# EDGAR Filing Document

**Accession Number:** 0000794105
**File Stem:** 0000794105-25-000141
**Filing Date:** 2025-11
**Character Count:** 1617681
**Document Hash:** 32ee415cb085368c28dd0c390d6dc4fd
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000794105-25-000141.hdr.sgml**: 20251125

**ACCESSION NUMBER**: 0000794105-25-000141

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20250930

**FILED AS OF DATE**: 20251125

**DATE AS OF CHANGE**: 20251125

**PERIOD START**: 20251231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** VANGUARD BOND INDEX FUNDS
- **CENTRAL INDEX KEY:** 0000794105

**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:** 811-04681
- **FILM NUMBER:** 251518313

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

**MAIL ADDRESS:**
- **STREET 1:** P.O. BOX 2600 V26
- **CITY:** VALLEY FORGE
- **STATE:** PA
- **ZIP:** 19482

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** VANGUARD BOND INDEX FUND INC
- **DATE OF NAME CHANGE:** 19940111

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

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** VANGUARD INDEX BOND FUND
- **DATE OF NAME CHANGE:** 19870105

## Series and Classes Contracts Data

### Vanguard Long-Term Bond Index Fund (Series ID: S000002562)

| Class ID   | Class Name                | Ticker Symbol   |
|:---|:---|:---|
| C000024522 | Institutional Shares      | VBLLX           |
| C000046842 | ETF Shares                | BLV             |
| C000105309 | Institutional Plus Shares | VBLIX           |
| C000209800 | Admiral Shares            | VBLAX           |

## Nport-Ex

Vanguard<sup>®</sup> Long-Term Bond Index Fund

Schedule of Investments (unaudited)

