food Co Holdings                 | JBS/FOODS/FOOD                                   | CUSIP: 472140AF9<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    800000 | PA      | $799852.45    | 0.02%             | 2036-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BZ4730                                        | CUSIP: 3140Q0HG0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    966000 | PA      | $966000.00    | 0.03%             | 2030-08-01      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO/THE                                    | CUSIP: 097023DT9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    200000 | PA      | $220042.16    | 0.01%             | 2054-05-01      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                             | IBM CORP                                         | CUSIP: 459200KC4<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   1160000 | PA      | $893817.03    | 0.02%             | 2049-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Public Service Enterprise Group Inc                                              | PUBLIC SERVICE                                   | CUSIP: 744573BB1<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    680000 | PA      | $687546.61    | 0.02%             | 2035-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Golden State Tobacco Securitization Corp                                         | GOLDEN ST TOBACCO -B                             | CUSIP: 38122NB68<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     35000 | PA      | $27255.03     | 0.00%             | 2042-06-01      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                  | CUSIP: 91282CLN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6237500 | PA      | $6163186.05   | 0.17%             | 2029-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                                        | CUSIP: 037833CD0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    985000 | PA      | $782830.65    | 0.02%             | 2046-08-04      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                                | EVERSOURCE ENERG                                 | CUSIP: 30040WAU2<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    115000 | PA      | $114749.75    | 0.00%             | 2033-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc                      | ANHEUSER-BUSCH                                   | CUSIP: 03522AAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4686000 | PA      | $4225020.61   | 0.12%             | 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        |   1603000 | PA      | $1365704.32   | 0.04%             | 2044-12-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                  | CUSIP: 91282CPW5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6513300 | PA      | $6458598.44   | 0.18%             | 2031-01-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                  | CUSIP: 91282CLR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5172400 | PA      | $5214627.78   | 0.14%             | 2029-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Saudi Arabian Oil Co                                                             | SAUDI ARAB OIL                                   | CUSIP: 80415RAA9<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |   1925000 | PA      | $1868984.52   | 0.05%             | 2031-02-02      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                    | MASSACHUSETTS CMNWLTH                            | CUSIP: 576004HG3<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |     98658 | PA      | $98482.93     | 0.00%             | 2031-07-15      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN                                 | CUSIP: 718172DY2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    425000 | PA      | $416016.49    | 0.01%             | 2030-10-29      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                   | AMAZON.COM INC                                   | CUSIP: 023135BM7<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   1648000 | PA      | $1282689.90   | 0.04%             | 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        |    220000 | PA      | $218766.87    | 0.01%             | 2028-05-15      | Fixed         | 4.10%                 | Yes           |                  2 | On Loan: No      |
| Yale University                                                                  | YALE UNIVERSITY                                  | CUSIP: 98459LAC7<br>LEI: 9SFB6DIM0FRWV0EV8S84 | Long             | DBT              | CORP              | US        |     41000 | PA      | $24344.87     | 0.00%             | 2050-04-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA INC                                          | CUSIP: 404119CV9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    315000 | PA      | $304264.29    | 0.01%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                                         | CUSIP: 00206RLJ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    255000 | PA      | $165800.08    | 0.00%             | 2055-09-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                    | INTERCONTINENT                                   | CUSIP: 45866FAX2<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |   2290000 | PA      | $2025913.83   | 0.06%             | 2052-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                                | FNR 2017-84 KA                                   | CUSIP: 3136AYMB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     32117 | PA      | $31900.15     | 0.00%             | 2053-04-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                   | AMAZON.COM INC                                   | CUSIP: 023135CK0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    255000 | PA      | $189533.59    | 0.01%             | 2062-04-13      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Abu Dhabi Developmental Holding Co PJSC                                          | ABU DHABI DEVELO                                 | CUSIP: 00402D2C8<br>LEI: 254900G082ZFKTCR2Q75 | Long             | DBT              | CORP              | AE        |   1210000 | PA      | $1169031.26   | 0.03%             | 2031-10-02      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                                     | CUSIP: 11135FCB5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    525000 | PA      | $523254.71    | 0.01%             | 2030-02-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                  | CUSIP: 91282CMN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2129500 | PA      | $2146053.54   | 0.06%             | 2028-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK INC                                        | CUSIP: 682680CD3<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    530000 | PA      | $524715.54    | 0.01%             | 2031-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                              | NEW YORK-TXBL C-2                                | CUSIP: 64966SGN0<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    920000 | PA      | $896362.53    | 0.02%             | 2037-09-01      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANSFER                                  | CUSIP: 86765BAV1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1226000 | PA      | $1089725.97   | 0.03%             | 2047-10-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Ashtead Capital Inc                                                              | ASHTEAD CAPITAL                                  | CUSIP: 045054AQ6<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201685.15    | 0.01%             | 2033-05-30      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| Regents of the University of California Medical Center Pooled Revenue            | UNIV OF CALIFORNIA CA                            | CUSIP: 913366KB5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    450000 | PA      | $294880.14    | 0.01%             | 2050-05-15      | Fixed         | 3.01%                 | No            |                  2 | On Loan: No      |
| UniCredit SpA                                                                    | UNICREDIT SPA                                    | CUSIP: 904678AW9<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |   1015000 | PA      | $1010193.85   | 0.03%             | 2027-06-03      | Variable      | 1.98%                 | Yes           |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                           | COMMONWEALTH EDI                                 | CUSIP: 202795JM3<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    368000 | PA      | $286234.76    | 0.01%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP                                 | CUSIP: 06051GHS1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1406000 | PA      | $1139884.51   | 0.03%             | 2050-03-15      | Variable      | 4.33%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital SA                                                         | TOTALENERGIES                                    | CUSIP: 89157XAE1<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |   1022000 | PA      | $951197.84    | 0.03%             | 2054-09-10      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| AEP Texas Inc                                                                    | AEP TEXAS                                        | CUSIP: 00108WAV2<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    930000 | PA      | $915201.64    | 0.03%             | 2036-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                                   | CUSIP: 46647PDR4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2344000 | PA      | $2389455.15   | 0.07%             | 2034-06-01      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| Pricoa Global Funding I                                                          | PRICOA GLOB FUND                                 | CUSIP: 74153WCS6<br>LEI: 635400IBXEBMD9ADYA79 | Long             | DBT              | CORP              | US        |   1058000 | PA      | $1074710.55   | 0.03%             | 2028-05-30      | Fixed         | 5.10%                 | Yes           |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                                        | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |    529147 | NS      | $134292217.13 | 3.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Equinor ASA                                                                      | EQUINOR ASA                                      | CUSIP: 29446MAP7<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    870000 | PA      | $856691.65    | 0.02%             | 2035-11-14      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| San Diego Gas & Electric Co                                                      | SAN DIEGO G & E                                  | CUSIP: 797440CA0<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |     21000 | PA      | $13150.75     | 0.00%             | 2051-08-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                               | CRED AGRICOLE SA                                 | CUSIP: 22535WAJ6<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    355000 | PA      | $369153.53    | 0.01%             | 2029-10-03      | Variable      | 6.32%                 | Yes           |                  2 | On Loan: No      |
| Snowflake Inc                                                                    | SNOWFLAKE INC                                    | CUSIP: 833445109<br>LEI: 254900CJNSY1K7T53Z16 | Long             | EC               | CORP              | US        |     81558 | NS      | $12300577.56  | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| FirstEnergy Pennsylvania Electric Co                                             | FIRSTENERGY PENN                                 | CUSIP: 591894CE8<br>LEI: O1PLQWO3TX952VMBJ146 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60832.79     | 0.00%             | 2028-04-01      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| Meta Platforms Inc                                                               | META PLATFORMS                                   | CUSIP: 30303M8V7<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   1916000 | PA      | $1735046.37   | 0.05%             | 2054-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Transmission LLC                                                     | FIRSTENERGY TRAN                                 | CUSIP: 33767BAH2<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |    523000 | PA      | $515001.46    | 0.01%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Jabil Inc                                                                        | JABIL INC                                        | CUSIP: 466313103<br>LEI: 5493000CGCQY2OQU7669 | Long             | EC               | CORP              | US        |     69955 | NS      | $18582146.65  | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Shell Finance US Inc                                                             | SHELL FINANCE US                                 | CUSIP: 822905AD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $88040.17     | 0.00%             | 2043-08-12      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                 | DUKE ENERGY COR                                  | CUSIP: 26441CAY1<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    200000 | PA      | $148887.29    | 0.00%             | 2047-08-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| DTE Energy Co                                                                    | DTE ENERGY CO                                    | CUSIP: 233331BN6<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    395000 | PA      | $402882.67    | 0.01%             | 2030-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| NBN Co Ltd                                                                       | NBN CO LTD                                       | CUSIP: 62878U2B7<br>LEI: 2549007CRZ2NT7S96A24 | Long             | DBT              | CORP              | AU        |   1105000 | PA      | $1009060.31   | 0.03%             | 2031-05-05      | Fixed         | 2.62%                 | Yes           |                  2 | On Loan: No      |
| Sutter Health                                                                    | SUTTER HEALTH                                    | CUSIP: 86944BAP8<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |    395000 | PA      | $404487.17    | 0.01%             | 2032-08-15      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Kaiser Foundation Hospitals                                                      | KAISER FOUN HOSP                                 | CUSIP: 48305QAC7<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |    275000 | PA      | $272132.09    | 0.01%             | 2027-05-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                                      | NATIONWIDE BLDG                                  | CUSIP: 63861VAM9<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |    735000 | PA      | $735512.88    | 0.02%             | 2029-07-14      | Variable      | 4.65%                 | Yes           |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                                   | CUSIP: 437076DF6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    930000 | PA      | $870223.00    | 0.02%             | 2054-06-25      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                                    | CUSIP: 17327CBA0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    760000 | PA      | $761973.93    | 0.02%             | 2036-03-27      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                  | CUSIP: 91282CKX8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8108600 | PA      | $8209007.25   | 0.23%             | 2029-06-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| LSEG Finance PLC                                                                 | LSEG FINANCE                                     | CUSIP: 50220PAC7<br>LEI: 2138009YFYTGEHZNNZ09 | Long             | DBT              | CORP              | GB        |    630000 | PA      | $599879.42    | 0.02%             | 2028-04-06      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| International Business Machines Corp                                             | IBM CORP                                         | CUSIP: 459200KB6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    439000 | PA      | $380589.35    | 0.01%             | 2039-05-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Protective Life Global Funding                                                   | PROTECTIVE LIFE                                  | CUSIP: 74368CBP8<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |    750000 | PA      | $753136.20    | 0.02%             | 2027-07-06      | Fixed         | 4.71%                 | Yes           |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                                       | CUSIP: 458140AV2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    439000 | PA      | $329069.11    | 0.01%             | 2046-05-19      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Regents of the University of California Medical Center Pooled Revenue            | UNIV OF CA REGENTS-Q                             | CUSIP: 913366KW9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1350000 | PA      | $1149301.44   | 0.03%             | 2053-05-15      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| County of Riverside CA                                                           | RIVERSIDE CO-TXBL-REV                            | CUSIP: 76913CBF5<br>LEI: 254900CB5HEOBAVTY629 | Long             | DBT              | MUN               | US        |    290000 | PA      | $273561.29    | 0.01%             | 2038-02-15      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP                                                               | VICI PROPERTIE                                   | CUSIP: 925650AF0<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |     85000 | PA      | $85807.32     | 0.00%             | 2034-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Dallas Fort Worth International Airport                                          | DALLAS-FORT WORTH-A                              | CUSIP: 23503CAN7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    205000 | PA      | $174411.11    | 0.00%             | 2051-11-01      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                                         | CUSIP: 00206RMZ2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    300000 | PA      | $295394.12    | 0.01%             | 2056-08-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust 2021-6                                                  | AOMT 2021-6 A1                                   | CUSIP: 03465JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    509252 | PA      | $430093.24    | 0.01%             | 2066-09-25      | Variable      | 1.46%                 | Yes           |                  2 | On Loan: No      |
| RGA Global Funding                                                               | RGA GLOBAL                                       | CUSIP: 76209PAE3<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |    585000 | PA      | $598567.89    | 0.02%             | 2029-05-24      | Fixed         | 5.45%                 | Yes           |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | BURLINGTON NORTH                                 | CUSIP: 12189LBJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     17000 | PA      | $13994.49     | 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        |    849000 | PA      | $694413.91    | 0.02%             | 2040-05-13      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                   | MERCK & CO INC                                   | CUSIP: 58933YBS3<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   2600000 | PA      | $2604793.72   | 0.07%             | 2035-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                              | ABBOTT LABS                                      | CUSIP: 002824BU3<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |   1787000 | PA      | $1745903.32   | 0.05%             | 2036-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN                                 | CUSIP: 718172DH9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    705000 | PA      | $720310.11    | 0.02%             | 2031-02-13      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                  | CUSIP: 91282CPB1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3200500 | PA      | $3185122.59   | 0.09%             | 2027-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| S&P Global Inc                                                                   | S&P GLOBAL INC                                   | CUSIP: 78409VBK9<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |   1817000 | PA      | $1657774.27   | 0.05%             | 2032-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                  | CUSIP: 91282CMD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4956400 | PA      | $5041200.88   | 0.14%             | 2029-12-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 782085                                        | CUSIP: 36241KJ66<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      3754 | PA      | $3822.99      | 0.00%             | 2033-11-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Southwestern Electric Power Co                                                   | SOUTHWESTN EL PR                                 | CUSIP: 845437BQ4<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |    160000 | PA      | $116551.17    | 0.00%             | 2048-02-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 782074                                        | CUSIP: 36241KJT6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       675 | PA      | $688.12       | 0.00%             | 2033-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co                                                                 | GEORGIA POWER                                    | CUSIP: 373334KQ3<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    910000 | PA      | $911746.82    | 0.03%             | 2032-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                                         | CUSIP: 00206RNJ7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1825000 | PA      | $1776119.53   | 0.05%             | 2046-04-30      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| T-Mobile US Inc                                                                  | T-MOBILE US INC                                  | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |    160942 | NS      | $33802648.26  | 0.93%             |  |  |  | No            |                  1 | On Loan: No      |
| Dominion Energy South Carolina Inc                                               | SOUTH CAROL E&G                                  | CUSIP: 837004CE8<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |     95000 | PA      | $93742.77     | 0.00%             | 2041-02-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                              | AMERICAN EXPRESS                                 | CUSIP: 025816DZ9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203533.52    | 0.01%             | 2036-01-30      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                                    | CUSIP: 404280FL8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1070000 | PA      | $1055173.49   | 0.03%             | 2032-03-10      | Variable      | 4.67%                 | No            |                  2 | On Loan: No      |
| Advanced Micro Devices Inc                                                       | ADV MICRO DEVICE                                 | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |    108486 | NS      | $22069306.98  | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com Inc                                                                   | AMAZON.COM INC                                   | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |    537602 | NS      | $111966368.54 | 3.09%             |  |  |  | No            |                  1 | On Loan: No      |
| BP Capital Markets America Inc                                                   | BP CAP MKTS AMER                                 | CUSIP: 10373QBT6<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |   3040000 | PA      | $2749157.76   | 0.08%             | 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        |    988000 | PA      | $924139.77    | 0.03%             | 2040-09-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Georgetown University/The                                                        | GEORGETOWN UNIV                                  | CUSIP: 37310PAC5<br>LEI: 549300GCL3B0KVXSX752 | Long             | DBT              | CORP              | US        |    124000 | PA      | $101482.28    | 0.00%             | 2049-04-01      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                  | CUSIP: 91282CQE4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    250000 | PA      | $247822.27    | 0.01%             | 2029-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                                     | CUSIP: 06738EBU8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $394005.68    | 0.01%             | 2027-11-24      | Variable      | 2.28%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                 | BAT CAPITAL CORP                                 | CUSIP: 05526DCB9<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    460000 | PA      | $471973.26    | 0.01%             | 2032-08-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| BlackRock Funding Inc                                                            | BLACKROCK FUND                                   | CUSIP: 09290DAK7<br>LEI: 529900VBK42Y5HHRMD23 | Long             | DBT              | CORP              | US        |    450000 | PA      | $425895.95    | 0.01%             | 2055-01-08      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                                   | CUSIP: 46647PBN5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    845000 | PA      | $552136.02    | 0.02%             | 2051-04-22      | Variable      | 3.11%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP                                 | CUSIP: 91324PBW1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1318000 | PA      | $1135311.69   | 0.03%             | 2042-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Saudi Arabian Oil Co                                                             | SAUDI ARAB OIL                                   | CUSIP: 80414L3B9<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |    860000 | PA      | $851983.64    | 0.02%             | 2035-06-02      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| CK Hutchison International 20 Ltd                                                | CK HUTCHISON INT                                 | CUSIP: 12564HAB1<br>LEI: 254900SSPRZHBMNJF043 | Long             | DBT              | CORP              | KY        |    560000 | PA      | $398226.58    | 0.01%             | 2050-05-08      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP                                 | CUSIP: 91324PDX7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    275000 | PA      | $249111.78    | 0.01%             | 2030-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital SA                                                         | TOTALENERGIES                                    | CUSIP: 89157XAA9<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |    555000 | PA      | $567993.07    | 0.02%             | 2034-04-05      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                                     | CUSIP: 20030NAK7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     24000 | PA      | $26251.72     | 0.00%             | 2035-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | BURLINGTON NORTH                                 | CUSIP: 12189LBH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    705000 | PA      | $432517.30    | 0.01%             | 2052-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                   | VIRGINIA EL&PWR                                  | CUSIP: 927804GW8<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |   1780000 | PA      | $1694891.85   | 0.05%             | 2055-09-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-MOBILE USA INC                                 | CUSIP: 87264ADE2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    340000 | PA      | $343695.08    | 0.01%             | 2029-01-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Micron Technology Inc                                                            | MICRON TECH                                      | CUSIP: 595112CG6<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    430000 | PA      | $452636.38    | 0.01%             | 2032-11-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital SA                                                         | TOTALENERGIES                                    | CUSIP: 89157XAC5<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |    665000 | PA      | $639209.05    | 0.02%             | 2064-04-05      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| Stryker Corp                                                                     | STRYKER CORP                                     | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |     43638 | NS      | $14339010.42  | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Amphenol Corp                                                                    | AMPHENOL CORP-A                                  | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |    147751 | NS      | $18668338.85  | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                  | CUSIP: 91282CFU0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11699000 | PA      | $11748812.12  | 0.32%             | 2027-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                  | CUSIP: 91282CNH0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1625100 | PA      | $1627575.74   | 0.04%             | 2028-06-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                            | ATHENE GLOBAL FU                                 | CUSIP: 04685A4G3<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   1385000 | PA      | $1387238.17   | 0.04%             | 2030-01-07      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Private Bank NA                                                   | MORGAN STANLEY                                   | CUSIP: 61776NZW6<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |   1435000 | PA      | $1413041.62   | 0.04%             | 2031-11-19      | Variable      | 4.46%                 | 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        |    300000 | PA      | $251656.08    | 0.01%             | 2043-10-01      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| GSK PLC                                                                          | GSK PLC-ADR                                      | CUSIP: N/A<br>LEI: 5493000HZTVUYLO1D793       | Long             | EC               | CORP              | US        |    315259 | NS      | $17399144.21  | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbia Pipelines Holding Co LLC                                                | COLUMBIA PIPE HC                                 | CUSIP: 19828AAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    265000 | PA      | $266536.77    | 0.01%             | 2031-10-01      | Fixed         | 5.10%                 | Yes           |                  2 | On Loan: No      |
| Public Service Co of Colorado                                                    | PUBLIC SERV COLO                                 | CUSIP: 744448DD0<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    545000 | PA      | $543421.37    | 0.01%             | 2029-03-13      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANSFER                                  | CUSIP: 29278NAG8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1735000 | PA      | $1767772.71   | 0.05%             | 2029-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                                   | CUSIP: 46647PEY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    305000 | PA      | $310515.18    | 0.01%             | 2031-04-22      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co LLC                                                   | ONCOR ELECTRIC D                                 | CUSIP: 68233JAT1<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     75000 | PA      | $65972.01     | 0.00%             | 2041-12-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                                   | MICROSOFT CORP                                   | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |    399710 | NS      | $147960650.70 | 4.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                                   | CUSIP: 61748UAE2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1035000 | PA      | $1051151.38   | 0.03%             | 2031-01-15      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| Welltower Inc                                                                    | WELLTOWER INC                                    | CUSIP: 95040Q104<br>LEI: 254900F33BIAR82QTA19 | Long             | EC               | CORP              | US        |    141966 | NS      | $28068097.86  | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| Cedars-Sinai Health System                                                       | CEDARS-SINAI HLT                                 | CUSIP: 15073LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1330000 | PA      | $1188595.01   | 0.03%             | 2031-08-15      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                                   | CUSIP: 437076BH4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   1332000 | PA      | $1100081.83   | 0.03%             | 2046-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BZ4732                                        | CUSIP: 3140Q0HJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    435000 | PA      | $435000.00    | 0.01%             | 2030-08-01      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| Ohio Edison Co                                                                   | OHIO EDISON CO                                   | CUSIP: 677347CJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    135000 | PA      | $136553.64    | 0.00%             | 2029-12-15      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| RGA Global Funding                                                               | RGA GLOBAL                                       | CUSIP: 76209PAD5<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |    495000 | PA      | $509076.77    | 0.01%             | 2031-01-11      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| MetLife Inc                                                                      | METLIFE INC                                      | CUSIP: 59156RBD9<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    145000 | PA      | $119317.42    | 0.00%             | 2042-08-13      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| NTT Finance Corp                                                                 | NTT FINANCE                                      | CUSIP: 62954WAQ8<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    595000 | PA      | $596546.60    | 0.02%             | 2028-07-16      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BZ4324                                        | CUSIP: 3140NYYW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    465000 | PA      | $467842.73    | 0.01%             | 2030-07-01      | Fixed         | 4.36%                 | No            |                  2 | On Loan: No      |
| Saudi Arabian Oil Co                                                             | SAUDI ARAB OIL                                   | CUSIP: 80414L3F0<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |    855000 | PA      | $847402.85    | 0.02%             | 2055-06-02      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                                       | CUSIP: 458140BU3<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    105000 | PA      | $90918.79     | 0.00%             | 2031-08-12      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Chicago Transit Authority Sales & Transfer Tax Receipts Revenue                  | CHICAGO TRANSIT SER B                            | CUSIP: 167725AF7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    723692 | PA      | $808128.01    | 0.02%             | 2040-12-01      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE                                             | CUSIP: 05571AAY1<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   1805000 | PA      | $1845816.45   | 0.05%             | 2035-05-30      | Variable      | 5.94%                 | Yes           |                  2 | On Loan: No      |
| S&P Global Inc                                                                   | S&P GLOBAL INC                                   | CUSIP: 78409VBR4<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    205000 | PA      | $200765.64    | 0.01%             | 2035-12-04      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| Macquarie Group Ltd                                                              | MACQUARIE GROUP                                  | CUSIP: 55608JAX6<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |   1245000 | PA      | $1211403.95   | 0.03%             | 2028-04-14      | Variable      | 1.94%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                  | CUSIP: 912810SX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    179200 | PA      | $112105.00    | 0.00%             | 2051-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| BlackRock Funding Inc                                                            | BLACKROCK FUND                                   | CUSIP: 09290DAC5<br>LEI: 529900VBK42Y5HHRMD23 | Long             | DBT              | CORP              | US        |    765000 | PA      | $712434.13    | 0.02%             | 2054-03-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                  | CUSIP: 91282CLG4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4540000 | PA      | $4534679.66   | 0.13%             | 2027-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                                         | CUSIP: 00206RLV2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1546000 | PA      | $999113.00    | 0.03%             | 2059-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                                     | CUSIP: 20030NEQ0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    400000 | PA      | $396003.28    | 0.01%             | 2055-05-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd                                                        | TRANSCANADA PL                                   | CUSIP: 89352HBA6<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    125000 | PA      | $122605.44    | 0.00%             | 2030-04-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA INC                                          | CUSIP: 404119CT4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    310000 | PA      | $317856.63    | 0.01%             | 2031-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Energy Co                                                     | BERKSHIRE HATHAW                                 | CUSIP: 084659BF7<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    293000 | PA      | $239779.36    | 0.01%             | 2053-05-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Trustees of Princeton University/The                                             | TRST PRINCETON U                                 | CUSIP: 89837LAH8<br>LEI: 549300PJZYINN64GDJ90 | Long             | DBT              | CORP              | US        |     64000 | PA      | $52659.21     | 0.00%             | 2052-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN                                 | CUSIP: 718172BL2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   2635000 | PA      | $2182530.29   | 0.06%             | 2044-11-10      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                   | VIRGINIA EL&PWR                                  | CUSIP: 927804GA6<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    150000 | PA      | $124718.88    | 0.00%             | 2048-12-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Northeastern University                                                          | NRTHEAST UNIV                                    | CUSIP: 664675AT2<br>LEI: 549300I2J5CUY7XEVC78 | Long             | DBT              | CORP              | US        |    225000 | PA      | $147279.45    | 0.00%             | 2050-10-01      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                  | CUSIP: 912810TT5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1166200 | PA      | $1023249.38   | 0.03%             | 2053-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Met Tower Global Funding                                                         | MET TOWER                                        | CUSIP: 58989V2H6<br>LEI: 635400OFJCY9IOGBGY57 | Long             | DBT              | CORP              | US        |    340000 | PA      | $346640.97    | 0.01%             | 2029-04-12      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANS                                     | CUSIP: 29273VBK5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    405000 | PA      | $402409.75    | 0.01%             | 2036-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                                | FNR 2013-43 XP                                   | CUSIP: 3136AD2H1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     24135 | PA      | $23509.64     | 0.00%             | 2041-08-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-MOBILE USA INC                                 | CUSIP: 87264AAZ8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    200000 | PA      | $161446.79    | 0.00%             | 2050-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                   | ELI LILLY & CO                                   | CUSIP: 532457CY2<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    875000 | PA      | $856225.28    | 0.02%             | 2055-02-12      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Boston Gas Co                                                                    | BOSTON GAS CO                                    | CUSIP: 100743AM5<br>LEI: FN7P4E7K9JOBORDEUX61 | Long             | DBT              | CORP              | US        |    120000 | PA      | $112516.18    | 0.00%             | 2032-03-16      | Fixed         | 3.76%                 | Yes           |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP                                 | CUSIP: 91324PCD2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1336008.78   | 0.04%             | 2043-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                                | EVERSOURCE ENERG                                 | CUSIP: 30040WBB3<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    355000 | PA      | $350303.88    | 0.01%             | 2030-12-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                                | EVERSOURCE ENERG                                 | CUSIP: 30040WAE8<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    275000 | PA      | $269164.86    | 0.01%             | 2028-01-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                                                  | ASTRAZENECA PLC                                  | CUSIP: 046353AD0<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    360000 | PA      | $402270.44    | 0.01%             | 2037-09-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Protective Life Global Funding                                                   | PROTECTIVE LIFE                                  | CUSIP: 74368CCC6<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |    345000 | PA      | $345212.28    | 0.01%             | 2030-06-05      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANSFER                                  | CUSIP: 29278NAE3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    458000 | PA      | $440205.02    | 0.01%             | 2048-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Columbia Pipelines Operating Co LLC                                              | COLUMBIA PIPE OC                                 | CUSIP: 19828TAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1202000 | PA      | $1255447.36   | 0.03%             | 2043-08-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Southwestern Electric Power Co                                                   | SOUTHWESTN EL PR                                 | CUSIP: 845437BV3<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |    450000 | PA      | $442610.36    | 0.01%             | 2036-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP                                  | CUSIP: 126650CD0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    212000 | PA      | $192591.50    | 0.01%             | 2043-12-05      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co Lp / PTL Finance Corp                                    | PENSKE TRUCK LE                                  | CUSIP: 709599CA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    170000 | PA      | $172374.00    | 0.00%             | 2029-07-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| UniCredit SpA                                                                    | UNICREDIT SPA                                    | CUSIP: 904678AY5<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |   1000000 | PA      | $917486.75    | 0.03%             | 2032-06-03      | Variable      | 3.13%                 | Yes           |                  2 | On Loan: No      |
| Rutgers The State University of New Jersey                                       | RUTGERS NJ ST UNIV                               | CUSIP: 783186UJ6<br>LEI: 549300BOYDHNW8J60112 | Long             | DBT              | MUN               | US        |    275000 | PA      | $223124.77    | 0.01%             | 2043-05-01      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                                   | CUSIP: 46647PEQ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1540000 | PA      | $1542990.91   | 0.04%             | 2030-10-22      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| Ventas Realty LP                                                                 | VENTAS REALTY LP                                 | CUSIP: 92277GBC0<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |    860000 | PA      | $840446.79    | 0.02%             | 2036-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC                                       | CUSIP: 00287YEA3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    580000 | PA      | $590020.35    | 0.02%             | 2035-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 310228                                        | CUSIP: 31374CSR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    134462 | PA      | $123324.67    | 0.00%             | 2043-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Evergy Metro Inc                                                                 | EVERGY METRO                                     | CUSIP: 485134BR0<br>LEI: 1128SIJQ26096WL7IO82 | Long             | DBT              | CORP              | US        |    137000 | PA      | $108779.74    | 0.00%             | 2048-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                                                     | NISOURCE INC                                     | CUSIP: 65473QBC6<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    255000 | PA      | $222514.34    | 0.01%             | 2044-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                              | AMERICAN EXPRESS                                 | CUSIP: 025816EK1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   1263000 | PA      | $1266117.19   | 0.03%             | 2033-07-20      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co Lp / PTL Finance Corp                                    | PENSKE TRUCK LE                                  | CUSIP: 709599CB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    485000 | PA      | $492157.18    | 0.01%             | 2030-02-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                                   | CUSIP: 46647PCD6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    560000 | PA      | $420314.71    | 0.01%             | 2042-04-22      | Variable      | 3.16%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                  | CUSIP: 912810TZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    775800 | PA      | $741919.36    | 0.02%             | 2044-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Mars Inc                                                                         | MARS INC                                         | CUSIP: 571676BC8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   2079000 | PA      | $2026636.50   | 0.06%             | 2055-05-01      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| Oncor Electric Delivery Co LLC                                                   | ONCOR ELECTRIC D                                 | CUSIP: 68233JCS1<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |   2025000 | PA      | $2123615.58   | 0.06%             | 2033-11-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                                          | CENTERPOINT HOUS                                 | CUSIP: 15189XBF4<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    255000 | PA      | $254380.21    | 0.01%             | 2035-03-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Waste Connections Inc                                                            | WASTE CONNECT                                    | CUSIP: 94106BAJ0<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |    280000 | PA      | $285515.04    | 0.01%             | 2035-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Salesforce Inc                                                                   | SALESFORCE INC                                   | CUSIP: 79466LAS3<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |   1925000 | PA      | $1922388.03   | 0.05%             | 2031-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                 | DUKE ENERGY COR                                  | CUSIP: 26441CBN4<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   1190000 | PA      | $796614.04    | 0.02%             | 2051-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                                     | CUSIP: 11135FAQ4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    130000 | PA      | $128012.51    | 0.00%             | 2030-11-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                                  | CUSIP: 842400FF5<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   2250000 | PA      | $2244033.56   | 0.06%             | 2037-01-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                              | AMERICAN TOWER                                   | CUSIP: 03027XAW0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    170000 | PA      | $165786.54    | 0.00%             | 2029-08-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                                     | CUSIP: 11135FCL3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1734000 | PA      | $1749614.39   | 0.05%             | 2032-07-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS GROUP                                        | CUSIP: 902613BH0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    750000 | PA      | $768797.60    | 0.02%             | 2035-02-08      | Variable      | 5.70%                 | Yes           |                  2 | On Loan: No      |