As of September 30, 2025

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

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| **U.S. Government and Agency Obligations (51.7%)** | **U.S. Government and Agency Obligations (51.7%)** | **U.S. Government and Agency Obligations (51.7%)** | **U.S. Government and Agency Obligations (51.7%)** | **U.S. Government and Agency Obligations (51.7%)** |
| **U.S. Government Securities (51.4%)** | **U.S. Government Securities (51.4%)** | **U.S. Government Securities (51.4%)** | **U.S. Government Securities (51.4%)** | **U.S. Government Securities (51.4%)** |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;8/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;16561 | &nbsp;&nbsp;16696 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;2/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;10151 | &nbsp;&nbsp;10474 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;2/15/2037 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3065 | &nbsp;&nbsp;&nbsp;&nbsp;3216 |
| United States Treasury Note/Bond | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;5/15/2037 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4730 | &nbsp;&nbsp;&nbsp;&nbsp;5069 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;2/15/2038 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6016 | &nbsp;&nbsp;&nbsp;&nbsp;6063 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;5/15/2038 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9924 | &nbsp;&nbsp;10130 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;2/15/2039 | &nbsp;&nbsp;&nbsp;&nbsp;10427 | &nbsp;&nbsp;&nbsp;&nbsp;9531 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;5/15/2039 | &nbsp;&nbsp;&nbsp;&nbsp;20047 | &nbsp;&nbsp;19728 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;8/15/2039 | &nbsp;&nbsp;&nbsp;&nbsp;19658 | &nbsp;&nbsp;19792 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;11/15/2039 | &nbsp;&nbsp;&nbsp;&nbsp;22701 | &nbsp;&nbsp;22509 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;2/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp;22825 | &nbsp;&nbsp;23218 |
| United States Treasury Note/Bond | &nbsp;&nbsp;1.125% | &nbsp;&nbsp;5/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp;74705 | &nbsp;&nbsp;47531 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;5/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp;24065 | &nbsp;&nbsp;23803 |
| United States Treasury Note/Bond | &nbsp;&nbsp;1.125% | &nbsp;&nbsp;8/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp;77031 | &nbsp;&nbsp;48514 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;8/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp;19455 | &nbsp;&nbsp;18124 |
| United States Treasury Note/Bond | &nbsp;&nbsp;1.375% | &nbsp;&nbsp;11/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp;85390 | &nbsp;&nbsp;55660 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;11/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp;20940 | &nbsp;&nbsp;20345 |
| United States Treasury Note/Bond | &nbsp;&nbsp;1.875% | &nbsp;&nbsp;2/15/2041 | &nbsp;&nbsp;103886 | &nbsp;&nbsp;72976 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;2/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp;21727 | &nbsp;&nbsp;22280 |
| United States Treasury Note/Bond | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;5/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp;78960 | &nbsp;&nbsp;58458 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;5/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp;20840 | &nbsp;&nbsp;20461 |
| United States Treasury Note/Bond | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;8/15/2041 | &nbsp;&nbsp;115712 | &nbsp;&nbsp;78467 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;8/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp;13780 | &nbsp;&nbsp;12514 |
| United States Treasury Note/Bond | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;11/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp;97121 | &nbsp;&nbsp;68148 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;11/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp;22557 | &nbsp;&nbsp;18780 |
| United States Treasury Note/Bond | &nbsp;&nbsp;2.375% | &nbsp;&nbsp;2/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp;78231 | &nbsp;&nbsp;57927 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;2/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp;18925 | &nbsp;&nbsp;15694 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;5/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp;20420 | &nbsp;&nbsp;16559 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;5/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp;66246 | &nbsp;&nbsp;55649 |
| United States Treasury Note/Bond | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;8/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp;17068 | &nbsp;&nbsp;13276 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;8/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp;51708 | &nbsp;&nbsp;44035 |
| United States Treasury Note/Bond | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;11/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp;15338 | &nbsp;&nbsp;11868 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;11/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp;82565 | &nbsp;&nbsp;76311 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;2/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp;10012 | &nbsp;&nbsp;&nbsp;&nbsp;8166 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;2/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp;81126 | &nbsp;&nbsp;73596 |
| United States Treasury Note/Bond | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;5/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp;17185 | &nbsp;&nbsp;13453 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;5/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp;34153 | &nbsp;&nbsp;30930 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;8/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp;29204 | &nbsp;&nbsp;25470 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;8/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp;70060 | &nbsp;&nbsp;67611 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;11/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp;36560 | &nbsp;&nbsp;32361 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;11/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp;67015 | &nbsp;&nbsp;67703 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;2/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp;55439 | &nbsp;&nbsp;48095 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;2/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp;53274 | &nbsp;&nbsp;52092 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;5/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp;37815 | &nbsp;&nbsp;31533 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;5/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp;67552 | &nbsp;&nbsp;67048 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;8/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp;48434 | &nbsp;&nbsp;38762 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;8/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp;70889 | &nbsp;&nbsp;65797 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;11/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp;40233 | &nbsp;&nbsp;31471 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;11/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp;66845 | &nbsp;&nbsp;66231 |
| United States Treasury Note/Bond | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;2/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp;50746 | &nbsp;&nbsp;36331 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;2/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp;48485 | &nbsp;&nbsp;48788 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;5/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp;23078 | &nbsp;&nbsp;17954 |
| United States Treasury Note/Bond | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;5/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp;32892 | &nbsp;&nbsp;34163 |
| United States Treasury Note/Bond | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;8/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp;30862 | &nbsp;&nbsp;23434 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;8/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp;62157 | &nbsp;&nbsp;63548 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;11/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp;22735 | &nbsp;&nbsp;17581 |
| United States Treasury Note/Bond | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;2/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp;36875 | &nbsp;&nbsp;26004 |
| United States Treasury Note/Bond | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;5/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp;41586 | &nbsp;&nbsp;29216 |
| United States Treasury Note/Bond | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;8/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp;49617 | &nbsp;&nbsp;33071 |
| United States Treasury Note/Bond | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;11/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp;23839 | &nbsp;&nbsp;17836 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;2/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp;44554 | &nbsp;&nbsp;33986 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;5/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp;35597 | &nbsp;&nbsp;27086 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;8/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp;49851 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36109 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;11/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp;44556 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32193 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;2/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp;70120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52930 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;5/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp;62386 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48074 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;8/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp;70898 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53276 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;11/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp;72086 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57883 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;2/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;79611 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59596 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;5/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;74245 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54144 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;8/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;69546 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44365 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.375% | &nbsp;&nbsp;11/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;65131 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42592 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;2/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;82900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49556 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;1.250% | &nbsp;&nbsp;5/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;83095 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40746 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;1.375% | &nbsp;&nbsp;8/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;99395 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49950 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;1.625% | &nbsp;&nbsp;11/15/2050 | &nbsp;&nbsp;106027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56861 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;1.875% | &nbsp;&nbsp;2/15/2051 | &nbsp;&nbsp;117844 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67282 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.375% | &nbsp;&nbsp;5/15/2051 | &nbsp;&nbsp;116838 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75137 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;8/15/2051 | &nbsp;&nbsp;119814 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70166 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;1.875% | &nbsp;&nbsp;11/15/2051 | &nbsp;&nbsp;101935 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57653 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;2/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;96323 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59724 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;5/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;71654 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51121 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;8/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;99021 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72409 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;11/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;95910 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84854 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;2/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;77579 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64121 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;5/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;87716 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72431 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;8/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;96926 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87601 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;11/15/2053 | &nbsp;&nbsp;104822 | &nbsp;&nbsp;&nbsp;&nbsp;104978 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;2/15/2054 | &nbsp;&nbsp;110447 | &nbsp;&nbsp;&nbsp;&nbsp;101948 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;5/15/2054 | &nbsp;&nbsp;110617 | &nbsp;&nbsp;&nbsp;&nbsp;108682 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;8/15/2054 | &nbsp;&nbsp;106133 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97995 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;11/15/2054 | &nbsp;&nbsp;106728 | &nbsp;&nbsp;&nbsp;&nbsp;102763 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;2/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;85490 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84027 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;5/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;97508 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97813 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;8/15/2055 | &nbsp;&nbsp;101745 | &nbsp;&nbsp;&nbsp;&nbsp;102111 |
|  |  |  |  |  | &nbsp;&nbsp;**4374214** |
| **Agency Bonds and Notes (0.3%)** | **Agency Bonds and Notes (0.3%)** | **Agency Bonds and Notes (0.3%)** | **Agency Bonds and Notes (0.3%)** | **Agency Bonds and Notes (0.3%)** | **Agency Bonds and Notes (0.3%)** |
|  | Federal Home Loan Banks | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;3/14/2036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;992 |
|  | Federal Home Loan Banks | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;7/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2805 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3078 |
| <sup>1,2</sup> | Federal Home Loan Mortgage Corp. | &nbsp;&nbsp;0.000% | &nbsp;&nbsp;11/15/2038 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;130 |
| <sup>2</sup> | Federal National Mortgage Assn. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;7/15/2037 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3391 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3744 |
| <sup>2</sup> | Federal National Mortgage Assn. | &nbsp;&nbsp;6.210% | &nbsp;&nbsp;8/6/2038 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;930 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1083 |
|  | Tennessee Valley Authority | &nbsp;&nbsp;5.880% | &nbsp;&nbsp;4/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2434 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2719 |
|  | Tennessee Valley Authority | &nbsp;&nbsp;5.980% | &nbsp;&nbsp;4/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1126 |
|  | Tennessee Valley Authority | &nbsp;&nbsp;6.150% | &nbsp;&nbsp;1/15/2038 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;385 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;439 |
|  | Tennessee Valley Authority | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;6/15/2038 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1335 |
|  | Tennessee Valley Authority | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;9/15/2039 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3795 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3980 |
|  | Tennessee Valley Authority | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;1/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;811 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;780 |
|  | Tennessee Valley Authority | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;9/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;985 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;844 |
|  | Tennessee Valley Authority | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;2/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1998 |
|  | Tennessee Valley Authority | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;4/1/2056 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;970 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;986 |
|  | Tennessee Valley Authority | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;9/15/2060 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;995 |
|  | Tennessee Valley Authority | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;9/15/2065 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2990 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2472 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**26701** |
| **Total U.S. Government and Agency Obligations (Cost $5,179,307)** | **Total U.S. Government and Agency Obligations (Cost $5,179,307)** | **Total U.S. Government and Agency Obligations (Cost $5,179,307)** | **Total U.S. Government and Agency Obligations (Cost $5,179,307)** | **Total U.S. Government and Agency Obligations (Cost $5,179,307)** | **4400915** |
| **Corporate Bonds (42.2%)** | **Corporate Bonds (42.2%)** | **Corporate Bonds (42.2%)** | **Corporate Bonds (42.2%)** | **Corporate Bonds (42.2%)** | **Corporate Bonds (42.2%)** |
| **Communications (4.5%)** | **Communications (4.5%)** | **Communications (4.5%)** | **Communications (4.5%)** | **Communications (4.5%)** | **Communications (4.5%)** |
|  | Alphabet Inc. | &nbsp;&nbsp;1.900% | &nbsp;&nbsp;8/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1710 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1167 |
|  | Alphabet Inc. | &nbsp;&nbsp;2.050% | &nbsp;&nbsp;8/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5360 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3045 |
|  | Alphabet Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;5/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1113 |
|  | Alphabet Inc. | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;8/15/2060 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1151 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;621 |
|  | Alphabet Inc. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;5/15/2065 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1029 |
|  | America Movil SAB de CV | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;11/15/2037 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;295 |
|  | America Movil SAB de CV | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;3/30/2040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4317 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4611 |
|  | America Movil SAB de CV | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;7/16/2042 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1999 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1749 |
|  | America Movil SAB de CV | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;4/22/2049 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1706 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1445 |
|  | AT&T Inc. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;11/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1075 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1067 |
|  | AT&T Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;3/1/2037 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;992 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1009 |
|  | AT&T Inc. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;8/15/2037 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;778 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;759 |
|  | AT&T Inc. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;3/1/2039 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4867 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4666 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | AT&T Inc. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;6/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp;6704 | &nbsp;&nbsp;&nbsp;&nbsp;5359 |
|  | AT&T Inc. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;12/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp;1708 | &nbsp;&nbsp;&nbsp;&nbsp;1474 |
|  | AT&T Inc. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;6/1/2044 | &nbsp;&nbsp;&nbsp;&nbsp;1025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;905 |
|  | AT&T Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;6/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;983 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;884 |
|  | AT&T Inc. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;6/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;922 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;777 |
|  | AT&T Inc. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;11/1/2045 | &nbsp;&nbsp;&nbsp;&nbsp;2350 | &nbsp;&nbsp;&nbsp;&nbsp;2327 |
|  | AT&T Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;5/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp;3427 | &nbsp;&nbsp;&nbsp;&nbsp;3057 |
| <sup>1</sup> | AT&T Inc. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;11/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp;1045 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;979 |
|  | AT&T Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;3/9/2048 | &nbsp;&nbsp;&nbsp;&nbsp;4120 | &nbsp;&nbsp;&nbsp;&nbsp;3488 |
|  | AT&T Inc. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;3/9/2049 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;895 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;756 |
|  | AT&T Inc. | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;6/1/2051 | &nbsp;&nbsp;&nbsp;&nbsp;5551 | &nbsp;&nbsp;&nbsp;&nbsp;4014 |
|  | AT&T Inc. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;9/15/2053 | &nbsp;&nbsp;13364 | &nbsp;&nbsp;&nbsp;&nbsp;9234 |
|  | AT&T Inc. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;11/1/2054 | &nbsp;&nbsp;&nbsp;&nbsp;1800 | &nbsp;&nbsp;&nbsp;&nbsp;1779 |
|  | AT&T Inc. | &nbsp;&nbsp;3.550% | &nbsp;&nbsp;9/15/2055 | &nbsp;&nbsp;14578 | &nbsp;&nbsp;10040 |
|  | AT&T Inc. | &nbsp;&nbsp;6.050% | &nbsp;&nbsp;8/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp;1930 | &nbsp;&nbsp;&nbsp;&nbsp;2002 |
|  | AT&T Inc. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;12/1/2057 | &nbsp;&nbsp;10504 | &nbsp;&nbsp;&nbsp;&nbsp;7494 |
|  | AT&T Inc. | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;9/15/2059 | &nbsp;&nbsp;11773 | &nbsp;&nbsp;&nbsp;&nbsp;8050 |
|  | AT&T Inc. | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;6/1/2060 | &nbsp;&nbsp;&nbsp;&nbsp;1688 | &nbsp;&nbsp;&nbsp;&nbsp;1200 |
|  | Bell Telephone Co. of Canada or Bell Canada | &nbsp;&nbsp;4.464% | &nbsp;&nbsp;4/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp;2776 | &nbsp;&nbsp;&nbsp;&nbsp;2319 |
|  | Bell Telephone Co. of Canada or Bell Canada | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;2/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;2340 | &nbsp;&nbsp;&nbsp;&nbsp;2285 |
|  | Charter Communications Operating LLC | &nbsp;&nbsp;6.384% | &nbsp;&nbsp;10/23/2035 | &nbsp;&nbsp;&nbsp;&nbsp;3185 | &nbsp;&nbsp;&nbsp;&nbsp;3335 |
|  | Charter Communications Operating LLC | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;12/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;962 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;971 |
|  | Charter Communications Operating LLC | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;4/1/2038 | &nbsp;&nbsp;&nbsp;&nbsp;5885 | &nbsp;&nbsp;&nbsp;&nbsp;5541 |
|  | Charter Communications Operating LLC | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;3/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp;3289 | &nbsp;&nbsp;&nbsp;&nbsp;2369 |
|  | Charter Communications Operating LLC | &nbsp;&nbsp;6.484% | &nbsp;&nbsp;10/23/2045 | &nbsp;&nbsp;&nbsp;&nbsp;7241 | &nbsp;&nbsp;&nbsp;&nbsp;7153 |
|  | Charter Communications Operating LLC | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;5/1/2047 | &nbsp;&nbsp;&nbsp;&nbsp;3084 | &nbsp;&nbsp;&nbsp;&nbsp;2663 |
|  | Charter Communications Operating LLC | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;4/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp;4429 | &nbsp;&nbsp;&nbsp;&nbsp;4007 |
|  | Charter Communications Operating LLC | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;7/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp;1352 | &nbsp;&nbsp;&nbsp;&nbsp;1118 |
|  | Charter Communications Operating LLC | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;3/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;6206 | &nbsp;&nbsp;&nbsp;&nbsp;4907 |
|  | Charter Communications Operating LLC | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;4/1/2051 | &nbsp;&nbsp;&nbsp;&nbsp;4546 | &nbsp;&nbsp;&nbsp;&nbsp;2998 |
|  | Charter Communications Operating LLC | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;6/1/2052 | &nbsp;&nbsp;&nbsp;&nbsp;5039 | &nbsp;&nbsp;&nbsp;&nbsp;3409 |
|  | Charter Communications Operating LLC | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;4/1/2053 | &nbsp;&nbsp;&nbsp;&nbsp;1794 | &nbsp;&nbsp;&nbsp;&nbsp;1499 |
|  | Charter Communications Operating LLC | &nbsp;&nbsp;6.700% | &nbsp;&nbsp;12/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;2138 | &nbsp;&nbsp;&nbsp;&nbsp;2159 |
|  | Charter Communications Operating LLC | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;4/1/2061 | &nbsp;&nbsp;&nbsp;&nbsp;5694 | &nbsp;&nbsp;&nbsp;&nbsp;3545 |
|  | Charter Communications Operating LLC | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;12/1/2061 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;589 |
|  | Charter Communications Operating LLC | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;6/30/2062 | &nbsp;&nbsp;&nbsp;&nbsp;3538 | &nbsp;&nbsp;&nbsp;&nbsp;2237 |
|  | Charter Communications Operating LLC | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;4/1/2063 | &nbsp;&nbsp;&nbsp;&nbsp;1415 | &nbsp;&nbsp;&nbsp;&nbsp;1185 |
|  | Comcast Corp. | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;7/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;2585 | &nbsp;&nbsp;&nbsp;&nbsp;2199 |
|  | Comcast Corp. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;3/1/2038 | &nbsp;&nbsp;&nbsp;&nbsp;2033 | &nbsp;&nbsp;&nbsp;&nbsp;1788 |
|  | Comcast Corp. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;10/15/2038 | &nbsp;&nbsp;&nbsp;&nbsp;2460 | &nbsp;&nbsp;&nbsp;&nbsp;2317 |
|  | Comcast Corp. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;4/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp;5193 | &nbsp;&nbsp;&nbsp;&nbsp;4360 |
|  | Comcast Corp. | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;7/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp;2496 | &nbsp;&nbsp;&nbsp;&nbsp;1803 |
|  | Comcast Corp. | &nbsp;&nbsp;3.969% | &nbsp;&nbsp;11/1/2047 | &nbsp;&nbsp;&nbsp;&nbsp;1930 | &nbsp;&nbsp;&nbsp;&nbsp;1506 |
|  | Comcast Corp. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;3/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp;1809 | &nbsp;&nbsp;&nbsp;&nbsp;1414 |
|  | Comcast Corp. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;10/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp;1850 | &nbsp;&nbsp;&nbsp;&nbsp;1609 |
|  | Comcast Corp. | &nbsp;&nbsp;3.999% | &nbsp;&nbsp;11/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp;3237 | &nbsp;&nbsp;&nbsp;&nbsp;2495 |
|  | Comcast Corp. | &nbsp;&nbsp;3.450% | &nbsp;&nbsp;2/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;3792 | &nbsp;&nbsp;&nbsp;&nbsp;2649 |
|  | Comcast Corp. | &nbsp;&nbsp;2.800% | &nbsp;&nbsp;1/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;3862 | &nbsp;&nbsp;&nbsp;&nbsp;2353 |
|  | Comcast Corp. | &nbsp;&nbsp;2.887% | &nbsp;&nbsp;11/1/2051 | &nbsp;&nbsp;12693 | &nbsp;&nbsp;&nbsp;&nbsp;7813 |
|  | Comcast Corp. | &nbsp;&nbsp;2.450% | &nbsp;&nbsp;8/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;1750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;964 |
|  | Comcast Corp. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;5/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;2944 | &nbsp;&nbsp;&nbsp;&nbsp;2763 |
|  | Comcast Corp. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;6/1/2054 | &nbsp;&nbsp;&nbsp;&nbsp;1790 | &nbsp;&nbsp;&nbsp;&nbsp;1752 |
|  | Comcast Corp. | &nbsp;&nbsp;2.937% | &nbsp;&nbsp;11/1/2056 | &nbsp;&nbsp;11609 | &nbsp;&nbsp;&nbsp;&nbsp;6884 |
|  | Comcast Corp. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;10/15/2058 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;865 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;756 |
|  | Comcast Corp. | &nbsp;&nbsp;2.650% | &nbsp;&nbsp;8/15/2062 | &nbsp;&nbsp;&nbsp;&nbsp;1365 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;717 |
|  | Comcast Corp. | &nbsp;&nbsp;2.987% | &nbsp;&nbsp;11/1/2063 | &nbsp;&nbsp;&nbsp;&nbsp;6090 | &nbsp;&nbsp;&nbsp;&nbsp;3478 |
|  | Comcast Corp. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;5/15/2064 | &nbsp;&nbsp;&nbsp;&nbsp;3080 | &nbsp;&nbsp;&nbsp;&nbsp;2899 |
|  | Electronic Arts Inc. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;2/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;1145 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;991 |
|  | Fox Corp. | &nbsp;&nbsp;5.476% | &nbsp;&nbsp;1/25/2039 | &nbsp;&nbsp;&nbsp;&nbsp;2517 | &nbsp;&nbsp;&nbsp;&nbsp;2527 |
|  | Fox Corp. | &nbsp;&nbsp;5.576% | &nbsp;&nbsp;1/25/2049 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;921 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;897 |
|  | Grupo Televisa SAB | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;1/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;637 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;585 |
|  | Grupo Televisa SAB | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;5/13/2045 | &nbsp;&nbsp;&nbsp;&nbsp;1230 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;857 |
|  | Grupo Televisa SAB | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;1/31/2046 | &nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;1208 |
|  | Grupo Televisa SAB | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;5/24/2049 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;976 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;690 |
|  | Interpublic Group of Cos. Inc. | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;3/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;890 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;667 |
|  | Interpublic Group of Cos. Inc. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;10/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp;1168 | &nbsp;&nbsp;&nbsp;&nbsp;1087 |
|  | Meta Platforms Inc. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;8/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;3982 | &nbsp;&nbsp;&nbsp;&nbsp;3416 |
|  | Meta Platforms Inc. | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;5/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;4912 | &nbsp;&nbsp;&nbsp;&nbsp;4975 |
|  | Meta Platforms Inc. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;8/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;5005 | &nbsp;&nbsp;&nbsp;&nbsp;4948 |
|  | Meta Platforms Inc. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;8/15/2062 | &nbsp;&nbsp;&nbsp;&nbsp;1784 | &nbsp;&nbsp;&nbsp;&nbsp;1529 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Meta Platforms Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;5/15/2063 | &nbsp;&nbsp;2742 | &nbsp;&nbsp;2814 |
|  | Meta Platforms Inc. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;8/15/2064 | &nbsp;&nbsp;4072 | &nbsp;&nbsp;4042 |
|  | NBCUniversal Media LLC | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;1/15/2043 | &nbsp;&nbsp;2780 | &nbsp;&nbsp;2430 |
|  | Orange SA | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;1/13/2042 | &nbsp;&nbsp;1400 | &nbsp;&nbsp;1397 |