| Penske Truck Leasing Co Lp / PTL Finance Corp                                    | PENSKE TRUCK LE                                  | CUSIP: 709599BV5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    218000 | PA      | $229479.66    | 0.01%             | 2030-06-15      | Fixed         | 6.20%                 | Yes           |                  2 | On Loan: No      |
| John Deere Capital Corp                                                          | JOHN DEERE CAP                                   | CUSIP: 24422EXE4<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    565000 | PA      | $582499.46    | 0.02%             | 2033-09-08      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | BANCO SANTANDER                                  | CUSIP: 05971KAR0<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   1600000 | PA      | $1577183.52   | 0.04%             | 2030-11-06      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | ROYAL BK CANADA                                  | CUSIP: 78016FZX5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   1364000 | PA      | $1376070.28   | 0.04%             | 2033-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 531366                                        | CUSIP: 36212EJK4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       304 | PA      | $305.51       | 0.00%             | 2030-09-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP                                 | CUSIP: 06051GML0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    195000 | PA      | $198680.18    | 0.01%             | 2031-01-24      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| Regeneron Pharmaceuticals Inc                                                    | REGENERON PHARM                                  | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |     27237 | NS      | $21044395.68  | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Meta Platforms Inc                                                               | META PLATFORMS-A                                 | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |     97780 | NS      | $55942871.40  | 1.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Pfizer Investment Enterprises Pte Ltd                                            | PFIZER INVSTMNT                                  | CUSIP: 716973AG7<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |   1116000 | PA      | $1036467.24   | 0.03%             | 2053-05-19      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| DTE Energy Co                                                                    | DTE ENERGY CO                                    | CUSIP: 233331BM8<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    640000 | PA      | $644369.25    | 0.02%             | 2027-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                                  | CUSIP: 842400FL2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55760.72     | 0.00%             | 2039-03-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP                                 | CUSIP: 38141GWV2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    840000 | PA      | $828419.69    | 0.02%             | 2029-04-23      | Variable      | 3.81%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                             | GLENCORE FDG LLC                                 | CUSIP: 378272BQ0<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    700000 | PA      | $757076.24    | 0.02%             | 2033-10-06      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                  | CUSIP: 91282CPQ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1067100 | PA      | $1051760.44   | 0.03%             | 2032-12-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                          | NY & NJ PORT AUTH                                | CUSIP: 73358XCN0<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |    485000 | PA      | $312706.32    | 0.01%             | 2060-07-15      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP                                 | CUSIP: 06051GLH0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    305000 | PA      | $308596.78    | 0.01%             | 2034-04-25      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                   | BP CAP MKTS AMER                                 | CUSIP: 10373QBM1<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    345000 | PA      | $308666.82    | 0.01%             | 2030-08-10      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                  | CUSIP: 91282CPE5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  17549300 | PA      | $17457440.30  | 0.48%             | 2027-10-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Israel Government International Bond                                             | STATE OF ISRAEL                                  | CUSIP: 46514BRN9<br>LEI: N/A                  | Long             | DBT              | NUSS              | IL        |   1110000 | PA      | $1124560.58   | 0.03%             | 2029-03-12      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Evergy Metro Inc                                                                 | EVERGY METRO                                     | CUSIP: 30037DAA3<br>LEI: 1128SIJQ26096WL7IO82 | Long             | DBT              | CORP              | US        |    205000 | PA      | $187462.53    | 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        |    120000 | PA      | $112372.52    | 0.00%             | 2037-06-01      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| Greensaif Pipelines Bidco Sarl                                                   | GREENSAIF PIPELI                                 | CUSIP: 39541EAC7<br>LEI: 549300YWDGUXPB8GRP47 | Long             | DBT              | CORP              | LU        |    825000 | PA      | $853974.08    | 0.02%             | 2042-02-23      | Fixed         | 6.51%                 | Yes           |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                    | INTERCONTINENT                                   | CUSIP: 45865VAC4<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    818000 | PA      | $806506.01    | 0.02%             | 2031-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                  | CUSIP: 91282CJQ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    234000 | PA      | $231989.06    | 0.01%             | 2030-12-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Piedmont Healthcare Inc                                                          | PIEDMONT HLTH                                    | CUSIP: 72014TAE9<br>LEI: 254900D1I6W7J0DSAY11 | Long             | DBT              | CORP              | US        |    340000 | PA      | $210601.30    | 0.01%             | 2052-01-01      | Fixed         | 2.86%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                                   | CUSIP: 95000U2G7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    235000 | PA      | $221730.09    | 0.01%             | 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        |    140000 | PA      | $114212.12    | 0.00%             | 2048-12-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ENEL Finance International NV                                                    | ENEL FIN INTL NV                                 | CUSIP: 29278GBG2<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |   1010000 | PA      | $992804.04    | 0.03%             | 2030-09-30      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                                    | CUSIP: 172967QH7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    585000 | PA      | $579339.53    | 0.02%             | 2036-09-11      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                                       | CUSIP: 458140AY6<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    106000 | PA      | $78923.34     | 0.00%             | 2047-05-11      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                         | LLOYDS BK GR PLC                                 | CUSIP: 53944YAX1<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    846000 | PA      | $869341.50    | 0.02%             | 2035-01-05      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                 | DUKE ENERGY COR                                  | CUSIP: 26441CCJ2<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    565000 | PA      | $551661.16    | 0.02%             | 2035-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc                                                      | HONEYWELL INTL                                   | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |    112874 | NS      | $25512910.22  | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| GLP Capital LP / GLP Financing II Inc                                            | GLP CAP/FIN II                                   | CUSIP: 361841AP4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    128000 | PA      | $122923.93    | 0.00%             | 2030-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                                  | CUSIP: 842400JG9<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   1671000 | PA      | $1679592.25   | 0.05%             | 2035-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                               | FHR 3823 DB                                      | CUSIP: 3137A8D70<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     23537 | PA      | $23073.48     | 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        |    546000 | PA      | $484146.14    | 0.01%             | 2046-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP                                 | CUSIP: 06051GJB6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    328000 | PA      | $303007.17    | 0.01%             | 2031-04-29      | Variable      | 2.59%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                   | BP CAP MKTS AMER                                 | CUSIP: 10373QBP4<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    925000 | PA      | $582803.66    | 0.02%             | 2051-06-04      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| Chicago Transit Authority Sales & Transfer Tax Receipts Revenue                  | CHICAGO TRANSIT SER A                            | CUSIP: 167725AC4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1564980 | PA      | $1747572.44   | 0.05%             | 2040-12-01      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BZ5001                                        | CUSIP: 3140Q0RX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    894985 | PA      | $890393.19    | 0.02%             | 2030-10-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| California State University                                                      | CALIFORNIA ST UNIV-B                             | CUSIP: 13077DRW4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    350000 | PA      | $226730.46    | 0.01%             | 2052-11-01      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                             | GLENCORE FDG LLC                                 | CUSIP: 378272BG2<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    230000 | PA      | $204858.87    | 0.01%             | 2031-09-23      | Fixed         | 2.62%                 | Yes           |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                 | BANK NY MELLON                                   | CUSIP: 064058100<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EC               | CORP              | US        |     23352 | NS      | $2770247.76   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Targa Resources Corp                                                             | TARGA RESOURCES                                  | CUSIP: 87612GAN1<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |   1090000 | PA      | $1066254.84   | 0.03%             | 2055-05-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Mississippi Power Co                                                             | MISS POWER CO                                    | CUSIP: 605417BZ6<br>LEI: LNZ0J6YZ5SC6ILIRU850 | Long             | DBT              | CORP              | US        |    211000 | PA      | $177518.48    | 0.00%             | 2042-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Whistler Pipeline LLC                                                            | WHISTLER PIPELIN                                 | CUSIP: 96337RAA0<br>LEI: 549300NG57SGLTNW5C85 | Long             | DBT              | CORP              | US        |    240000 | PA      | $245753.66    | 0.01%             | 2029-09-30      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                             | LOCKHEED MARTIN                                  | CUSIP: 539830BK4<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    211000 | PA      | $204934.20    | 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        |    730000 | PA      | $588121.96    | 0.02%             | 2048-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Oregon School Boards Association                                                 | OR SCH BRDS-TXB-PENSI                            | CUSIP: 686053DR7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1044237 | PA      | $1058700.79   | 0.03%             | 2028-06-30      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| PACCAR Inc                                                                       | PACCAR INC                                       | CUSIP: 693718108<br>LEI: KDTEY8BWE486IKZ3CC07 | Long             | EC               | CORP              | US        |    135544 | NS      | $15655332.00  | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Microsoft Corp                                                                   | MICROSOFT CORP                                   | CUSIP: 594918BS2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    822000 | PA      | $740967.70    | 0.02%             | 2036-08-08      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Johnsonville Aeroderivative Combustion Turbine Generation LLC                    | JOHNSONVILLE AER                                 | CUSIP: 479281AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    646892 | PA      | $609986.54    | 0.02%             | 2054-10-01      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd                                                      | NATL AUSTRALIABK                                 | CUSIP: 632525AU5<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |   2140000 | PA      | $1926533.76   | 0.05%             | 2030-08-21      | Fixed         | 2.33%                 | Yes           |                  2 | On Loan: No      |
| Cheniere Energy Partners LP                                                      | CHENIERE ENERGYP                                 | CUSIP: 16411QAQ4<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    560000 | PA      | $587362.84    | 0.02%             | 2033-06-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                 | DUKE ENERGY COR                                  | CUSIP: 26441CBU8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   1703000 | PA      | $1458077.38   | 0.04%             | 2052-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HCA Healthcare Inc                                                               | HCA HEALTHCARE I                                 | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               | CORP              | US        |     43272 | NS      | $20478041.28  | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Regents of the University of California Medical Center Pooled Revenue            | UNIV OF CALIFORNIA CA                            | CUSIP: 913366KC3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    780000 | PA      | $495185.96    | 0.01%             | 2060-05-15      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| Columbia Pipelines Operating Co LLC                                              | COLUMBIA PIPE OC                                 | CUSIP: 19828TAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    355000 | PA      | $371629.44    | 0.01%             | 2030-08-15      | Fixed         | 5.93%                 | Yes           |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE                                             | CUSIP: 05571AAX3<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    575000 | PA      | $585806.21    | 0.02%             | 2029-05-30      | Fixed         | 5.28%                 | Yes           |                  2 | On Loan: No      |
| Metropolitan Life Global Funding I                                               | MET LIFE GLOB                                    | CUSIP: 59217GCK3<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |   1165000 | PA      | $1143471.52   | 0.03%             | 2027-09-19      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| BAT Capital Corp                                                                 | BAT CAPITAL CORP                                 | CUSIP: 05526DBF1<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    705000 | PA      | $570869.93    | 0.02%             | 2047-08-15      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BZ4461                                        | CUSIP: 3140NY5X5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    259890 | PA      | $264214.68    | 0.01%             | 2030-08-01      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                                     | CUSIP: 20030NDS7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   3263000 | PA      | $1885977.45   | 0.05%             | 2051-11-01      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                               | META PLATFORMS                                   | CUSIP: 30303M8Q8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   1235000 | PA      | $1152202.71   | 0.03%             | 2053-05-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                                     | CUSIP: 11135FCK5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1580000 | PA      | $1586956.08   | 0.04%             | 2030-07-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Eni SpA                                                                          | ENI SPA                                          | CUSIP: 26874RAP3<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |   1030000 | PA      | $1022249.20   | 0.03%             | 2054-05-15      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| GA Global Funding Trust                                                          | GA GLOBAL FNDING                                 | CUSIP: 36143L2Q7<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |    555000 | PA      | $544792.72    | 0.02%             | 2031-12-09      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| Nevada Power Co                                                                  | NEVADA POWER CO                                  | CUSIP: 641423CE6<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |    305000 | PA      | $196629.31    | 0.01%             | 2050-08-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC                                       | CUSIP: 00287YDT3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    845000 | PA      | $863089.14    | 0.02%             | 2031-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                         | GNR 2021-215 KA                                  | CUSIP: 38383DY69<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1351734 | PA      | $1206221.71   | 0.03%             | 2049-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                                  | CUSIP: 842400HX4<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    309000 | PA      | $292985.19    | 0.01%             | 2053-12-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Boston Gas Co                                                                    | BOSTON GAS CO                                    | CUSIP: 100743AK9<br>LEI: FN7P4E7K9JOBORDEUX61 | Long             | DBT              | CORP              | US        |    140000 | PA      | $137772.55    | 0.00%             | 2027-08-01      | Fixed         | 3.15%                 | Yes           |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                                  | CUSIP: 842400JH7<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    584000 | PA      | $556713.59    | 0.02%             | 2055-03-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| SBA Tower Trust                                                                  | SBA TOWER TRUST                                  | CUSIP: 78403DAV2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1570000 | PA      | $1532237.26   | 0.04%             | 2027-04-15      | Fixed         | 1.84%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                                   | CUSIP: 61747YFS9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151752.92    | 0.00%             | 2030-07-19      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                         | DUKE ENERGY PROG                                 | CUSIP: 26442UAB0<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |   2045000 | PA      | $1667341.92   | 0.05%             | 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        |    300000 | PA      | $263584.76    | 0.01%             | 2040-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Lseg US Fin Corp                                                                 | LSEG US FIN CORP                                 | CUSIP: 50222CAB6<br>LEI: 2138007FV67QQ13CGJ43 | Long             | DBT              | CORP              | US        |    255000 | PA      | $256662.16    | 0.01%             | 2034-03-28      | Fixed         | 5.30%                 | Yes           |                  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        |       116 | NS      | $11552.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Oncor Electric Delivery Co LLC                                                   | ONCOR ELECTRIC D                                 | CUSIP: 68233JCH5<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    670000 | PA      | $551126.13    | 0.02%             | 2052-06-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BZ4646                                        | CUSIP: 3140Q0EU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    569648 | PA      | $568616.25    | 0.02%             | 2030-08-01      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                         | LLOYDS BK GR PLC                                 | CUSIP: 539439BD0<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    975000 | PA      | $980537.44    | 0.03%             | 2029-06-13      | Variable      | 4.82%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                                            | BANQ FED CRD MUT                                 | CUSIP: 06675DCR1<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |   1285000 | PA      | $1285999.64   | 0.04%             | 2028-10-16      | Fixed         | 4.59%                 | Yes           |                  2 | On Loan: No      |
| Merck & Co Inc                                                                   | MERCK & CO INC                                   | CUSIP: 58933YBZ7<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    675000 | PA      | $662469.95    | 0.02%             | 2035-12-04      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP                                 | CUSIP: 06051GKY4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1824000 | PA      | $1835463.89   | 0.05%             | 2033-07-22      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 782072                                        | CUSIP: 36241KJR0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       347 | PA      | $353.10       | 0.00%             | 2033-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                   | BP CAP MKTS AMER                                 | CUSIP: 10373QBV1<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |   1240000 | PA      | $1247772.61   | 0.03%             | 2033-09-11      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | DUKE ENERGY CAR                                  | CUSIP: 26442CBK9<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |   1075000 | PA      | $1008463.53   | 0.03%             | 2053-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                         | FLORIDA POWER &                                  | CUSIP: 341081FP7<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    368000 | PA      | $274656.33    | 0.01%             | 2047-12-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Imperial Brands Finance PLC                                                      | IMPERIAL BRANDS                                  | CUSIP: 45262BAJ2<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |    655000 | PA      | $655457.96    | 0.02%             | 2028-06-30      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE                                             | CUSIP: 05583JAC6<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   1780000 | PA      | $1753594.71   | 0.05%             | 2027-10-23      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                                   | CUSIP: 437076BZ4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     75000 | PA      | $49690.20     | 0.00%             | 2049-12-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Kenvue Inc                                                                       | KENVUE INC                                       | CUSIP: 49177JAH5<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |    983000 | PA      | $1001201.72   | 0.03%             | 2030-03-22      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Eaton Corp PLC                                                                   | EATON CORP PLC                                   | CUSIP: G29183103<br>LEI: 549300VDIGTMXUNT7H71 | Long             | EC               | CORP              | US        |     71679 | NS      | $25637427.93  | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Union Pacific Corp                                                               | UNION PAC CORP                                   | CUSIP: 907818FX1<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7272.03      | 0.00%             | 2032-02-14      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Eaton Corp                                                                       | EATON CORP                                       | CUSIP: 278058DX7<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |    840000 | PA      | $828232.30    | 0.02%             | 2031-03-06      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Trane Technologies Financing Ltd                                                 | TRANE TECH                                       | CUSIP: 892938AA9<br>LEI: 549300A5OEF3CJI2CO89 | Long             | DBT              | CORP              | IE        |    515000 | PA      | $528642.77    | 0.01%             | 2033-03-03      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                   | VIRGINIA EL&PWR                                  | CUSIP: 927804GL2<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    400000 | PA      | $374527.13    | 0.01%             | 2053-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| San Diego Gas & Electric Co                                                      | SAN DIEGO G & E                                  | CUSIP: 797440BW3<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    545000 | PA      | $426646.96    | 0.01%             | 2048-05-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                     | ENBRIDGE INC                                     | CUSIP: 29250NCD5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    300000 | PA      | $298084.76    | 0.01%             | 2054-04-05      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co                                               | PUBLIC SERVICE                                   | CUSIP: 74456QCV6<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    543000 | PA      | $525105.73    | 0.01%             | 2055-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                                                | STATE STREET CRP                                 | CUSIP: 857477CX9<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    680000 | PA      | $681607.47    | 0.02%             | 2036-02-28      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                 | DUKE ENERGY COR                                  | CUSIP: 26441CBE4<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    350000 | PA      | $339288.75    | 0.01%             | 2029-06-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                   | MERCK & CO                                       | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |    374756 | NS      | $45079399.24  | 1.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Eversource Energy                                                                | EVERSOURCE ENERG                                 | CUSIP: 30040WAZ1<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    300000 | PA      | $312683.81    | 0.01%             | 2034-07-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                         | COOPERATIEVE RAB                                 | CUSIP: 74977RDR2<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    625000 | PA      | $626156.83    | 0.02%             | 2028-08-22      | Variable      | 4.66%                 | Yes           |                  2 | On Loan: No      |
| Realty Income Corp                                                               | REALTY INCOME                                    | CUSIP: 756109BT0<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    816000 | PA      | $814198.88    | 0.02%             | 2033-07-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                                    | CUSIP: 209111FH1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     76000 | PA      | $58353.12     | 0.00%             | 2046-06-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA INC                                          | CUSIP: 404119BV0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    350000 | PA      | $320919.86    | 0.01%             | 2047-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Bermuda Government International Bond                                            | BERMUDA-GOVT OF                                  | CUSIP: 085209AG9<br>LEI: N/A                  | Long             | DBT              | NUSS              | BM        |    400000 | PA      | $361210.77    | 0.01%             | 2030-08-20      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                          | BRISTOL-MYERS                                    | CUSIP: 110122DR6<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    303000 | PA      | $211424.89    | 0.01%             | 2040-11-13      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                   | AMAZON.COM INC                                   | CUSIP: 023135CJ3<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     80000 | PA      | $61284.43     | 0.00%             | 2052-04-13      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Healthpeak OP LLC                                                                | HEALTHPEAK OP                                    | CUSIP: 42250GAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1045000 | PA      | $1022002.01   | 0.03%             | 2033-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co                                                                 | GEORGIA POWER                                    | CUSIP: 373334KN0<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    170000 | PA      | $124268.02    | 0.00%             | 2050-01-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP                                  | CUSIP: 126650ED8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    300000 | PA      | $308150.52    | 0.01%             | 2034-06-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K516 A2                                     | CUSIP: 3137HBPM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1451421 | PA      | $1496073.97   | 0.04%             | 2029-01-25      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| Republic Services Inc                                                            | REPUBLIC SVCS                                    | CUSIP: 760759BH2<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |     85000 | PA      | $86399.74     | 0.00%             | 2033-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AEP Texas Inc                                                                    | AEP TEXAS                                        | CUSIP: 00108WAJ9<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    145000 | PA      | $109533.03    | 0.00%             | 2049-05-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                         | LLOYDS BK GR PLC                                 | CUSIP: 53944YBC6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    740000 | PA      | $746611.35    | 0.02%             | 2028-11-26      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                   | VIRGINIA EL&PWR                                  | CUSIP: 927804GU2<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    465000 | PA      | $446728.24    | 0.01%             | 2055-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                  | CUSIP: 91282CMW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4181100 | PA      | $4175710.31   | 0.12%             | 2028-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Westinghouse Air Brake Technologies Corp                                         | WESTINGHOUSE AIR                                 | CUSIP: 960386AS9<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |    285000 | PA      | $287989.25    | 0.01%             | 2030-05-29      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                            | FOUNDRY JV HOLDC                                 | CUSIP: 350930AK9<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   1705000 | PA      | $1776481.43   | 0.05%             | 2039-01-25      | Fixed         | 6.30%                 | Yes           |                  2 | On Loan: No      |
| Dominion Energy Inc                                                              | DOMINION ENERGY                                  | CUSIP: 25746UDQ9<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   3007000 | PA      | $2523924.34   | 0.07%             | 2052-08-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Anglo American Capital PLC                                                       | ANGLO AMERICAN                                   | CUSIP: 034863AX8<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |    315000 | PA      | $287826.95    | 0.01%             | 2030-09-10      | Fixed         | 2.62%                 | Yes           |                  2 | On Loan: No      |
| Sempra                                                                           | SEMPRA                                           | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |    356778 | NS      | $34668118.26  | 0.96%             |  |  |  | No            |                  1 | On Loan: No      |
| University of Chicago/The                                                        | UNIV OF CHICAGO                                  | CUSIP: 91412NBD1<br>LEI: 54930099Y7GU6182V326 | Long             | DBT              | CORP              | US        |    165000 | PA      | $129414.90    | 0.00%             | 2045-04-01      | Fixed         | 2.76%                 | No            |                  2 | On Loan: No      |
| CommonSpirit Health                                                              | CATHOLIC HEALTH                                  | CUSIP: 14916RAD6<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    601000 | PA      | $515643.47    | 0.01%             | 2042-11-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                                   | CUSIP: 95000U3E1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102257.42    | 0.00%             | 2029-07-25      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| SCE Recovery Funding LLC                                                         | SCE REC FUND                                     | CUSIP: 78433LAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    177857 | PA      | $161044.27    | 0.00%             | 2031-11-15      | Fixed         | 0.86%                 | No            |                  2 | On Loan: No      |
| Banner Health                                                                    | BANNER HEALTH                                    | CUSIP: 06654DAG2<br>LEI: PLD0E0WJKFN8IZJ2WD85 | Long             | DBT              | CORP              | US        |    910000 | PA      | $660793.11    | 0.02%             | 2042-01-01      | Fixed         | 2.91%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                              | DOMINION ENERGY                                  | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |    392353 | NS      | $24255262.46  | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                               | CAN IMPERIAL BK                                  | CUSIP: 13607PHS6<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    925000 | PA      | $925761.94    | 0.03%             | 2030-09-11      | Variable      | 4.63%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                    | INTERCONTINENT                                   | CUSIP: 45866FAQ7<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    850000 | PA      | $491714.60    | 0.01%             | 2060-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Northern States Power Co/MN                                                      | NORTHERN ST PR-M                                 | CUSIP: 665772DB2<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    515000 | PA      | $508705.63    | 0.01%             | 2036-05-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                  | CUSIP: 91282CNZ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2093900 | PA      | $2066990.12   | 0.06%             | 2032-09-30      | 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        |   1963000 | PA      | $1731929.30   | 0.05%             | 2032-07-21      | Variable      | 2.38%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co                                                                 | GEORGIA POWER                                    | CUSIP: 373334JR3<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    205000 | PA      | $205330.13    | 0.01%             | 2040-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| University of California                                                         | UNIV OF CALIFORNIA-BG                            | CUSIP: 91412HGG2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    645000 | PA      | $585346.01    | 0.02%             | 2030-05-15      | Fixed         | 1.61%                 | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                                   | COM BK AUSTRALIA                                 | CUSIP: 202712BN4<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |   2285000 | PA      | $2065669.52   | 0.06%             | 2031-03-11      | Fixed         | 2.69%                 | Yes           |                  2 | On Loan: No      |
| Union Electric Co                                                                | UNION ELECTRIC                                   | CUSIP: 906548CW0<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    250000 | PA      | $236583.58    | 0.01%             | 2053-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Shell Finance US Inc                                                             | SHELL FINANCE US                                 | CUSIP: 822905AH8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    170000 | PA      | $129923.57    | 0.00%             | 2046-09-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | ENTERPRISE PRODU                                 | CUSIP: 29379VAT0<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     90000 | PA      | $93797.44     | 0.00%             | 2041-02-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                       | CAPITAL ONE FINL                                 | CUSIP: 14040HCZ6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    217000 | PA      | $224453.77    | 0.01%             | 2029-06-08      | Variable      | 6.31%                 | No            |                  2 | On Loan: No      |
| Emera US Finance LP                                                              | EMERA US FINANCE                                 | CUSIP: 29103DAJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    716000 | PA      | $713866.94    | 0.02%             | 2026-06-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| San Diego Gas & Electric Co                                                      | SAN DIEGO G & E                                  | CUSIP: 797440BV5<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    160000 | PA      | $118644.39    | 0.00%             | 2047-06-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                                                     | QUALCOMM INC                                     | CUSIP: 747525BK8<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |   1075000 | PA      | $984259.07    | 0.03%             | 2030-05-20      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co LLC                                                   | ONCOR ELECTRIC D                                 | CUSIP: 68233JCK8<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    414000 | PA      | $409117.59    | 0.01%             | 2032-09-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                      | PACIFIC GAS&ELEC                                 | CUSIP: 694308HR1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    360000 | PA      | $263578.59    | 0.01%             | 2046-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Oglethorpe Power Corp                                                            | OGLETHORPE POWER                                 | CUSIP: 677050AN6<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |     65000 | PA      | $56683.10     | 0.00%             | 2048-10-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN                                 | CUSIP: 718172DP1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    675000 | PA      | $677804.29    | 0.02%             | 2031-11-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                 | BANK OF NY MELLO                                 | CUSIP: 06406RBP1<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    450000 | PA      | $445158.67    | 0.01%             | 2034-02-01      | Variable      | 4.71%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | BURLINGTON NORTH                                 | CUSIP: 12189LBF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    405000 | PA      | $260995.11    | 0.01%             | 2051-02-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp                                                      | AMERICAN WATER                                   | CUSIP: 03040WAV7<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |     25000 | PA      | $19597.79     | 0.00%             | 2049-06-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Republic Services Inc                                                            | REPUBLIC SVCS                                    | CUSIP: 760759BK5<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    928000 | PA      | $945638.99    | 0.03%             | 2034-11-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| California State University                                                      | CALIFORNIA ST UNIV-B                             | CUSIP: 13077DRV6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    445000 | PA      | $300546.46    | 0.01%             | 2052-11-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                                     | CUSIP: 11135FCY5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1270000 | PA      | $1237105.98   | 0.03%             | 2036-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                  | CUSIP: 91282CQA2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    397100 | PA      | $393687.42    | 0.01%             | 2029-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress Nc Storm Funding II LLC                                     | DUKE ENE  II                                     | CUSIP: 26443NAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1131290.56   | 0.03%             | 2046-01-01      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| Welltower OP LLC                                                                 | WELLTOWER OP LLC                                 | CUSIP: 95041AAG3<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |   1375000 | PA      | $1377554.64   | 0.04%             | 2035-07-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Bay Area Toll Authority                                                          | BAY AREA TOLL-S1                                 | CUSIP: 072024NV0<br>LEI: 5493001FUZGUQMIP5D78 | Long             | DBT              | MUN               | US        |    613698 | PA      | $690760.89    | 0.02%             | 2050-04-01      | Fixed         | 7.04%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                                                     | QUALCOMM INC                                     | CUSIP: 747525BW2<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    745000 | PA      | $743762.49    | 0.02%             | 2035-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Louisiana Local Government Environmental Facilities & Community Development Auth | LA LOCAL GOVT -A1-A3                             | CUSIP: 54627RAT7<br>LEI: 5493004WIZ1HV87IVF85 | Long             | DBT              | MUN               | US        |    670000 | PA      | $681245.82    | 0.02%             | 2039-12-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                      | EQUINOR ASA                                      | CUSIP: 29446MAN2<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |   2339000 | PA      | $2378071.24   | 0.07%             | 2035-06-03      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Taco Bell Funding LLC                                                            | BELL 2021-1A A2I                                 | CUSIP: 87342RAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    560025 | PA      | $547406.01    | 0.02%             | 2051-08-25      | Fixed         | 1.95%                 | Yes           |                  2 | On Loan: No      |