|  | Orange SA | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;2/6/2044 | &nbsp;&nbsp;1356 | &nbsp;&nbsp;1354 |
|  | Paramount Global | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;4/30/2036 | &nbsp;&nbsp;2206 | &nbsp;&nbsp;2336 |
|  | Paramount Global | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;7/1/2042 | &nbsp;&nbsp;1868 | &nbsp;&nbsp;1530 |
|  | Paramount Global | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;3/15/2043 | &nbsp;&nbsp;2689 | &nbsp;&nbsp;2075 |
|  | Paramount Global | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;9/1/2043 | &nbsp;&nbsp;&nbsp;&nbsp;850 | &nbsp;&nbsp;&nbsp;&nbsp;777 |
|  | Paramount Global | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;4/1/2044 | &nbsp;&nbsp;&nbsp;&nbsp;877 | &nbsp;&nbsp;&nbsp;&nbsp;726 |
|  | Paramount Global | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;8/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 |
|  | Paramount Global | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;1/15/2045 | &nbsp;&nbsp;2535 | &nbsp;&nbsp;1975 |
|  | Paramount Global | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;5/19/2050 | &nbsp;&nbsp;1027 | &nbsp;&nbsp;&nbsp;&nbsp;815 |
|  | Rogers Communications Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;3/15/2042 | &nbsp;&nbsp;1650 | &nbsp;&nbsp;1435 |
|  | Rogers Communications Inc. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;10/1/2043 | &nbsp;&nbsp;1190 | &nbsp;&nbsp;1148 |
|  | Rogers Communications Inc. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;3/15/2052 | &nbsp;&nbsp;3265 | &nbsp;&nbsp;2698 |
|  | Telefonica Emisiones SA | &nbsp;&nbsp;7.045% | &nbsp;&nbsp;6/20/2036 | &nbsp;&nbsp;2420 | &nbsp;&nbsp;2728 |
|  | Telefonica Emisiones SA | &nbsp;&nbsp;4.665% | &nbsp;&nbsp;3/6/2038 | &nbsp;&nbsp;1270 | &nbsp;&nbsp;1158 |
|  | Telefonica Emisiones SA | &nbsp;&nbsp;5.213% | &nbsp;&nbsp;3/8/2047 | &nbsp;&nbsp;3818 | &nbsp;&nbsp;3433 |
|  | Telefonica Emisiones SA | &nbsp;&nbsp;4.895% | &nbsp;&nbsp;3/6/2048 | &nbsp;&nbsp;2401 | &nbsp;&nbsp;2061 |
|  | Telefonica Emisiones SA | &nbsp;&nbsp;5.520% | &nbsp;&nbsp;3/1/2049 | &nbsp;&nbsp;1584 | &nbsp;&nbsp;1473 |
|  | TELUS Corp. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;11/16/2048 | &nbsp;&nbsp;1210 | &nbsp;&nbsp;1048 |
|  | Time Warner Cable LLC | &nbsp;&nbsp;6.550% | &nbsp;&nbsp;5/1/2037 | &nbsp;&nbsp;&nbsp;&nbsp;937 | &nbsp;&nbsp;&nbsp;&nbsp;973 |
|  | Time Warner Cable LLC | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;6/15/2039 | &nbsp;&nbsp;1801 | &nbsp;&nbsp;1878 |
|  | Time Warner Cable LLC | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;11/15/2040 | &nbsp;&nbsp;1593 | &nbsp;&nbsp;1523 |
|  | Time Warner Cable LLC | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;9/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp;960 | &nbsp;&nbsp;&nbsp;&nbsp;879 |
|  | Time Warner Cable LLC | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;9/15/2042 | &nbsp;&nbsp;1760 | &nbsp;&nbsp;1413 |
|  | T-Mobile USA Inc. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;4/15/2040 | &nbsp;&nbsp;2930 | &nbsp;&nbsp;2645 |
|  | T-Mobile USA Inc. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;2/15/2041 | &nbsp;&nbsp;4266 | &nbsp;&nbsp;3202 |
|  | T-Mobile USA Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;4/15/2050 | &nbsp;&nbsp;4268 | &nbsp;&nbsp;3592 |
|  | T-Mobile USA Inc. | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;2/15/2051 | &nbsp;&nbsp;4615 | &nbsp;&nbsp;3135 |
|  | T-Mobile USA Inc. | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;10/15/2052 | &nbsp;&nbsp;4917 | &nbsp;&nbsp;3363 |
|  | T-Mobile USA Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;1/15/2054 | &nbsp;&nbsp;2829 | &nbsp;&nbsp;2832 |
|  | T-Mobile USA Inc. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;6/15/2054 | &nbsp;&nbsp;1455 | &nbsp;&nbsp;1507 |
|  | T-Mobile USA Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;6/15/2055 | &nbsp;&nbsp;1497 | &nbsp;&nbsp;1392 |
|  | T-Mobile USA Inc. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;11/15/2055 | &nbsp;&nbsp;2016 | &nbsp;&nbsp;2058 |
|  | T-Mobile USA Inc. | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;11/15/2060 | &nbsp;&nbsp;3389 | &nbsp;&nbsp;2299 |
|  | T-Mobile USA Inc. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;9/15/2062 | &nbsp;&nbsp;2105 | &nbsp;&nbsp;2113 |
| <sup>1</sup> | TWDC Enterprises 18 Corp. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;12/1/2041 | &nbsp;&nbsp;1099 | &nbsp;&nbsp;&nbsp;&nbsp;959 |
| <sup>1</sup> | TWDC Enterprises 18 Corp. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;12/1/2042 | &nbsp;&nbsp;1147 | &nbsp;&nbsp;&nbsp;&nbsp;936 |
| <sup>1</sup> | TWDC Enterprises 18 Corp. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;6/1/2044 | &nbsp;&nbsp;1798 | &nbsp;&nbsp;1532 |
| <sup>1</sup> | TWDC Enterprises 18 Corp. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;7/30/2046 | &nbsp;&nbsp;1688 | &nbsp;&nbsp;1176 |
|  | Uber Technologies Inc. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;9/15/2054 | &nbsp;&nbsp;1600 | &nbsp;&nbsp;1551 |
|  | Verizon Communications Inc. | &nbsp;&nbsp;4.272% | &nbsp;&nbsp;1/15/2036 | &nbsp;&nbsp;1863 | &nbsp;&nbsp;1746 |
|  | Verizon Communications Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;3/16/2037 | &nbsp;&nbsp;1717 | &nbsp;&nbsp;1736 |
| <sup>3</sup> | Verizon Communications Inc. | &nbsp;&nbsp;5.401% | &nbsp;&nbsp;7/2/2037 | &nbsp;&nbsp;3306 | &nbsp;&nbsp;3359 |
|  | Verizon Communications Inc. | &nbsp;&nbsp;4.812% | &nbsp;&nbsp;3/15/2039 | &nbsp;&nbsp;2040 | &nbsp;&nbsp;1943 |
|  | Verizon Communications Inc. | &nbsp;&nbsp;2.650% | &nbsp;&nbsp;11/20/2040 | &nbsp;&nbsp;3275 | &nbsp;&nbsp;2369 |
|  | Verizon Communications Inc. | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;3/22/2041 | &nbsp;&nbsp;6176 | &nbsp;&nbsp;4879 |
|  | Verizon Communications Inc. | &nbsp;&nbsp;2.850% | &nbsp;&nbsp;9/3/2041 | &nbsp;&nbsp;1229 | &nbsp;&nbsp;&nbsp;&nbsp;894 |
|  | Verizon Communications Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;11/1/2041 | &nbsp;&nbsp;3211 | &nbsp;&nbsp;2956 |
|  | Verizon Communications Inc. | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;11/1/2042 | &nbsp;&nbsp;1065 | &nbsp;&nbsp;&nbsp;&nbsp;867 |
|  | Verizon Communications Inc. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;8/15/2046 | &nbsp;&nbsp;3198 | &nbsp;&nbsp;2609 |
|  | Verizon Communications Inc. | &nbsp;&nbsp;4.862% | &nbsp;&nbsp;8/21/2046 | &nbsp;&nbsp;4148 | &nbsp;&nbsp;3772 |
|  | Verizon Communications Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;3/16/2047 | &nbsp;&nbsp;&nbsp;&nbsp;590 | &nbsp;&nbsp;&nbsp;&nbsp;582 |
|  | Verizon Communications Inc. | &nbsp;&nbsp;4.522% | &nbsp;&nbsp;9/15/2048 | &nbsp;&nbsp;2837 | &nbsp;&nbsp;2441 |
|  | Verizon Communications Inc. | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;11/20/2050 | &nbsp;&nbsp;3806 | &nbsp;&nbsp;2429 |
|  | Verizon Communications Inc. | &nbsp;&nbsp;3.550% | &nbsp;&nbsp;3/22/2051 | &nbsp;&nbsp;6571 | &nbsp;&nbsp;4807 |
|  | Verizon Communications Inc. | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;3/1/2052 | &nbsp;&nbsp;1456 | &nbsp;&nbsp;1114 |
|  | Verizon Communications Inc. | &nbsp;&nbsp;4.672% | &nbsp;&nbsp;3/15/2055 | &nbsp;&nbsp;3020 | &nbsp;&nbsp;2606 |
|  | Verizon Communications Inc. | &nbsp;&nbsp;2.987% | &nbsp;&nbsp;10/30/2056 | &nbsp;&nbsp;7343 | &nbsp;&nbsp;4521 |
|  | Verizon Communications Inc. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;11/20/2060 | &nbsp;&nbsp;3428 | &nbsp;&nbsp;2078 |
|  | Verizon Communications Inc. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;3/22/2061 | &nbsp;&nbsp;5299 | &nbsp;&nbsp;3733 |
|  | Vodafone Group plc | &nbsp;&nbsp;6.150% | &nbsp;&nbsp;2/27/2037 | &nbsp;&nbsp;1205 | &nbsp;&nbsp;1312 |
|  | Vodafone Group plc | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;5/30/2048 | &nbsp;&nbsp;2130 | &nbsp;&nbsp;2008 |
|  | Vodafone Group plc | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;6/19/2049 | &nbsp;&nbsp;3870 | &nbsp;&nbsp;3432 |
|  | Vodafone Group plc | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;9/17/2050 | &nbsp;&nbsp;1454 | &nbsp;&nbsp;1158 |
|  | Vodafone Group plc | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;2/10/2053 | &nbsp;&nbsp;&nbsp;&nbsp;774 | &nbsp;&nbsp;&nbsp;&nbsp;753 |
|  | Vodafone Group plc | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;6/28/2054 | &nbsp;&nbsp;3557 | &nbsp;&nbsp;3504 |
|  | Vodafone Group plc | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;2/10/2063 | &nbsp;&nbsp;&nbsp;&nbsp;915 | &nbsp;&nbsp;&nbsp;&nbsp;889 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Vodafone Group plc | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;6/28/2064 | &nbsp;&nbsp;1125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1118 |
|  | Walt Disney Co. | &nbsp;&nbsp;6.400% | &nbsp;&nbsp;12/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;786 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;893 |
|  | Walt Disney Co. | &nbsp;&nbsp;6.150% | &nbsp;&nbsp;3/1/2037 | &nbsp;&nbsp;1593 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1758 |
|  | Walt Disney Co. | &nbsp;&nbsp;6.650% | &nbsp;&nbsp;11/15/2037 | &nbsp;&nbsp;&nbsp;&nbsp;445 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;514 |
|  | Walt Disney Co. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;3/23/2040 | &nbsp;&nbsp;1007 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;968 |
|  | Walt Disney Co. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;5/13/2040 | &nbsp;&nbsp;4649 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3897 |
|  | Walt Disney Co. | &nbsp;&nbsp;6.150% | &nbsp;&nbsp;2/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp;571 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;630 |
|  | Walt Disney Co. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;10/1/2043 | &nbsp;&nbsp;1889 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1916 |
|  | Walt Disney Co. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;9/15/2044 | &nbsp;&nbsp;2177 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2017 |
|  | Walt Disney Co. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;11/15/2046 | &nbsp;&nbsp;1867 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1710 |
|  | Walt Disney Co. | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;9/1/2049 | &nbsp;&nbsp;4454 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2872 |
|  | Walt Disney Co. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;3/23/2050 | &nbsp;&nbsp;&nbsp;&nbsp;779 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;711 |
|  | Walt Disney Co. | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;1/13/2051 | &nbsp;&nbsp;2753 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2083 |
|  | Walt Disney Co. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;5/13/2060 | &nbsp;&nbsp;2660 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1991 |
|  |  |  |  |  | &nbsp;&nbsp;**385567** |
| **Consumer Discretionary (2.3%)** | **Consumer Discretionary (2.3%)** | **Consumer Discretionary (2.3%)** | **Consumer Discretionary (2.3%)** | **Consumer Discretionary (2.3%)** | **Consumer Discretionary (2.3%)** |
|  | Alibaba Group Holding Ltd. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;12/6/2037 | &nbsp;&nbsp;2801 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2581 |
|  | Alibaba Group Holding Ltd. | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;2/9/2041 | &nbsp;&nbsp;1660 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1237 |
|  | Alibaba Group Holding Ltd. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;12/6/2047 | &nbsp;&nbsp;2730 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2331 |
|  | Alibaba Group Holding Ltd. | &nbsp;&nbsp;3.150% | &nbsp;&nbsp;2/9/2051 | &nbsp;&nbsp;2266 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1584 |
|  | Alibaba Group Holding Ltd. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;12/6/2057 | &nbsp;&nbsp;1634 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1402 |
|  | Alibaba Group Holding Ltd. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;2/9/2061 | &nbsp;&nbsp;1200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;805 |
|  | Amazon.com Inc. | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;8/22/2037 | &nbsp;&nbsp;5365 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4941 |
|  | Amazon.com Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;12/5/2044 | &nbsp;&nbsp;1400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1385 |
|  | Amazon.com Inc. | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;8/22/2047 | &nbsp;&nbsp;5419 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4583 |
|  | Amazon.com Inc. | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;6/3/2050 | &nbsp;&nbsp;4827 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2977 |
|  | Amazon.com Inc. | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;5/12/2051 | &nbsp;&nbsp;4795 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3329 |
|  | Amazon.com Inc. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;4/13/2052 | &nbsp;&nbsp;&nbsp;&nbsp;999 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;811 |
|  | Amazon.com Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;8/22/2057 | &nbsp;&nbsp;4287 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3599 |
|  | Amazon.com Inc. | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;6/3/2060 | &nbsp;&nbsp;2712 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1602 |
|  | Amazon.com Inc. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;5/12/2061 | &nbsp;&nbsp;4445 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2978 |
|  | Amazon.com Inc. | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;4/13/2062 | &nbsp;&nbsp;3169 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2547 |
| <sup>1</sup> | American University | &nbsp;&nbsp;3.672% | &nbsp;&nbsp;4/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp;605 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;464 |
|  | Aptiv Swiss Holdings Ltd. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;10/1/2046 | &nbsp;&nbsp;&nbsp;&nbsp;585 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;467 |
|  | Aptiv Swiss Holdings Ltd. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;3/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;935 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;855 |
|  | Aptiv Swiss Holdings Ltd. | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;12/1/2051 | &nbsp;&nbsp;1717 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1090 |
|  | Aptiv Swiss Holdings Ltd. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;5/1/2052 | &nbsp;&nbsp;&nbsp;&nbsp;820 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;620 |
|  | BorgWarner Inc. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;3/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp;748 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;637 |
| <sup>1</sup> | Brown University | &nbsp;&nbsp;2.924% | &nbsp;&nbsp;9/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;631 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;425 |
|  | Brunswick Corp. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;4/1/2052 | &nbsp;&nbsp;&nbsp;&nbsp;586 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;470 |
| <sup>1</sup> | California Endowment | &nbsp;&nbsp;2.498% | &nbsp;&nbsp;4/1/2051 | &nbsp;&nbsp;&nbsp;&nbsp;930 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;549 |
|  | California Institute of Technology | &nbsp;&nbsp;4.321% | &nbsp;&nbsp;8/1/2045 | &nbsp;&nbsp;&nbsp;&nbsp;475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;414 |
|  | California Institute of Technology | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;11/1/2111 | &nbsp;&nbsp;&nbsp;&nbsp;730 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;607 |
|  | California Institute of Technology | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;9/1/2119 | &nbsp;&nbsp;&nbsp;&nbsp;440 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;287 |
| <sup>1</sup> | Case Western Reserve University | &nbsp;&nbsp;5.405% | &nbsp;&nbsp;6/1/2122 | &nbsp;&nbsp;&nbsp;&nbsp;350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;331 |
|  | Darden Restaurants Inc. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;2/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp;175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;146 |
|  | DR Horton Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;10/15/2035 | &nbsp;&nbsp;1027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1064 |
| <sup>1</sup> | Duke University | &nbsp;&nbsp;2.682% | &nbsp;&nbsp;10/1/2044 | &nbsp;&nbsp;&nbsp;&nbsp;754 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;556 |