| Liberty Mutual Group Inc                                                         | LIBERTY MUTUAL                                   | CUSIP: 53079EBN3<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |   1709000 | PA      | $1544658.56   | 0.04%             | 2052-06-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                                  | CUSIP: 842400GR8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     87000 | PA      | $72368.45     | 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        |   1120000 | PA      | $840606.85    | 0.02%             | 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        |   2250000 | PA      | $1856452.03   | 0.05%             | 2046-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Glencore Canada Corp                                                             | NORANDA INC                                      | CUSIP: 655422AV5<br>LEI: 549300ED6C93BGYAS129 | Long             | DBT              | CORP              | CA        |    141000 | PA      | $147102.85    | 0.00%             | 2035-06-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Cisco Systems Inc                                                                | CISCO SYSTEMS                                    | CUSIP: 17275RBS0<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    534000 | PA      | $546609.82    | 0.02%             | 2031-02-26      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP                                 | CUSIP: 38141GB60<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    330000 | PA      | $330254.12    | 0.01%             | 2030-10-23      | Variable      | 4.69%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                                   | CUSIP: 94974BGQ7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    515000 | PA      | $441951.99    | 0.01%             | 2045-11-17      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Duke Energy Indiana LLC                                                          | DUKE ENERGY IND                                  | CUSIP: 26443TAG1<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29540.69     | 0.00%             | 2036-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                               | MITSUB UFJ FIN                                   | CUSIP: 606822CL6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    815000 | PA      | $820403.04    | 0.02%             | 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        |    225000 | PA      | $216665.63    | 0.01%             | 2028-10-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                  | CUSIP: 91282CPS4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10428800 | PA      | $10349361.85  | 0.29%             | 2027-12-31      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                                       | CUSIP: 458140BJ8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    180000 | PA      | $113491.27    | 0.00%             | 2049-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Private Bank NA                                                   | MORGAN STANLEY                                   | CUSIP: 61776NVG5<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |    985000 | PA      | $981627.31    | 0.03%             | 2031-07-18      | Variable      | 4.73%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                  | CUSIP: 91282CGC9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    738000 | PA      | $738490.08    | 0.02%             | 2027-12-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                          | PORT AUTH NY/NJ-192                              | CUSIP: 73358WXQ2<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |    640000 | PA      | $573176.13    | 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        |     14614 | PA      | $14489.43     | 0.00%             | 2030-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Linde PLC                                                                        | LINDE PLC                                        | CUSIP: G54950103<br>LEI: 5299003QR1WT0EF88V51 | Long             | EC               | CORP              | US        |     34035 | NS      | $16873191.60  | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| NBN Co Ltd                                                                       | NBN CO LTD                                       | CUSIP: 62878U2E1<br>LEI: 2549007CRZ2NT7S96A24 | Long             | DBT              | CORP              | AU        |   2179000 | PA      | $1950635.77   | 0.05%             | 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        |    550000 | PA      | $478924.06    | 0.01%             | 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        |   1071000 | PA      | $866843.00    | 0.02%             | 2047-03-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                                      | CUSIP: 68389XEC5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1160000 | PA      | $1064985.76   | 0.03%             | 2066-02-04      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP                                 | CUSIP: 38141GWL4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    640000 | PA      | $634144.04    | 0.02%             | 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        |    695000 | PA      | $738355.98    | 0.02%             | 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        |    689469 | PA      | $676549.43    | 0.02%             | 2026-12-17      | Fixed         | 1.90%                 | Yes           |                  2 | On Loan: No      |
| Oregon State University                                                          | OREGON ST UNIV GEN                               | CUSIP: 68608WAL6<br>LEI: 549300UBMR6O3SFCEV73 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $697258.40    | 0.02%             | 2060-03-01      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                                | FNR 2011-33 GD                                   | CUSIP: 31397SGR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     37856 | PA      | $37227.31     | 0.00%             | 2031-04-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PRET 2025-RPL6 Trust                                                             | PRET 2025-RPL6 A1                                | CUSIP: 74143YAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3991548 | PA      | $3849439.53   | 0.11%             | 2069-09-25      | Variable      | 3.85%                 | Yes           |                  2 | On Loan: No      |
| Memorial Sloan-Kettering Cancer Center                                           | MEMORIAL SLOAN                                   | CUSIP: 586054AB4<br>LEI: 549300IZ71UAMEHWL382 | Long             | DBT              | CORP              | US        |    140000 | PA      | $111985.25    | 0.00%             | 2052-07-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| DNB Bank ASA                                                                     | DNB BANK ASA                                     | CUSIP: 23329PAG5<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |    960000 | PA      | $955550.85    | 0.03%             | 2027-05-25      | Variable      | 1.53%                 | Yes           |                  2 | On Loan: No      |
| Israel Government International Bond                                             | STATE OF ISRAEL                                  | CUSIP: 46514BRL3<br>LEI: N/A                  | Long             | DBT              | NUSS              | IL        |    580000 | PA      | $586943.20    | 0.02%             | 2034-03-12      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AdventHealth Obligated Group                                                     | ADVENTHEALTH                                     | CUSIP: 00778XAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    900000 | PA      | $551445.68    | 0.02%             | 2051-11-15      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Pennsylvania Electric Co                                             | FIRSTENERGY PENN                                 | CUSIP: 591894CC2<br>LEI: O1PLQWO3TX952VMBJ146 | Long             | DBT              | CORP              | US        |    249000 | PA      | $247369.23    | 0.01%             | 2029-01-15      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| Shell Finance US Inc                                                             | SHELL FINANCE US                                 | CUSIP: 822905AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3361000 | PA      | $2856961.22   | 0.08%             | 2045-05-11      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP                                 | CUSIP: 06051GKL2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1323000 | PA      | $1224620.65   | 0.03%             | 2037-03-08      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| PeaceHealth Obligated Group                                                      | PEACEHEALTH OBLI                                 | CUSIP: 70462GAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    290000 | PA      | $288714.48    | 0.01%             | 2028-11-15      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| Inova Health System Foundation                                                   | INOVA HEALTH SY                                  | CUSIP: 45791GAA0<br>LEI: 5493001L7PBVS286Y307 | Long             | DBT              | CORP              | US        |    475000 | PA      | $374593.18    | 0.01%             | 2052-05-15      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| Federation des Caisses Desjardins du Quebec                                      | CAISS DESJARDINS                                 | CUSIP: 31429KAP8<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |    925000 | PA      | $920250.79    | 0.03%             | 2030-08-26      | Fixed         | 4.57%                 | Yes           |                  2 | On Loan: No      |
| Alabama Power Co                                                                 | ALABAMA POWER CO                                 | CUSIP: 010392FF0<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    120000 | PA      | $115289.58    | 0.00%             | 2041-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                                        | CUSIP: 037833EQ9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    350000 | PA      | $272167.35    | 0.01%             | 2052-08-08      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                       | CAPITAL ONE FINL                                 | CUSIP: 14040HDE2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    208000 | PA      | $213341.61    | 0.01%             | 2030-02-01      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| Healthpeak OP LLC                                                                | HEALTHPEAK OP                                    | CUSIP: 42250PAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    742000 | PA      | $698158.27    | 0.02%             | 2030-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Kaiser Foundation Hospitals                                                      | KAISER FOUN HOSP                                 | CUSIP: 48305QAF0<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |   1130000 | PA      | $823610.57    | 0.02%             | 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        |    215000 | PA      | $179026.72    | 0.00%             | 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        |     45000 | PA      | $36965.25     | 0.00%             | 2046-05-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                                   | CUSIP: 95000U2U6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    827000 | PA      | $758739.80    | 0.02%             | 2033-03-02      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                                         | CUSIP: 00206RND0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    660000 | PA      | $624401.65    | 0.02%             | 2045-11-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2026-R1                                               | VERUS 2026-R1 A1                                 | CUSIP: 924932AC0<br>LEI: 213800IRNLDELLG4XV07 | Long             | ABS-MBS          | CORP              | US        |    122488 | PA      | $121410.96    | 0.00%             | 2067-10-25      | Variable      | 4.83%                 | Yes           |                  2 | On Loan: No      |
| Huntington National Bank/The                                                     | HUNTINGTON NATL                                  | CUSIP: 44644MAF8<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | DBT              | CORP              | US        |    320000 | PA      | $320098.72    | 0.01%             | 2028-05-17      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| Federation des Caisses Desjardins du Quebec                                      | CAISS DESJARDINS                                 | CUSIP: 31430WC85<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |   1075000 | PA      | $1104697.25   | 0.03%             | 2028-11-27      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP                                 | CUSIP: 38141GWZ3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2430000 | PA      | $2415743.46   | 0.07%             | 2029-05-01      | Variable      | 4.22%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC                                       | CUSIP: 00287YAR0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   2050000 | PA      | $1983543.67   | 0.05%             | 2035-05-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc                                               | ANHEUSER-BUSCH                                   | CUSIP: 03523TBU1<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    298000 | PA      | $302816.67    | 0.01%             | 2039-01-23      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Willis North America Inc                                                         | WILLIS NORTH AME                                 | CUSIP: 970648AP6<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |    265000 | PA      | $261469.71    | 0.01%             | 2031-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP PARIBAS                                      | CUSIP: 09659W2C7<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   2050000 | PA      | $2018957.06   | 0.06%             | 2027-11-16      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Kite Realty Group LP                                                             | KITE REALTY GRP                                  | CUSIP: 49803XAG8<br>LEI: 549300X6R2GYI8Y3OD81 | Long             | DBT              | CORP              | US        |    105000 | PA      | $105448.55    | 0.00%             | 2032-08-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Haleon PLC                                                                       | HALEON PLC                                       | CUSIP: N/A<br>LEI: 549300PSB3WWEODCUP19       | Long             | EC               | CORP              | GB        |   3276370 | NS      | $16214734.60  | 0.45%             |  |  |  | No            |                  2 | On Loan: No      |
| JBS NV                                                                           | JBS 5.625 3/10/2037                              | CUSIP: 46590XBA3<br>LEI: 254900JSFON4WL81TW77 | Long             | DBT              | CORP              | NL        |   1055000 | PA      | $1056360.87   | 0.03%             | 2037-03-10      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP                                 | CUSIP: 91324PCR1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1140000 | PA      | $994469.88    | 0.03%             | 2045-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| New Jersey Turnpike Authority                                                    | NJ TPK-F-TXB                                     | CUSIP: 646139W35<br>LEI: 5493005YN67D71KSMI84 | Long             | DBT              | MUN               | US        |    410000 | PA      | $484630.25    | 0.01%             | 2040-01-01      | Fixed         | 7.41%                 | No            |                  2 | On Loan: No      |
| CommonSpirit Health                                                              | COMMONSPIRIT                                     | CUSIP: 20268JAB9<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |   1015000 | PA      | $972466.80    | 0.03%             | 2029-10-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                      | PACIFIC GAS&ELEC                                 | CUSIP: 694308HD2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    207000 | PA      | $169996.21    | 0.00%             | 2043-06-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK INC                                        | CUSIP: 682680DD2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    355000 | PA      | $348050.10    | 0.01%             | 2055-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Principal Life Global Funding II                                                 | PRINCIPAL LFE II                                 | CUSIP: 74256LBG3<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |    825000 | PA      | $769148.70    | 0.02%             | 2029-09-16      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| JBS NV/JBS USA Foods Group Holdings Inc/JBS USA Food Co Holdings                 | JBS/FOODS/FOOD                                   | CUSIP: 46590XAY2<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    365000 | PA      | $376771.62    | 0.01%             | 2033-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                  | CUSIP: 91282CNA5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    106400 | PA      | $106025.94    | 0.00%             | 2032-04-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Lincoln Financial Global Funding                                                 | LINCOLN GLOBAL                                   | CUSIP: 53359KAB7<br>LEI: 984500OC010458395923 | Long             | DBT              | CORP              | US        |    270000 | PA      | $269818.40    | 0.01%             | 2028-05-28      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Caterpillar Inc                                                                  | CATERPILLAR INC                                  | CUSIP: 149123CL3<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    810000 | PA      | $829321.68    | 0.02%             | 2035-05-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                                    | CUSIP: 404280BT5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1573000 | PA      | $1571100.85   | 0.04%             | 2029-06-19      | Variable      | 4.58%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                                          | CENTERPOINT HOUS                                 | CUSIP: 15189XBL1<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    896000 | PA      | $878216.58    | 0.02%             | 2036-04-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                                | EVERSOURCE ENERG                                 | CUSIP: 30040WAT5<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    765000 | PA      | $777908.30    | 0.02%             | 2028-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                                    | CUSIP: 172967LU3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1025000 | PA      | $882663.38    | 0.02%             | 2039-01-24      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                  | CUSIP: 91282CPN5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10983500 | PA      | $10782278.88  | 0.30%             | 2030-11-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                                   | CUSIP: 6174468L6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1105000 | PA      | $1026358.59   | 0.03%             | 2031-01-22      | Variable      | 2.70%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                                  | CUSIP: 842400FA6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    135000 | PA      | $133354.66    | 0.00%             | 2035-07-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Corebridge Global Funding                                                        | COREBRIDGE GF                                    | CUSIP: 00138CAV0<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |    255000 | PA      | $262561.63    | 0.01%             | 2028-09-19      | Fixed         | 5.90%                 | Yes           |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP                                 | CUSIP: 91324PEL2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    722000 | PA      | $605102.71    | 0.02%             | 2062-05-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Public Service Co of Oklahoma                                                    | PUB SVC OKLAHOMA                                 | CUSIP: 744533BR0<br>LEI: F3TJNSIZRGXRH8GEIK79 | Long             | DBT              | CORP              | US        |    300000 | PA      | $298587.18    | 0.01%             | 2035-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS GROUP                                        | CUSIP: 225401AU2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1195000 | PA      | $1094914.05   | 0.03%             | 2032-05-14      | Variable      | 3.09%                 | Yes           |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                   | ELI LILLY & CO                                   | CUSIP: 532457CS5<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    415000 | PA      | $380090.22    | 0.01%             | 2054-08-14      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                                   | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |     88354 | NS      | $29058747.06  | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| Honeywell Aerospace Inc                                                          | HONEYWELL AEROSP                                 | CUSIP: 43849RAK1<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |    615000 | PA      | $609654.72    | 0.02%             | 2066-03-16      | Fixed         | 5.85%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                                   | CUSIP: 46647PEV4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1130000 | PA      | $1150022.47   | 0.03%             | 2031-01-24      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc                                               | ANHEUSER-BUSCH                                   | CUSIP: 03523TBW7<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    317000 | PA      | $318142.87    | 0.01%             | 2059-01-23      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                                  | CUSIP: 842400HV8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    429000 | PA      | $395701.46    | 0.01%             | 2053-03-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP                                 | CUSIP: 38141GD43<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    150000 | PA      | $145236.10    | 0.00%             | 2036-10-21      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                                  | CUSIP: 842400GG2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    195000 | PA      | $145071.22    | 0.00%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                                      | CUSIP: 68389XCU7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    235000 | PA      | $181782.11    | 0.01%             | 2054-09-27      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                              | FIFTH THIRD BANC                                 | CUSIP: 316773DF4<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14448.31     | 0.00%             | 2033-04-25      | Variable      | 4.34%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                             | GLENCORE FDG LLC                                 | CUSIP: 378272AV0<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    216000 | PA      | $217325.90    | 0.01%             | 2029-03-12      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Amazon.com Inc                                                                   | AMAZON.COM INC                                   | CUSIP: 023135DF0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   1740000 | PA      | $1723788.68   | 0.05%             | 2036-03-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                         | LLOYDS BK GR PLC                                 | CUSIP: 539439AQ2<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    225000 | PA      | $221863.13    | 0.01%             | 2028-11-07      | Variable      | 3.57%                 | No            |                  2 | On Loan: No      |
| Mars Inc                                                                         | MARS INC                                         | CUSIP: 571676AY1<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   1410000 | PA      | $1424714.39   | 0.04%             | 2030-03-01      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                                   | CUSIP: 61747YFL4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    805000 | PA      | $817409.71    | 0.02%             | 2035-01-18      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| Roche Holdings Inc                                                               | ROCHE HLDGS INC                                  | CUSIP: 771196BY7<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |    305000 | PA      | $183959.85    | 0.01%             | 2051-12-13      | Fixed         | 2.61%                 | Yes           |                  2 | On Loan: No      |
| State of California                                                              | CA TXB-VAR PURP                                  | CUSIP: 13063A5E0<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    155000 | PA      | $178067.36    | 0.00%             | 2034-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                              | AMERICAN EXPRESS                                 | CUSIP: 025816DH9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    300000 | PA      | $305342.65    | 0.01%             | 2029-07-27      | Variable      | 5.28%                 | No            |                  2 | On Loan: No      |
| Shell Finance US Inc                                                             | SHELL FINANCE US                                 | CUSIP: 822905AC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1130000 | PA      | $1071868.59   | 0.03%             | 2035-05-11      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Westlake Corp                                                                    | WESTLAKE CORP                                    | CUSIP: 960413102<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | EC               | CORP              | US        |     43637 | NS      | $5097674.34   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                                     | CUSIP: 20030NDG3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    145000 | PA      | $139230.89    | 0.00%             | 2030-04-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                   | ELI LILLY & CO                                   | CUSIP: 532457CH9<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    235000 | PA      | $206037.19    | 0.01%             | 2063-02-27      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Union Electric Co                                                                | UNION ELECTRIC                                   | CUSIP: 906548CN0<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    423000 | PA      | $326945.35    | 0.01%             | 2048-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP                                 | CUSIP: 38141GB29<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151748.30    | 0.00%             | 2030-07-23      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | US 10YR NOTE (CBT)Jun26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |        99 | NC      | $19704.67     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                                   | CUSIP: 437076BF8<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   1120000 | PA      | $948627.06    | 0.03%             | 2045-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                                                     | QUALCOMM INC                                     | CUSIP: 747525AV5<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    245000 | PA      | $198744.57    | 0.01%             | 2047-05-20      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                  | CUSIP: 91282CPF2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1561900 | PA      | $1529746.82   | 0.04%             | 2032-10-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BZ4917                                        | CUSIP: 3140Q0PB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1135000 | PA      | $1136227.62   | 0.03%             | 2030-10-01      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                                   | CUSIP: 94974BGK0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    425000 | PA      | $331498.32    | 0.01%             | 2045-05-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP                                 | CUSIP: 91324PFM9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    583000 | PA      | $555038.26    | 0.02%             | 2064-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                                                     | NISOURCE INC                                     | CUSIP: 65473PAS4<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    225000 | PA      | $229592.24    | 0.01%             | 2029-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Healthpeak OP LLC                                                                | HEALTHPEAK OP                                    | CUSIP: 42250GAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $150485.89    | 0.00%             | 2035-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                  | CUSIP: 91282CQD6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  17721600 | PA      | $17376167.21  | 0.48%             | 2031-02-28      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Volkswagen Auto Lease Trust 2024-A                                               | VWALT 2024-A A3                                  | CUSIP: 92866EAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    683480 | PA      | $685605.57    | 0.02%             | 2027-06-21      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| TJX Cos Inc/The                                                                  | TJX COS INC                                      | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |     97885 | NS      | $15632234.50  | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Athene Global Funding                                                            | ATHENE GLOBAL FU                                 | CUSIP: 04685A3G4<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    980000 | PA      | $918983.15    | 0.03%             | 2029-01-07      | Fixed         | 2.72%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                  | CUSIP: 912810TK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6735700 | PA      | $5627729.96   | 0.16%             | 2042-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| NLG Global Funding                                                               | NLG GLB FUNDING                                  | CUSIP: 62915W2B8<br>LEI: 635400SKBQOWEJZLTW68 | Long             | DBT              | CORP              | US        |    665000 | PA      | $653667.03    | 0.02%             | 2030-09-15      | Fixed         | 4.35%                 | Yes           |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP                                 | CUSIP: 91324PDK5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1190000 | PA      | $1181369.72   | 0.03%             | 2028-06-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Massachusetts School Building Authority                                          | MA ST                                            | CUSIP: 576000KV4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1031622.00   | 0.03%             | 2039-08-15      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| University of Southern California                                                | UNIV OF SOUTHERN                                 | CUSIP: 914886AH9<br>LEI: 0GMCSQ6M60R4T46U5511 | Long             | DBT              | CORP              | US        |    475000 | PA      | $434678.95    | 0.01%             | 2053-10-01      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| Bermuda Government International Bond                                            | BERMUDA-GOVT OF                                  | CUSIP: 085209AH7<br>LEI: N/A                  | Long             | DBT              | NUSS              | BM        |    200000 | PA      | $136151.42    | 0.00%             | 2050-08-20      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| Penske Truck Leasing Co Lp / PTL Finance Corp                                    | PENSKE TRUCK LE                                  | CUSIP: 709599BR4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1273542.49   | 0.04%             | 2027-11-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                          | BRISTOL-MYERS                                    | CUSIP: 110122DX3<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    200000 | PA      | $141711.91    | 0.00%             | 2062-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp                                                             | TARGA RESOURCES                                  | CUSIP: 87612GAE1<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |   1815000 | PA      | $1891986.87   | 0.05%             | 2029-03-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-MOBILE USA INC                                 | CUSIP: 87264ACY9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    850000 | PA      | $855240.88    | 0.02%             | 2033-07-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                                   | CUSIP: 95000U3W1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    305000 | PA      | $310178.09    | 0.01%             | 2031-04-23      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| Cleco Securitization I LLC                                                       | CLECO SECURIT I                                  | CUSIP: 185512AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    765000 | PA      | $738370.43    | 0.02%             | 2042-09-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC                                       | CUSIP: 00287YAW9<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    683000 | PA      | $585488.01    | 0.02%             | 2046-05-14      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Trans-Allegheny Interstate Line Co                                               | TRANS-ALLEGHENY                                  | CUSIP: 893045AF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    455000 | PA      | $462202.75    | 0.01%             | 2031-01-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| CBRE Services Inc                                                                | CBRE SERVICES IN                                 | CUSIP: 12505BAL4<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148154.15    | 0.00%             | 2033-01-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                            | ATHENE GLOBAL FU                                 | CUSIP: 04685A4C2<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   1244000 | PA      | $1224898.09   | 0.03%             | 2029-10-08      | Fixed         | 4.72%                 | Yes           |                  2 | On Loan: No      |
| CenterPoint Energy Resources Corp                                                | CENTERPOINT ENER                                 | CUSIP: 15189YAH9<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |    868000 | PA      | $889276.74    | 0.02%             | 2033-03-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Sammons Financial Group Global Funding                                           | SAMMONS FIN GLO                                  | CUSIP: 79587J2C6<br>LEI: 635400IPRNPM6HDHRS48 | Long             | DBT              | CORP              | US        |   1180000 | PA      | $1181943.15   | 0.03%             | 2030-06-12      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| CommonSpirit Health                                                              | COMMONSPIRIT                                     | CUSIP: 20268JAR4<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |   1235000 | PA      | $1258445.41   | 0.03%             | 2031-12-01      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| PG&E Wildfire Recovery Funding LLC                                               | PG&E WILDFIRE                                    | CUSIP: 693342AJ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    720000 | PA      | $680472.63    | 0.02%             | 2047-12-01      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                                    | CUSIP: 209111GD9<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    156000 | PA      | $162169.73    | 0.00%             | 2052-11-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                                     | CUSIP: 20030NBU4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    215000 | PA      | $146606.09    | 0.00%             | 2046-07-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                                    | CUSIP: 404280BK4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    890000 | PA      | $885807.87    | 0.02%             | 2028-03-13      | Variable      | 4.04%                 | No            |                  2 | On Loan: No      |
| Southwestern Electric Power Co                                                   | SOUTHWESTN EL PR                                 | CUSIP: 845437BU5<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |    365000 | PA      | $370613.03    | 0.01%             | 2033-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Cottage Health Obligated Group                                                   | COTTAGE HEALTH                                   | CUSIP: 22170QAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    295000 | PA      | $202514.51    | 0.01%             | 2049-11-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                                     | ALPHABET INC                                     | CUSIP: 02079KAX5<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    405000 | PA      | $402552.09    | 0.01%             | 2032-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                                   | CUSIP: 91087BAX8<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    364000 | PA      | $338363.06    | 0.01%             | 2053-05-04      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| Providence St Joseph Health Obligated Group                                      | ST JOSEPH HLTH                                   | CUSIP: 743820AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    985000 | PA      | $920242.59    | 0.03%             | 2029-10-01      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                 | BANK OF NY MELLO                                 | CUSIP: 06406RBU0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    255000 | PA      | $278948.03    | 0.01%             | 2034-10-25      | Variable      | 6.47%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bond                                              | CHILE                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CL        |    575000 | PA      | $403273.38    | 0.01%             | 2053-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Municipal Electric Authority of Georgia                                          | MEAG TXB-PLT VOGTLE                              | CUSIP: 626207YF5<br>LEI: JA0WNILDDF2KUPS83B16 | Long             | DBT              | MUN               | US        |   1925000 | PA      | $2063663.91   | 0.06%             | 2057-04-01      | Fixed         | 6.64%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP                                 | CUSIP: 91324PFL1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   2809000 | PA      | $2673807.38   | 0.07%             | 2054-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Manufacturers & Traders Trust Co                                                 | MANUF & TRADERS                                  | CUSIP: 55279HAW0<br>LEI: WWB2V0FCW3A0EE3ZJN75 | Long             | DBT              | CORP              | US        |   2125000 | PA      | $2136000.72   | 0.06%             | 2028-01-27      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co Lp / PTL Finance Corp                                    | PENSKE TRUCK LE                                  | CUSIP: 709599BZ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    375000 | PA      | $381414.39    | 0.01%             | 2029-03-30      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| Equitable America Global Funding                                                 | EQUITABLE AMERIC                                 | CUSIP: 29446Q2C6<br>LEI: 98450066CCBIACF06694 | Long             | DBT              | CORP              | US        |    170000 | PA      | $168685.24    | 0.00%             | 2027-09-15      | Fixed         | 3.95%                 | Yes           |                  2 | On Loan: No      |
| Tesla Inc                                                                        | TESLA INC                                        | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |     85435 | NS      | $31760461.25  | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| Lloyds Banking Group PLC                                                         | LLOYDS BK GR PLC                                 | CUSIP: 53944YBD4<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   1715000 | PA      | $1691088.73   | 0.05%             | 2031-11-04      | Variable      | 4.42%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                          | BRISTOL-MYERS                                    | CUSIP: 110122DL9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    169000 | PA      | $142872.71    | 0.00%             | 2048-02-20      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                       | CAPITAL ONE FINL                                 | CUSIP: 14040HDC6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   1042000 | PA      | $1150877.32   | 0.03%             | 2031-10-30      | Variable      | 7.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                  | CUSIP: 91282CNT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4978400 | PA      | $4960508.88   | 0.14%             | 2035-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Northwestern Mutual Life Insurance Co/The                                        | NORTHWESTERN MUT                                 | CUSIP: 668138AC4<br>LEI: 1DU7IM20QESYGDO4HO54 | Long             | DBT              | CORP              | US        |    270000 | PA      | $182847.22    | 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        |    952000 | PA      | $913518.49    | 0.03%             | 2028-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP                                 | CUSIP: 91324PBQ4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    317000 | PA      | $326398.66    | 0.01%             | 2041-02-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Southern Co Gas Capital Corp                                                     | SOUTHERN CO GAS                                  | CUSIP: 8426EPAB4<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    200000 | PA      | $152172.15    | 0.00%             | 2046-10-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Cisco Systems Inc                                                                | CISCO SYSTEMS                                    | CUSIP: 17275RBT8<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |   1045000 | PA      | $1059503.68   | 0.03%             | 2034-02-26      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Honeywell Aerospace Inc                                                          | HONEYWELL AEROSP                                 | CUSIP: 43849RAF2<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |   1070000 | PA      | $1057137.67   | 0.03%             | 2033-03-16      | Fixed         | 4.60%                 | Yes           |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | BURLINGTON NORTH                                 | CUSIP: 12189LBC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $47216.26     | 0.00%             | 2048-06-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP                                 | CUSIP: 06051GLS6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    670000 | PA      | $691126.55    | 0.02%             | 2029-09-15      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| CSL Finance PLC                                                                  | CSL FINANCE PLC                                  | CUSIP: 12661PAE9<br>LEI: 2549007CCNBNAF4HBC02 | Long             | DBT              | CORP              | GB        |   1164000 | PA      | $981080.44    | 0.03%             | 2052-04-27      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP                                  | CUSIP: 126650EB2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153586.25    | 0.00%             | 2029-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust 2019-5                                                  | AOMT 2019-5 A1                                   | CUSIP: 03464KAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      9843 | PA      | $9760.03      | 0.00%             | 2049-10-25      | Variable      | 2.59%                 | Yes           |                  2 | On Loan: No      |
| KBC Group NV                                                                     | KBC GROUP NV                                     | CUSIP: 48241FAC8<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |    640000 | PA      | $683462.23    | 0.02%             | 2034-09-21      | Variable      | 6.32%                 | Yes           |                  2 | On Loan: No      |
| ENEL Finance International NV                                                    | ENEL FIN INTL NV                                 | CUSIP: 29278GBF4<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    390000 | PA      | $386596.21    | 0.01%             | 2028-09-30      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Memorial Sloan-Kettering Cancer Center                                           | MEMORIAL SLOAN                                   | CUSIP: 586054AD0<br>LEI: 549300IZ71UAMEHWL382 | Long             | DBT              | CORP              | US        |    590000 | PA      | $384304.50    | 0.01%             | 2050-01-01      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BZ5029                                        | CUSIP: 3140Q0ST0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    895000 | PA      | $893373.43    | 0.02%             | 2030-10-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Wheels Fleet Lease Funding 1 LLC                                                 | WFLF 2024-2A A1                                  | CUSIP: 96328GBT3<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-CBDO         | CORP              | US        |    476254 | PA      | $479609.15    | 0.01%             | 2039-06-21      | Fixed         | 4.87%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                  | CUSIP: 912810UF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    775800 | PA      | $751071.38    | 0.02%             | 2044-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP                                 | CUSIP: 06051GMM8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3031000 | PA      | $3089591.38   | 0.09%             | 2036-01-24      | Variable      | 5.51%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                                   | CUSIP: 61747YDY8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    850000 | PA      | $701725.94    | 0.02%             | 2045-01-27      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                                  | CUSIP: 842400JC8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1013914.99   | 0.03%             | 2029-06-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| J Paul Getty Trust/The                                                           | J PAUL GETTY TRS                                 | CUSIP: 374288AC2<br>LEI: 72TDDU3K225INPK3EI14 | Long             | DBT              | CORP              | US        |    580000 | PA      | $582681.55    | 0.02%             | 2035-04-01      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Arizona Public Service Co                                                        | ARIZONA PUB SERV                                 | CUSIP: 040555DJ0<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    430000 | PA      | $423935.97    | 0.01%             | 2055-08-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Regents of the University of California Medical Center Pooled Revenue            | UNIV OF CA REGENTS-Q                             | CUSIP: 913366KV1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    465000 | PA      | $457586.83    | 0.01%             | 2032-05-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP                                 | CUSIP: 91324PFK3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    340000 | PA      | $327691.03    | 0.01%             | 2044-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                      | PACIFIC GAS&ELEC                                 | CUSIP: 694308KP1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    695000 | PA      | $761587.21    | 0.02%             | 2034-03-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                                     | CUSIP: 11135FBA8<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    170000 | PA      | $171849.02    | 0.00%             | 2029-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co                                                                 | GEORGIA POWER                                    | CUSIP: 373334KR1<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    540000 | PA      | $492706.97    | 0.01%             | 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        |    540000 | PA      | $351471.00    | 0.01%             | 2050-06-15      | Fixed         | 3.01%                 | No            |                  2 | On Loan: No      |