| <sup>1</sup> | Duke University | &nbsp;&nbsp;2.757% | &nbsp;&nbsp;10/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;585 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;379 |
| <sup>1</sup> | Duke University | &nbsp;&nbsp;2.832% | &nbsp;&nbsp;10/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;912 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;580 |
|  | eBay Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;7/15/2042 | &nbsp;&nbsp;1251 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1044 |
|  | eBay Inc. | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;5/10/2051 | &nbsp;&nbsp;1265 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;946 |
| <sup>1</sup> | Emory University | &nbsp;&nbsp;2.969% | &nbsp;&nbsp;9/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;452 |
| <sup>1</sup> | Ford Foundation | &nbsp;&nbsp;2.815% | &nbsp;&nbsp;6/1/2070 | &nbsp;&nbsp;&nbsp;&nbsp;209 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;121 |
|  | Ford Motor Co. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;1/15/2043 | &nbsp;&nbsp;3993 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3184 |
|  | Ford Motor Co. | &nbsp;&nbsp;5.291% | &nbsp;&nbsp;12/8/2046 | &nbsp;&nbsp;1631 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1375 |
|  | Fortune Brands Innovations Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;3/25/2052 | &nbsp;&nbsp;&nbsp;&nbsp;915 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;751 |
|  | General Motors Co. | &nbsp;&nbsp;6.600% | &nbsp;&nbsp;4/1/2036 | &nbsp;&nbsp;1046 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1128 |
|  | General Motors Co. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;4/1/2038 | &nbsp;&nbsp;2200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2106 |
|  | General Motors Co. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;10/2/2043 | &nbsp;&nbsp;3691 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3755 |
|  | General Motors Co. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;4/1/2045 | &nbsp;&nbsp;2119 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1906 |
|  | General Motors Co. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;4/1/2046 | &nbsp;&nbsp;&nbsp;&nbsp;556 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;595 |
|  | General Motors Co. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;4/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp;951 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;867 |
|  | General Motors Co. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;4/1/2049 | &nbsp;&nbsp;3890 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3791 |
| <sup>1</sup> | George Washington University | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;9/15/2044 | &nbsp;&nbsp;1236 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1066 |
|  | George Washington University | &nbsp;&nbsp;4.868% | &nbsp;&nbsp;9/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp;750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;697 |
| <sup>1</sup> | George Washington University | &nbsp;&nbsp;4.126% | &nbsp;&nbsp;9/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp;855 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;705 |
| <sup>1</sup> | Georgetown University | &nbsp;&nbsp;4.315% | &nbsp;&nbsp;4/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp;743 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;624 |
| <sup>1</sup> | Georgetown University | &nbsp;&nbsp;2.943% | &nbsp;&nbsp;4/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;737 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;484 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| <sup>1</sup> | Georgetown University | &nbsp;&nbsp;5.215% | &nbsp;&nbsp;10/1/2118 | &nbsp;&nbsp;&nbsp;&nbsp;550 | &nbsp;&nbsp;&nbsp;&nbsp;492 |
|  | Harley-Davidson Inc. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;7/28/2045 | &nbsp;&nbsp;1135 | &nbsp;&nbsp;&nbsp;&nbsp;923 |
|  | Hasbro Inc. | &nbsp;&nbsp;6.350% | &nbsp;&nbsp;3/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp;644 | &nbsp;&nbsp;&nbsp;&nbsp;672 |
|  | Hasbro Inc. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;5/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp;817 | &nbsp;&nbsp;&nbsp;&nbsp;726 |
|  | Home Depot Inc. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;12/16/2036 | &nbsp;&nbsp;4131 | &nbsp;&nbsp;4496 |
|  | Home Depot Inc. | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;4/15/2040 | &nbsp;&nbsp;2275 | &nbsp;&nbsp;1864 |
|  | Home Depot Inc. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;9/15/2040 | &nbsp;&nbsp;1738 | &nbsp;&nbsp;1789 |
|  | Home Depot Inc. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;4/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp;980 | &nbsp;&nbsp;1055 |
|  | Home Depot Inc. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;4/1/2043 | &nbsp;&nbsp;1205 | &nbsp;&nbsp;1050 |
|  | Home Depot Inc. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;2/15/2044 | &nbsp;&nbsp;2056 | &nbsp;&nbsp;1951 |
|  | Home Depot Inc. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;3/15/2045 | &nbsp;&nbsp;1897 | &nbsp;&nbsp;1673 |
|  | Home Depot Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;4/1/2046 | &nbsp;&nbsp;3472 | &nbsp;&nbsp;2982 |
|  | Home Depot Inc. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;6/15/2047 | &nbsp;&nbsp;2021 | &nbsp;&nbsp;1634 |
|  | Home Depot Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;12/6/2048 | &nbsp;&nbsp;&nbsp;&nbsp;510 | &nbsp;&nbsp;&nbsp;&nbsp;449 |
|  | Home Depot Inc. | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;12/15/2049 | &nbsp;&nbsp;2571 | &nbsp;&nbsp;1782 |
|  | Home Depot Inc. | &nbsp;&nbsp;3.350% | &nbsp;&nbsp;4/15/2050 | &nbsp;&nbsp;2676 | &nbsp;&nbsp;1932 |
|  | Home Depot Inc. | &nbsp;&nbsp;2.375% | &nbsp;&nbsp;3/15/2051 | &nbsp;&nbsp;1322 | &nbsp;&nbsp;&nbsp;&nbsp;771 |
|  | Home Depot Inc. | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;4/15/2052 | &nbsp;&nbsp;1983 | &nbsp;&nbsp;1485 |
|  | Home Depot Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;9/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;989 | &nbsp;&nbsp;&nbsp;&nbsp;922 |
|  | Home Depot Inc. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;6/25/2054 | &nbsp;&nbsp;1271 | &nbsp;&nbsp;1244 |
|  | Home Depot Inc. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;9/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp;928 | &nbsp;&nbsp;&nbsp;&nbsp;663 |
|  | Home Depot Inc. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;6/25/2064 | &nbsp;&nbsp;1407 | &nbsp;&nbsp;1389 |
| <sup>1</sup> | Howard University | &nbsp;&nbsp;5.209% | &nbsp;&nbsp;10/1/2052 | &nbsp;&nbsp;&nbsp;&nbsp;725 | &nbsp;&nbsp;&nbsp;&nbsp;644 |
|  | JD.com Inc. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;1/14/2050 | &nbsp;&nbsp;&nbsp;&nbsp;670 | &nbsp;&nbsp;&nbsp;&nbsp;552 |
| <sup>1</sup> | Johns Hopkins University | &nbsp;&nbsp;4.083% | &nbsp;&nbsp;7/1/2053 | &nbsp;&nbsp;&nbsp;&nbsp;460 | &nbsp;&nbsp;&nbsp;&nbsp;375 |
| <sup>1</sup> | Johns Hopkins University | &nbsp;&nbsp;2.813% | &nbsp;&nbsp;1/1/2060 | &nbsp;&nbsp;&nbsp;&nbsp;583 | &nbsp;&nbsp;&nbsp;&nbsp;346 |
|  | Lear Corp. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;5/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;735 | &nbsp;&nbsp;&nbsp;&nbsp;662 |
|  | Lear Corp. | &nbsp;&nbsp;3.550% | &nbsp;&nbsp;1/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;962 | &nbsp;&nbsp;&nbsp;&nbsp;652 |
|  | Leggett & Platt Inc. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;11/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;934 | &nbsp;&nbsp;&nbsp;&nbsp;612 |
|  | Leland Stanford Junior University | &nbsp;&nbsp;3.647% | &nbsp;&nbsp;5/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp;982 | &nbsp;&nbsp;&nbsp;&nbsp;777 |
|  | Leland Stanford Junior University | &nbsp;&nbsp;2.413% | &nbsp;&nbsp;6/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;535 | &nbsp;&nbsp;&nbsp;&nbsp;326 |
|  | Lowe's Cos. Inc. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;10/15/2035 | &nbsp;&nbsp;2115 | &nbsp;&nbsp;2098 |
|  | Lowe's Cos. Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;4/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp;855 | &nbsp;&nbsp;&nbsp;&nbsp;837 |
|  | Lowe's Cos. Inc. | &nbsp;&nbsp;2.800% | &nbsp;&nbsp;9/15/2041 | &nbsp;&nbsp;1352 | &nbsp;&nbsp;&nbsp;&nbsp;978 |
|  | Lowe's Cos. Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;9/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp;448 | &nbsp;&nbsp;&nbsp;&nbsp;362 |
|  | Lowe's Cos. Inc. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;4/15/2046 | &nbsp;&nbsp;1546 | &nbsp;&nbsp;1187 |
|  | Lowe's Cos. Inc. | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;5/3/2047 | &nbsp;&nbsp;2670 | &nbsp;&nbsp;2149 |
|  | Lowe's Cos. Inc. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;4/5/2049 | &nbsp;&nbsp;2066 | &nbsp;&nbsp;1763 |
|  | Lowe's Cos. Inc. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;4/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;720 | &nbsp;&nbsp;&nbsp;&nbsp;667 |
|  | Lowe's Cos. Inc. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;10/15/2050 | &nbsp;&nbsp;3722 | &nbsp;&nbsp;2405 |
|  | Lowe's Cos. Inc. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;4/1/2051 | &nbsp;&nbsp;2216 | &nbsp;&nbsp;1570 |
|  | Lowe's Cos. Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;4/1/2052 | &nbsp;&nbsp;2188 | &nbsp;&nbsp;1766 |
|  | Lowe's Cos. Inc. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;4/15/2053 | &nbsp;&nbsp;1125 | &nbsp;&nbsp;1118 |
|  | Lowe's Cos. Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;7/1/2053 | &nbsp;&nbsp;1182 | &nbsp;&nbsp;1192 |
|  | Lowe's Cos. Inc. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;4/1/2062 | &nbsp;&nbsp;2730 | &nbsp;&nbsp;2178 |
|  | Lowe's Cos. Inc. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;9/15/2062 | &nbsp;&nbsp;1178 | &nbsp;&nbsp;1182 |
|  | Lowe's Cos. Inc. | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;4/1/2063 | &nbsp;&nbsp;&nbsp;&nbsp;585 | &nbsp;&nbsp;&nbsp;&nbsp;591 |
|  | Marriott International Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;10/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;419 | &nbsp;&nbsp;&nbsp;&nbsp;423 |
|  | Marriott International Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;4/15/2037 | &nbsp;&nbsp;2471 | &nbsp;&nbsp;2524 |
|  | Masco Corp. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;5/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp;749 | &nbsp;&nbsp;&nbsp;&nbsp;625 |
|  | Masco Corp. | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;2/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;580 | &nbsp;&nbsp;&nbsp;&nbsp;376 |
| <sup>1</sup> | Massachusetts Institute of Technology | &nbsp;&nbsp;2.989% | &nbsp;&nbsp;7/1/2050 | &nbsp;&nbsp;1061 | &nbsp;&nbsp;&nbsp;&nbsp;730 |
| <sup>1</sup> | Massachusetts Institute of Technology | &nbsp;&nbsp;2.294% | &nbsp;&nbsp;7/1/2051 | &nbsp;&nbsp;&nbsp;&nbsp;737 | &nbsp;&nbsp;&nbsp;&nbsp;430 |
|  | Massachusetts Institute of Technology | &nbsp;&nbsp;3.067% | &nbsp;&nbsp;4/1/2052 | &nbsp;&nbsp;&nbsp;&nbsp;570 | &nbsp;&nbsp;&nbsp;&nbsp;393 |
|  | Massachusetts Institute of Technology | &nbsp;&nbsp;5.618% | &nbsp;&nbsp;6/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;750 | &nbsp;&nbsp;&nbsp;&nbsp;792 |
|  | Massachusetts Institute of Technology | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;7/1/2111 | &nbsp;&nbsp;1460 | &nbsp;&nbsp;1474 |
|  | Massachusetts Institute of Technology | &nbsp;&nbsp;4.678% | &nbsp;&nbsp;7/1/2114 | &nbsp;&nbsp;&nbsp;&nbsp;740 | &nbsp;&nbsp;&nbsp;&nbsp;632 |
|  | Massachusetts Institute of Technology | &nbsp;&nbsp;3.885% | &nbsp;&nbsp;7/1/2116 | &nbsp;&nbsp;&nbsp;&nbsp;441 | &nbsp;&nbsp;&nbsp;&nbsp;315 |
|  | McDonald's Corp. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;2/13/2036 | &nbsp;&nbsp;2006 | &nbsp;&nbsp;2021 |
| <sup>1</sup> | McDonald's Corp. | &nbsp;&nbsp;6.300% | &nbsp;&nbsp;10/15/2037 | &nbsp;&nbsp;1269 | &nbsp;&nbsp;1413 |
| <sup>1</sup> | McDonald's Corp. | &nbsp;&nbsp;6.300% | &nbsp;&nbsp;3/1/2038 | &nbsp;&nbsp;2001 | &nbsp;&nbsp;2216 |
| <sup>1</sup> | McDonald's Corp. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;2/1/2039 | &nbsp;&nbsp;&nbsp;&nbsp;962 | &nbsp;&nbsp;1023 |
| <sup>1</sup> | McDonald's Corp. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;7/15/2040 | &nbsp;&nbsp;1005 | &nbsp;&nbsp;&nbsp;&nbsp;969 |
| <sup>1</sup> | McDonald's Corp. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;2/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp;874 | &nbsp;&nbsp;&nbsp;&nbsp;716 |
| <sup>1</sup> | McDonald's Corp. | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;5/1/2043 | &nbsp;&nbsp;&nbsp;&nbsp;540 | &nbsp;&nbsp;&nbsp;&nbsp;430 |
| <sup>1</sup> | McDonald's Corp. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;5/26/2045 | &nbsp;&nbsp;1311 | &nbsp;&nbsp;1175 |
| <sup>1</sup> | McDonald's Corp. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;12/9/2045 | &nbsp;&nbsp;2266 | &nbsp;&nbsp;2096 |
| <sup>1</sup> | McDonald's Corp. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;3/1/2047 | &nbsp;&nbsp;1998 | &nbsp;&nbsp;1730 |
| <sup>1</sup> | McDonald's Corp. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;9/1/2048 | &nbsp;&nbsp;1094 | &nbsp;&nbsp;&nbsp;&nbsp;941 |
| <sup>1</sup> | McDonald's Corp. | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;9/1/2049 | &nbsp;&nbsp;1640 | &nbsp;&nbsp;1228 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| <sup>1</sup> | McDonald's Corp. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;4/1/2050 | &nbsp;&nbsp;2235 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1836 |
| <sup>1</sup> | McDonald's Corp. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;9/9/2052 | &nbsp;&nbsp;1412 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1335 |
|  | McDonald's Corp. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;8/14/2053 | &nbsp;&nbsp;&nbsp;&nbsp;657 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;650 |
|  | MDC Holdings Inc. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;1/15/2043 | &nbsp;&nbsp;1853 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1761 |
|  | NIKE Inc. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;3/27/2040 | &nbsp;&nbsp;&nbsp;&nbsp;980 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;796 |
|  | NIKE Inc. | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;5/1/2043 | &nbsp;&nbsp;&nbsp;&nbsp;980 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;791 |
|  | NIKE Inc. | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;11/1/2045 | &nbsp;&nbsp;&nbsp;&nbsp;994 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;809 |
|  | NIKE Inc. | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;11/1/2046 | &nbsp;&nbsp;&nbsp;&nbsp;580 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;435 |
| <sup>1</sup> | Northeastern University | &nbsp;&nbsp;2.894% | &nbsp;&nbsp;10/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;745 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;509 |
|  | Northwestern University | &nbsp;&nbsp;4.940% | &nbsp;&nbsp;12/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp;915 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;938 |
| <sup>1</sup> | Northwestern University | &nbsp;&nbsp;4.643% | &nbsp;&nbsp;12/1/2044 | &nbsp;&nbsp;&nbsp;&nbsp;759 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;724 |
| <sup>1</sup> | Northwestern University | &nbsp;&nbsp;2.640% | &nbsp;&nbsp;12/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;434 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;275 |
| <sup>1</sup> | Northwestern University | &nbsp;&nbsp;3.662% | &nbsp;&nbsp;12/1/2057 | &nbsp;&nbsp;&nbsp;&nbsp;472 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;348 |
|  | Owens Corning | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;12/1/2036 | &nbsp;&nbsp;1155 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1321 |
|  | Owens Corning | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;7/15/2047 | &nbsp;&nbsp;1229 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1015 |
|  | Owens Corning | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;1/30/2048 | &nbsp;&nbsp;&nbsp;&nbsp;802 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;667 |
|  | Owens Corning | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;6/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;970 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 |
|  | President & Fellows of Harvard College | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;10/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp;508 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;502 |