| Golden State Tobacco Securitization Corp                                         | GOLDEN ST TOBACCO -B                             | CUSIP: 38122NB76<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    205000 | PA      | $187477.93    | 0.01%             | 2046-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Teachers Insurance & Annuity Association of America                              | TEACHERS INS&ANN                                 | CUSIP: 878091BF3<br>LEI: O06XD7BJ4EPXNABVFN69 | Long             | DBT              | CORP              | US        |   1145000 | PA      | $919682.90    | 0.03%             | 2047-05-15      | Fixed         | 4.27%                 | Yes           |                  2 | On Loan: No      |
| Meta Platforms Inc                                                               | META PLATFORMS                                   | CUSIP: 30303M8R6<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    480000 | PA      | $445463.60    | 0.01%             | 2063-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc                                               | ANHEUSER-BUSCH                                   | CUSIP: 035240AM2<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    170000 | PA      | $158440.71    | 0.00%             | 2038-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| San Diego Gas & Electric Co                                                      | SAN DIEGO G & E                                  | CUSIP: 797440CD4<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $968227.63    | 0.03%             | 2053-04-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ERAC USA Finance LLC                                                             | ERAC USA FINANCE                                 | CUSIP: 26884TAE2<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |    340000 | PA      | $339033.35    | 0.01%             | 2042-03-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 782063                                        | CUSIP: 36241KJG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       985 | PA      | $1003.93      | 0.00%             | 2032-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Kansas Development Finance Authority                                             | KS ST DEV EMPLOYEES-C                            | CUSIP: 485428ZY5<br>LEI: 549300WTL7BL8KBDPR87 | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2074760.80   | 0.06%             | 2034-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                                    | CUSIP: 404280DR7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1565000 | PA      | $1631470.54   | 0.04%             | 2028-11-03      | Variable      | 7.39%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                             | GLENCORE FDG LLC                                 | CUSIP: 378272BU1<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   1697000 | PA      | $1736517.29   | 0.05%             | 2034-04-04      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                  | CUSIP: 912810UL0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2949600 | PA      | $2988083.05   | 0.08%             | 2045-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP                                 | CUSIP: 06051GLU1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2680000 | PA      | $2805188.24   | 0.08%             | 2034-09-15      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| Marriott International Inc/MD                                                    | MARRIOTT INTL-A                                  | CUSIP: 571903202<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | EC               | CORP              | US        |     72347 | NS      | $23662533.29  | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| FirstEnergy Corp                                                                 | FIRSTENERGY CORP                                 | CUSIP: 337932AP2<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    822000 | PA      | $740473.65    | 0.02%             | 2030-09-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 533322                                        | CUSIP: 36212GPF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      3483 | PA      | $3589.53      | 0.00%             | 2030-09-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                          | BRISTOL-MYERS                                    | CUSIP: 110122CQ9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    255000 | PA      | $226892.87    | 0.01%             | 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        |    675000 | PA      | $676191.50    | 0.02%             | 2029-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Saudi Government International Bond                                              | SAUDI INT BOND                                   | CUSIP: 80413TBK4<br>LEI: N/A                  | Long             | DBT              | NUSS              | SA        |    205000 | PA      | $209210.52    | 0.01%             | 2031-01-13      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                              | GOLDMAN SACHS GROUP INC/THE TRS 0.0 05-05-28     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |     13477 | NC      | $141912.68    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Allstate Corp/The                                                                | ALLSTATE CORP                                    | CUSIP: 020002AS0<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    197000 | PA      | $203527.75    | 0.01%             | 2035-05-09      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                  | CUSIP: 91282CMK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    120000 | PA      | $122048.44    | 0.00%             | 2032-01-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                             | IBM CORP                                         | CUSIP: 459200KJ9<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    255000 | PA      | $229868.92    | 0.01%             | 2030-05-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Basin Electric Power Cooperative                                                 | BASIN ELEC POWER                                 | CUSIP: 070101AJ9<br>LEI: 5493002CLOJ5KYT5GB16 | Long             | DBT              | CORP              | US        |    720000 | PA      | $702414.24    | 0.02%             | 2055-10-15      | Fixed         | 5.85%                 | Yes           |                  2 | On Loan: No      |
| John Deere Capital Corp                                                          | JOHN DEERE CAP                                   | CUSIP: 24422EXH7<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    755000 | PA      | $762059.76    | 0.02%             | 2029-01-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JobsOhio Beverage System                                                         | JOBSOHIO BEVERAGE-UNR                            | CUSIP: 47770VCW8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $4187.66      | 0.00%             | 2038-01-01      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                              | AMERICAN EXPRESS                                 | CUSIP: 025816DU0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205950.63    | 0.01%             | 2030-04-25      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| Nationwide Mutual Insurance Co                                                   | NATIONWIDE MUTL                                  | CUSIP: 638671AN7<br>LEI: Z7LVXXWM8HZPKF5T2355 | Long             | DBT              | CORP              | US        |   1520000 | PA      | $1150508.54   | 0.03%             | 2050-04-30      | Fixed         | 4.35%                 | Yes           |                  2 | On Loan: No      |
| Merck & Co Inc                                                                   | MERCK & CO INC                                   | CUSIP: 58933YCC7<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    300000 | PA      | $291731.70    | 0.01%             | 2065-12-04      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| American International Group Inc                                                 | AMERICAN INTERNA                                 | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |    196310 | NS      | $14772327.50  | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM1257                                        | CUSIP: 3140J5MF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    165765 | PA      | $153901.70    | 0.00%             | 2037-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                                     | CUSIP: 11135FCU3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1320000 | PA      | $1207387.82   | 0.03%             | 2033-04-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                         | FLORIDA PWR & LT                                 | CUSIP: 341081FC6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    615000 | PA      | $633187.52    | 0.02%             | 2040-03-01      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| Diageo Capital PLC                                                               | DIAGEO CAP PLC                                   | CUSIP: 25243YBB4<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |   2108000 | PA      | $1970375.49   | 0.05%             | 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        |   1500000 | PA      | $1341823.05   | 0.04%             | 2031-10-15      | Fixed         | 2.59%                 | Yes           |                  2 | On Loan: No      |
| Maryland Economic Development Corp                                               | MARYLAND ST ECON DEV                             | CUSIP: 574205JJ0<br>LEI: 549300JJ16DDBSZWSN94 | Long             | DBT              | MUN               | US        |    385000 | PA      | $374027.89    | 0.01%             | 2056-05-31      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| Baltimore Gas and Electric Co                                                    | BALTIMORE GAS                                    | CUSIP: 059165EM8<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    238000 | PA      | $149605.87    | 0.00%             | 2050-06-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                                   | CUSIP: 949746RF0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2316000 | PA      | $2210160.21   | 0.06%             | 2044-01-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                            | FOUNDRY JV HOLDC                                 | CUSIP: 350930AD5<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   1970000 | PA      | $2061953.14   | 0.06%             | 2035-01-25      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| RGA Global Funding                                                               | RGA GLOBAL                                       | CUSIP: 76209PAB9<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |    425000 | PA      | $403869.74    | 0.01%             | 2029-01-18      | Fixed         | 2.70%                 | Yes           |                  2 | On Loan: No      |
| Cleco Corporate Holdings LLC                                                     | CLECO CORP                                       | CUSIP: 18551PAE9<br>LEI: 5493002H80P81B3HXL31 | Long             | DBT              | CORP              | US        |    405000 | PA      | $378660.01    | 0.01%             | 2029-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                                   | CUSIP: 95000U3J0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101647.12    | 0.00%             | 2030-01-23      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP PARIBAS                                      | CUSIP: 09659W3A0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    550000 | PA      | $567881.57    | 0.02%             | 2033-01-13      | Variable      | 5.79%                 | Yes           |                  2 | On Loan: No      |
| Texas Electric Market Stabilization Funding N LLC                                | TX ELECTRIC MRKT                                 | CUSIP: 88240TAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1120000 | PA      | $1075021.07   | 0.03%             | 2042-02-01      | 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        |   1175000 | PA      | $984894.40    | 0.03%             | 2062-10-01      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                                    | CUSIP: 404280EW5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1065000 | PA      | $1079584.05   | 0.03%             | 2031-05-13      | Variable      | 5.24%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                             | GLENCORE FDG LLC                                 | CUSIP: 378272BC1<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |     70000 | PA      | $50400.94     | 0.00%             | 2051-04-27      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                                   | CUSIP: 91087BBS8<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    795000 | PA      | $769420.28    | 0.02%             | 2056-02-09      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Southern California Gas Co                                                       | SOUTHERN CAL GAS                                 | CUSIP: 842434CX8<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    250000 | PA      | $263825.22    | 0.01%             | 2052-11-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                                              | GILEAD SCIENCES                                  | CUSIP: 375558BS1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    110000 | PA      | $79590.69     | 0.00%             | 2040-10-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Shell Finance US Inc                                                             | SHELL FINANCE US                                 | CUSIP: 822905AV7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    600000 | PA      | $605600.78    | 0.02%             | 2040-03-25      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Capital America                                                          | HYUNDAI CAP AMER                                 | CUSIP: 44891ABZ9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   1060000 | PA      | $1046474.11   | 0.03%             | 2026-09-17      | Fixed         | 1.65%                 | Yes           |                  2 | On Loan: No      |
| AEP Texas Inc                                                                    | AEP TEXAS                                        | CUSIP: 00108WAN0<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    400000 | PA      | $264779.92    | 0.01%             | 2051-05-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| New Issuer: BB Company ID:71645526                                               | GMALT 2024-2 A3                                  | CUSIP: 36269WAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    421001 | PA      | $421948.38    | 0.01%             | 2027-07-20      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp                                                                | ATMOS ENERGY COR                                 | CUSIP: 049560BB0<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    465000 | PA      | $413078.88    | 0.01%             | 2054-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                                                | STATE STREET CRP                                 | CUSIP: 857477CA9<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    450000 | PA      | $447872.23    | 0.01%             | 2034-01-26      | Variable      | 4.82%                 | No            |                  2 | On Loan: No      |
| HSBC Bank USA                                                                    | HSBC TRIPARTY TREAS                              | CUSIP: N/A<br>LEI: CYYGQCGNHMHPSMRL3R97       | Long             | RA               | CORP              | US        |  23300000 | PA      | $23300000.00  | 0.64%             |  |  |  | No            |                  2 | On Loan: No      |
| Diamondback Energy Inc                                                           | DIAMONDBACK ENER                                 | CUSIP: 25278XAT6<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    275000 | PA      | $212888.77    | 0.01%             | 2052-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Alabama Federal Aid Highway Finance Authority                                    | ALABAMA FEDERAL AID                              | CUSIP: 010268CX6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $40743.34     | 0.00%             | 2037-09-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Connecticut Avenue Securities                                         | CAS 2016-C03 2M2                                 | CUSIP: 30711XCT9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     15184 | PA      | $15234.34     | 0.00%             | 2028-10-25      | Floating      | 9.68%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                                   | CUSIP: 91087BBR0<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |   1150000 | PA      | $1122462.69   | 0.03%             | 2038-02-09      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                         | DUKE ENERGY PROG                                 | CUSIP: 26442UAU8<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |   1220000 | PA      | $1223534.27   | 0.03%             | 2035-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                  | CUSIP: 91282CKZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4387000 | PA      | $4416989.27   | 0.12%             | 2027-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK INC                                        | CUSIP: 682680BL6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    356000 | PA      | $373084.85    | 0.01%             | 2033-09-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| EIG Pearl Holdings Sarl                                                          | EIG PEARL HOLDIN                                 | CUSIP: 28249NAB7<br>LEI: 549300KIMRL45BWA5H76 | Long             | DBT              | CORP              | LU        |    470000 | PA      | $370068.76    | 0.01%             | 2046-11-30      | Fixed         | 4.39%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                                | FNR 2019-6 GJ                                    | CUSIP: 3136B3T59<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     20485 | PA      | $19963.22     | 0.00%             | 2049-02-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                              | AMERICAN EXPRESS                                 | CUSIP: 025816DW6<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   1228000 | PA      | $1238780.31   | 0.03%             | 2035-07-26      | Variable      | 5.28%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                                                         | MARSH & MCLENNAN                                 | CUSIP: 571748BJ0<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    220000 | PA      | $193974.61    | 0.01%             | 2049-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                                  | CUSIP: 842400JE4<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   1033000 | PA      | $1057081.85   | 0.03%             | 2031-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                              | DOMINION RES                                     | CUSIP: 25746UBM0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    225000 | PA      | $201044.26    | 0.01%             | 2041-08-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Allstate Corp/The                                                                | ALLSTATE CORP                                    | CUSIP: 020002BK6<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    445000 | PA      | $454620.73    | 0.01%             | 2033-03-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA INC                                          | CUSIP: 404119BZ1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    535000 | PA      | $471728.06    | 0.01%             | 2049-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC                                       | CUSIP: 00287YAS8<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    989000 | PA      | $881405.51    | 0.02%             | 2045-05-14      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Chesapeake Funding II LLC                                                        | CFII 2024-1A A1                                  | CUSIP: 165183DE1<br>LEI: 5493000HT7H4OFOD6Z12 | Long             | ABS-CBDO         | CORP              | US        |    314367 | PA      | $317503.88    | 0.01%             | 2036-05-15      | Fixed         | 5.52%                 | Yes           |                  2 | On Loan: No      |
| MidAmerican Energy Co                                                            | MIDAMERICAN ENER                                 | CUSIP: 595620AV7<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |   1166000 | PA      | $771512.00    | 0.02%             | 2050-04-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                               | META PLATFORMS                                   | CUSIP: 30303M8W5<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    500000 | PA      | $449074.63    | 0.01%             | 2064-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                             | LOCKHEED MARTIN                                  | CUSIP: 539830BX6<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |   1379000 | PA      | $1377594.87   | 0.04%             | 2054-11-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| PeaceHealth Obligated Group                                                      | PEACEHEALTH OBLI                                 | CUSIP: 70462GAF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    240000 | PA      | $239479.66    | 0.01%             | 2032-11-15      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                                    | CUSIP: 404280FM6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1070000 | PA      | $1050512.66   | 0.03%             | 2037-03-10      | Variable      | 5.28%                 | No            |                  2 | On Loan: No      |
| State Board of Administration Finance Corp                                       | FLORIDA ST BRD OF ADM                            | CUSIP: 341271AE4<br>LEI: 549300S34SOJ0RULXM35 | Long             | DBT              | MUN               | US        |    925000 | PA      | $899745.00    | 0.02%             | 2027-07-01      | Fixed         | 1.71%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                                | FNR 2017-49 JA                                   | CUSIP: 3136AXJT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     24773 | PA      | $24691.03     | 0.00%             | 2053-07-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JBS NV/JBS USA Foods Group Holdings Inc/JBS USA Food Co Holdings                 | JBS/FOODS/FOOD                                   | CUSIP: 46590XBC9<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   1682000 | PA      | $1669552.29   | 0.05%             | 2057-05-10      | Fixed         | 6.40%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                  | CUSIP: 912810UE6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    395000 | PA      | $369078.13    | 0.01%             | 2054-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Blackstone Reg Finance Co L.L.C.                                                 | BLACKSTONE REG                                   | CUSIP: 092914AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    510000 | PA      | $500149.32    | 0.01%             | 2034-12-06      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS GROUP                                        | CUSIP: 902613AE8<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    720000 | PA      | $634011.83    | 0.02%             | 2032-02-11      | Variable      | 2.10%                 | Yes           |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                                    | CUSIP: 404280CK3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1425000 | PA      | $1284237.26   | 0.04%             | 2031-08-18      | Variable      | 2.36%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                  | CUSIP: 912810TS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3846200 | PA      | $3410046.92   | 0.09%             | 2043-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Piedmont Healthcare Inc                                                          | PIEDMONT HLTH                                    | CUSIP: 72014TAD1<br>LEI: 254900D1I6W7J0DSAY11 | Long             | DBT              | CORP              | US        |    255000 | PA      | $179038.59    | 0.00%             | 2042-01-01      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                  | CUSIP: 91282CHE4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    336000 | PA      | $334687.50    | 0.01%             | 2028-05-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE                                             | CUSIP: 05571AAZ8<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   1820000 | PA      | $1873230.34   | 0.05%             | 2031-01-14      | Variable      | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                                    | CUSIP: 209111FF5<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |   1971000 | PA      | $1625053.02   | 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        |    855000 | PA      | $625538.89    | 0.02%             | 2043-02-11      | Variable      | 3.18%                 | Yes           |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                                        | CUSIP: 037833BA7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    120000 | PA      | $91364.95     | 0.00%             | 2045-02-09      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co                                                                 | GEORGIA POWER                                    | CUSIP: 373334JW2<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |   2811000 | PA      | $2426336.18   | 0.07%             | 2042-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp                                                             | PARKER HANNIFIN                                  | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |     20183 | NS      | $18068628.92  | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                                  | CUSIP: 842400GT4<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    155000 | PA      | $106781.45    | 0.00%             | 2050-02-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN                                 | CUSIP: 718172DB2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   3794000 | PA      | $3899535.69   | 0.11%             | 2033-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                  | CUSIP: 912810TR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    537000 | PA      | $430522.97    | 0.01%             | 2053-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP                                 | CUSIP: 91324PFC1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    200000 | PA      | $183785.49    | 0.01%             | 2054-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                   | BP CAP MKTS AMER                                 | CUSIP: 10373QBU3<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |   1580000 | PA      | $1585074.96   | 0.04%             | 2033-02-13      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| Nationwide Financial Services Inc                                                | NATIONWIDE FIN                                   | CUSIP: 638612AM3<br>LEI: 5493001H7AZNDS6BKJ36 | Long             | DBT              | CORP              | US        |   1430000 | PA      | $1061279.42   | 0.03%             | 2049-11-30      | Fixed         | 3.90%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BZ4907                                        | CUSIP: 3140Q0NZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    765000 | PA      | $766619.51    | 0.02%             | 2030-10-01      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| Duke University                                                                  | DUKE UNIVERSITY                                  | CUSIP: 26442TAH0<br>LEI: FY5ICUIRRDCHN4HHL592 | Long             | DBT              | CORP              | US        |    775000 | PA      | $479073.43    | 0.01%             | 2055-10-01      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co                                                          | ARTHUR J GALLAGH                                 | CUSIP: 363576109<br>LEI: 54930049QLLMPART6V29 | Long             | EC               | CORP              | US        |     39065 | NS      | $8460697.70   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| QUALCOMM Inc                                                                     | QUALCOMM INC                                     | CUSIP: 747525BR3<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    463000 | PA      | $377541.56    | 0.01%             | 2052-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                  | CUSIP: 912810UA4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1382500 | PA      | $1318451.36   | 0.04%             | 2054-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                   | AMAZON.COM INC                                   | CUSIP: 023135DH6<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   3455000 | PA      | $3446554.49   | 0.10%             | 2056-03-13      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| AEP Transmission Co LLC                                                          | AEP TRANSMISSION                                 | CUSIP: 00115AAP4<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    265000 | PA      | $217456.74    | 0.01%             | 2052-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                                         | CUSIP: 00206RBK7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    510000 | PA      | $411078.49    | 0.01%             | 2045-06-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                  | CUSIP: 91282CMZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4969600 | PA      | $4964746.89   | 0.14%             | 2030-04-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                                     | CUSIP: 06738EDD4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1315000 | PA      | $1307238.25   | 0.04%             | 2029-11-11      | Variable      | 4.48%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance USA PLC                                                        | RIO TINTO FIN PL                                 | CUSIP: 76720AAV8<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    660000 | PA      | $657201.69    | 0.02%             | 2055-03-14      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| New York Life Global Funding                                                     | NEW YORK LIFE GL                                 | CUSIP: 64952WFE8<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |   1195000 | PA      | $1201630.82   | 0.03%             | 2034-01-09      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                         | LLOYDS BK GR PLC                                 | CUSIP: 53944YBA0<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $412906.28    | 0.01%             | 2030-06-05      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP PARIBAS                                      | CUSIP: 09659W2T0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    630000 | PA      | $620301.57    | 0.02%             | 2028-01-20      | Variable      | 2.59%                 | Yes           |                  2 | On Loan: No      |
| Verus Securitization Trust 2026-R2                                               | VERUS 2026-R2 A1                                 | CUSIP: 92541GAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    750000 | PA      | $749615.40    | 0.02%             | 2067-10-25      | Variable      | 5.39%                 | Yes           |                  2 | On Loan: No      |
| Diamondback Energy Inc                                                           | DIAMONDBACK ENER                                 | CUSIP: 25278XAZ2<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    300000 | PA      | $304719.46    | 0.01%             | 2034-04-18      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Ascension Health                                                                 | ASCENSION HEALTH                                 | CUSIP: 04352EAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1405000 | PA      | $1320508.16   | 0.04%             | 2029-11-15      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| O'Reilly Automotive Inc                                                          | O'REILLY AUTOMOT                                 | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               | CORP              | US        |    102460 | NS      | $9458082.60   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| NiSource Inc                                                                     | NISOURCE INC                                     | CUSIP: 65473QBB8<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    645000 | PA      | $597492.43    | 0.02%             | 2043-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Ascension Health                                                                 | ASCENSION HEALTH                                 | CUSIP: 04351LAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $44497.42     | 0.00%             | 2053-11-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP                                 | CUSIP: 38141GZM9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    679000 | PA      | $612710.78    | 0.02%             | 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        |    540000 | PA      | $335325.93    | 0.01%             | 2050-06-27      | Fixed         | 3.02%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Private Bank NA                                                   | MORGAN STANLEY                                   | CUSIP: 61776NVE0<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |   1820000 | PA      | $1819988.84   | 0.05%             | 2028-07-06      | Variable      | 4.47%                 | No            |                  2 | On Loan: No      |
| RGA Global Funding                                                               | RGA GLOBAL                                       | CUSIP: 76209PAG8<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |   1020000 | PA      | $1036587.94   | 0.03%             | 2030-01-09      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Prologis LP                                                                      | PROLOGIS LP                                      | CUSIP: 74340XCQ2<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    302000 | PA      | $304993.38    | 0.01%             | 2031-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN                                 | CUSIP: 718172DZ9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   3044000 | PA      | $2954650.69   | 0.08%             | 2032-10-29      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Cadence Design Systems Inc                                                       | CADENCE DESIGN                                   | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               | CORP              | US        |     75707 | NS      | $21036704.09  | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Realty Income Corp                                                               | REALTY INCOME                                    | CUSIP: 756109CG7<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    766000 | PA      | $771288.68    | 0.02%             | 2034-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2025-R2                                               | VERUS 2025-R2 A1                                 | CUSIP: 92541EAC6<br>LEI: 2138003KWTZZS4PBW772 | Long             | ABS-MBS          | CORP              | US        |   1217718 | PA      | $1213805.46   | 0.03%             | 2067-07-25      | Variable      | 5.09%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BZ3585                                        | CUSIP: 3140NX6X6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1759000 | PA      | $1768598.69   | 0.05%             | 2030-04-01      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                              | AMERICAN EXPRESS                                 | CUSIP: 025816ED7<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    930000 | PA      | $935961.68    | 0.03%             | 2029-04-25      | Variable      | 4.73%                 | No            |                  2 | On Loan: No      |
| Sempra                                                                           | SEMPRA                                           | CUSIP: 816851AP4<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    600000 | PA      | $611459.42    | 0.02%             | 2039-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ascension Health                                                                 | ASCENSION HEALTH                                 | CUSIP: 04351LAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1095000 | PA      | $1085574.90   | 0.03%             | 2030-11-15      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                  | CUSIP: 91282CMA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5462800 | PA      | $5508252.19   | 0.15%             | 2029-11-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BZ4503                                        | CUSIP: 3140Q0AD4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    459438 | PA      | $462807.89    | 0.01%             | 2030-08-01      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP                                 | CUSIP: 06051GKQ1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   4978000 | PA      | $4886364.23   | 0.13%             | 2033-04-27      | Variable      | 4.57%                 | No            |                  2 | On Loan: No      |
| GLP Capital LP / GLP Financing II Inc                                            | GLP CAP/FIN II                                   | CUSIP: 361841AW9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    530000 | PA      | $512533.48    | 0.01%             | 2037-11-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN                                 | CUSIP: 718172CX5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   1470000 | PA      | $1545794.46   | 0.04%             | 2032-11-17      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | BURLINGTON NORTH                                 | CUSIP: 12189LBN0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    155000 | PA      | $150337.05    | 0.00%             | 2056-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Michigan Finance Authority                                                       | MICHIGAN ST FIN AUTH                             | CUSIP: 59447TXW8<br>LEI: 54930022O46HOX5J1D14 | Long             | DBT              | MUN               | US        |    295000 | PA      | $267248.20    | 0.01%             | 2034-12-01      | Fixed         | 3.08%                 | No            |                  2 | On Loan: No      |
| PG&E Wildfire Recovery Funding LLC                                               | PG&E WILDFIRE                                    | CUSIP: 693342AK3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    685000 | PA      | $627509.72    | 0.02%             | 2052-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                   | ELI LILLY & CO                                   | CUSIP: 532457CT3<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    140000 | PA      | $127651.39    | 0.00%             | 2064-08-14      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                  | CUSIP: 91282CQC8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1614700 | PA      | $1578369.25   | 0.04%             | 2033-02-28      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Cousins Properties LP                                                            | COUSINS LP                                       | CUSIP: 222793AC5<br>LEI: 254900ZQIHJ5FQH4C329 | Long             | DBT              | CORP              | US        |    235000 | PA      | $238075.89    | 0.01%             | 2030-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ERAC USA Finance LLC                                                             | ERAC USA FINANCE                                 | CUSIP: 26882PBE1<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1311260.33   | 0.04%             | 2037-10-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Eaton Corp                                                                       | EATON CORP                                       | CUSIP: 278058DY5<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |    245000 | PA      | $241554.20    | 0.01%             | 2033-03-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                               | REALTY INCOME                                    | CUSIP: 756109AX2<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    380000 | PA      | $357545.39    | 0.01%             | 2031-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                                     | ALPHABET INC                                     | CUSIP: 02079KAM9<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94370.37     | 0.00%             | 2055-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                                       | CUSIP: 458140BX7<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    425000 | PA      | $237077.10    | 0.01%             | 2061-08-12      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co                                                                 | GEORGIA POWER                                    | CUSIP: 373334LA7<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    465000 | PA      | $471485.74    | 0.01%             | 2031-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| JBS NV/JBS USA Foods Group Holdings Inc/JBS USA Food Co Holdings                 | JBS/FOODS/FOOD                                   | CUSIP: 47214BAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    300000 | PA      | $329430.50    | 0.01%             | 2034-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MACH 1 Cayman 2019-1 Ltd                                                         | MAACH 2019-1 A                                   | CUSIP: 55446MAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     57053 | PA      | $56576.43     | 0.00%             | 2039-10-15      | Fixed         | 3.47%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Private Bank NA                                                   | MORGAN STANLEY                                   | CUSIP: 61776NZU0<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |   1309000 | PA      | $1304322.01   | 0.04%             | 2028-11-17      | Variable      | 4.20%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress NC Storm Funding LLC                                        | DUKE ENERGY PROG                                 | CUSIP: 26444BAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1010000 | PA      | $861369.30    | 0.02%             | 2037-07-01      | Fixed         | 2.39%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | UNION PAC CORP                                   | CUSIP: 907818FL7<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    335000 | PA      | $222427.11    | 0.01%             | 2070-02-05      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Cleco Corporate Holdings LLC                                                     | CLECO CORP                                       | CUSIP: 18551PAC3<br>LEI: 5493002H80P81B3HXL31 | Long             | DBT              | CORP              | US        |     39000 | PA      | $38965.30     | 0.00%             | 2026-05-01      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                  | CUSIP: 91282CLM1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1886300 | PA      | $1850489.76   | 0.05%             | 2031-09-30      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Progressive Corp/The                                                             | PROGRESSIVE CORP                                 | CUSIP: 743315BD4<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    785000 | PA      | $786929.51    | 0.02%             | 2036-03-26      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                                    | CUSIP: 404280CV9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1085000 | PA      | $1026747.30   | 0.03%             | 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        |   1000000 | PA      | $994086.36    | 0.03%             | 2028-12-15      | Fixed         | 4.28%                 | Yes           |                  2 | On Loan: No      |
| Equitable Financial Life Global Funding                                          | EQUITABLE FINANC                                 | CUSIP: 29449WAR8<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |    255000 | PA      | $256534.37    | 0.01%             | 2027-11-19      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Wyeth LLC                                                                        | WYETH                                            | CUSIP: 983024AG5<br>LEI: 549300Q9GR3WRH4N4836 | Long             | DBT              | CORP              | US        |    170000 | PA      | $187837.00    | 0.01%             | 2034-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                         | CAROLINA P & L                                   | CUSIP: 144141DD7<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    118000 | PA      | $96897.50     | 0.00%             | 2043-03-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| GLP Capital LP / GLP Financing II Inc                                            | GLP CAP/FIN II                                   | CUSIP: 361841AV1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    685000 | PA      | $670303.43    | 0.02%             | 2033-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                               | FHR 4518 CZ                                      | CUSIP: 3137BLP93<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    209017 | PA      | $196825.86    | 0.01%             | 2045-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP                                  | CUSIP: 126650DY3<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    555000 | PA      | $559625.70    | 0.02%             | 2033-06-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                                       | CUSIP: 458140CH1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    762000 | PA      | $720886.81    | 0.02%             | 2043-02-10      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                   | VIRGINIA EL&PWR                                  | CUSIP: 927804GS7<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    400000 | PA      | $378298.29    | 0.01%             | 2054-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS GROUP                                        | CUSIP: 225401BG2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    765000 | PA      | $813539.04    | 0.02%             | 2034-09-22      | Variable      | 6.30%                 | Yes           |                  2 | On Loan: No      |