|  | President & Fellows of Harvard College | &nbsp;&nbsp;3.150% | &nbsp;&nbsp;7/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp;955 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;706 |
|  | President & Fellows of Harvard College | &nbsp;&nbsp;2.517% | &nbsp;&nbsp;10/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;797 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;494 |
|  | President & Fellows of Harvard College | &nbsp;&nbsp;3.745% | &nbsp;&nbsp;11/15/2052 | &nbsp;&nbsp;1308 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1024 |
|  | President & Fellows of Harvard College | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;7/15/2056 | &nbsp;&nbsp;1650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1155 |
| <sup>1</sup> | Rockefeller Foundation | &nbsp;&nbsp;2.492% | &nbsp;&nbsp;10/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;685 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;422 |
| <sup>4</sup> | Royal Caribbean Cruises Ltd. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;1/15/2036 | &nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1006 |
|  | Snap-on Inc. | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;3/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp;774 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;645 |
|  | Snap-on Inc. | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;5/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;960 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;663 |
|  | Stanley Black & Decker Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;9/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp;915 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;894 |
|  | Stanley Black & Decker Inc. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;11/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp;963 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;840 |
|  | Stanley Black & Decker Inc. | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;11/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;520 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;308 |
|  | Starbucks Corp. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;6/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp;295 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;247 |
|  | Starbucks Corp. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;12/1/2047 | &nbsp;&nbsp;1217 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;924 |
|  | Starbucks Corp. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;11/15/2048 | &nbsp;&nbsp;1170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;997 |
|  | Starbucks Corp. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;8/15/2049 | &nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1262 |
|  | Starbucks Corp. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;11/15/2050 | &nbsp;&nbsp;1445 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1031 |
|  | Thomas Jefferson University | &nbsp;&nbsp;3.847% | &nbsp;&nbsp;11/1/2057 | &nbsp;&nbsp;&nbsp;&nbsp;650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;466 |
|  | TJX Cos. Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;4/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;957 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;846 |
| <sup>1</sup> | Trustees of Boston College | &nbsp;&nbsp;3.129% | &nbsp;&nbsp;7/1/2052 | &nbsp;&nbsp;&nbsp;&nbsp;420 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;295 |
| <sup>1</sup> | Trustees of Columbia University in the City of New York | &nbsp;&nbsp;4.355% | &nbsp;&nbsp;10/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp;625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;613 |
|  | Trustees of Princeton University | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;3/1/2039 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64 |
| <sup>1</sup> | Trustees of Princeton University | &nbsp;&nbsp;2.516% | &nbsp;&nbsp;7/1/2050 | &nbsp;&nbsp;1225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;776 |
|  | Trustees of Princeton University | &nbsp;&nbsp;4.201% | &nbsp;&nbsp;3/1/2052 | &nbsp;&nbsp;&nbsp;&nbsp;740 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;627 |
| <sup>1</sup> | Trustees of the University of Pennsylvania | &nbsp;&nbsp;2.396% | &nbsp;&nbsp;10/1/2050 | &nbsp;&nbsp;1002 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 |
|  | Trustees of the University of Pennsylvania | &nbsp;&nbsp;4.674% | &nbsp;&nbsp;9/1/2112 | &nbsp;&nbsp;&nbsp;&nbsp;505 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;428 |
|  | Trustees of the University of Pennsylvania | &nbsp;&nbsp;3.610% | &nbsp;&nbsp;2/15/2119 | &nbsp;&nbsp;&nbsp;&nbsp;440 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;289 |
| <sup>1</sup> | University of Chicago | &nbsp;&nbsp;2.761% | &nbsp;&nbsp;4/1/2045 | &nbsp;&nbsp;&nbsp;&nbsp;695 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;548 |
| <sup>1</sup> | University of Chicago | &nbsp;&nbsp;2.547% | &nbsp;&nbsp;4/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;513 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;333 |
| <sup>1</sup> | University of Chicago | &nbsp;&nbsp;4.003% | &nbsp;&nbsp;10/1/2053 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 |
| <sup>1</sup> | University of Miami | &nbsp;&nbsp;4.063% | &nbsp;&nbsp;4/1/2052 | &nbsp;&nbsp;&nbsp;&nbsp;685 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;553 |
| <sup>1</sup> | University of Notre Dame du Lac | &nbsp;&nbsp;3.438% | &nbsp;&nbsp;2/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp;712 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;557 |
| <sup>1</sup> | University of Notre Dame du Lac | &nbsp;&nbsp;3.394% | &nbsp;&nbsp;2/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp;573 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;432 |
| <sup>1</sup> | University of Southern California | &nbsp;&nbsp;3.028% | &nbsp;&nbsp;10/1/2039 | &nbsp;&nbsp;&nbsp;&nbsp;566 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;468 |
| <sup>1</sup> | University of Southern California | &nbsp;&nbsp;3.841% | &nbsp;&nbsp;10/1/2047 | &nbsp;&nbsp;&nbsp;&nbsp;820 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;660 |
|  | University of Southern California | &nbsp;&nbsp;2.805% | &nbsp;&nbsp;10/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;941 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;612 |
| <sup>1</sup> | University of Southern California | &nbsp;&nbsp;2.945% | &nbsp;&nbsp;10/1/2051 | &nbsp;&nbsp;&nbsp;&nbsp;715 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;475 |
|  | University of Southern California | &nbsp;&nbsp;4.976% | &nbsp;&nbsp;10/1/2053 | &nbsp;&nbsp;&nbsp;&nbsp;220 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;208 |
|  | University of Southern California | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;10/1/2111 | &nbsp;&nbsp;&nbsp;&nbsp;425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;402 |
| <sup>1</sup> | University of Southern California | &nbsp;&nbsp;3.226% | &nbsp;&nbsp;10/1/2120 | &nbsp;&nbsp;&nbsp;&nbsp;381 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;225 |
| <sup>1</sup> | Washington University | &nbsp;&nbsp;3.524% | &nbsp;&nbsp;4/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;710 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;521 |
|  | Washington University | &nbsp;&nbsp;4.349% | &nbsp;&nbsp;4/15/2122 | &nbsp;&nbsp;&nbsp;&nbsp;670 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;522 |
| <sup>1</sup> | William Marsh Rice University | &nbsp;&nbsp;3.574% | &nbsp;&nbsp;5/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp;499 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;401 |
| <sup>1</sup> | William Marsh Rice University | &nbsp;&nbsp;3.774% | &nbsp;&nbsp;5/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;585 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;452 |
| <sup>1</sup> | Yale University | &nbsp;&nbsp;2.402% | &nbsp;&nbsp;4/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;817 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;497 |
|  |  |  |  |  | &nbsp;&nbsp;**199037** |
| **Consumer Staples (3.1%)** | **Consumer Staples (3.1%)** | **Consumer Staples (3.1%)** | **Consumer Staples (3.1%)** | **Consumer Staples (3.1%)** | **Consumer Staples (3.1%)** |
|  | Altria Group Inc. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;2/14/2039 | &nbsp;&nbsp;4202 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4356 |
|  | Altria Group Inc. | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;2/4/2041 | &nbsp;&nbsp;&nbsp;&nbsp;949 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;736 |
|  | Altria Group Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;8/9/2042 | &nbsp;&nbsp;&nbsp;&nbsp;912 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;767 |
|  | Altria Group Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;5/2/2043 | &nbsp;&nbsp;&nbsp;&nbsp;891 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;767 |
|  | Altria Group Inc. | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;9/16/2046 | &nbsp;&nbsp;3523 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2694 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Altria Group Inc. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;2/14/2049 | &nbsp;&nbsp;&nbsp;&nbsp;2536 | &nbsp;&nbsp;&nbsp;&nbsp;2594 |
|  | Altria Group Inc. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;5/6/2050 | &nbsp;&nbsp;&nbsp;&nbsp;2430 | &nbsp;&nbsp;&nbsp;&nbsp;1975 |
|  | Altria Group Inc. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;2/4/2051 | &nbsp;&nbsp;&nbsp;&nbsp;3752 | &nbsp;&nbsp;&nbsp;&nbsp;2705 |
|  | Altria Group Inc. | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;2/14/2059 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;230 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;237 |
|  | Altria Group Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;2/4/2061 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;960 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;707 |
| <sup>1</sup> | Anheuser-Busch Cos. LLC | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;2/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp;9317 | &nbsp;&nbsp;&nbsp;&nbsp;9204 |
| <sup>1</sup> | Anheuser-Busch Cos. LLC | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;2/1/2046 | &nbsp;&nbsp;17454 | &nbsp;&nbsp;16336 |
|  | Anheuser-Busch InBev Finance Inc. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;2/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp;1543 | &nbsp;&nbsp;&nbsp;&nbsp;1519 |
|  | Anheuser-Busch InBev Finance Inc. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;2/1/2046 | &nbsp;&nbsp;&nbsp;&nbsp;2884 | &nbsp;&nbsp;&nbsp;&nbsp;2693 |
|  | Anheuser-Busch InBev Worldwide Inc. | &nbsp;&nbsp;8.200% | &nbsp;&nbsp;1/15/2039 | &nbsp;&nbsp;&nbsp;&nbsp;3772 | &nbsp;&nbsp;&nbsp;&nbsp;4873 |
|  | Anheuser-Busch InBev Worldwide Inc. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;1/23/2039 | &nbsp;&nbsp;&nbsp;&nbsp;4886 | &nbsp;&nbsp;&nbsp;&nbsp;5044 |
|  | Anheuser-Busch InBev Worldwide Inc. | &nbsp;&nbsp;8.000% | &nbsp;&nbsp;11/15/2039 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;683 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;876 |
|  | Anheuser-Busch InBev Worldwide Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;1/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp;2043 | &nbsp;&nbsp;&nbsp;&nbsp;1965 |
|  | Anheuser-Busch InBev Worldwide Inc. | &nbsp;&nbsp;4.439% | &nbsp;&nbsp;10/6/2048 | &nbsp;&nbsp;&nbsp;&nbsp;2726 | &nbsp;&nbsp;&nbsp;&nbsp;2370 |
|  | Anheuser-Busch InBev Worldwide Inc. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;1/23/2049 | &nbsp;&nbsp;&nbsp;&nbsp;6989 | &nbsp;&nbsp;&nbsp;&nbsp;7070 |
|  | Anheuser-Busch InBev Worldwide Inc. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;1/23/2059 | &nbsp;&nbsp;&nbsp;&nbsp;3135 | &nbsp;&nbsp;&nbsp;&nbsp;3268 |
|  | Archer-Daniels-Midland Co. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;9/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;697 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;541 |
|  | Archer-Daniels-Midland Co. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;3/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;505 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;441 |
|  | Archer-Daniels-Midland Co. | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;9/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;985 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;614 |
|  | BAT Capital Corp. | &nbsp;&nbsp;4.390% | &nbsp;&nbsp;8/15/2037 | &nbsp;&nbsp;&nbsp;&nbsp;4015 | &nbsp;&nbsp;&nbsp;&nbsp;3677 |
|  | BAT Capital Corp. | &nbsp;&nbsp;7.079% | &nbsp;&nbsp;8/2/2043 | &nbsp;&nbsp;&nbsp;&nbsp;1535 | &nbsp;&nbsp;&nbsp;&nbsp;1732 |
|  | BAT Capital Corp. | &nbsp;&nbsp;4.540% | &nbsp;&nbsp;8/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp;4529 | &nbsp;&nbsp;&nbsp;&nbsp;3799 |
|  | BAT Capital Corp. | &nbsp;&nbsp;4.758% | &nbsp;&nbsp;9/6/2049 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;980 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;834 |
|  | BAT Capital Corp. | &nbsp;&nbsp;5.282% | &nbsp;&nbsp;4/2/2050 | &nbsp;&nbsp;&nbsp;&nbsp;1769 | &nbsp;&nbsp;&nbsp;&nbsp;1610 |
|  | BAT Capital Corp. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;3/16/2052 | &nbsp;&nbsp;&nbsp;&nbsp;1735 | &nbsp;&nbsp;&nbsp;&nbsp;1659 |
|  | BAT Capital Corp. | &nbsp;&nbsp;7.081% | &nbsp;&nbsp;8/2/2053 | &nbsp;&nbsp;&nbsp;&nbsp;1996 | &nbsp;&nbsp;&nbsp;&nbsp;2281 |
|  | BAT Capital Corp. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;8/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;954 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;998 |
|  | Brown-Forman Corp. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;7/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp;2055 | &nbsp;&nbsp;&nbsp;&nbsp;1814 |
|  | Campbell's Co. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;3/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp;1617 | &nbsp;&nbsp;&nbsp;&nbsp;1428 |
|  | Campbell's Co. | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;4/24/2050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;908 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;598 |
|  | Church & Dwight Co. Inc. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;8/1/2047 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;980 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;784 |
|  | Coca-Cola Co. | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;6/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp;1605 | &nbsp;&nbsp;&nbsp;&nbsp;1193 |
|  | Coca-Cola Co. | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;5/5/2041 | &nbsp;&nbsp;&nbsp;&nbsp;1755 | &nbsp;&nbsp;&nbsp;&nbsp;1350 |
|  | Coca-Cola Co. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;3/25/2050 | &nbsp;&nbsp;&nbsp;&nbsp;1855 | &nbsp;&nbsp;&nbsp;&nbsp;1579 |
|  | Coca-Cola Co. | &nbsp;&nbsp;2.600% | &nbsp;&nbsp;6/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;4675 | &nbsp;&nbsp;&nbsp;&nbsp;2960 |
|  | Coca-Cola Co. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;3/5/2051 | &nbsp;&nbsp;&nbsp;&nbsp;1200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;819 |
|  | Coca-Cola Co. | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;3/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;1984 | &nbsp;&nbsp;&nbsp;&nbsp;1213 |
|  | Coca-Cola Co. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;5/13/2054 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;534 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;532 |
|  | Coca-Cola Co. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;1/14/2055 | &nbsp;&nbsp;&nbsp;&nbsp;3516 | &nbsp;&nbsp;&nbsp;&nbsp;3447 |
|  | Coca-Cola Co. | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;6/1/2060 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;905 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;550 |
|  | Coca-Cola Co. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;5/13/2064 | &nbsp;&nbsp;&nbsp;&nbsp;1920 | &nbsp;&nbsp;&nbsp;&nbsp;1911 |
|  | Coca-Cola Femsa SAB de CV | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;11/26/2043 | &nbsp;&nbsp;&nbsp;&nbsp;1115 | &nbsp;&nbsp;&nbsp;&nbsp;1086 |
| <sup>1</sup> | Colgate-Palmolive Co. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;8/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;710 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;601 |
| <sup>1</sup> | Colgate-Palmolive Co. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;8/1/2047 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;885 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;711 |