| Equinor ASA                                                                      | EQUINOR ASA                                      | CUSIP: 29446MAM4<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    265000 | PA      | $266628.79    | 0.01%             | 2030-09-03      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| City of San Antonio TX Electric & Gas Systems Revenue                            | SAN ANTONIO ELEC & -A                            | CUSIP: 79625GNC3<br>LEI: 5493002G2FEH20Q4GQ04 | Long             | DBT              | MUN               | US        |   1050000 | PA      | $1048347.93   | 0.03%             | 2050-02-01      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP                                 | CUSIP: 91324PDL3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    976000 | PA      | $775787.95    | 0.02%             | 2048-06-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Energy Co                                                     | BERKSHIRE HATHAW                                 | CUSIP: 59562VBD8<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    940000 | PA      | $876106.87    | 0.02%             | 2043-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Ascension Health                                                                 | ASCENSION HEALTH                                 | CUSIP: 04351LAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $249106.21    | 0.01%             | 2028-11-15      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                   | MERCK & CO INC                                   | CUSIP: 58933YAJ4<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    760000 | PA      | $640708.07    | 0.02%             | 2043-05-18      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| BAE Systems PLC                                                                  | BAE SYSTEMS PLC                                  | CUSIP: 05523RAD9<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |    470000 | PA      | $450667.41    | 0.01%             | 2030-04-15      | Fixed         | 3.40%                 | Yes           |                  2 | On Loan: No      |
| Standard Chartered PLC                                                           | STANDARD CHART                                   | CUSIP: 85325C2D3<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   1385000 | PA      | $1405019.21   | 0.04%             | 2029-01-21      | Variable      | 5.54%                 | Yes           |                  2 | On Loan: No      |
| Mass General Brigham Inc                                                         | PARTNERS HEALTH                                  | CUSIP: 70213HAE8<br>LEI: 5493007Z86EDN0QFYU66 | Long             | DBT              | CORP              | US        |    535000 | PA      | $364628.92    | 0.01%             | 2049-07-01      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP                                 | CUSIP: 38141GZK3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1860000 | PA      | $1829717.28   | 0.05%             | 2028-02-24      | Variable      | 2.64%                 | No            |                  2 | On Loan: No      |
| Public Service Enterprise Group Inc                                              | PUBLIC SERVICE                                   | CUSIP: 744573AZ9<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    340000 | PA      | $345348.03    | 0.01%             | 2034-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                    | INTERCONTINENT                                   | CUSIP: 45866FAH7<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    390000 | PA      | $312644.75    | 0.01%             | 2048-09-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                                   | CUSIP: 46647PEC6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    650000 | PA      | $659821.53    | 0.02%             | 2035-01-23      | Variable      | 5.34%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co                                                            | MIDAMERICAN ENER                                 | CUSIP: 595620AU9<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    165000 | PA      | $132629.74    | 0.00%             | 2049-07-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                 | BANK OF NY MELLO                                 | CUSIP: 06406RBZ9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    170000 | PA      | $173238.87    | 0.00%             | 2032-07-22      | Variable      | 5.06%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                  | CUSIP: 91282CFT3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    334000 | PA      | $335356.88    | 0.01%             | 2029-10-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                  | CUSIP: 912810UR7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    583700 | PA      | $569289.91    | 0.02%             | 2056-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 782071                                        | CUSIP: 36241KJQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      2840 | PA      | $2892.14      | 0.00%             | 2033-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                   | ELI LILLY & CO                                   | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |     45217 | NS      | $41589240.09  | 1.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Kenvue Inc                                                                       | KENVUE INC                                       | CUSIP: 49177JAK8<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |   1377000 | PA      | $1387452.46   | 0.04%             | 2033-03-22      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                                        | CUSIP: 037833EF3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    792000 | PA      | $479738.34    | 0.01%             | 2051-02-08      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                                   | CUSIP: 437076CG5<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     70000 | PA      | $39200.77     | 0.00%             | 2051-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BZ4661                                        | CUSIP: 3140Q0FB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1970381 | PA      | $1969662.80   | 0.05%             | 2030-09-01      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| NBCUniversal Media LLC                                                           | NBCUNIVERSAL MED                                 | CUSIP: 63946BAJ9<br>LEI: VTBDOQJ6KOGQ6K786R46 | Long             | DBT              | CORP              | US        |    359000 | PA      | $298174.04    | 0.01%             | 2043-01-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd                                                      | NATL AUSTRALIABK                                 | CUSIP: 632525BL4<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |   1538000 | PA      | $1579915.33   | 0.04%             | 2028-11-28      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| Israel Government International Bond                                             | STATE OF ISRAEL                                  | CUSIP: 46514BRM1<br>LEI: N/A                  | Long             | DBT              | NUSS              | IL        |    275000 | PA      | $255565.15    | 0.01%             | 2054-03-12      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA INC                                          | CUSIP: 404119DC0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    614000 | PA      | $607860.56    | 0.02%             | 2055-03-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Philadelphia Authority for Industrial Development                                | PHILADELPHIA INDL-C                              | CUSIP: 71781LBH1<br>LEI: 549300DIY68KQZEW7M79 | Long             | DBT              | MUN               | US        |   1945000 | PA      | $2053375.21   | 0.06%             | 2028-10-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO/THE                                    | CUSIP: 097023DU6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    345000 | PA      | $381545.93    | 0.01%             | 2064-05-01      | Fixed         | 7.01%                 | No            |                  2 | On Loan: No      |
| Dallas Fort Worth International Airport                                          | DALLAS-FORT WORTH-C                              | CUSIP: 2350366Z8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    220000 | PA      | $176965.49    | 0.00%             | 2040-11-01      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                                 | COCA-COLA CO/THE                                 | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |    248866 | NS      | $18926259.30  | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Marsh & McLennan Cos Inc                                                         | MARSH & MCLENNAN                                 | CUSIP: 571748BQ4<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    560000 | PA      | $344434.77    | 0.01%             | 2051-12-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Orange SA                                                                        | FRANCE TELECOM                                   | CUSIP: 35177PAL1<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |    530000 | PA      | $626307.24    | 0.02%             | 2031-03-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| East Ohio Gas Co/The                                                             | EAST OHIO GAS CO                                 | CUSIP: 27409LAC7<br>LEI: BC95Y6MXLT75BGO7UM71 | Long             | DBT              | CORP              | US        |    325000 | PA      | $291749.66    | 0.01%             | 2030-06-15      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| Eastern Gas Transmission & Storage Inc                                           | EASTERN GAS TRAN                                 | CUSIP: 276480AF7<br>LEI: H2VQBNB3NSKRM5QWBI71 | Long             | DBT              | CORP              | US        |    125000 | PA      | $109550.94    | 0.00%             | 2043-11-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS GROUP AG                                     | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | EC               | CORP              | CH        |    656754 | NS      | $25609067.61  | 0.71%             |  |  |  | No            |                  2 | On Loan: No      |
| BAE Systems PLC                                                                  | BAE SYSTEMS PLC                                  | CUSIP: 05523RAK3<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $205188.13    | 0.01%             | 2031-03-26      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Southwestern Public Service Co                                                   | SOUTHWESTERN PUB                                 | CUSIP: 845743BR3<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |    102000 | PA      | $75151.36     | 0.00%             | 2047-08-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                   | ELI LILLY & CO                                   | CUSIP: 532457CG1<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    270000 | PA      | $240943.27    | 0.01%             | 2053-02-27      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc                                                             | FREEPORT-MCMORAN                                 | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |    195894 | NS      | $11514649.32  | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Pfizer Investment Enterprises Pte Ltd                                            | PFIZER INVSTMNT                                  | CUSIP: 716973AE2<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |    250000 | PA      | $249064.41    | 0.01%             | 2033-05-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AEP Transmission Co LLC                                                          | AEP TRANSMISSION                                 | CUSIP: 00115AAQ2<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    170000 | PA      | $160639.27    | 0.00%             | 2053-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CF Hippolyta Issuer LLC                                                          | SORT 2021-1A A1                                  | CUSIP: 12530MAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    152548 | PA      | $122705.45    | 0.00%             | 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        |    100000 | PA      | $67989.47     | 0.00%             | 2043-11-15      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                              | ABBOTT LABS                                      | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |    220262 | NS      | $22614299.54  | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP                                 | CUSIP: 06051GFC8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $929659.91    | 0.03%             | 2044-01-21      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                                     | CUSIP: 11135FBP5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    150000 | PA      | $127446.85    | 0.00%             | 2035-11-15      | Fixed         | 3.14%                 | Yes           |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN                                 | CUSIP: 718172EA3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   1015000 | PA      | $976200.21    | 0.03%             | 2035-10-29      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                   | MERCK & CO INC                                   | CUSIP: 58933YBT1<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   1855000 | PA      | $1841684.20   | 0.05%             | 2055-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                 | BAT CAPITAL CORP                                 | CUSIP: 05526DCC7<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   1047000 | PA      | $1077240.87   | 0.03%             | 2035-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                 | BAT CAPITAL CORP                                 | CUSIP: 05526DBD6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   1230000 | PA      | $1117710.88   | 0.03%             | 2037-08-15      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| Domino's Pizza Master Issuer LLC                                                 | DPABS 2021-1A A2I                                | CUSIP: 25755TAN0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    262575 | PA      | $248455.50    | 0.01%             | 2051-04-25      | Fixed         | 2.66%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                  | CUSIP: 91282CPZ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  17259600 | PA      | $16989244.59  | 0.47%             | 2036-02-15      | Fixed         | 4.12%                 | 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        |    535000 | PA      | $509166.47    | 0.01%             | 2046-08-01      | Fixed         | 5.06%                 | Yes           |                  2 | On Loan: No      |
| Enbridge Inc                                                                     | ENBRIDGE INC                                     | CUSIP: 29250NBZ7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    370000 | PA      | $402150.35    | 0.01%             | 2053-11-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | ENTERPRISE PRODU                                 | CUSIP: 29379VCH4<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    200000 | PA      | $192325.80    | 0.01%             | 2055-02-16      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Southwestern Electric Power Co                                                   | SOUTHWESTN EL PR                                 | CUSIP: 845437BW1<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |   1265000 | PA      | $1230095.94   | 0.03%             | 2056-04-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Start II LTD                                                                     | STARR 2019-1 A                                   | CUSIP: 85573LAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |    145077 | PA      | $145077.99    | 0.00%             | 2044-03-15      | Fixed         | 4.09%                 | Yes           |                  2 | On Loan: No      |
| BAE Systems PLC                                                                  | BAE SYSTEMS PLC                                  | CUSIP: 05523RAL1<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |    555000 | PA      | $568410.73    | 0.02%             | 2034-03-26      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| Metropolitan Life Global Funding I                                               | MET LIFE GLOB                                    | CUSIP: 59217GFD6<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |    440000 | PA      | $435985.71    | 0.01%             | 2029-08-25      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                      | PACIFIC GAS&ELEC                                 | CUSIP: 694308KH9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    525000 | PA      | $546442.74    | 0.02%             | 2053-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Energy Co                                                     | BERKSHIRE HATHAW                                 | CUSIP: 084659AX9<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    115000 | PA      | $89575.74     | 0.00%             | 2050-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                 | BANK OF NY MELLO                                 | CUSIP: 06406RBM8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   1004000 | PA      | $1064774.77   | 0.03%             | 2033-10-25      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| JBS NV/JBS USA Foods Group Holdings Inc/JBS USA Food Co Holdings                 | JBS/FOODS/FOOD                                   | CUSIP: 472140AH5<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   2477000 | PA      | $2424030.12   | 0.07%             | 2056-03-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                  | CUSIP: 91282CNU1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    932700 | PA      | $928801.60    | 0.03%             | 2028-08-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Dominion Energy South Carolina Inc                                               | SOUTH CAROL E&G                                  | CUSIP: 837004BX7<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |     44000 | PA      | $45258.90     | 0.00%             | 2033-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                         | FLORIDA PWR & LT                                 | CUSIP: 341081ES2<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1030621.17   | 0.03%             | 2035-02-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                                | FNR 2017-35 AH                                   | CUSIP: 3136AWNN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     17501 | PA      | $17424.55     | 0.00%             | 2053-04-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                              | AMERICAN TOWER                                   | CUSIP: 03027XCF5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    195000 | PA      | $204124.63    | 0.01%             | 2033-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP                                 | CUSIP: 38141GYB4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   3130000 | PA      | $2811978.38   | 0.08%             | 2032-04-22      | Variable      | 2.62%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                 | BANK OF NY MELLO                                 | CUSIP: 06406RBR7<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    952000 | PA      | $952908.04    | 0.03%             | 2034-04-26      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-MOBILE USA INC                                 | CUSIP: 87264ABX2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    150000 | PA      | $131735.74    | 0.00%             | 2031-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CRH SMW Finance DAC                                                              | CRH SMW FINANCE                                  | CUSIP: 12704PAB4<br>LEI: 54930044475SH442C864 | Long             | DBT              | CORP              | IE        |    770000 | PA      | $782732.06    | 0.02%             | 2030-01-09      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Massachusetts Electric Co                                                        | MASS ELECTRIC CO                                 | CUSIP: 575634AS9<br>LEI: 549300XN8GZY5U5O1B96 | Long             | DBT              | CORP              | US        |    585000 | PA      | $598311.68    | 0.02%             | 2039-11-15      | Fixed         | 5.90%                 | Yes           |                  2 | On Loan: No      |
| Georgetown University/The                                                        | GEORGETOWN UNIV                                  | CUSIP: 37310PAD3<br>LEI: 549300GCL3B0KVXSX752 | Long             | DBT              | CORP              | US        |    140000 | PA      | $89467.32     | 0.00%             | 2050-04-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                          | BRISTOL-MYERS                                    | CUSIP: 110122CR7<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   1822000 | PA      | $1462528.87   | 0.04%             | 2049-10-26      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK INC                                        | CUSIP: 682680DC4<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    128000 | PA      | $127196.34    | 0.00%             | 2035-10-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| City of San Antonio TX Electric & Gas Systems Revenue                            | SAN ANTONIO ELEC & -A                            | CUSIP: 79625GNB5<br>LEI: 5493002G2FEH20Q4GQ04 | Long             | DBT              | MUN               | US        |    475000 | PA      | $476014.93    | 0.01%             | 2045-02-01      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| Children's Hospital Corp/The                                                     | CHILDREN'S HOSP                                  | CUSIP: 16876BAB8<br>LEI: 549300NXFO6BISJLOS32 | Long             | DBT              | CORP              | US        |    160000 | PA      | $96109.03     | 0.00%             | 2050-02-01      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                  | CUSIP: 91282CPR6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2637400 | PA      | $2601753.88   | 0.07%             | 2030-12-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC                                       | CUSIP: 00287YDA4<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    200000 | PA      | $181902.21    | 0.01%             | 2044-06-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Consolidated Inc                                                       | COCA-COLA CONSOL                                 | CUSIP: 191098AM4<br>LEI: 57VG5X0E00X0QJU7CQ58 | Long             | DBT              | CORP              | US        |    208000 | PA      | $212639.59    | 0.01%             | 2029-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                         | FLORIDA PWR & LT                                 | CUSIP: 341081ET0<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $996338.40    | 0.03%             | 2035-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| University of Michigan                                                           | UNIV OF MICHIGAN MI                              | CUSIP: 914455UG3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    997000 | PA      | $611704.07    | 0.02%             | 2050-04-01      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                                          | CENTERPOINT HOUS                                 | CUSIP: 15189XBE7<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    465000 | PA      | $470756.81    | 0.01%             | 2034-03-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FA1734                                        | CUSIP: 3140W14U4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    347465 | PA      | $342754.04    | 0.01%             | 2055-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PG&E Energy Recovery Funding LLC                                                 | PG&E ENERGY RECO                                 | CUSIP: 71710TAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    494000 | PA      | $364484.12    | 0.01%             | 2046-07-15      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                  | CUSIP: 912810UG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    395300 | PA      | $377171.79    | 0.01%             | 2055-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co Ltd                                                     | TAKEDA PHARM                                     | CUSIP: 874060BK1<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |    698000 | PA      | $706093.09    | 0.02%             | 2034-07-05      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                                   | CUSIP: 95000U3G6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1710000 | PA      | $1781507.17   | 0.05%             | 2029-10-23      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| Baltimore Gas and Electric Co                                                    | BALTIMORE GAS                                    | CUSIP: 059165ET3<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    128000 | PA      | $131249.40    | 0.00%             | 2035-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CENT 2025-CITY                                                                   | CENT 2025-CITY A                                 | CUSIP: 12517TAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1154000 | PA      | $1162275.80   | 0.03%             | 2040-07-10      | Variable      | 4.92%                 | Yes           |                  2 | On Loan: No      |
| State Street Corp                                                                | STATE STREET CRP                                 | CUSIP: 857477DB6<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    660000 | PA      | $670381.29    | 0.02%             | 2030-04-24      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CALIFORNIA ST-TXBL                               | CUSIP: 13063D7G7<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    885000 | PA      | $926140.64    | 0.03%             | 2041-10-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co                                                                 | ALABAMA POWER CO                                 | CUSIP: 010392GC6<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    475000 | PA      | $479293.13    | 0.01%             | 2035-04-02      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                                     | ALPHABET INC                                     | CUSIP: 02079KBB2<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    360000 | PA      | $348623.03    | 0.01%             | 2075-11-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| UL Solutions Inc                                                                 | UL SOLUTIONS                                     | CUSIP: 903731AC1<br>LEI: 549300F7CUV5ESKV9P71 | Long             | DBT              | CORP              | US        |    380000 | PA      | $397818.20    | 0.01%             | 2028-10-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                                                           | EXTRA SPACE STOR                                 | CUSIP: 30225VAV9<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |    595000 | PA      | $586585.50    | 0.02%             | 2033-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing 2024-1 LLC                                            | EFF 2024-1 A2                                    | CUSIP: 29375PAB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    272798 | PA      | $274133.63    | 0.01%             | 2030-03-20      | Fixed         | 5.23%                 | Yes           |                  2 | On Loan: No      |
| DOC DR LLC                                                                       | PHYSICIANS REALT                                 | CUSIP: 71951QAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    170000 | PA      | $150782.60    | 0.00%             | 2031-11-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Bon Secours Mercy Health Inc                                                     | BON SECOURS HLTH                                 | CUSIP: 09778PAA3<br>LEI: 5493006NA7JSVYYYF398 | Long             | DBT              | CORP              | US        |    590000 | PA      | $573159.12    | 0.02%             | 2030-06-01      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| Domino's Pizza Master Issuer LLC                                                 | DPABS 2021-1A A2II                               | CUSIP: 25755TAP5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    724512 | PA      | $657236.59    | 0.02%             | 2051-04-25      | Fixed         | 3.15%                 | Yes           |                  2 | On Loan: No      |
| Berkshire Hathaway Energy Co                                                     | MIDAMERICAN ENER                                 | CUSIP: 59562VAM9<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    765000 | PA      | $816567.94    | 0.02%             | 2036-04-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                                     | CUSIP: 20030NDQ1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    615000 | PA      | $302957.09    | 0.01%             | 2062-08-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                                   | CUSIP: 95000U3K7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    630000 | PA      | $641040.06    | 0.02%             | 2035-01-23      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                                  | CUSIP: 842400JD6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    255000 | PA      | $236765.83    | 0.01%             | 2054-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                 | DUKE ENERGY COR                                  | CUSIP: 26441CBT1<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    455000 | PA      | $448089.11    | 0.01%             | 2032-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG/New York NY                                                     | DEUTSCHE BANK NY                                 | CUSIP: 251526DD8<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    865000 | PA      | $849723.48    | 0.02%             | 2031-12-10      | Variable      | 4.47%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                         | PRUDENTIAL FIN                                   | CUSIP: 74432QCE3<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |   1856000 | PA      | $1487010.46   | 0.04%             | 2050-02-25      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                            | FOUNDRY JV HOLDC                                 | CUSIP: 350930AG8<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205867.55    | 0.01%             | 2033-01-25      | Fixed         | 5.90%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                  | CUSIP: 912810TC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9116500 | PA      | $6304629.53   | 0.17%             | 2041-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                  | CUSIP: 91282CNX5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3554300 | PA      | $3510426.61   | 0.10%             | 2030-08-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Oglethorpe Power Corp                                                            | OGLETHORPE POWER                                 | CUSIP: 677050AC0<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |    665625 | PA      | $700711.81    | 0.02%             | 2031-01-01      | Fixed         | 6.19%                 | Yes           |                  2 | On Loan: No      |
| CommonSpirit Health                                                              | COMMONSPIRIT                                     | CUSIP: 20268JBE2<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    465000 | PA      | $452573.01    | 0.01%             | 2035-09-01      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                                     | ALPHABET INC                                     | CUSIP: 02079KAN7<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     95000 | PA      | $87518.63     | 0.00%             | 2065-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| AIB Group PLC                                                                    | AIB GROUP PLC                                    | CUSIP: 00135TAE4<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $206407.02    | 0.01%             | 2035-03-28      | Variable      | 5.87%                 | Yes           |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS GROUP                                        | CUSIP: 902613BQ0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    960000 | PA      | $972922.35    | 0.03%             | 2036-05-09      | Variable      | 5.58%                 | Yes           |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE                                             | CUSIP: 05571ABF1<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   1700000 | PA      | $1657508.18   | 0.05%             | 2037-01-13      | Variable      | 5.42%                 | Yes           |                  2 | On Loan: No      |
| Texas Instruments Inc                                                            | TEXAS INSTRUMENT                                 | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |    126531 | NS      | $24564728.34  | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Marathon Petroleum Corp                                                          | MARATHON PETROLE                                 | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |     35876 | NS      | $8760201.68   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Kroger Co/The                                                                    | KROGER CO                                        | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |    247651 | NS      | $17920026.36  | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Sammons Financial Group Global Funding                                           | SAMMONS FIN GLO                                  | CUSIP: 79587J2A0<br>LEI: 635400IPRNPM6HDHRS48 | Long             | DBT              | CORP              | US        |    475000 | PA      | $479566.51    | 0.01%             | 2029-12-10      | Fixed         | 5.10%                 | Yes           |                  2 | On Loan: No      |
| Bon Secours Mercy Health Inc                                                     | BON SECOURS HLTH                                 | CUSIP: 58942HAC5<br>LEI: 5493006NA7JSVYYYF398 | Long             | DBT              | CORP              | US        |    570000 | PA      | $569179.19    | 0.02%             | 2028-07-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                                   | CUSIP: 437076CK6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    320000 | PA      | $192618.08    | 0.01%             | 2051-09-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                                      | METLIFE INC                                      | CUSIP: 59156RBG2<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    530000 | PA      | $473592.97    | 0.01%             | 2043-11-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Illinois State Toll Highway Authority                                            | IL TWY TXB-A-SR PRIOR                            | CUSIP: 452252FH7<br>LEI: 549300ISBFGI8MJJKM98 | Long             | DBT              | MUN               | US        |    750000 | PA      | $797431.65    | 0.02%             | 2034-01-01      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| Oglethorpe Power Corp                                                            | OGLETHORPE POWER                                 | CUSIP: 677050AK2<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |     50000 | PA      | $41138.41     | 0.00%             | 2044-06-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust 2026-DSC1                                    | GSMBS 2026-DSC1 A1                               | CUSIP: 36276BAA4<br>LEI: 254900D34P4JFEYPLX58 | Long             | ABS-MBS          | CORP              | US        |    815229 | PA      | $807719.53    | 0.02%             | 2066-05-25      | Variable      | 4.72%                 | Yes           |                  2 | On Loan: No      |
| Banco Santander SA                                                               | BANCO SANTANDER                                  | CUSIP: 05964HBF1<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    400000 | PA      | $404306.59    | 0.01%             | 2028-07-15      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                 | DUKE ENERGY COR                                  | CUSIP: 26441CAT2<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    645000 | PA      | $476626.94    | 0.01%             | 2046-09-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BZ4571                                        | CUSIP: 3140Q0CH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    467000 | PA      | $468940.71    | 0.01%             | 2030-08-01      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                      | PROLOGIS LP                                      | CUSIP: 74340XCR0<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    950000 | PA      | $965350.91    | 0.03%             | 2035-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                      | PACIFIC GAS&ELEC                                 | CUSIP: 694308KD8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     95000 | PA      | $80865.83     | 0.00%             | 2052-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Pfizer Investment Enterprises Pte Ltd                                            | PFIZER INVSTMNT                                  | CUSIP: 716973AF9<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |   1640000 | PA      | $1547719.09   | 0.04%             | 2043-05-19      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                                   | CUSIP: 46647PAL0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   6475000 | PA      | $5025567.69   | 0.14%             | 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        |    690000 | PA      | $725154.24    | 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        |     70000 | PA      | $40332.71     | 0.00%             | 2050-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                              | NEW YORK-TXBL-D-1                                | CUSIP: 64966SHM1<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    595000 | PA      | $555569.89    | 0.02%             | 2049-10-01      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                                      | METLIFE INC                                      | CUSIP: 59156RCC0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    387000 | PA      | $341797.78    | 0.01%             | 2052-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co                                                            | MIDAMERICAN ENER                                 | CUSIP: 595620AN5<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |     15000 | PA      | $12660.79     | 0.00%             | 2044-10-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                    | INTERCONTINENT                                   | CUSIP: 45866FAU8<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |   3545000 | PA      | $3531722.20   | 0.10%             | 2027-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Resources Corp                                                | CENTERPOINT ENER                                 | CUSIP: 15189WAS9<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |    145000 | PA      | $148211.35    | 0.00%             | 2034-07-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                            | ATHENE GLOBAL FU                                 | CUSIP: 04685A3Q2<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    860000 | PA      | $868639.96    | 0.02%             | 2029-01-09      | Fixed         | 5.58%                 | Yes           |                  2 | On Loan: No      |
| Ameriprise Financial Inc                                                         | AMERIPRISE FINL                                  | CUSIP: 03076CAN6<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |    494000 | PA      | $510810.05    | 0.01%             | 2028-12-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                  | CUSIP: 912810UM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1273800 | PA      | $1241357.91   | 0.03%             | 2055-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CF Hippolyta Issuer LLC                                                          | SORT 2022-1A A1                                  | CUSIP: 12530MAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    107358 | PA      | $106683.35    | 0.00%             | 2062-08-15      | Fixed         | 5.97%                 | Yes           |                  2 | On Loan: No      |
| RFR Trust                                                                        | RFR 2025-SGRM A                                  | CUSIP: 74984NAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1005462 | PA      | $1017321.52   | 0.03%             | 2041-03-11      | Variable      | 5.38%                 | Yes           |                  2 | On Loan: No      |
| PRET 2026-RPL1 Trust                                                             | PRET 2026-RPL1 A1                                | CUSIP: 69393EAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    826632 | PA      | $800662.45    | 0.02%             | 2070-01-25      | Variable      | 4.15%                 | Yes           |                  2 | On Loan: No      |
| Macquarie Group Ltd                                                              | MACQUARIE GROUP                                  | CUSIP: 55608JAZ1<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |   1543000 | PA      | $1380503.40   | 0.04%             | 2033-01-14      | Variable      | 2.87%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BZ4655                                        | CUSIP: 3140Q0E57<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    262888 | PA      | $262725.17    | 0.01%             | 2030-08-01      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BZ5534                                        | CUSIP: 3140Q1EG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1193042 | PA      | $1172159.83   | 0.03%             | 2030-12-01      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                                    | CUSIP: 209111GC1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    570000 | PA      | $370963.64    | 0.01%             | 2051-12-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                                   | CUSIP: 61747YED3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1805000 | PA      | $1580518.21   | 0.04%             | 2032-07-21      | Variable      | 2.24%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                                   | MICROSOFT CORP                                   | CUSIP: 594918CC6<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   2735000 | PA      | $1637721.17   | 0.05%             | 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        |    155000 | PA      | $156998.52    | 0.00%             | 2052-11-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                              | AMERICAN EXPRESS                                 | CUSIP: 025816EH8<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    700000 | PA      | $723861.22    | 0.02%             | 2036-04-25      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                   | BP CAP MKTS AMER                                 | CUSIP: 10373QBS8<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |   1206000 | PA      | $763525.91    | 0.02%             | 2052-03-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                                   | CUSIP: 61747YFU4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2821000 | PA      | $2818924.65   | 0.08%             | 2030-10-18      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| Automatic Data Processing Inc                                                    | AUTOMATIC DATA                                   | CUSIP: 053015AJ2<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | DBT              | CORP              | US        |   1580000 | PA      | $1596143.73   | 0.04%             | 2032-05-08      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                                   | CUSIP: 437076BA9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    425000 | PA      | $359603.45    | 0.01%             | 2043-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Honeywell Aerospace Inc                                                          | HONEYWELL AEROSP                                 | CUSIP: 43849RAG0<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |    940000 | PA      | $932584.94    | 0.03%             | 2036-03-16      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Taiwan Semiconductor Manufacturing Co Ltd                                        | TAIWAN SEMIC-ADR                                 | CUSIP: N/A<br>LEI: 549300KB6NK5SBD14S87       | Long             | EC               | CORP              | US        |     68317 | NS      | $23087730.15  | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                                     | CUSIP: 20030NCY5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    845000 | PA      | $650599.66    | 0.02%             | 2039-11-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                                   | CUSIP: 437076CQ3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    655000 | PA      | $467260.38    | 0.01%             | 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        |    295000 | PA      | $194327.72    | 0.01%             | 2051-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                         | DUKE ENERGY PROG                                 | CUSIP: 26442UAM6<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |     70000 | PA      | $43178.62     | 0.00%             | 2051-08-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                  | CUSIP: 91282CNJ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    769500 | PA      | $766043.26    | 0.02%             | 2032-06-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                                     | CUSIP: 11135FBX8<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    955000 | PA      | $974795.77    | 0.03%             | 2029-07-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Daimler Truck Finance North America LLC                                          | DAIMLER TRUCK                                    | CUSIP: 233853AQ3<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151492.92    | 0.00%             | 2028-01-19      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP                                 | CUSIP: 38141GC93<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   5522000 | PA      | $5614603.39   | 0.15%             | 2031-04-23      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| British American Tobacco PLC                                                     | BRIT AMER TOBACC                                 | CUSIP: N/A<br>LEI: 213800FKA5MF17RJKT63       | Long             | EC               | CORP              | GB        |    487725 | NS      | $28316729.34  | 0.78%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                                    | CUSIP: 404280DZ9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1270000 | PA      | $1276206.74   | 0.04%             | 2027-08-14      | Variable      | 5.89%                 | No            |                  2 | On Loan: No      |
| Sales Tax Securitization Corp                                                    | SALES TAX-B-REF-TXBL                             | CUSIP: 79467BDX0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $816397.90    | 0.02%             | 2042-01-01      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance USA PLC                                                        | RIO TINTO FIN PL                                 | CUSIP: 76720AAU0<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |     30000 | PA      | $30452.10     | 0.00%             | 2035-03-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                 | BAT CAPITAL CORP                                 | CUSIP: 054989AC2<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    763000 | PA      | $839434.58    | 0.02%             | 2043-08-02      | Fixed         | 7.08%                 | No            |                  2 | On Loan: No      |
| Cargill Inc                                                                      | CARGILL INC                                      | CUSIP: 141784BH0<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |    645000 | PA      | $671831.63    | 0.02%             | 2028-05-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN                                 | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |     73879 | NS      | $12215153.86  | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameren Illinois Co                                                               | AMEREN ILLINOIS                                  | CUSIP: 02361DAR1<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |    140000 | PA      | $104722.44    | 0.00%             | 2047-12-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                                        | CUSIP: 037833DW7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    825000 | PA      | $504709.76    | 0.01%             | 2050-05-11      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| University of California                                                         | UNIV OF CALIFORNIA-BG                            | CUSIP: 91412HGF4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    215000 | PA      | $208938.46    | 0.01%             | 2027-05-15      | Fixed         | 1.32%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                  | CUSIP: 912810UQ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1783300 | PA      | $1719700.28   | 0.05%             | 2045-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Healthpeak OP LLC                                                                | HEALTHPEAK OP                                    | CUSIP: 42250PAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    128000 | PA      | $128820.03    | 0.00%             | 2032-12-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                               | CRED AGRICOLE SA                                 | CUSIP: 22535WAL1<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    995000 | PA      | $995511.11    | 0.03%             | 2028-09-11      | Variable      | 4.63%                 | Yes           |                  2 | On Loan: No      |
| Whistler Pipeline LLC                                                            | WHISTLER PIPELIN                                 | CUSIP: 96337RAB8<br>LEI: 549300NG57SGLTNW5C85 | Long             | DBT              | CORP              | US        |    180000 | PA      | $184768.93    | 0.01%             | 2031-09-30      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM3972                                        | CUSIP: 3140J8MW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    302723 | PA      | $281056.37    | 0.01%             | 2038-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                                    | CUSIP: 209111GP2<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    725000 | PA      | $715843.61    | 0.02%             | 2055-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | UNION PAC CORP                                   | CUSIP: 907818FY9<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    515000 | PA      | $398851.11    | 0.01%             | 2042-02-14      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co Lp / PTL Finance Corp                                    | PENSKE TRUCK LE                                  | CUSIP: 709599BW3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1125000 | PA      | $1157862.08   | 0.03%             | 2028-08-01      | Fixed         | 6.05%                 | Yes           |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                      | PACIFIC GAS&ELEC                                 | CUSIP: 694308HL4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    496000 | PA      | $387138.19    | 0.01%             | 2045-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| KeySpan Gas East Corp                                                            | KEYSPAN GAS EAST                                 | CUSIP: 49338CAB9<br>LEI: K8TS3HOE1568DUBUJL44 | Long             | DBT              | CORP              | US        |    670000 | PA      | $666076.67    | 0.02%             | 2026-08-15      | Fixed         | 2.74%                 | Yes           |                  2 | On Loan: No      |
| Alabama Power Co                                                                 | ALABAMA POWER CO                                 | CUSIP: 010392FB9<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    654000 | PA      | $690594.51    | 0.02%             | 2039-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                         | DUKE ENERGY PROG                                 | CUSIP: 144141CY2<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    365000 | PA      | $392848.24    | 0.01%             | 2038-04-01      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| PECO Energy Co                                                                   | PECO ENERGY CO                                   | CUSIP: 693304BD8<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    280000 | PA      | $234789.64    | 0.01%             | 2052-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon/The                                                      | BK OF NY MELLON                                  | CUSIP: 06405LAH4<br>LEI: HPFHU0OQ28E4N0NFVK49 | Long             | DBT              | CORP              | US        |    330000 | PA      | $332270.61    | 0.01%             | 2029-04-20      | Variable      | 4.73%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                                     | CUSIP: 11135FBQ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    403000 | PA      | $336819.95    | 0.01%             | 2036-11-15      | Fixed         | 3.19%                 | Yes           |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC                                       | CUSIP: 00287YEG0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1170000 | PA      | $1145800.74   | 0.03%             | 2036-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority Dedicated Tax Fund                         | MTA NY-TXB                                       | CUSIP: 59259NZH9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    285000 | PA      | $330240.07    | 0.01%             | 2039-11-15      | Fixed         | 7.34%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                  | CUSIP: 912810TF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    865000 | PA      | $630740.43    | 0.02%             | 2042-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                                      | CUSIP: 68389XCA1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    431000 | PA      | $273243.57    | 0.01%             | 2051-03-25      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                                     | CUSIP: 20030NCE9<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    222000 | PA      | $161005.72    | 0.00%             | 2049-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                   | AMAZON.COM INC                                   | CUSIP: 023135DK9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   2630000 | PA      | $2613978.64   | 0.07%             | 2076-03-13      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Blackstone Holdings Finance Co LLC                                               | BLACKSTONE HLDGS                                 | CUSIP: 09261BAG5<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |    605000 | PA      | $528106.43    | 0.01%             | 2032-03-30      | Fixed         | 2.55%                 | Yes           |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANSFER                                  | CUSIP: 29273RAT6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    155000 | PA      | $137109.66    | 0.00%             | 2043-02-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| QatarEnergy                                                                      | QATAR ENERGY                                     | CUSIP: N/A<br>LEI: 254900QTESJKJ3P87J26       | Long             | DBT              | CORP              | QA        |   1175000 | PA      | $756221.31    | 0.02%             | 2051-07-12      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                  | CUSIP: 91282CKG5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6382500 | PA      | $6436103.04   | 0.18%             | 2029-03-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                 | CROWN CASTLE INC                                 | CUSIP: 22822VBG5<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    587000 | PA      | $580555.38    | 0.02%             | 2034-09-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Corp                                                                 | FIRSTENERGY CORP                                 | CUSIP: 337932AM9<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    770000 | PA      | $514443.88    | 0.01%             | 2050-03-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Tucson Electric Power Co                                                         | TUCSON ELEC PWR                                  | CUSIP: 898813AV2<br>LEI: YLF139GXSRKPBBTNZL03 | Long             | DBT              | CORP              | US        |    210000 | PA      | $196919.49    | 0.01%             | 2053-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BZ4578                                        | CUSIP: 3140Q0CQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    509000 | PA      | $511115.25    | 0.01%             | 2030-08-01      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP                                 | CUSIP: 06051GJW0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    870000 | PA      | $662764.02    | 0.02%             | 2042-04-22      | Variable      | 3.31%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                      | PACIFIC GAS&ELEC                                 | CUSIP: 694308KR7<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    305000 | PA      | $312344.66    | 0.01%             | 2034-05-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                               | REALTY INCOME                                    | CUSIP: 756109BJ2<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    735000 | PA      | $701670.16    | 0.02%             | 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        |    188000 | PA      | $141426.95    | 0.00%             | 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        |   2070000 | PA      | $1735670.16   | 0.05%             | 2046-12-07      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co                                                          | ARTHUR J GALLAGH                                 | CUSIP: 04316JAL3<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    140000 | PA      | $141514.70    | 0.00%             | 2029-12-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                                   | COM BK AUSTRALIA                                 | CUSIP: 20271AAL1<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |   1060000 | PA      | $1085517.39   | 0.03%             | 2028-09-14      | Fixed         | 5.07%                 | Yes           |                  2 | On Loan: No      |
| UBS AG/London                                                                    | UBS AG LONDON                                    | CUSIP: 902674ZW3<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | DBT              | CORP              | CH        |   1385000 | PA      | $1428745.47   | 0.04%             | 2028-09-11      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bond                                              | CHILE                                            | CUSIP: 168863DV7<br>LEI: N/A                  | Long             | DBT              | NUSS              | CL        |    545000 | PA      | $491569.74    | 0.01%             | 2034-01-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                               | FHR 3803 TY                                      | CUSIP: 3137A76P0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     35074 | PA      | $34777.63     | 0.00%             | 2031-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                                        | CUSIP: 037833BX7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    210000 | PA      | $188167.06    | 0.01%             | 2046-02-23      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                               | CAN IMPERIAL BK                                  | CUSIP: 13607PHT4<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    925000 | PA      | $925337.99    | 0.03%             | 2027-09-11      | Variable      | 4.51%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                  | CUSIP: 91282CNY3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5230300 | PA      | $5176566.83   | 0.14%             | 2028-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Aviation Capital Group LLC                                                       | AVIATION CAPITAL                                 | CUSIP: 05369AAL5<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    415000 | PA      | $409920.74    | 0.01%             | 2026-09-20      | Fixed         | 1.95%                 | Yes           |                  2 | On Loan: No      |
| Merck & Co Inc                                                                   | MERCK & CO INC                                   | CUSIP: 58933YBF1<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    303000 | PA      | $184299.51    | 0.01%             | 2051-12-10      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                  | CUSIP: 912810UP1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1723100 | PA      | $1646570.13   | 0.05%             | 2055-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS GROUP                                        | CUSIP: 902613BL1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1946000 | PA      | $2004103.24   | 0.06%             | 2030-09-13      | Variable      | 5.62%                 | Yes           |                  2 | On Loan: No      |
| KLA Corp                                                                         | KLA  CORP                                        | CUSIP: 482480AM2<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |   1401000 | PA      | $1253001.33   | 0.03%             | 2052-07-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Corp Nacional del Cobre de Chile                                                 | CODELCO INC                                      | CUSIP: 21987BBA5<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |    600000 | PA      | $408223.06    | 0.01%             | 2050-01-30      | Fixed         | 3.70%                 | Yes           |                  2 | On Loan: No      |
| Mars Inc                                                                         | MARS INC                                         | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   2940000 | PA      | $2966736.24   | 0.08%             | 2035-03-01      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| Dominion Energy South Carolina Inc                                               | SOUTH CAROL E&G                                  | CUSIP: 837004BV1<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |    138000 | PA      | $151572.34    | 0.00%             | 2032-02-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE                                             | CUSIP: 056121AA4<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    335000 | PA      | $339283.06    | 0.01%             | 2031-05-28      | Variable      | 5.39%                 | Yes           |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN                                 | CUSIP: 718172BD0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    145000 | PA      | $130361.64    | 0.00%             | 2043-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Public Storage Operating Co                                                      | PUBLIC STORAGE                                   | CUSIP: 74460WAH0<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4707.44      | 0.00%             | 2053-08-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Northern States Power Co/MN                                                      | NORTHERN ST PR-M                                 | CUSIP: 665772CT4<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    145000 | PA      | $130584.10    | 0.00%             | 2031-04-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                                                           | EXTRA SPACE STOR                                 | CUSIP: 30225VAT4<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |    555000 | PA      | $556214.73    | 0.02%             | 2035-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                  | CUSIP: 91282CFL0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     83700 | PA      | $83722.89     | 0.00%             | 2029-09-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                               | CRED AGRICOLE SA                                 | CUSIP: 22535WAN7<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    250000 | PA      | $257500.71    | 0.01%             | 2036-01-09      | Variable      | 5.86%                 | Yes           |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | BURLINGTON NORTH                                 | CUSIP: 12189LAW1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    415000 | PA      | $341384.16    | 0.01%             | 2045-04-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital SA                                                         | TOTALENERGIES                                    | CUSIP: 89157XAB7<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |    796000 | PA      | $764007.88    | 0.02%             | 2054-04-05      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| RGA Global Funding                                                               | RGA GLOBAL                                       | CUSIP: 76209PAH6<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |    475000 | PA      | $472635.07    | 0.01%             | 2028-08-25      | Fixed         | 4.35%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                  | CUSIP: 912810TL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    110000 | PA      | $94544.14     | 0.00%             | 2052-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                          | DUKE ENERGY FLA                                  | CUSIP: 26444HAA9<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    170000 | PA      | $120669.58    | 0.00%             | 2046-10-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Equitable Financial Life Global Funding                                          | EQUITABLE FINANC                                 | CUSIP: 29449WAB3<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |    535000 | PA      | $512927.20    | 0.01%             | 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        |    712935 | NS      | $25052535.90  | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Glencore Funding LLC                                                             | GLENCORE FDG LLC                                 | CUSIP: 378272CB2<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    525000 | PA      | $527047.85    | 0.01%             | 2055-04-01      | Fixed         | 6.14%                 | Yes           |                  2 | On Loan: No      |
| QUALCOMM Inc                                                                     | QUALCOMM INC                                     | CUSIP: 747525AK9<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    570000 | PA      | $503679.33    | 0.01%             | 2045-05-20      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                                   | CUSIP: 437076BX9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    761000 | PA      | $639499.49    | 0.02%             | 2048-12-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| American Express Credit Account Master Trust                                     | AMXCA 2023-4 A                                   | CUSIP: 02589BAC4<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-CBDO         | CORP              | US        |   1310000 | PA      | $1342586.12   | 0.04%             | 2030-09-16      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                                     | CUSIP: 20030NDU2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   3918000 | PA      | $2175284.77   | 0.06%             | 2056-11-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                                         | CUSIP: 00206RJZ6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1540000 | PA      | $1193886.06   | 0.03%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                                   | CUSIP: 48126BAA1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    750000 | PA      | $736497.89    | 0.02%             | 2042-01-06      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                              | AMERICAN TOWER                                   | CUSIP: 03027XCL2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    355000 | PA      | $359152.35    | 0.01%             | 2030-01-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                              | NEW YORK-H-TXBL                                  | CUSIP: 64966SNK8<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    155000 | PA      | $158654.16    | 0.00%             | 2055-02-01      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                                    | CUSIP: 404280EQ8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1255000 | PA      | $1261509.12   | 0.03%             | 2029-03-03      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co                                                                 | GEORGIA POWER                                    | CUSIP: 373334LB5<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    955000 | PA      | $969343.53    | 0.03%             | 2035-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| OMERS Finance Trust                                                              | OMERS FINANCE TR                                 | CUSIP: 682142AJ3<br>LEI: 529900M039WCPES03P17 | Long             | DBT              | NUSS              | CA        |    560000 | PA      | $560258.45    | 0.02%             | 2028-04-20      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Ameriprise Financial Inc                                                         | AMERIPRISE FINL                                  | CUSIP: 03076CAL0<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |    335000 | PA      | $332287.64    | 0.01%             | 2032-05-13      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                                   | CUSIP: 46647PEG7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   6100000 | PA      | $6286308.21   | 0.17%             | 2030-04-22      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| Welltower OP LLC                                                                 | WELLTOWER INC                                    | CUSIP: 95040QAJ3<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |    112000 | PA      | $106569.02    | 0.00%             | 2030-01-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| American International Group Inc                                                 | AMERICAN INTERNA                                 | CUSIP: 026874DW4<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    265000 | PA      | $267610.26    | 0.01%             | 2030-05-07      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| PG&E Energy Recovery Funding LLC                                                 | PG&E ENERGY RECO                                 | CUSIP: 71710TAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    109000 | PA      | $90202.15     | 0.00%             | 2036-01-15      | Fixed         | 2.28%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                  | CUSIP: 912810TV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    748800 | PA      | $728471.25    | 0.02%             | 2053-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Eastern Gas Transmission & Storage Inc                                           | EASTERN GAS TRAN                                 | CUSIP: 276480AH3<br>LEI: H2VQBNB3NSKRM5QWBI71 | Long             | DBT              | CORP              | US        |    585000 | PA      | $554211.03    | 0.02%             | 2029-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                   | AMAZON.COM INC                                   | CUSIP: 023135DE3<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   1460000 | PA      | $1445879.19   | 0.04%             | 2033-03-13      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                  | CUSIP: 91282CND9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1718900 | PA      | $1716818.52   | 0.05%             | 2028-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                                   | CUSIP: 61747YEH4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    445000 | PA      | $392987.30    | 0.01%             | 2032-10-20      | Variable      | 2.51%                 | No            |                  2 | On Loan: No      |
| Trustees of the University of Pennsylvania/The                                   | UNI OF PENNSYLVA                                 | CUSIP: 91481CAD2<br>LEI: 549300FG60YK9HZ7DS75 | Long             | DBT              | CORP              | US        |    186000 | PA      | $108590.06    | 0.00%             | 2050-10-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BZ5075                                        | CUSIP: 3140Q0T93<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    745000 | PA      | $743720.39    | 0.02%             | 2030-10-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| SBA Tower Trust                                                                  | SBA TOWER TRUST                                  | CUSIP: 78403DAT7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1060000 | PA      | $1042679.81   | 0.03%             | 2026-11-15      | Fixed         | 1.63%                 | Yes           |                  2 | On Loan: No      |
| Dominion Energy Inc                                                              | DOMINION ENERGY                                  | CUSIP: 25746UDR7<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   1470000 | PA      | $1504257.51   | 0.04%             | 2032-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| University of Minnesota                                                          | UNIV OF MINNESOTA MN                             | CUSIP: 914460WT3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    775000 | PA      | $619852.67    | 0.02%             | 2052-04-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp                                                                 | EXXON MOBIL CORP                                 | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |    158121 | NS      | $26826808.86  | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| San Diego Gas & Electric Co                                                      | SAN DIEGO G & E                                  | CUSIP: 797440BZ6<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    145000 | PA      | $128338.49    | 0.00%             | 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        |    520000 | PA      | $486051.12    | 0.01%             | 2028-06-28      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| Northern States Power Co/MN                                                      | NORTHERN ST PR-M                                 | CUSIP: 665772CB3<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |   1745000 | PA      | $1899357.29   | 0.05%             | 2036-06-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                  | CUSIP: 91282CMB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5873000 | PA      | $5889517.81   | 0.16%             | 2027-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Co                                                              | CONSUMERS ENERGY                                 | CUSIP: 210518DQ6<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1583.48      | 0.00%             | 2052-09-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Glencore Finance Canada Ltd                                                      | XSTRATA FIN CAN                                  | CUSIP: 98417EAN0<br>LEI: 5493005TTO0UJ33KCK70 | Long             | DBT              | CORP              | CA        |     80000 | PA      | $80957.26     | 0.00%             | 2041-11-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Seasoned Credit Risk Transfer Trust Series 2019-3                    | SCRT 2019-3 MA                                   | CUSIP: 35563PLH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    444907 | PA      | $433568.04    | 0.01%             | 2058-10-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Energy Co                                                     | MIDAMERICAN ENER                                 | CUSIP: 59562VAP2<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26278.99     | 0.00%             | 2037-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                  | CUSIP: 91282CLK5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    775300 | PA      | $769333.83    | 0.02%             | 2029-08-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                              | AMERICAN EXPRESS                                 | CUSIP: 025816DR7<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   1388000 | PA      | $1437956.66   | 0.04%             | 2035-04-25      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| CommonSpirit Health                                                              | COMMONSPIRIT                                     | CUSIP: 20268JAF0<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    684000 | PA      | $630669.07    | 0.02%             | 2030-10-01      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                           | COMMONWEALTH EDI                                 | CUSIP: 202795JG6<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    375000 | PA      | $309818.43    | 0.01%             | 2045-11-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                                     | CUSIP: 20030NDW8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   2093000 | PA      | $1110052.19   | 0.03%             | 2063-11-01      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                        | TORONTO DOM BANK                                 | CUSIP: 89115A2E1<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    332000 | PA      | $326950.65    | 0.01%             | 2032-06-08      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp                                                             | TARGA RESOURCES                                  | CUSIP: 87612GAM3<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |   1370000 | PA      | $1381892.48   | 0.04%             | 2035-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable LLC                                                            | TIME WARNER CABL                                 | CUSIP: 88732JBB3<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    988000 | PA      | $850228.65    | 0.02%             | 2041-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                   | MERCK & CO INC                                   | CUSIP: 58933YBR5<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   1940000 | PA      | $1946510.25   | 0.05%             | 2032-09-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                            | ATHENE GLOBAL FU                                 | CUSIP: 04685A4R9<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    298000 | PA      | $294747.38    | 0.01%             | 2030-07-17      | Fixed         | 5.03%                 | Yes           |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANSFER                                  | CUSIP: 86765BAQ2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    160000 | PA      | $142889.52    | 0.00%             | 2045-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                                      | CUSIP: 68389XBQ7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     90000 | PA      | $59322.72     | 0.00%             | 2047-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ERAC USA Finance LLC                                                             | ERAC USA FINANCE                                 | CUSIP: 26884TAY8<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |    270000 | PA      | $274407.00    | 0.01%             | 2029-02-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                                     | CUSIP: 11135FCC3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    255000 | PA      | $252782.63    | 0.01%             | 2032-02-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP                                 | CUSIP: 91324PEE8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    213000 | PA      | $157842.56    | 0.00%             | 2041-05-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Roche Holding AG                                                                 | ROCHE HOLDING AG-GENUSSCHEIN - PART.CERTIFICATES | CUSIP: N/A<br>LEI: 549300U41AUUVOAAOB37       | Long             | EC               | CORP              | CH        |     40235 | NS      | $16057420.06  | 0.44%             |  |  |  | No            |                  2 | On Loan: No      |
| ERAC USA Finance LLC                                                             | ERAC USA FINANCE                                 | CUSIP: 26884TAN2<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |   1669000 | PA      | $1429848.36   | 0.04%             | 2045-02-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                  | CUSIP: 91282CPK1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1031000 | PA      | $1022784.22   | 0.03%             | 2028-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Mutual of Omaha Cos Global Funding                                               | MUTUAL OF OMAHA                                  | CUSIP: 62829D2F6<br>LEI: 635400AL5J3F1ZPTAN95 | Long             | DBT              | CORP              | US        |    550000 | PA      | $553625.61    | 0.02%             | 2030-04-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Rio Tinto Finance USA PLC                                                        | RIO TINTO FIN PL                                 | CUSIP: 76720AAT3<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $305992.95    | 0.01%             | 2032-03-14      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Greensaif Pipelines Bidco Sarl                                                   | GREENSAIF PIPELI                                 | CUSIP: 39541EAD5<br>LEI: 549300YWDGUXPB8GRP47 | Long             | DBT              | CORP              | LU        |    899000 | PA      | $901758.02    | 0.02%             | 2036-02-23      | Fixed         | 5.85%                 | Yes           |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC                                       | CUSIP: 00287YBD0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    819000 | PA      | $734126.80    | 0.02%             | 2048-11-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                       | PFIZER INC                                       | CUSIP: 717081EJ8<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |   1505000 | PA      | $1358474.75   | 0.04%             | 2038-09-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Metropolitan Life Global Funding I                                               | MET LIFE GLOB                                    | CUSIP: 59217GFP9<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |    520000 | PA      | $525645.80    | 0.01%             | 2033-03-28      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| Hubbell Inc                                                                      | HUBBELL INC                                      | CUSIP: 443510607<br>LEI: 54930088VDQ6840Y6597 | Long             | EC               | CORP              | US        |     30623 | NS      | $15027931.02  | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP                                 | CUSIP: 06051GHV4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1055000 | PA      | $1012152.77   | 0.03%             | 2030-07-23      | Variable      | 3.19%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                              | DOMINION ENERGY                                  | CUSIP: 25746UCZ0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    760000 | PA      | $615481.87    | 0.02%             | 2049-03-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| CNO Global Funding                                                               | CNO GLOBAL FUND                                  | CUSIP: 18977W2D1<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |   1035000 | PA      | $1049410.34   | 0.03%             | 2027-06-04      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| State of Illinois                                                                | IL ST TXB-PENSION                                | CUSIP: 452151LF8<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |  10064853 | PA      | $10252141.73  | 0.28%             | 2033-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co                                                                 | GEORGIA POWER                                    | CUSIP: 373334KT7<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |   1035000 | PA      | $1044130.63   | 0.03%             | 2033-05-17      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                    | INTERCONTINENT                                   | CUSIP: 45866FAV6<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    255000 | PA      | $254506.24    | 0.01%             | 2029-06-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                 | DUKE ENERGY COR                                  | CUSIP: 26441CBH7<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    470000 | PA      | $433149.82    | 0.01%             | 2030-06-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Israel Government International Bond                                             | STATE OF ISRAEL                                  | CUSIP: 46515CJY1<br>LEI: N/A                  | Long             | DBT              | NUSS              | IL        |   1515000 | PA      | $1484181.20   | 0.04%             | 2031-01-13      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BZ4574                                        | CUSIP: 3140Q0CL4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    287086 | PA      | $286908.18    | 0.01%             | 2030-08-01      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP                                 | CUSIP: 38141GA53<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    747000 | PA      | $811284.50    | 0.02%             | 2034-10-24      | Variable      | 6.56%                 | No            |                  2 | On Loan: No      |
| New Issuer: BB Company ID:71306716                                               | EFF 2023-3 A2                                    | CUSIP: 29374LAB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    489130 | PA      | $493528.51    | 0.01%             | 2030-03-20      | Fixed         | 6.40%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 782086                                        | CUSIP: 36241KJ74<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       283 | PA      | $285.88       | 0.00%             | 2031-11-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co                                                                 | GEORGIA POWER                                    | CUSIP: 373334KW0<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    455000 | PA      | $464871.20    | 0.01%             | 2034-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                                   | CUSIP: 61747YFK6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1823000 | PA      | $1848814.63   | 0.05%             | 2030-01-16      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                                | FNR 2019-14 CA                                   | CUSIP: 3136B4FP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    319099 | PA      | $307868.98    | 0.01%             | 2049-04-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                              | AMERICAN EXPRESS                                 | CUSIP: 025816DF3<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    439000 | PA      | $439988.91    | 0.01%             | 2034-05-01      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                                                            | NORTHROP GRUMMAN                                 | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |     44922 | NS      | $30647585.28  | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP                                 | CUSIP: 38145GAP5<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1811000 | PA      | $1799007.43   | 0.05%             | 2029-01-21      | Variable      | 4.15%                 | No            |                  2 | On Loan: No      |
| Abu Dhabi Developmental Holding Co PJSC                                          | ABU DHABI DEVELO                                 | CUSIP: 00402D2A2<br>LEI: 254900G082ZFKTCR2Q75 | Long             | DBT              | CORP              | AE        |   1135000 | PA      | $1152191.46   | 0.03%             | 2029-05-08      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                              | FIFTH THIRD BANC                                 | CUSIP: 316773DE7<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    325000 | PA      | $323242.88    | 0.01%             | 2028-04-25      | Variable      | 4.05%                 | No            |                  2 | On Loan: No      |
| JBS NV/JBS USA Foods Group Holdings Inc/JBS USA Food Co Holdings                 | JBS/FOODS/FOOD                                   | CUSIP: 46590XAN6<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    112000 | PA      | $107472.57    | 0.00%             | 2029-02-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK INC                                        | CUSIP: 682680BN2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    570000 | PA      | $585388.68    | 0.02%             | 2053-09-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Alcon Finance Corp                                                               | ALCON FINANCE CO                                 | CUSIP: 01400EAE3<br>LEI: 549300CUZUI9VU7XNK42 | Long             | DBT              | CORP              | US        |    255000 | PA      | $260650.40    | 0.01%             | 2032-12-06      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                                     | CUSIP: 06738ECX1<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    785000 | PA      | $791340.90    | 0.02%             | 2029-02-25      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                  | CUSIP: 91282CNV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6344400 | PA      | $6325812.87   | 0.17%             | 2027-08-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN                                 | CUSIP: 718172DJ5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   1005000 | PA      | $1024156.41   | 0.03%             | 2034-02-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp                                                      | AMERICAN WATER                                   | CUSIP: 03040WAX3<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |     95000 | PA      | $65985.57     | 0.00%             | 2050-05-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas Nc Storm Funding II LLC                                    | DUKE ENERGY II                                   | CUSIP: 26443UAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1125000 | PA      | $1100074.21   | 0.03%             | 2046-01-01      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Corp                                                                 | FIRSTENERGY CORP                                 | CUSIP: 337932AL1<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    170000 | PA      | $157579.79    | 0.00%             | 2030-03-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Allstate Corp/The                                                                | ALLSTATE CORP                                    | CUSIP: 020002BG5<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    156000 | PA      | $115798.09    | 0.00%             | 2049-08-10      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                                      | CUSIP: 68389XDW2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    930000 | PA      | $918051.66    | 0.03%             | 2029-02-04      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp                                                      | AMERICAN WATER                                   | CUSIP: 03040WAR6<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |     45000 | PA      | $33551.65     | 0.00%             | 2047-09-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| New York and Presbyterian Hospital/The                                           | NY & PRES HOSP                                   | CUSIP: 649322AH7<br>LEI: 19EOSPKL8HML7MY3UE63 | Long             | DBT              | CORP              | US        |    225000 | PA      | $154950.47    | 0.00%             | 2040-08-01      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| City of Houston TX                                                               | HOUSTON REF-TXB-A-PEN                            | CUSIP: 442331QM9<br>LEI: 549300C64URYS0WQQY42 | Long             | DBT              | MUN               | US        |    230000 | PA      | $244248.09    | 0.01%             | 2032-03-01      | Fixed         | 6.29%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | ENTERPRISE PRODU                                 | CUSIP: 29379VCL5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    430000 | PA      | $432302.42    | 0.01%             | 2036-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                  | CUSIP: 91282CNK3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3797400 | PA      | $3792208.23   | 0.10%             | 2030-06-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP                                 | CUSIP: 06051GKB4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1225000 | PA      | $773133.18    | 0.02%             | 2052-07-21      | Variable      | 2.97%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co                                               | PUBLIC SERVICE                                   | CUSIP: 74456QCY0<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    445000 | PA      | $438410.84    | 0.01%             | 2056-01-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| US Foods Holding Corp                                                            | US FOODS HOLDING                                 | CUSIP: 912008109<br>LEI: 549300UGOZSO64CFPR97 | Long             | EC               | CORP              | US        |    134720 | NS      | $12422531.20  | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Marsh & McLennan Cos Inc                                                         | MARSH & MCLENNAN                                 | CUSIP: 571748BT8<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    240000 | PA      | $226360.59    | 0.01%             | 2053-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Dallas Fort Worth International Airport                                          | DALLAS-FORT WORTH TX                             | CUSIP: 2350368N3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    515000 | PA      | $368819.31    | 0.01%             | 2046-11-01      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                 | DUKE ENERGY COR                                  | CUSIP: 26441CCA1<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    275000 | PA      | $275902.80    | 0.01%             | 2053-09-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| EOG Resources Inc                                                                | EOG RESOURCES IN                                 | CUSIP: 26875PBB6<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    270000 | PA      | $268077.51    | 0.01%             | 2031-01-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Indiana Michigan Power Co                                                        | IND MICH POWER                                   | CUSIP: 454889AT3<br>LEI: JHR9V15J0ZRG02MIRD06 | Long             | DBT              | CORP              | US        |    415000 | PA      | $329614.40    | 0.01%             | 2048-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Resources Corp                                                | CENTERPOINT ENER                                 | CUSIP: 15189WAL4<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |   1369000 | PA      | $1359420.03   | 0.04%             | 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        |    390000 | PA      | $270953.12    | 0.01%             | 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        |    655000 | PA      | $523311.99    | 0.01%             | 2040-04-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Greensaif Pipelines Bidco Sarl                                                   | GREENSAIF PIPELI                                 | CUSIP: 39541EAE3<br>LEI: 549300YWDGUXPB8GRP47 | Long             | DBT              | CORP              | LU        |    815000 | PA      | $810408.58    | 0.02%             | 2042-08-23      | Fixed         | 6.10%                 | Yes           |                  2 | On Loan: No      |