|  | Conagra Brands Inc. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;11/1/2038 | &nbsp;&nbsp;&nbsp;&nbsp;2639 | &nbsp;&nbsp;&nbsp;&nbsp;2534 |
|  | Constellation Brands Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;5/9/2047 | &nbsp;&nbsp;&nbsp;&nbsp;1265 | &nbsp;&nbsp;&nbsp;&nbsp;1061 |
|  | Constellation Brands Inc. | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;2/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp;1160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;915 |
|  | Constellation Brands Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;11/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;622 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;579 |
|  | Constellation Brands Inc. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;5/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;975 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;716 |
|  | Diageo Capital plc | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;9/30/2036 | &nbsp;&nbsp;&nbsp;&nbsp;1290 | &nbsp;&nbsp;&nbsp;&nbsp;1398 |
|  | Diageo Capital plc | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;4/29/2043 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;980 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;812 |
|  | Diageo Investment Corp. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;5/11/2042 | &nbsp;&nbsp;&nbsp;&nbsp;1057 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;923 |
|  | Dollar General Corp. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;4/3/2050 | &nbsp;&nbsp;&nbsp;&nbsp;1997 | &nbsp;&nbsp;&nbsp;&nbsp;1576 |
|  | Dollar General Corp. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;11/1/2052 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;384 |
|  | Dollar Tree Inc. | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;12/1/2051 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;958 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;644 |
|  | Estee Lauder Cos. Inc. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;5/15/2037 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;778 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;847 |
|  | Estee Lauder Cos. Inc. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;6/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;317 |
|  | Estee Lauder Cos. Inc. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;3/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;505 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;408 |
|  | Estee Lauder Cos. Inc. | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;12/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;885 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;588 |
|  | General Mills Inc. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;2/1/2051 | &nbsp;&nbsp;&nbsp;&nbsp;1369 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;894 |
|  | Haleon US Capital LLC | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;3/24/2052 | &nbsp;&nbsp;&nbsp;&nbsp;1396 | &nbsp;&nbsp;&nbsp;&nbsp;1113 |
|  | Hershey Co. | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;11/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;2033 | &nbsp;&nbsp;&nbsp;&nbsp;1399 |
|  | Hormel Foods Corp. | &nbsp;&nbsp;3.050% | &nbsp;&nbsp;6/3/2051 | &nbsp;&nbsp;&nbsp;&nbsp;1040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;696 |
|  | Ingredion Inc. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;6/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;555 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;414 |
|  | J M Smucker Co. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;11/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp;1125 | &nbsp;&nbsp;&nbsp;&nbsp;1227 |
|  | J M Smucker Co. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;11/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;1570 | &nbsp;&nbsp;&nbsp;&nbsp;1734 |
| <sup>3</sup> | JBS USA Holding Lux Sarl | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;1/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;1550 | &nbsp;&nbsp;&nbsp;&nbsp;1577 |
|  | JBS USA Holding Lux Sarl | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;2/2/2052 | &nbsp;&nbsp;&nbsp;&nbsp;1474 | &nbsp;&nbsp;&nbsp;&nbsp;1160 |
|  | JBS USA Holding Lux Sarl | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;12/1/2052 | &nbsp;&nbsp;&nbsp;&nbsp;2997 | &nbsp;&nbsp;&nbsp;&nbsp;3159 |
|  | JBS USA Holding Lux Sarl | &nbsp;&nbsp;7.250% | &nbsp;&nbsp;11/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;2101 | &nbsp;&nbsp;&nbsp;&nbsp;2405 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| <sup>3</sup> | JBS USA Holding Lux Sarl | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;3/1/2056 | &nbsp;&nbsp;2585 | &nbsp;&nbsp;2650 |
| <sup>3</sup> | JBS USA Holding Lux Sarl | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;4/15/2066 | &nbsp;&nbsp;&nbsp;&nbsp;950 | &nbsp;&nbsp;&nbsp;&nbsp;977 |
| <sup>3</sup> | JBS USA LUX Sarl | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;2/25/2055 | &nbsp;&nbsp;1095 | &nbsp;&nbsp;1143 |
|  | Kellanova | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;4/1/2046 | &nbsp;&nbsp;1164 | &nbsp;&nbsp;1022 |
|  | Kellanova | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;5/16/2054 | &nbsp;&nbsp;&nbsp;&nbsp;590 | &nbsp;&nbsp;&nbsp;&nbsp;596 |
|  | Kenvue Inc. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;3/22/2043 | &nbsp;&nbsp;1247 | &nbsp;&nbsp;1203 |
|  | Kenvue Inc. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;3/22/2053 | &nbsp;&nbsp;2390 | &nbsp;&nbsp;2222 |
|  | Kenvue Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;3/22/2063 | &nbsp;&nbsp;1050 | &nbsp;&nbsp;&nbsp;&nbsp;973 |
|  | Keurig Dr Pepper Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;11/15/2045 | &nbsp;&nbsp;1490 | &nbsp;&nbsp;1230 |
|  | Keurig Dr Pepper Inc. | &nbsp;&nbsp;4.420% | &nbsp;&nbsp;12/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp;645 | &nbsp;&nbsp;&nbsp;&nbsp;523 |
|  | Keurig Dr Pepper Inc. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;5/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;416 | &nbsp;&nbsp;&nbsp;&nbsp;303 |
|  | Keurig Dr Pepper Inc. | &nbsp;&nbsp;3.350% | &nbsp;&nbsp;3/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;735 | &nbsp;&nbsp;&nbsp;&nbsp;486 |
|  | Keurig Dr Pepper Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;4/15/2052 | &nbsp;&nbsp;2166 | &nbsp;&nbsp;1747 |
|  | Kimberly-Clark Corp. | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;8/1/2037 | &nbsp;&nbsp;1312 | &nbsp;&nbsp;1529 |
|  | Kimberly-Clark Corp. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;3/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp;874 | &nbsp;&nbsp;&nbsp;&nbsp;886 |
|  | Kimberly-Clark Corp. | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;7/30/2046 | &nbsp;&nbsp;1338 | &nbsp;&nbsp;&nbsp;&nbsp;976 |
|  | Kimberly-Clark Corp. | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;2/7/2050 | &nbsp;&nbsp;1094 | &nbsp;&nbsp;&nbsp;&nbsp;726 |
|  | Koninklijke Ahold Delhaize NV | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;10/1/2040 | &nbsp;&nbsp;1120 | &nbsp;&nbsp;1165 |
|  | Kraft Heinz Foods Co. | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;1/26/2039 | &nbsp;&nbsp;1270 | &nbsp;&nbsp;1416 |
|  | Kraft Heinz Foods Co. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;2/9/2040 | &nbsp;&nbsp;&nbsp;&nbsp;675 | &nbsp;&nbsp;&nbsp;&nbsp;729 |
|  | Kraft Heinz Foods Co. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;6/4/2042 | &nbsp;&nbsp;1010 | &nbsp;&nbsp;&nbsp;&nbsp;933 |
|  | Kraft Heinz Foods Co. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;7/15/2045 | &nbsp;&nbsp;2676 | &nbsp;&nbsp;2474 |
|  | Kraft Heinz Foods Co. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;6/1/2046 | &nbsp;&nbsp;5131 | &nbsp;&nbsp;4269 |
|  | Kraft Heinz Foods Co. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;10/1/2049 | &nbsp;&nbsp;2695 | &nbsp;&nbsp;2357 |
|  | Kraft Heinz Foods Co. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;6/1/2050 | &nbsp;&nbsp;1401 | &nbsp;&nbsp;1325 |
|  | Kroger Co. | &nbsp;&nbsp;6.900% | &nbsp;&nbsp;4/15/2038 | &nbsp;&nbsp;&nbsp;&nbsp;444 | &nbsp;&nbsp;&nbsp;&nbsp;509 |
|  | Kroger Co. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;7/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp;479 | &nbsp;&nbsp;&nbsp;&nbsp;479 |
|  | Kroger Co. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;4/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp;134 | &nbsp;&nbsp;&nbsp;&nbsp;127 |
|  | Kroger Co. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;8/1/2043 | &nbsp;&nbsp;1299 | &nbsp;&nbsp;1232 |
|  | Kroger Co. | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;10/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp;636 | &nbsp;&nbsp;&nbsp;&nbsp;497 |
|  | Kroger Co. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;2/1/2047 | &nbsp;&nbsp;2564 | &nbsp;&nbsp;2184 |
|  | Kroger Co. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;1/15/2048 | &nbsp;&nbsp;1160 | &nbsp;&nbsp;1007 |
|  | Kroger Co. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;1/15/2050 | &nbsp;&nbsp;1662 | &nbsp;&nbsp;1291 |
|  | Kroger Co. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;9/15/2054 | &nbsp;&nbsp;3045 | &nbsp;&nbsp;2966 |
|  | Kroger Co. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;9/15/2064 | &nbsp;&nbsp;1765 | &nbsp;&nbsp;1724 |
|  | McCormick & Co. Inc. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;8/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp;531 | &nbsp;&nbsp;&nbsp;&nbsp;434 |
|  | Mead Johnson Nutrition Co. | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;11/1/2039 | &nbsp;&nbsp;&nbsp;&nbsp;665 | &nbsp;&nbsp;&nbsp;&nbsp;707 |
|  | Mead Johnson Nutrition Co. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;6/1/2044 | &nbsp;&nbsp;2314 | &nbsp;&nbsp;2085 |
|  | Molson Coors Beverage Co. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;5/1/2042 | &nbsp;&nbsp;1607 | &nbsp;&nbsp;1501 |
|  | Molson Coors Beverage Co. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;7/15/2046 | &nbsp;&nbsp;2851 | &nbsp;&nbsp;2319 |
|  | Mondelez International Inc. | &nbsp;&nbsp;2.625% | &nbsp;&nbsp;9/4/2050 | &nbsp;&nbsp;1784 | &nbsp;&nbsp;1082 |
|  | PepsiCo Inc. | &nbsp;&nbsp;2.625% | &nbsp;&nbsp;10/21/2041 | &nbsp;&nbsp;1755 | &nbsp;&nbsp;1277 |
|  | PepsiCo Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;3/5/2042 | &nbsp;&nbsp;1448 | &nbsp;&nbsp;1258 |
|  | PepsiCo Inc. | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;8/13/2042 | &nbsp;&nbsp;&nbsp;&nbsp;855 | &nbsp;&nbsp;&nbsp;&nbsp;698 |
|  | PepsiCo Inc. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;4/14/2046 | &nbsp;&nbsp;2304 | &nbsp;&nbsp;2060 |
|  | PepsiCo Inc. | &nbsp;&nbsp;3.450% | &nbsp;&nbsp;10/6/2046 | &nbsp;&nbsp;2286 | &nbsp;&nbsp;1747 |
|  | PepsiCo Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;5/2/2047 | &nbsp;&nbsp;1088 | &nbsp;&nbsp;&nbsp;&nbsp;901 |
|  | PepsiCo Inc. | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;7/29/2049 | &nbsp;&nbsp;1600 | &nbsp;&nbsp;1170 |
|  | PepsiCo Inc. | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;10/15/2049 | &nbsp;&nbsp;1434 | &nbsp;&nbsp;&nbsp;&nbsp;962 |
|  | PepsiCo Inc. | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;3/19/2050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64 |
|  | PepsiCo Inc. | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;10/21/2051 | &nbsp;&nbsp;&nbsp;&nbsp;874 | &nbsp;&nbsp;&nbsp;&nbsp;560 |
|  | PepsiCo Inc. | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;3/19/2060 | &nbsp;&nbsp;&nbsp;&nbsp;695 | &nbsp;&nbsp;&nbsp;&nbsp;540 |
|  | Philip Morris International Inc. | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;5/16/2038 | &nbsp;&nbsp;1731 | &nbsp;&nbsp;1942 |
|  | Philip Morris International Inc. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;11/15/2041 | &nbsp;&nbsp;1580 | &nbsp;&nbsp;1412 |
|  | Philip Morris International Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;3/20/2042 | &nbsp;&nbsp;&nbsp;&nbsp;927 | &nbsp;&nbsp;&nbsp;&nbsp;835 |
|  | Philip Morris International Inc. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;3/4/2043 | &nbsp;&nbsp;3356 | &nbsp;&nbsp;2869 |
|  | Philip Morris International Inc. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;11/15/2043 | &nbsp;&nbsp;1522 | &nbsp;&nbsp;1418 |
|  | Philip Morris International Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;11/10/2044 | &nbsp;&nbsp;1971 | &nbsp;&nbsp;1696 |
|  | Procter & Gamble Co. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;3/5/2037 | &nbsp;&nbsp;&nbsp;&nbsp;112 | &nbsp;&nbsp;&nbsp;&nbsp;122 |
|  | Procter & Gamble Co. | &nbsp;&nbsp;3.550% | &nbsp;&nbsp;3/25/2040 | &nbsp;&nbsp;&nbsp;&nbsp;856 | &nbsp;&nbsp;&nbsp;&nbsp;746 |
|  | Procter & Gamble Co. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;10/25/2047 | &nbsp;&nbsp;&nbsp;&nbsp;403 | &nbsp;&nbsp;&nbsp;&nbsp;314 |
|  | Reynolds American Inc. | &nbsp;&nbsp;7.250% | &nbsp;&nbsp;6/15/2037 | &nbsp;&nbsp;&nbsp;&nbsp;297 | &nbsp;&nbsp;&nbsp;&nbsp;341 |
|  | Reynolds American Inc. | &nbsp;&nbsp;6.150% | &nbsp;&nbsp;9/15/2043 | &nbsp;&nbsp;1375 | &nbsp;&nbsp;1413 |
|  | Reynolds American Inc. | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;8/15/2045 | &nbsp;&nbsp;2362 | &nbsp;&nbsp;2340 |
|  | Sysco Corp. | &nbsp;&nbsp;6.600% | &nbsp;&nbsp;4/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp;550 | &nbsp;&nbsp;&nbsp;&nbsp;614 |
|  | Sysco Corp. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;4/1/2046 | &nbsp;&nbsp;&nbsp;&nbsp;515 | &nbsp;&nbsp;&nbsp;&nbsp;445 |
|  | Sysco Corp. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;3/15/2048 | &nbsp;&nbsp;1455 | &nbsp;&nbsp;1239 |
|  | Sysco Corp. | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;2/15/2050 | &nbsp;&nbsp;1155 | &nbsp;&nbsp;&nbsp;&nbsp;808 |
|  | Sysco Corp. | &nbsp;&nbsp;6.600% | &nbsp;&nbsp;4/1/2050 | &nbsp;&nbsp;2107 | &nbsp;&nbsp;2341 |
|  | Sysco Corp. | &nbsp;&nbsp;3.150% | &nbsp;&nbsp;12/14/2051 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Target Corp. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;2/15/2036 | &nbsp;&nbsp;1625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1673 |
|  | Target Corp. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;10/15/2037 | &nbsp;&nbsp;&nbsp;&nbsp;940 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1070 |
|  | Target Corp. | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;1/15/2038 | &nbsp;&nbsp;&nbsp;&nbsp;750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;885 |
|  | Target Corp. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;7/1/2042 | &nbsp;&nbsp;1005 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;859 |
|  | Target Corp. | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;4/15/2046 | &nbsp;&nbsp;1172 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;904 |
|  | Target Corp. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;11/15/2047 | &nbsp;&nbsp;1203 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;959 |
|  | Target Corp. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;1/15/2052 | &nbsp;&nbsp;2950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1940 |
|  | Target Corp. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;1/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;773 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;703 |
|  | Tyson Foods Inc. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;6/2/2047 | &nbsp;&nbsp;&nbsp;&nbsp;993 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;851 |
|  | Tyson Foods Inc. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;9/28/2048 | &nbsp;&nbsp;3390 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3135 |
| <sup>1</sup> | Unilever Capital Corp. | &nbsp;&nbsp;2.625% | &nbsp;&nbsp;8/12/2051 | &nbsp;&nbsp;1577 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;993 |
|  | Walmart Inc. | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;4/15/2038 | &nbsp;&nbsp;1009 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1146 |
|  | Walmart Inc. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;6/28/2038 | &nbsp;&nbsp;2574 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2391 |
|  | Walmart Inc. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;4/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp;982 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1056 |
|  | Walmart Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;10/25/2040 | &nbsp;&nbsp;2309 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2350 |
|  | Walmart Inc. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;4/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp;675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;721 |