| NiSource Inc                                                                     | NISOURCE INC                                     | CUSIP: 65473PAM7<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |   2036000 | PA      | $1759589.52   | 0.05%             | 2052-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PNC Bank NA                                                                      | PNC BANK NA                                      | CUSIP: 69353RFG8<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |   1165000 | PA      | $1145837.72   | 0.03%             | 2027-10-25      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                  | CUSIP: 91282CLC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5801600 | PA      | $5828115.11   | 0.16%             | 2029-07-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Oglethorpe Power Corp                                                            | OGLETHORPE POWER                                 | CUSIP: 677050AL0<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |    537000 | PA      | $415773.85    | 0.01%             | 2046-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP                                 | CUSIP: 06051GEN5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    260000 | PA      | $267583.18    | 0.01%             | 2042-02-07      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co LLC                                                   | ONCOR ELECTRIC D                                 | CUSIP: 68233JCM4<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    294000 | PA      | $258710.76    | 0.01%             | 2052-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Bay Area Toll Authority                                                          | BAY AREA TOLL-F-2                                | CUSIP: 072024ND0<br>LEI: 5493001FUZGUQMIP5D78 | Long             | DBT              | MUN               | US        |     60000 | PA      | $62606.90     | 0.00%             | 2049-04-01      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| Unilever PLC                                                                     | UNILEVER PLC                                     | CUSIP: N/A<br>LEI: 549300MKFYEKVRWML317       | Long             | EC               | CORP              | GB        |    255033 | NS      | $14001152.54  | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                                   | CUSIP: 46647PDH6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2433000 | PA      | $2436584.73   | 0.07%             | 2033-07-25      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| Westinghouse Air Brake Technologies Corp                                         | WESTINGHOUSE AIR                                 | CUSIP: 960386AT7<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |    350000 | PA      | $357814.89    | 0.01%             | 2035-05-29      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                   | VIRGINIA EL&PWR                                  | CUSIP: 927804GV0<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    520000 | PA      | $508703.55    | 0.01%             | 2035-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                  | CUSIP: 91282CFB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    292000 | PA      | $287905.16    | 0.01%             | 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        |    612017 | PA      | $546318.94    | 0.02%             | 2036-08-31      | Fixed         | 3.54%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BZ4570                                        | CUSIP: 3140Q0CG5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    573000 | PA      | $575381.22    | 0.02%             | 2030-08-01      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                  | CUSIP: 91282CGQ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4437500 | PA      | $4454660.66   | 0.12%             | 2030-02-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Public Service Co of Oklahoma                                                    | PUB SVC OKLAHOMA                                 | CUSIP: 744533BS8<br>LEI: F3TJNSIZRGXRH8GEIK79 | Long             | DBT              | CORP              | US        |   1485000 | PA      | $1495787.96   | 0.04%             | 2036-01-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                                     | ALPHABET INC                                     | CUSIP: 02079KBM8<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   2040000 | PA      | $2030360.63   | 0.06%             | 2036-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                      | PACIFIC GAS&ELEC                                 | CUSIP: 694308LA3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    350000 | PA      | $341205.27    | 0.01%             | 2036-05-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Corebridge Global Funding                                                        | COREBRIDGE GF                                    | CUSIP: 00138CAX6<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |    615000 | PA      | $624272.31    | 0.02%             | 2029-01-12      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| Amazon.com Inc                                                                   | AMAZON.COM INC                                   | CUSIP: 023135DJ2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   1620000 | PA      | $1624027.00   | 0.04%             | 2066-03-13      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| NBK SPC Ltd                                                                      | NBK SPC LTD                                      | CUSIP: 62877PAB0<br>LEI: 549300P1ANDK86KWB419 | Long             | DBT              | CORP              | AE        |   1975000 | PA      | $1942275.53   | 0.05%             | 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        |    115000 | PA      | $85866.99     | 0.00%             | 2046-06-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                                           | STANDARD CHART                                   | CUSIP: 853254CS7<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    990000 | PA      | $1016559.32   | 0.03%             | 2029-01-09      | Variable      | 6.30%                 | Yes           |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                          | FLORIDA PWR CORP                                 | CUSIP: 341099CH0<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    200000 | PA      | $216658.97    | 0.01%             | 2037-09-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Emera US Finance LP                                                              | EMERA US FINANCE                                 | CUSIP: 29103DAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1074620.89   | 0.03%             | 2046-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                                      | CUSIP: 68389XDB8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    235000 | PA      | $197034.15    | 0.01%             | 2055-08-03      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Resources Corp                                                | CENTERPOINT ENER                                 | CUSIP: 15189YAG1<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |   1109000 | PA      | $1128840.22   | 0.03%             | 2028-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PRPM 2026-RCF1 Trust                                                             | PRPM 2026-RCF1 A1                                | CUSIP: 69383VAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    199755 | PA      | $198640.32    | 0.01%             | 2056-01-25      | Variable      | 4.84%                 | Yes           |                  2 | On Loan: No      |
| Alphabet Inc                                                                     | ALPHABET INC                                     | CUSIP: 02079KBN6<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    605000 | PA      | $600154.69    | 0.02%             | 2046-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Netflix Inc                                                                      | NETFLIX INC                                      | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |    236133 | NS      | $22704187.95  | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Reynolds American Inc                                                            | REYNOLDS AMERICA                                 | CUSIP: 761713BA3<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |    255000 | PA      | $262061.73    | 0.01%             | 2035-08-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ERAC USA Finance LLC                                                             | ERAC USA FINANCE                                 | CUSIP: 26884TAX0<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |    725000 | PA      | $691851.38    | 0.02%             | 2053-05-01      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| Regents of the University of California Medical Center Pooled Revenue            | UNIV OF CALIFORNIA-H                             | CUSIP: 913366EP1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     80000 | PA      | $84881.70     | 0.00%             | 2048-05-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Mars Inc                                                                         | MARS INC                                         | CUSIP: 571676BB0<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    755000 | PA      | $745062.14    | 0.02%             | 2045-05-01      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                                         | CUSIP: 00206RBH4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1136000 | PA      | $940929.37    | 0.03%             | 2042-12-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                                     | CUSIP: 20030NDL2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    930000 | PA      | $532015.11    | 0.01%             | 2051-01-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Tampa Electric Co                                                                | TAMPA ELECTRIC                                   | CUSIP: 875127BM3<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |    245000 | PA      | $248222.73    | 0.01%             | 2029-03-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                             | GLENCORE FDG LLC                                 | CUSIP: 378272BH0<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    261000 | PA      | $171618.52    | 0.00%             | 2051-09-23      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| Dominion Energy Inc                                                              | DOMINION ENERGY                                  | CUSIP: 25746UDY2<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    785000 | PA      | $787575.23    | 0.02%             | 2028-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| SoFi Professional Loan Program 2021-B Trust                                      | SOFI 2021-B AFX                                  | CUSIP: 83405NAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    257897 | PA      | $231306.05    | 0.01%             | 2047-02-15      | Fixed         | 1.14%                 | Yes           |                  2 | On Loan: No      |
| Kenvue Inc                                                                       | KENVUE INC                                       | CUSIP: 49177JAP7<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |    300000 | PA      | $270903.31    | 0.01%             | 2053-03-22      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                                   | CUSIP: 61747YGA7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    650000 | PA      | $665377.77    | 0.02%             | 2036-04-17      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                                   | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |     25826 | NS      | $4250184.82   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern Co Gas Capital Corp                                                     | SOUTHERN GAS                                     | CUSIP: 8426EPAG3<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    165000 | PA      | $171510.94    | 0.00%             | 2033-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Pricoa Global Funding I                                                          | PRICOA GLOB FUND                                 | CUSIP: 74153WCV9<br>LEI: 635400IBXEBMD9ADYA79 | Long             | DBT              | CORP              | US        |    270000 | PA      | $268605.10    | 0.01%             | 2031-08-27      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| Penske Truck Leasing Co Lp / PTL Finance Corp                                    | PENSKE TRUCK LE                                  | CUSIP: 709599BS2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1230000 | PA      | $1250318.46   | 0.03%             | 2028-02-01      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                  | CUSIP: 91282CGZ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    317000 | PA      | $312195.47    | 0.01%             | 2030-04-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd                                        | AUST & NZ BANK                                   | CUSIP: 052528AM8<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |    685000 | PA      | $612525.99    | 0.02%             | 2035-11-25      | Variable      | 2.57%                 | Yes           |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT                                 | CUSIP: 161175CQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    170000 | PA      | $176067.20    | 0.00%             | 2029-06-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                                | FNR 2019-12 HA                                   | CUSIP: 3136B4EJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    723919 | PA      | $695731.41    | 0.02%             | 2057-11-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Public Service Enterprise Group Inc                                              | PUBLIC SERVICE                                   | CUSIP: 744573AY2<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    870000 | PA      | $886688.18    | 0.02%             | 2029-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Sutter Health                                                                    | SUTTER HEALTH                                    | CUSIP: 86944BAG8<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |    295000 | PA      | $268912.30    | 0.01%             | 2030-08-15      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                                     | CUSIP: 20030NAF8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    110000 | PA      | $113727.08    | 0.00%             | 2035-06-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Healthpeak OP LLC                                                                | HEALTHPEAK OP                                    | CUSIP: 42250PAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    880000 | PA      | $829161.99    | 0.02%             | 2028-12-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Columbia Pipelines Operating Co LLC                                              | COLUMBIA PIPE OC                                 | CUSIP: 19828TAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    247000 | PA      | $266298.39    | 0.01%             | 2063-08-15      | Fixed         | 6.71%                 | Yes           |                  2 | On Loan: No      |
| Liberty Mutual Group Inc                                                         | LIBERTY MUTUAL                                   | CUSIP: 53079EBG8<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |    280000 | PA      | $278673.95    | 0.01%             | 2029-02-01      | Fixed         | 4.57%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP                                 | CUSIP: 06051GHZ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1495000 | PA      | $1381877.73   | 0.04%             | 2031-02-13      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| American Tower Trust #1                                                          | AMERICAN TOWER T                                 | CUSIP: 03027WAM4<br>LEI: 5493004YGM0MQZJOEJ36 | Long             | DBT              | CORP              | US        |   2070000 | PA      | $2092959.82   | 0.06%             | 2028-03-15      | Fixed         | 5.49%                 | Yes           |                  2 | On Loan: No      |
| FirstEnergy Corp                                                                 | FIRSTENERGY CORP                                 | CUSIP: 337932AJ6<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |     71000 | PA      | $60586.66     | 0.00%             | 2047-07-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Corning Inc                                                                      | CORNING INC                                      | CUSIP: 219350105<br>LEI: 549300X2937PB0CJ7I56 | Long             | EC               | CORP              | US        |    131862 | NS      | $17929276.14  | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                  | CUSIP: 912810RQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5366900 | PA      | $3702112.79   | 0.10%             | 2046-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Public Service Co of New Hampshire                                               | PUB SVC NEW HAMP                                 | CUSIP: 744538AF6<br>LEI: 549300SHPFALUPKK2351 | Long             | DBT              | CORP              | US        |    170000 | PA      | $175314.50    | 0.00%             | 2033-10-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| University of California                                                         | UNIV OF CA-AP-TXBL                               | CUSIP: 91412GXE0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    570000 | PA      | $523632.21    | 0.01%             | 2045-05-15      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| Pricoa Global Funding I                                                          | PRICOA GLOB FUND                                 | CUSIP: 74153WCW7<br>LEI: 635400IBXEBMD9ADYA79 | Long             | DBT              | CORP              | US        |    220000 | PA      | $220627.82    | 0.01%             | 2030-05-28      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                                      | CUSIP: 68389XCQ6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    269000 | PA      | $214573.88    | 0.01%             | 2053-02-06      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                   | LOWE'S COS INC                                   | CUSIP: 548661EN3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    672000 | PA      | $641190.90    | 0.02%             | 2062-09-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                            | FOUNDRY JV HOLDC                                 | CUSIP: 350930AE3<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   1030000 | PA      | $1077228.11   | 0.03%             | 2038-01-25      | Fixed         | 6.40%                 | Yes           |                  2 | On Loan: No      |
| ING Groep NV                                                                     | ING GROEP NV                                     | CUSIP: 456837BL6<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    245000 | PA      | $250197.22    | 0.01%             | 2030-03-19      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                               | CRED AGRICOLE SA                                 | CUSIP: 22535WAT4<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   1395000 | PA      | $1374783.14   | 0.04%             | 2032-01-12      | Variable      | 4.66%                 | Yes           |                  2 | On Loan: No      |
| Sutter Health                                                                    | SUTTER HEALTH                                    | CUSIP: 86944BAQ6<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |   1105000 | PA      | $1140176.79   | 0.03%             | 2035-08-15      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                                    | CUSIP: 404280CT4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1055000 | PA      | $948245.09    | 0.03%             | 2032-05-24      | Variable      | 2.80%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                                   | CUSIP: 61748UAR3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    970000 | PA      | $959911.36    | 0.03%             | 2030-01-09      | Variable      | 4.24%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BZ4631                                        | CUSIP: 3140Q0ED0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    558087 | PA      | $557714.48    | 0.02%             | 2030-09-01      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                                                     | QUALCOMM INC                                     | CUSIP: 747525BU6<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    395000 | PA      | $396996.89    | 0.01%             | 2030-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federation des Caisses Desjardins du Quebec                                      | CAISS DESJARDINS                                 | CUSIP: 31429KAL7<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |   2852000 | PA      | $2912955.45   | 0.08%             | 2029-04-26      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                  | CUSIP: 91282CMG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2060100 | PA      | $2086414.56   | 0.06%             | 2030-01-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                                         | CUSIP: 00206RMN9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    252000 | PA      | $169782.35    | 0.00%             | 2057-12-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                                     | ALPHABET INC                                     | CUSIP: 02079KBP1<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    890000 | PA      | $886458.28    | 0.02%             | 2056-02-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| OhioHealth Corp                                                                  | OHIOHEALTH                                       | CUSIP: 67777JAM0<br>LEI: JGYGIL4QGKKPZU7C1D18 | Long             | DBT              | CORP              | US        |    485000 | PA      | $353708.95    | 0.01%             | 2041-11-15      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| San Diego Gas & Electric Co                                                      | SAN DIEGO G & E                                  | CUSIP: 797440CC6<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    205000 | PA      | $145919.39    | 0.00%             | 2052-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Kenvue Inc                                                                       | KENVUE INC                                       | CUSIP: 49177JAS1<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |   1180000 | PA      | $1191482.79   | 0.03%             | 2032-05-22      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                                   | MICROSOFT CORP                                   | CUSIP: 594918CE2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   3151000 | PA      | $2023671.61   | 0.06%             | 2052-03-17      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| Devon Energy Corp                                                                | DEVON ENERGY CO                                  | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |    236328 | NS      | $11892024.96  | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Micron Technology Inc                                                            | MICRON TECH                                      | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |     41289 | NS      | $13949075.76  | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com Inc                                                                   | AMAZON.COM INC                                   | CUSIP: 023135CA2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    105000 | PA      | $77602.59     | 0.00%             | 2041-05-12      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                                     | CUSIP: 20030NCC3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    891000 | PA      | $656035.08    | 0.02%             | 2047-11-01      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                      | PACIFIC GAS&ELEC                                 | CUSIP: 694308HH3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    515000 | PA      | $429806.26    | 0.01%             | 2044-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                              | AMERICAN EXPRESS                                 | CUSIP: 025816EM7<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    638000 | PA      | $616827.93    | 0.02%             | 2036-10-24      | Variable      | 4.80%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp                                                             | TARGA RESOURCES                                  | CUSIP: 87612G101<br>LEI: 5493003QENHHS261UR94 | Long             | EC               | CORP              | US        |    131164 | NS      | $32886749.72  | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| Mass General Brigham Inc                                                         | PARTNERS HEALTH                                  | CUSIP: 70213HAF5<br>LEI: 5493007Z86EDN0QFYU66 | Long             | DBT              | CORP              | US        |    955000 | PA      | $616996.83    | 0.02%             | 2060-07-01      | Fixed         | 3.34%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                                                     | NISOURCE INC                                     | CUSIP: 65473PAU9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    300000 | PA      | $291177.96    | 0.01%             | 2055-04-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp                                                            | NOVARTIS CAPITAL                                 | CUSIP: 66989HAH1<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    640000 | PA      | $560592.79    | 0.02%             | 2044-05-06      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Via Transportation Inc                                                           | VIA TRANSPOR-A                                   | CUSIP: 92556W104<br>LEI: 5493008VI9XI9EV3A861 | Long             | EC               | CORP              | US        |     53652 | NS      | $804780.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Enterprise Products Operating LLC                                                | ENTERPRISE PRODU                                 | CUSIP: 29379VBC6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   1290000 | PA      | $1192838.01   | 0.03%             | 2045-02-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Golden State Tobacco Securitization Corp                                         | GOLDEN ST TOBACCO -B                             | CUSIP: 38122NB50<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $44247.37     | 0.00%             | 2034-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANS                                     | CUSIP: 29273VAW0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    550000 | PA      | $516240.82    | 0.01%             | 2054-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| OhioHealth Corp                                                                  | OHIOHEALTH                                       | CUSIP: 67777JAL2<br>LEI: JGYGIL4QGKKPZU7C1D18 | Long             | DBT              | CORP              | US        |    760000 | PA      | $677022.15    | 0.02%             | 2031-11-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Galaxy Pipeline Assets Bidco Ltd                                                 | GALAXY PIPELINE                                  | CUSIP: 36321PAD2<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | JE        |    956840 | PA      | $847168.47    | 0.02%             | 2034-03-31      | Fixed         | 2.16%                 | Yes           |                  2 | On Loan: No      |
| Grand Parkway Transportation Corp                                                | GRAND PARKWAY TRANSPR                            | CUSIP: 38611TDL8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    930000 | PA      | $646536.47    | 0.02%             | 2052-10-01      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| Ascension Health                                                                 | ASCENSION HEALTH                                 | CUSIP: 04351LAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    470000 | PA      | $464454.77    | 0.01%             | 2035-11-15      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP                                                               | VICI PROPERTIE                                   | CUSIP: 925650AD5<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    580000 | PA      | $572053.84    | 0.02%             | 2032-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Johns Hopkins University/The                                                     | JOHNS HOPKINS                                    | CUSIP: 478115AB4<br>LEI: 549300Z1XKWYKTIOM958 | Long             | DBT              | CORP              | US        |    195000 | PA      | $155475.74    | 0.00%             | 2053-07-01      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| NVIDIA Corp                                                                      | NVIDIA CORP                                      | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |   1165690 | NS      | $203296336.00 | 5.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Corebridge Global Funding                                                        | COREBRIDGE GF                                    | CUSIP: 00138CBA5<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |   1950000 | PA      | $1974660.01   | 0.05%             | 2029-06-24      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| Element Fleet Management Corp                                                    | ELEMENT FLEET MA                                 | CUSIP: 286181AM4<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |    450000 | PA      | $453931.36    | 0.01%             | 2027-03-13      | Fixed         | 5.64%                 | Yes           |                  2 | On Loan: No      |
| Ameren Missouri Securitization Funding I LLC                                     | AMEREN MISSOURI                                  | CUSIP: 023940AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    457657 | PA      | $454717.71    | 0.01%             | 2039-10-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK INC                                        | CUSIP: 682680DB6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    615000 | PA      | $610110.19    | 0.02%             | 2032-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Southern Co Gas Capital Corp                                                     | SOUTHERN GAS                                     | CUSIP: 8426EPAK4<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    190000 | PA      | $187542.74    | 0.01%             | 2035-09-15      | Fixed         | 5.10%                 | 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        |     19873 | PA      | $19718.07     | 0.00%             | 2059-11-25      | Variable      | 2.62%                 | Yes           |                  2 | On Loan: No      |
| Novartis Capital Corp                                                            | NOVARTIS CAPITAL                                 | CUSIP: 66989HBL1<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    265000 | PA      | $266691.07    | 0.01%             | 2056-03-18      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Schlumberger Holdings Corp                                                       | SCHLUMBERGER HLD                                 | CUSIP: 806851AM3<br>LEI: 529900IKZG65COT1D505 | Long             | DBT              | CORP              | US        |    430000 | PA      | $435687.74    | 0.01%             | 2029-11-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                                   | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |     22397 | NS      | $6588301.52   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange Inc                                                    | INTERCONTINENT                                   | CUSIP: 45866FAL8<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |   1032000 | PA      | $660115.91    | 0.02%             | 2050-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                          | BRISTOL-MYERS                                    | CUSIP: 110122DV7<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   1785000 | PA      | $1409599.60   | 0.04%             | 2042-03-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                                  | CUSIP: 842400JL8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    925000 | PA      | $908454.95    | 0.03%             | 2033-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                                      | CUSIP: 68389XBJ3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     90000 | PA      | $60688.55     | 0.00%             | 2046-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                                                   | MASTERCARD INC-A                                 | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |     81322 | NS      | $40633350.52  | 1.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO & CO                                 | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |    748884 | NS      | $59618655.24  | 1.64%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                  | CUSIP: 91282CPJ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4965300 | PA      | $4843494.98   | 0.13%             | 2035-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy Inc                                                           | DIAMONDBACK ENER                                 | CUSIP: 25278XBC2<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    725000 | PA      | $740189.65    | 0.02%             | 2035-04-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                                   | CUSIP: 46647PBD7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2525000 | PA      | $2463083.69   | 0.07%             | 2030-05-06      | Variable      | 3.70%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                   | MERCK & CO INC                                   | CUSIP: 58933YAW5<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    842000 | PA      | $658599.94    | 0.02%             | 2049-03-07      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Southwestern Electric Power Co                                                   | SOUTHWESTN EL PR                                 | CUSIP: 845437BL5<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |    400000 | PA      | $415574.74    | 0.01%             | 2040-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Healthpeak OP LLC                                                                | HEALTHPEAK OP                                    | CUSIP: 42250PAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    375000 | PA      | $344220.95    | 0.01%             | 2031-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                                         | CUSIP: 00206RCQ3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    638000 | PA      | $539791.68    | 0.01%             | 2046-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                 | DUKE ENERGY COR                                  | CUSIP: 26441CBF1<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    525000 | PA      | $400013.66    | 0.01%             | 2049-06-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K511 A2                                     | CUSIP: 3137HB3G7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1220000 | PA      | $1239002.35   | 0.03%             | 2028-10-25      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP                                 | CUSIP: 38145GAT7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    410000 | PA      | $390500.91    | 0.01%             | 2047-01-21      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| New York Life Insurance Co                                                       | NEW YORK LIFE                                    | CUSIP: 64952GAE8<br>LEI: TAE73CY392TBWJ3O3305 | Long             | DBT              | CORP              | US        |   2100000 | PA      | $2203475.04   | 0.06%             | 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        |   1105000 | PA      | $708018.00    | 0.02%             | 2051-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                  | CUSIP: 91282CKD2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4622700 | PA      | $4675969.41   | 0.13%             | 2029-02-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                                     | CUSIP: 11135FCD1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    200000 | PA      | $196953.15    | 0.01%             | 2034-10-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co LLC                                                   | ONCOR ELECTRIC D                                 | CUSIP: 68233JCD4<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    355000 | PA      | $207065.13    | 0.01%             | 2051-11-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                                   | MICROSOFT CORP                                   | CUSIP: 594918CW2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    492000 | PA      | $292351.12    | 0.01%             | 2050-09-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Oglethorpe Power Corp                                                            | OGLETHORPE POWER                                 | CUSIP: 677050AG1<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |    170000 | PA      | $176773.80    | 0.00%             | 2039-11-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                                    | CUSIP: 404280FE4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    785000 | PA      | $774295.80    | 0.02%             | 2031-11-06      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| New York Life Insurance Co                                                       | NEW YORK LIFE                                    | CUSIP: 64952GAT5<br>LEI: TAE73CY392TBWJ3O3305 | Long             | DBT              | CORP              | US        |    345000 | PA      | $250819.97    | 0.01%             | 2050-05-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| East Ohio Gas Co/The                                                             | EAST OHIO GAS CO                                 | CUSIP: 27409LAE3<br>LEI: BC95Y6MXLT75BGO7UM71 | Long             | DBT              | CORP              | US        |    475000 | PA      | $294413.03    | 0.01%             | 2050-06-15      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Northrop Grumman Corp                                                            | NORTHROP GRUMMAN                                 | CUSIP: 666807CN0<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    240000 | PA      | $241336.47    | 0.01%             | 2030-07-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Palantir Technologies Inc                                                        | PALANTIR TECHN-A                                 | CUSIP: 69608A108<br>LEI: 549300UVN46B3BBDHO85 | Long             | EC               | CORP              | US        |     91177 | NS      | $13337371.56  | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP                                 | CUSIP: 91324PED0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    285000 | PA      | $255645.05    | 0.01%             | 2031-05-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Kenvue Inc                                                                       | KENVUE INC                                       | CUSIP: 49177JAM4<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |    897000 | PA      | $848254.63    | 0.02%             | 2043-03-22      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Ameriprise Financial Inc                                                         | AMERIPRISE FINL                                  | CUSIP: 03076CAM8<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |    630000 | PA      | $641198.19    | 0.02%             | 2033-05-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                                         | CUSIP: 00206RKJ0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    510000 | PA      | $334060.30    | 0.01%             | 2053-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                            | FOUNDRY JV HOLDC                                 | CUSIP: 350930AB9<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    495000 | PA      | $512617.40    | 0.01%             | 2030-01-25      | Fixed         | 5.90%                 | Yes           |                  2 | On Loan: No      |
| Walt Disney Co/The                                                               | WALT DISNEY CO                                   | CUSIP: 254687FM3<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    424000 | PA      | $262922.41    | 0.01%             | 2049-09-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BZ4572                                        | CUSIP: 3140Q0CJ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    738000 | PA      | $741066.91    | 0.02%             | 2030-08-01      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| Beth Israel Lahey Health Inc                                                     | BETH ISRAEL LAHE                                 | CUSIP: 08661UAB2<br>LEI: 549300QPZ5W3279DU141 | Long             | DBT              | CORP              | US        |    235000 | PA      | $152773.00    | 0.00%             | 2051-07-01      | Fixed         | 3.08%                 | No            |                  2 | On Loan: No      |
| Northwestern University                                                          | NORTHWESTERN UNI                                 | CUSIP: 668444AS1<br>LEI: OBWWNZE695DUK77DTI34 | Long             | DBT              | CORP              | US        |     25000 | PA      | $15487.16     | 0.00%             | 2050-12-01      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                 | BAT CAPITAL CORP                                 | CUSIP: 05526DBZ7<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    540000 | PA      | $570385.08    | 0.02%             | 2034-02-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                                     | CUSIP: 11135FCR0<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    710000 | PA      | $620224.70    | 0.02%             | 2033-02-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co                                                      | CANADIAN PACIFIC                                 | CUSIP: 13645RBF0<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    230000 | PA      | $204323.39    | 0.01%             | 2031-12-02      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                              | AMERICAN EXPRESS                                 | CUSIP: 025816DA4<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    255000 | PA      | $248725.51    | 0.01%             | 2033-08-03      | Variable      | 4.42%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp                                                            | NOVARTIS CAPITAL                                 | CUSIP: 66989HBK3<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    485000 | PA      | $485794.53    | 0.01%             | 2046-03-18      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS GROUP                                        | CUSIP: 902613BJ6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    400000 | PA      | $408288.60    | 0.01%             | 2030-02-08      | Variable      | 5.43%                 | Yes           |                  2 | On Loan: No      |
| Simon Property Group LP                                                          | SIMON PROP GP LP                                 | CUSIP: 828807DY0<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    658000 | PA      | $644102.05    | 0.02%             | 2034-09-26      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Columbia Pipelines Operating Co LLC                                              | COLUMBIA PIPE OC                                 | CUSIP: 19828TAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1075000 | PA      | $1133233.58   | 0.03%             | 2033-11-15      | Fixed         | 6.04%                 | Yes           |                  2 | On Loan: No      |
| Novartis Capital Corp                                                            | NOVARTIS CAPITAL                                 | CUSIP: 66989HBH0<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    470000 | PA      | $468040.04    | 0.01%             | 2033-03-18      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Tucson Electric Power Co                                                         | TUCSON ELEC PWR                                  | CUSIP: 898813AX8<br>LEI: YLF139GXSRKPBBTNZL03 | Long             | DBT              | CORP              | US        |    215000 | PA      | $213895.95    | 0.01%             | 2055-04-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Uber Technologies Inc                                                            | UBER TECHNOLOGIE                                 | CUSIP: 90353TAU4<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |   1085000 | PA      | $1053726.46   | 0.03%             | 2035-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Mars Inc                                                                         | MARS INC                                         | CUSIP: 571676AZ8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   3040000 | PA      | $3075728.33   | 0.08%             | 2032-03-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP                                 | CUSIP: 06051GLC1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    300000 | PA      | $308242.02    | 0.01%             | 2028-11-10      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| NTT Finance Corp                                                                 | NTT FINANCE                                      | CUSIP: 62954WAS4<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    775000 | PA      | $779783.82    | 0.02%             | 2030-07-16      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Greensaif Pipelines Bidco Sarl                                                   | GREENSAIF PIPELI                                 | CUSIP: N/A<br>LEI: 549300YWDGUXPB8GRP47       | Long             | DBT              | CORP              | LU        |    425000 | PA      | $429946.07    | 0.01%             | 2038-02-23      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | DUKE ENERGY CAR                                  | CUSIP: 26442CBJ2<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    148000 | PA      | $150321.59    | 0.00%             | 2033-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                                   | CUSIP: 46647PEX0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   4927000 | PA      | $5068412.54   | 0.14%             | 2036-04-22      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP                                 | CUSIP: 06051GHM4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   4780000 | PA      | $4760244.50   | 0.13%             | 2029-07-23      | Variable      | 4.27%                 | No            |                  2 | On Loan: No      |
| GE Vernova Inc                                                                   | GE VERNOVA INC                                   | CUSIP: 36828A101<br>LEI: 254900DP080RU6OK2553 | Long             | EC               | CORP              | US        |      7418 | NS      | $6475172.20   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Pacific Gas and Electric Co                                                      | PACIFIC GAS&ELEC                                 | CUSIP: 694308LB1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    735000 | PA      | $698782.96    | 0.02%             | 2056-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WW Grainger Inc                                                                  | WW GRAINGER INC                                  | CUSIP: 384802104<br>LEI: 549300TWZSP6O1IH2V34 | Long             | EC               | CORP              | US        |     24417 | NS      | $26634307.77  | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Service Electric and Gas Co                                               | PUBLIC SERVICE                                   | CUSIP: 74456QCU8<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    803000 | PA      | $807655.22    | 0.02%             | 2035-03-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP                                 | CUSIP: 91324PDT6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    215000 | PA      | $174214.41    | 0.00%             | 2039-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Anglo American PLC                                                               | ANGLO AMER PLC                                   | CUSIP: N/A<br>LEI: 549300S9XF92D1X8ME43       | Long             | EC               | CORP              | GB        |    391807 | NS      | $16822465.60  | 0.46%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                  | CUSIP: 91282CNG2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2505300 | PA      | $2514401.28   | 0.07%             | 2030-05-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Galaxy Pipeline Assets Bidco Ltd                                                 | GALAXY PIPELINE                                  | CUSIP: 36321PAE0<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | JE        |    955024 | PA      | $772505.79    | 0.02%             | 2040-09-30      | Fixed         | 2.94%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                  | CUSIP: 912810TM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3193000 | PA      | $2889415.53   | 0.08%             | 2042-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Horizon Aircraft Finance III Ltd                                                 | HORZN 2019-2 A                                   | CUSIP: 44040JAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    149428 | PA      | $146434.61    | 0.00%             | 2039-11-15      | Fixed         | 3.42%                 | Yes           |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO                                        | CUSIP: 097023CX1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   2317000 | PA      | $2230500.69   | 0.06%             | 2060-05-01      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Foothill-Eastern Transportation Corridor Agency                                  | FOOTHILL ESTRN TRANSP                            | CUSIP: 345105JG6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    345000 | PA      | $269845.44    | 0.01%             | 2053-01-15      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                    | INTERCONTINENT                                   | CUSIP: 45866FAP9<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |   1086000 | PA      | $786307.34    | 0.02%             | 2040-09-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Advocate Health & Hospitals Corp                                                 | ADVOCATE HEALTH                                  | CUSIP: 007589AD6<br>LEI: 549300AEHU3PPOUCIL87 | Long             | DBT              | CORP              | US        |    360000 | PA      | $328974.39    | 0.01%             | 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        |    510000 | PA      | $342980.26    | 0.01%             | 2049-09-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Daimler Truck Finance North America LLC                                          | DAIMLER TRUCK                                    | CUSIP: 233853AW0<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    355000 | PA      | $356114.85    | 0.01%             | 2034-01-18      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Nationwide Building Society                                                      | NATIONWIDE BLDG                                  | CUSIP: 63861VAN7<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |    485000 | PA      | $485932.79    | 0.01%             | 2036-07-14      | Variable      | 5.54%                 | Yes           |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP                                 | CUSIP: 91324PFJ6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    225000 | PA      | $226920.15    | 0.01%             | 2034-07-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                          | SIMON PROP GP LP                                 | CUSIP: 828807DF1<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |   1160000 | PA      | $1087223.22   | 0.03%             | 2029-09-13      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                                   | CUSIP: 61748UAS1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    450000 | PA      | $442604.99    | 0.01%             | 2032-01-16      | Variable      | 4.49%                 | No            |                  2 | On Loan: No      |
| Swedbank AB                                                                      | SWEDBANK AB                                      | CUSIP: 870195AC8<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |   1360000 | PA      | $1389275.48   | 0.04%             | 2029-11-20      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Johnson Controls International plc                                               | JOHNSON CONTROLS                                 | CUSIP: G51502105<br>LEI: 549300XQ6S1GYKGBL205 | Long             | EC               | CORP              | US        |     99729 | NS      | $13059512.55  | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| RGA Global Funding                                                               | RGA GLOBAL                                       | CUSIP: 76209PAJ2<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |    270000 | PA      | $267150.50    | 0.01%             | 2032-08-25      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Siemens Financieringsmaatschappij NV                                             | SIEMENS FINAN                                    | CUSIP: 82620KBE2<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |    600000 | PA      | $541114.45    | 0.01%             | 2031-03-11      | Fixed         | 2.15%                 | Yes           |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC                                       | CUSIP: 00287YDV8<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    554000 | PA      | $539651.46    | 0.01%             | 2044-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Texas Electric Market Stabilization Funding N LLC                                | TX ELECTRIC MRKT                                 | CUSIP: 88240TAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $468689.13    | 0.01%             | 2050-02-01      | Fixed         | 5.17%                 | Yes           |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                      | PACIFIC GAS&ELEC                                 | CUSIP: 694308JN8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   1685831 | PA      | $1400310.15   | 0.04%             | 2050-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                  | CUSIP: 91282CMF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3350800 | PA      | $3374622.08   | 0.09%             | 2028-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP                                 | CUSIP: 91324PFR8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    865000 | PA      | $871425.10    | 0.02%             | 2055-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                              | SOCIETE GENERALE                                 | CUSIP: 83368RCN0<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   1235000 | PA      | $1194884.12   | 0.03%             | 2037-04-10      | Variable      | 5.40%                 | Yes           |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP                                 | CUSIP: 91324PDF6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    145000 | PA      | $107388.96    | 0.00%             | 2047-10-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Reynolds American Inc                                                            | REYNOLDS AMERICA                                 | CUSIP: 761713BB1<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |    905000 | PA      | $875755.16    | 0.02%             | 2045-08-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                            | MET TRANS-C2-UNREFUND                            | CUSIP: 59261A2P1<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |     70000 | PA      | $65309.61     | 0.00%             | 2049-11-15      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| Brooklyn Union Gas Co/The                                                        | BROOKLYN UNION                                   | CUSIP: 114259AQ7<br>LEI: 83BQ1DXS6VA5GZFK8S35 | Long             | DBT              | CORP              | US        |    708000 | PA      | $553719.23    | 0.02%             | 2048-03-15      | Fixed         | 4.27%                 | Yes           |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP                                 | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |     36461 | NS      | $9865981.99   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP                                 | CUSIP: 91324PDZ2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1539000 | PA      | $958505.87    | 0.03%             | 2050-05-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| JobsOhio Beverage System                                                         | JOBSOHIO BEVERAGE-PRE                            | CUSIP: 47770VCT5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    155000 | PA      | $130941.40    | 0.00%             | 2038-01-01      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bond                                              | CHILE                                            | CUSIP: 168863DT2<br>LEI: N/A                  | Long             | DBT              | NUSS              | CL        |   1085000 | PA      | $924847.89    | 0.03%             | 2033-07-27      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                                   | CUSIP: 46647PEK8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    600000 | PA      | $606522.29    | 0.02%             | 2035-07-22      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| Sempra                                                                           | SEMPRA                                           | CUSIP: 816851BA6<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |   4095000 | PA      | $4037172.25   | 0.11%             | 2027-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Providence St Joseph Health Obligated Group                                      | ST JOSEPH HLTH                                   | CUSIP: 743820AC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    449000 | PA      | $457789.43    | 0.01%             | 2033-10-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CA ST-BABS                                       | CUSIP: 13063A7D0<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |   1400000 | PA      | $1608316.92   | 0.04%             | 2039-10-01      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN                                 | CUSIP: 718172DA4<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   2740000 | PA      | $2797027.18   | 0.08%             | 2030-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| JBS NV/JBS USA Foods Group Holdings Inc/JBS USA Food Co Holdings                 | JBS/FOODS/FOOD                                   | CUSIP: 472140AB8<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    265000 | PA      | $274955.13    | 0.01%             | 2035-04-20      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Simon Property Group Inc                                                         | SIMON PROPERTY                                   | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               | CORP              | US        |    177227 | NS      | $33058152.31  | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| Oglethorpe Power Corp                                                            | OGLETHORPE POWER                                 | CUSIP: 677050AW6<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |    575000 | PA      | $557104.88    | 0.02%             | 2054-06-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                 | DUKE ENERGY CORP                                 | CUSIP: 26441CAP0<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1027951.03   | 0.03%             | 2045-12-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Darden Restaurants Inc                                                           | DARDEN RESTAURAN                                 | CUSIP: 237194105<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | EC               | CORP              | US        |    110851 | NS      | $21731230.04  | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                                    | CUSIP: 209111FY4<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     50000 | PA      | $38471.13     | 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        |    475000 | PA      | $415697.01    | 0.01%             | 2045-06-01      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| Providence St Joseph Health Obligated Group                                      | ST JOSEPH HLTH                                   | CUSIP: 743820AG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    690000 | PA      | $700281.55    | 0.02%             | 2032-10-01      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                              | NEW YORK-TXBL-D-1                                | CUSIP: 64966SHN9<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    280000 | PA      | $255762.61    | 0.01%             | 2054-10-01      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                      | EQUINOR ASA                                      | CUSIP: 29446MAF9<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |   1548000 | PA      | $1480698.56   | 0.04%             | 2030-04-06      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                  | CUSIP: 91282CKP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3370100 | PA      | $3446322.19   | 0.10%             | 2029-04-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                  | CUSIP: 91282CKT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4797100 | PA      | $4890418.56   | 0.13%             | 2029-05-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Sydney Airport Finance Co Pty Ltd                                                | SYDNEY AIRPORT F                                 | CUSIP: 87124VAG4<br>LEI: 549300MJAANHLHOVTO40 | Long             | DBT              | CORP              | AU        |   1620000 | PA      | $1606814.12   | 0.04%             | 2036-03-26      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| BAT Capital Corp                                                                 | BAT CAPITAL CORP                                 | CUSIP: 054989AA6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    305000 | PA      | $325505.89    | 0.01%             | 2030-08-02      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | DUKE ENERGY CAR                                  | CUSIP: 26442CAT1<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    470000 | PA      | $348349.60    | 0.01%             | 2047-12-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Eaton Corp                                                                       | EATON CORP                                       | CUSIP: 278058DZ2<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |    825000 | PA      | $814528.09    | 0.02%             | 2036-03-06      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Monongahela Power Co                                                             | MONONGAHELA PWR                                  | CUSIP: 610202BP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    135000 | PA      | $126186.07    | 0.00%             | 2043-12-15      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| Fortis Inc/Canada                                                                | FORTIS INC                                       | CUSIP: 349553AM9<br>LEI: 549300MQYQ9Y065XPR71 | Long             | DBT              | CORP              | CA        |   1195000 | PA      | $1186209.07   | 0.03%             | 2026-10-04      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| RGA Global Funding                                                               | RGA GLOBAL                                       | CUSIP: 76209PAF0<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |   1225000 | PA      | $1225555.67   | 0.03%             | 2031-12-06      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP                                 | CUSIP: 38145GAR1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2978000 | PA      | $2933380.83   | 0.08%             | 2032-01-21      | Variable      | 4.52%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                                   | CUSIP: 61748UAF9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    510000 | PA      | $520202.34    | 0.01%             | 2036-01-18      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| Uber Technologies Inc                                                            | UBER TECHNOLOGIE                                 | CUSIP: 90353TAP5<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |   1495000 | PA      | $1462148.23   | 0.04%             | 2034-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co                                                                 | ALABAMA POWER CO                                 | CUSIP: 010392FS2<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    775000 | PA      | $626453.12    | 0.02%             | 2048-07-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Metropolitan Life Global Funding I                                               | MET LIFE GLOB                                    | CUSIP: 59217GET2<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |   1410000 | PA      | $1241238.54   | 0.03%             | 2032-01-11      | Fixed         | 2.40%                 | Yes           |                  2 | On Loan: No      |
| State of California                                                              | CA TXB-VAR PURP                                  | CUSIP: 13063A5G5<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    375000 | PA      | $445152.23    | 0.01%             | 2039-04-01      | Fixed         | 7.55%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                          | CUSIP: 55336VBX7<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    615000 | PA      | $622130.38    | 0.02%             | 2034-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                  | CUSIP: 91282CHF1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    538000 | PA      | $534721.56    | 0.01%             | 2030-05-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP                                                               | VICI PROPERTIE                                   | CUSIP: 925650AG8<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    872000 | PA      | $831082.18    | 0.02%             | 2054-04-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                   | MERCK & CO INC                                   | CUSIP: 58933YCB9<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   1051000 | PA      | $1020043.70   | 0.03%             | 2055-12-04      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                  | CUSIP: 91282CPA3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2804300 | PA      | $2770013.06   | 0.08%             | 2030-09-30      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Piedmont Natural Gas Co Inc                                                      | PIEDMONT NAT GAS                                 | CUSIP: 720186AP0<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |    260000 | PA      | $228240.94    | 0.01%             | 2052-05-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | UNION PAC CORP                                   | CUSIP: 907818GH5<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    200000 | PA      | $195932.10    | 0.01%             | 2054-12-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Ross Stores Inc                                                                  | ROSS STORES INC                                  | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |     51800 | NS      | $11221434.00  | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Wheels Fleet Lease Funding 1 LLC                                                 | WFLF 2023-2A A                                   | CUSIP: 96328GBG1<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-CBDO         | CORP              | US        |    927276 | PA      | $935088.98    | 0.03%             | 2038-08-18      | Fixed         | 6.46%                 | Yes           |                  2 | On Loan: No      |
| PG&E Wildfire Recovery Funding LLC                                               | PG&E WILDFIRE                                    | CUSIP: 693342AD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    365000 | PA      | $318500.14    | 0.01%             | 2047-12-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Dallas Fort Worth International Airport                                          | DALLAS-FORT WORTH-A                              | CUSIP: 23503CAP2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     75000 | PA      | $60605.72     | 0.00%             | 2051-11-01      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| JBS NV/JBS USA Foods Group Holdings Inc/JBS USA Food Co Holdings                 | JBS/FOODS/FOOD                                   | CUSIP: 472140AD4<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    298000 | PA      | $296290.35    | 0.01%             | 2055-02-25      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CommonSpirit Health                                                              | COMMONSPIRIT                                     | CUSIP: 20268JAG8<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |     70000 | PA      | $51541.62     | 0.00%             | 2050-10-01      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| CommonSpirit Health                                                              | COMMONSPIRIT                                     | CUSIP: 20268JBC6<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23914.18     | 0.00%             | 2055-09-01      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| CommonSpirit Health                                                              | COMMONSPIRIT                                     | CUSIP: 20268JBD4<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    500000 | PA      | $488177.64    | 0.01%             | 2035-09-01      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                                     | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |    262354 | NS      | $81201186.54  | 2.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                                   | CUSIP: 91087BBA7<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    533000 | PA      | $497124.84    | 0.01%             | 2054-05-07      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                              | FIFTH THIRD BANC                                 | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               | CORP              | US        |    219292 | NS      | $10188306.32  | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Canadian National Railway Co                                                     | CANADIAN NATL RR                                 | CUSIP: 136375CZ3<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    205000 | PA      | $119613.00    | 0.00%             | 2050-05-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                                   | CUSIP: 46647PBM7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    835000 | PA      | $636690.90    | 0.02%             | 2041-04-22      | Variable      | 3.11%                 | No            |                  2 | On Loan: No      |
| Lseg US Fin Corp                                                                 | LSEG US FIN CORP                                 | CUSIP: 50222CAF7<br>LEI: 2138007FV67QQ13CGJ43 | Long             | DBT              | CORP              | US        |    280000 | PA      | $277315.54    | 0.01%             | 2036-03-23      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Enbridge Inc                                                                     | ENBRIDGE INC                                     | CUSIP: 29250NCJ2<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    370000 | PA      | $373909.07    | 0.01%             | 2030-06-20      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| American International Group Inc                                                 | AMERICAN INTERNA                                 | CUSIP: 026874DS3<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    765000 | PA      | $772440.85    | 0.02%             | 2033-03-27      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP PARIBAS                                      | CUSIP: 05581KAF8<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   1095000 | PA      | $1111137.96   | 0.03%             | 2029-06-12      | Variable      | 5.33%                 | Yes           |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc                                               | ANHEUSER-BUSCH                                   | CUSIP: 035240AG5<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |   2443000 | PA      | $2278403.19   | 0.06%             | 2042-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | BURLINGTON NORTH                                 | CUSIP: 12189LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    340000 | PA      | $352951.51    | 0.01%             | 2040-05-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                   | AMAZON.COM INC                                   | CUSIP: 023135DG8<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1245903.65   | 0.03%             | 2046-03-13      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| DNB Bank ASA                                                                     | DNB BANK ASA                                     | CUSIP: 25601B2B0<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |   1330000 | PA      | $1292106.11   | 0.04%             | 2028-03-30      | Variable      | 1.60%                 | Yes           |                  2 | On Loan: No      |
| Columbia Pipelines Holding Co LLC                                                | COLUMBIA PIPE HC                                 | CUSIP: 19828AAF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    855000 | PA      | $849467.32    | 0.02%             | 2032-11-17      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                                   | CUSIP: 91087BBQ2<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    975000 | PA      | $955064.99    | 0.03%             | 2034-02-09      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| FirstKey Homes 2021-SFR1 Trust                                                   | FKH 2021-SFR1 A                                  | CUSIP: 33767WAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1583426 | PA      | $1565985.91   | 0.04%             | 2038-08-17      | Fixed         | 1.54%                 | Yes           |                  2 | On Loan: No      |
| BlackRock Funding Inc/DE                                                         | BLACKROCK INC                                    | CUSIP: 09290D101<br>LEI: 529900VBK42Y5HHRMD23 | Long             | EC               | CORP              | US        |     39816 | NS      | $38291445.36  | 1.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Ashtead Capital Inc                                                              | ASHTEAD CAPITAL                                  | CUSIP: 045054AS2<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |   1830000 | PA      | $1867032.37   | 0.05%             | 2034-04-15      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| Horizon Aircraft Finance II Ltd                                                  | HORZN 2019-1 A                                   | CUSIP: 44040HAA0<br>LEI: 549300KSCDSEIWTVMM32 | Long             | ABS-CBDO         | CORP              | KY        |     76060 | PA      | $75486.67     | 0.00%             | 2039-07-15      | Fixed         | 3.72%                 | Yes           |                  2 | On Loan: No      |
| Extra Space Storage LP                                                           | EXTRA SPACE STOR                                 | CUSIP: 30225VAK3<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |    360000 | PA      | $369365.93    | 0.01%             | 2030-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Prologis Targeted US Logistics Fund LP                                           | PROLOGIS TARGETE                                 | CUSIP: 74350LAC8<br>LEI: 5493004DTBWUQ9F2VJ87 | Long             | DBT              | CORP              | US        |    561000 | PA      | $562015.90    | 0.02%             | 2035-01-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                                   | CUSIP: 437076BD3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    695000 | PA      | $634897.66    | 0.02%             | 2044-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Texas Natural Gas Securitization Finance Corp                                    | TX NATURAL GAS SECZ                              | CUSIP: 88258MAB1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    330000 | PA      | $334218.09    | 0.01%             | 2041-04-01      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| Grand Parkway Transportation Corp                                                | GRAND PARKWAY-E                                  | CUSIP: 38611TAV9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    140000 | PA      | $141124.70    | 0.00%             | 2042-10-01      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| Ameren Illinois Co                                                               | AMEREN ILLINOIS                                  | CUSIP: 02361DAA8<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1037884.15   | 0.03%             | 2028-12-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co LLC                                                   | ONCOR ELECTRIC D                                 | CUSIP: 68233JCF9<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    150000 | PA      | $145430.81    | 0.00%             | 2032-06-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| ERAC USA Finance LLC                                                             | ERAC USA FINANCE                                 | CUSIP: 26884TAW2<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |   2985000 | PA      | $2990864.06   | 0.08%             | 2033-05-01      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| Brighthouse Financial Global Funding                                             | BRIGHTHS FIN GLB                                 | CUSIP: 10921U2C1<br>LEI: 549300BLFX3KJ2IFOA78 | Long             | DBT              | CORP              | US        |    525000 | PA      | $522777.81    | 0.01%             | 2026-05-24      | Fixed         | 1.55%                 | Yes           |                  2 | On Loan: No      |
| Meta Platforms Inc                                                               | META PLATFORMS                                   | CUSIP: 30303M8X3<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   1940000 | PA      | $1837121.55   | 0.05%             | 2045-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                                     | ALPHABET INC                                     | CUSIP: 02079KAY3<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1235390.01   | 0.03%             | 2035-11-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                               | CAN IMPERIAL BK                                  | CUSIP: 13607QWB4<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    710000 | PA      | $705090.38    | 0.02%             | 2030-01-29      | Variable      | 4.28%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                                    | CUSIP: 404280EF2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1360000 | PA      | $1374894.48   | 0.04%             | 2028-05-17      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP                                 | CUSIP: 91324PCX8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    215000 | PA      | $171338.91    | 0.00%             | 2047-01-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                                     | CAIXABANK                                        | CUSIP: 12803RAL8<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |   1251000 | PA      | $1250614.64   | 0.03%             | 2031-07-03      | Variable      | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BZ4711                                        | CUSIP: 3140Q0GV8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    380000 | PA      | $382184.32    | 0.01%             | 2030-08-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                            | MET TRNS-TXB-E-UNREF                             | CUSIP: 59261A6J1<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |    390000 | PA      | $425589.26    | 0.01%             | 2040-11-15      | Fixed         | 6.81%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                                      | CUSIP: 68389XEA9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    475000 | PA      | $443474.41    | 0.01%             | 2046-02-04      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                                      | CUSIP: 68389XDP7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    249000 | PA      | $215025.42    | 0.01%             | 2045-09-26      | Fixed         | 5.88%                 | 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        |    115123 | PA      | $113976.18    | 0.00%             | 2039-04-15      | Fixed         | 3.97%                 | Yes           |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                                    | CUSIP: 404280AM1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $317514.10    | 0.01%             | 2042-01-14      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Shell Finance US Inc                                                             | SHELL FINANCE US                                 | CUSIP: 822905BB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2085000 | PA      | $1332426.28   | 0.04%             | 2051-11-26      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO                                        | CUSIP: 097023CV5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    287000 | PA      | $287490.38    | 0.01%             | 2040-05-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                               | REALTY INCOME                                    | CUSIP: 756109BS2<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    840000 | PA      | $845959.47    | 0.02%             | 2028-12-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co                                                      | CANADIAN PACIFIC                                 | CUSIP: 13648TAE7<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    480000 | PA      | $437873.15    | 0.01%             | 2045-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Northwestern Mutual Life Insurance Co/The                                        | NORTHWESTERN MUT                                 | CUSIP: 668138AA8<br>LEI: 1DU7IM20QESYGDO4HO54 | Long             | DBT              | CORP              | US        |    696000 | PA      | $530263.61    | 0.01%             | 2047-09-30      | Fixed         | 3.85%                 | Yes           |                  2 | On Loan: No      |
| Omnis Funding Trust                                                              | OMNIS FUND TRUST                                 | CUSIP: 68218WAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    640000 | PA      | $645541.47    | 0.02%             | 2055-05-15      | Fixed         | 6.72%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BZ4977                                        | CUSIP: 3140Q0Q70<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    775000 | PA      | $780079.35    | 0.02%             | 2030-09-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Columbia Pipelines Holding Co LLC                                                | COLUMBIA PIPE HC                                 | CUSIP: 19828AAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    140000 | PA      | $143204.08    | 0.00%             | 2034-01-15      | Fixed         | 5.68%                 | Yes           |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                                    | CUSIP: 209111FN8<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    500000 | PA      | $362128.88    | 0.01%             | 2057-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                                    | CUSIP: 404280DV8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $317686.36    | 0.01%             | 2034-03-09      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Abu Dhabi Developmental Holding Co PJSC                                          | ABU DHABI DEVELO                                 | CUSIP: 00402D2B0<br>LEI: 254900G082ZFKTCR2Q75 | Long             | DBT              | CORP              | AE        |   1795000 | PA      | $1812861.13   | 0.05%             | 2034-05-08      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Potomac Electric Power Co                                                        | POTOMAC ELEC PWR                                 | CUSIP: 737679DB3<br>LEI: 549300BXF2DWUNN57U06 | Long             | DBT              | CORP              | US        |    750000 | PA      | $827213.24    | 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        |   1605000 | PA      | $1584887.30   | 0.04%             | 2027-09-10      | Variable      | 1.55%                 | Yes           |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC                                       | CUSIP: 00287YEF2<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1735000 | PA      | $1700922.81   | 0.05%             | 2033-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                                     | CAIXABANK                                        | CUSIP: 12803RAK0<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |   1305000 | PA      | $1306137.57   | 0.04%             | 2029-07-03      | Variable      | 4.63%                 | Yes           |                  2 | On Loan: No      |
| Republic Services Inc                                                            | REPUBLIC SVCS                                    | CUSIP: 760759BA7<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    965000 | PA      | $833210.51    | 0.02%             | 2033-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC                                 | CUSIP: 92343VHH0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    935000 | PA      | $910427.72    | 0.03%             | 2045-11-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                  | CUSIP: 91282CNW7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1344000 | PA      | $1327304.99   | 0.04%             | 2032-08-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                                     | CUSIP: 20030NDP3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1025000 | PA      | $532803.42    | 0.01%             | 2052-08-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp                                                             | TARGA RESOURCES                                  | CUSIP: 87612GAR2<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    883000 | PA      | $879137.62    | 0.02%             | 2029-01-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Protective Life Global Funding                                                   | PROTECTIVE LIFE                                  | CUSIP: 74368CCB8<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |    650000 | PA      | $667280.39    | 0.02%             | 2032-01-14      | Fixed         | 5.43%                 | Yes           |                  2 | On Loan: No      |
| BX Trust 2025-ARIA                                                               | BX 2025-ARIA A                                   | CUSIP: 05619TAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    190000 | PA      | $191000.39    | 0.01%             | 2042-12-13      | Variable      | 5.03%                 | Yes           |                  2 | On Loan: No      |
| Eversource Energy                                                                | EVERSOURCE ENERG                                 | CUSIP: 30040WAP3<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |     70000 | PA      | $64199.66     | 0.00%             | 2032-03-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Synopsys Inc                                                                     | SYNOPSYS INC                                     | CUSIP: 871607AD9<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |   1165000 | PA      | $1174980.30   | 0.03%             | 2032-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | ENTERPRISE PRODU                                 | CUSIP: 29379VBJ1<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    375000 | PA      | $334781.32    | 0.01%             | 2046-05-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Trustees of Princeton University/The                                             | PRINCETON UNIV                                   | CUSIP: 89837LAG0<br>LEI: 549300PJZYINN64GDJ90 | Long             | DBT              | CORP              | US        |     61000 | PA      | $37404.89     | 0.00%             | 2050-07-01      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc                      | ANHEUSER-BUSCH                                   | CUSIP: 03522AAH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2240000 | PA      | $2181151.28   | 0.06%             | 2036-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                   | AMAZON.COM INC                                   | CUSIP: 023135CH7<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   2300000 | PA      | $2190923.51   | 0.06%             | 2032-04-13      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Republic Services Inc                                                            | REPUBLIC SVCS                                    | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               | CORP              | US        |    108461 | NS      | $23755128.22  | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                                     | CUSIP: 11135FCV1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    850000 | PA      | $679258.72    | 0.02%             | 2041-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Jersey Central Power & Light Co                                                  | JERSEY CENT P&L                                  | CUSIP: 476556DF9<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |    925000 | PA      | $925693.59    | 0.03%             | 2035-01-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| SCE Recovery Funding LLC                                                         | SCE REC FUND                                     | CUSIP: 78433LAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    110000 | PA      | $84128.57     | 0.00%             | 2038-05-15      | Fixed         | 1.94%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                            | FOUNDRY JV HOLDC                                 | CUSIP: 350930AJ2<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   2032000 | PA      | $2101144.35   | 0.06%             | 2037-01-25      | Fixed         | 6.20%                 | Yes           |                  2 | On Loan: No      |
| America Movil SAB de CV                                                          | AMERICA MOVIL SA                                 | CUSIP: 02364WBH7<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |    780000 | PA      | $758664.79    | 0.02%             | 2029-04-22      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                             | GLENCORE FDG LLC                                 | CUSIP: 378272BS6<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   1143000 | PA      | $1166530.29   | 0.03%             | 2029-04-04      | Fixed         | 5.37%                 | Yes           |                  2 | On Loan: No      |
| Crown Castle Inc                                                                 | CROWN CASTLE INC                                 | CUSIP: 22822VBE0<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    800000 | PA      | $818968.66    | 0.02%             | 2034-03-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP                                 | CUSIP: 38141GYN8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    625000 | PA      | $554680.93    | 0.02%             | 2032-10-21      | Variable      | 2.65%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                                     | ALPHABET INC-A                                   | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |    520931 | NS      | $149798918.36 | 4.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                                    | CUSIP: 209111FD0<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    185000 | PA      | $157615.77    | 0.00%             | 2044-03-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Northwestern Mutual Global Funding                                               | NW MUTUAL GLOBAL                                 | CUSIP: 66815L2S7<br>LEI: 635400LZXFVELZDVP257 | Long             | DBT              | CORP              | US        |    845000 | PA      | $863992.47    | 0.02%             | 2031-05-28      | Fixed         | 5.16%                 | Yes           |                  2 | On Loan: No      |
| Exelon Corp                                                                      | EXELON CO                                        | CUSIP: 30161NBE0<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    540000 | PA      | $498713.14    | 0.01%             | 2032-03-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN                                 | CUSIP: 718172CW7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   1288000 | PA      | $1339392.09   | 0.04%             | 2029-11-17      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| NNN REIT Inc                                                                     | NNN REIT                                         | CUSIP: 637417AT3<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |    535000 | PA      | $543164.30    | 0.01%             | 2034-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                              | AMERICAN TOWER                                   | CUSIP: 03027XCP3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    340000 | PA      | $342334.39    | 0.01%             | 2035-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BZ4895                                        | CUSIP: 3140Q0NM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1230000 | PA      | $1220526.17   | 0.03%             | 2030-09-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                   | BP CAP MKTS AMER                                 | CUSIP: 10373QBQ2<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    370000 | PA      | $239070.14    | 0.01%             | 2061-02-08      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                       | PFIZER INC                                       | CUSIP: 717081ET6<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |   2165000 | PA      | $2127359.70   | 0.06%             | 2029-03-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                                  | CUSIP: 842400JK0<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    910000 | PA      | $904965.01    | 0.02%             | 2055-09-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                  | CUSIP: 91282CMU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    693400 | PA      | $696027.33    | 0.02%             | 2030-03-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| American International Group Inc                                                 | AMERICAN INTERNA                                 | CUSIP: 026874DL8<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    160000 | PA      | $138500.49    | 0.00%             | 2048-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP                                 | CUSIP: 38141GFD1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    835000 | PA      | $900206.15    | 0.02%             | 2037-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                                   | CUSIP: 95000U2V4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1230000 | PA      | $1219935.89   | 0.03%             | 2028-03-24      | Variable      | 3.53%                 | No            |                  2 | On Loan: No      |
| TWDC Enterprises 18 Corp                                                         | WALT DISNEY CO                                   | CUSIP: 25468PCP9<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |    133000 | PA      | $117977.94    | 0.00%             | 2041-08-16      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                                   | CUSIP: 437076CD2<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    500000 | PA      | $345003.17    | 0.01%             | 2050-04-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                                               | WALT DISNEY CO/T                                 | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |    236686 | NS      | $22811796.68  | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Port Authority of New York & New Jersey                                          | NY & NJ PORT AUTH-239                            | CUSIP: 73358XJB9<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |   1035000 | PA      | $986907.69    | 0.03%             | 2053-07-15      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                                     | CUSIP: 20030NDH1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    450000 | PA      | $364478.39    | 0.01%             | 2040-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital SA                                                         | TOTALENERGIES                                    | CUSIP: 89157XAF8<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |   1466000 | PA      | $1362705.65   | 0.04%             | 2064-09-10      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-05-28

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

**Signature:** Ashley Grim

**Name of Signer:** Ashley Grim

**Title:** Treasurer