|  | Walmart Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;4/11/2043 | &nbsp;&nbsp;1086 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;952 |
|  | Walmart Inc. | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;12/15/2047 | &nbsp;&nbsp;1072 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;849 |
|  | Walmart Inc. | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;6/29/2048 | &nbsp;&nbsp;3754 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3164 |
|  | Walmart Inc. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;9/24/2049 | &nbsp;&nbsp;&nbsp;&nbsp;940 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;652 |
|  | Walmart Inc. | &nbsp;&nbsp;2.650% | &nbsp;&nbsp;9/22/2051 | &nbsp;&nbsp;3105 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1981 |
|  | Walmart Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;9/9/2052 | &nbsp;&nbsp;1990 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1784 |
|  | Walmart Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;4/15/2053 | &nbsp;&nbsp;1800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1614 |
|  |  |  |  |  | &nbsp;&nbsp;**261769** |
| **Energy (4.1%)** | **Energy (4.1%)** | **Energy (4.1%)** | **Energy (4.1%)** | **Energy (4.1%)** | **Energy (4.1%)** |
|  | Apache Corp. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;1/15/2037 | &nbsp;&nbsp;&nbsp;&nbsp;306 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;304 |
|  | Apache Corp. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;9/1/2040 | &nbsp;&nbsp;1028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;890 |
|  | Baker Hughes Holdings LLC | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;9/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp;902 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;886 |
|  | Baker Hughes Holdings LLC | &nbsp;&nbsp;4.080% | &nbsp;&nbsp;12/15/2047 | &nbsp;&nbsp;1016 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;822 |
|  | BP Capital Markets America Inc. | &nbsp;&nbsp;3.060% | &nbsp;&nbsp;6/17/2041 | &nbsp;&nbsp;3217 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2447 |
|  | BP Capital Markets America Inc. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;2/24/2050 | &nbsp;&nbsp;4324 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2867 |
|  | BP Capital Markets America Inc. | &nbsp;&nbsp;2.772% | &nbsp;&nbsp;11/10/2050 | &nbsp;&nbsp;3716 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2339 |
|  | BP Capital Markets America Inc. | &nbsp;&nbsp;2.939% | &nbsp;&nbsp;6/4/2051 | &nbsp;&nbsp;4205 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2719 |
|  | BP Capital Markets America Inc. | &nbsp;&nbsp;3.001% | &nbsp;&nbsp;3/17/2052 | &nbsp;&nbsp;3995 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2601 |
|  | BP Capital Markets America Inc. | &nbsp;&nbsp;3.379% | &nbsp;&nbsp;2/8/2061 | &nbsp;&nbsp;2747 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1831 |
|  | Canadian Natural Resources Ltd. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;2/15/2037 | &nbsp;&nbsp;&nbsp;&nbsp;925 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1007 |
|  | Canadian Natural Resources Ltd. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;3/15/2038 | &nbsp;&nbsp;1160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1238 |
|  | Canadian Natural Resources Ltd. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;2/1/2039 | &nbsp;&nbsp;&nbsp;&nbsp;560 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;616 |
| <sup>1</sup> | Canadian Natural Resources Ltd. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;6/1/2047 | &nbsp;&nbsp;1454 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1293 |
|  | Cenovus Energy Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;6/15/2037 | &nbsp;&nbsp;1006 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;984 |
|  | Cenovus Energy Inc. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;11/15/2039 | &nbsp;&nbsp;&nbsp;&nbsp;895 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;989 |
|  | Cenovus Energy Inc. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;6/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp;926 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;856 |
|  | Cenovus Energy Inc. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;2/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;960 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;682 |
|  | Cheniere Corpus Christi Holdings LLC | &nbsp;&nbsp;2.742% | &nbsp;&nbsp;12/31/2039 | &nbsp;&nbsp;2579 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2168 |
| <sup>3</sup> | Cheniere Energy Partners LP | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;10/30/2035 | &nbsp;&nbsp;1725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1765 |
|  | Chevron USA Inc. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;10/15/2035 | &nbsp;&nbsp;2325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2352 |
|  | CNOOC Finance 2013 Ltd. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;5/9/2043 | &nbsp;&nbsp;1600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1482 |
|  | CNOOC Finance 2013 Ltd. | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;9/30/2049 | &nbsp;&nbsp;1850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1436 |
|  | CNOOC Petroleum North America ULC | &nbsp;&nbsp;6.400% | &nbsp;&nbsp;5/15/2037 | &nbsp;&nbsp;1849 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2185 |
|  | Columbia Pipeline Group Inc. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;6/1/2045 | &nbsp;&nbsp;&nbsp;&nbsp;900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;897 |
|  | ConocoPhillips | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;5/15/2038 | &nbsp;&nbsp;1302 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1396 |
|  | ConocoPhillips | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;2/1/2039 | &nbsp;&nbsp;3417 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3860 |
|  | ConocoPhillips | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;10/1/2047 | &nbsp;&nbsp;1160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1056 |
|  | ConocoPhillips Co. | &nbsp;&nbsp;3.758% | &nbsp;&nbsp;3/15/2042 | &nbsp;&nbsp;1565 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1286 |
|  | ConocoPhillips Co. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;11/15/2044 | &nbsp;&nbsp;1656 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1432 |
|  | ConocoPhillips Co. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;3/15/2052 | &nbsp;&nbsp;2197 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1651 |
|  | ConocoPhillips Co. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;5/15/2053 | &nbsp;&nbsp;1947 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1855 |
|  | ConocoPhillips Co. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;3/15/2054 | &nbsp;&nbsp;1120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1104 |
|  | ConocoPhillips Co. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;1/15/2055 | &nbsp;&nbsp;1770 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1732 |
|  | ConocoPhillips Co. | &nbsp;&nbsp;4.025% | &nbsp;&nbsp;3/15/2062 | &nbsp;&nbsp;3193 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2386 |
|  | ConocoPhillips Co. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;9/15/2063 | &nbsp;&nbsp;1252 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1243 |
|  | ConocoPhillips Co. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;1/15/2065 | &nbsp;&nbsp;1122 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1102 |
|  | Continental Resources Inc. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;6/1/2044 | &nbsp;&nbsp;1177 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;960 |
|  | Coterra Energy Inc. | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;2/15/2055 | &nbsp;&nbsp;1120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1082 |
|  | DCP Midstream Operating LP | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;4/1/2044 | &nbsp;&nbsp;&nbsp;&nbsp;765 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;741 |
|  | Devon Energy Corp. | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;7/15/2041 | &nbsp;&nbsp;1987 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1915 |
|  | Devon Energy Corp. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;6/15/2045 | &nbsp;&nbsp;2445 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2126 |
|  | Devon Energy Corp. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;9/15/2054 | &nbsp;&nbsp;1265 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1173 |
|  | Diamondback Energy Inc. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;3/24/2051 | &nbsp;&nbsp;1175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;949 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Diamondback Energy Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;3/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;972 | &nbsp;&nbsp;&nbsp;&nbsp;763 |
|  | Diamondback Energy Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;4/18/2054 | &nbsp;&nbsp;3085 | &nbsp;&nbsp;2967 |
|  | Diamondback Energy Inc. | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;4/18/2064 | &nbsp;&nbsp;2171 | &nbsp;&nbsp;2091 |
|  | Eastern Energy Gas Holdings LLC | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;10/15/2054 | &nbsp;&nbsp;1675 | &nbsp;&nbsp;1649 |
|  | Eastern Energy Gas Holdings LLC | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;1/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;650 | &nbsp;&nbsp;&nbsp;&nbsp;682 |
| <sup>1</sup> | Eastern Gas Transmission & Storage Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;11/1/2043 | &nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;450 |
|  | Enbridge Energy Partners LP | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;9/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp;805 | &nbsp;&nbsp;&nbsp;&nbsp;801 |
|  | Enbridge Energy Partners LP | &nbsp;&nbsp;7.375% | &nbsp;&nbsp;10/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp;990 | &nbsp;&nbsp;1165 |
|  | Enbridge Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;6/10/2044 | &nbsp;&nbsp;1107 | &nbsp;&nbsp;&nbsp;&nbsp;948 |
|  | Enbridge Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;12/1/2046 | &nbsp;&nbsp;&nbsp;&nbsp;967 | &nbsp;&nbsp;&nbsp;&nbsp;957 |
|  | Enbridge Inc. | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;8/1/2051 | &nbsp;&nbsp;4080 | &nbsp;&nbsp;2793 |
|  | Enbridge Inc. | &nbsp;&nbsp;6.700% | &nbsp;&nbsp;11/15/2053 | &nbsp;&nbsp;1087 | &nbsp;&nbsp;1214 |
|  | Enbridge Inc. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;4/5/2054 | &nbsp;&nbsp;2346 | &nbsp;&nbsp;2409 |
|  | Energy Transfer LP | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;10/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;963 | &nbsp;&nbsp;1052 |
| <sup>1</sup> | Energy Transfer LP | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;6/15/2038 | &nbsp;&nbsp;&nbsp;&nbsp;840 | &nbsp;&nbsp;&nbsp;&nbsp;855 |
|  | Energy Transfer LP | &nbsp;&nbsp;7.500% | &nbsp;&nbsp;7/1/2038 | &nbsp;&nbsp;&nbsp;&nbsp;970 | &nbsp;&nbsp;1127 |
|  | Energy Transfer LP | &nbsp;&nbsp;6.050% | &nbsp;&nbsp;6/1/2041 | &nbsp;&nbsp;1789 | &nbsp;&nbsp;1826 |
|  | Energy Transfer LP | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;2/1/2042 | &nbsp;&nbsp;1580 | &nbsp;&nbsp;1677 |
|  | Energy Transfer LP | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;2/1/2043 | &nbsp;&nbsp;&nbsp;&nbsp;754 | &nbsp;&nbsp;&nbsp;&nbsp;684 |
|  | Energy Transfer LP | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;10/1/2043 | &nbsp;&nbsp;&nbsp;&nbsp;995 | &nbsp;&nbsp;&nbsp;&nbsp;983 |
|  | Energy Transfer LP | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;5/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp;699 | &nbsp;&nbsp;&nbsp;&nbsp;619 |
|  | Energy Transfer LP | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;3/15/2045 | &nbsp;&nbsp;1031 | &nbsp;&nbsp;&nbsp;&nbsp;926 |
|  | Energy Transfer LP | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;12/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp;866 | &nbsp;&nbsp;&nbsp;&nbsp;874 |
|  | Energy Transfer LP | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;4/15/2047 | &nbsp;&nbsp;1590 | &nbsp;&nbsp;1437 |
|  | Energy Transfer LP | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;10/1/2047 | &nbsp;&nbsp;2078 | &nbsp;&nbsp;1905 |
|  | Energy Transfer LP | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;6/15/2048 | &nbsp;&nbsp;1361 | &nbsp;&nbsp;1342 |
|  | Energy Transfer LP | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;4/15/2049 | &nbsp;&nbsp;5066 | &nbsp;&nbsp;5113 |
|  | Energy Transfer LP | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;5/15/2050 | &nbsp;&nbsp;2079 | &nbsp;&nbsp;1780 |
|  | Energy Transfer LP | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;5/15/2054 | &nbsp;&nbsp;3340 | &nbsp;&nbsp;3240 |
|  | Energy Transfer LP | &nbsp;&nbsp;6.050% | &nbsp;&nbsp;9/1/2054 | &nbsp;&nbsp;2308 | &nbsp;&nbsp;2272 |
|  | Energy Transfer LP | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;4/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;982 | &nbsp;&nbsp;&nbsp;&nbsp;988 |
|  | Enterprise Products Operating LLC | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;1/15/2036 | &nbsp;&nbsp;1450 | &nbsp;&nbsp;1474 |
|  | Enterprise Products Operating LLC | &nbsp;&nbsp;7.550% | &nbsp;&nbsp;4/15/2038 | &nbsp;&nbsp;&nbsp;&nbsp;980 | &nbsp;&nbsp;1177 |
|  | Enterprise Products Operating LLC | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;10/15/2039 | &nbsp;&nbsp;&nbsp;&nbsp;950 | &nbsp;&nbsp;1027 |
|  | Enterprise Products Operating LLC | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;2/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp;865 | &nbsp;&nbsp;&nbsp;&nbsp;889 |
|  | Enterprise Products Operating LLC | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;8/15/2042 | &nbsp;&nbsp;1465 | &nbsp;&nbsp;1361 |
|  | Enterprise Products Operating LLC | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;2/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp;998 | &nbsp;&nbsp;&nbsp;&nbsp;882 |
|  | Enterprise Products Operating LLC | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;3/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp;873 | &nbsp;&nbsp;&nbsp;&nbsp;804 |
|  | Enterprise Products Operating LLC | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;2/15/2045 | &nbsp;&nbsp;2800 | &nbsp;&nbsp;2660 |
|  | Enterprise Products Operating LLC | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;5/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp;987 | &nbsp;&nbsp;&nbsp;&nbsp;906 |
|  | Enterprise Products Operating LLC | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;2/15/2048 | &nbsp;&nbsp;2125 | &nbsp;&nbsp;1769 |
|  | Enterprise Products Operating LLC | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;2/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp;974 | &nbsp;&nbsp;&nbsp;&nbsp;871 |
|  | Enterprise Products Operating LLC | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;1/31/2050 | &nbsp;&nbsp;2195 | &nbsp;&nbsp;1792 |
|  | Enterprise Products Operating LLC | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;1/31/2051 | &nbsp;&nbsp;&nbsp;&nbsp;900 | &nbsp;&nbsp;&nbsp;&nbsp;670 |
|  | Enterprise Products Operating LLC | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;2/15/2052 | &nbsp;&nbsp;2524 | &nbsp;&nbsp;1711 |
|  | Enterprise Products Operating LLC | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;2/15/2053 | &nbsp;&nbsp;2171 | &nbsp;&nbsp;1475 |
|  | Enterprise Products Operating LLC | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;10/15/2054 | &nbsp;&nbsp;1997 | &nbsp;&nbsp;1797 |
|  | Enterprise Products Operating LLC | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;2/16/2055 | &nbsp;&nbsp;2865 | &nbsp;&nbsp;2832 |
|  | Enterprise Products Operating LLC | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;1/31/2060 | &nbsp;&nbsp;2200 | &nbsp;&nbsp;1642 |
|  | EOG Resources Inc. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;1/15/2036 | &nbsp;&nbsp;2450 | &nbsp;&nbsp;2516 |
|  | EOG Resources Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;4/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;998 | &nbsp;&nbsp;&nbsp;&nbsp;908 |
|  | EOG Resources Inc. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;12/1/2054 | &nbsp;&nbsp;&nbsp;&nbsp;790 | &nbsp;&nbsp;&nbsp;&nbsp;792 |
|  | EOG Resources Inc. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;7/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;725 | &nbsp;&nbsp;&nbsp;&nbsp;758 |
|  | Exxon Mobil Corp. | &nbsp;&nbsp;2.995% | &nbsp;&nbsp;8/16/2039 | &nbsp;&nbsp;1818 | &nbsp;&nbsp;1454 |
|  | Exxon Mobil Corp. | &nbsp;&nbsp;4.227% | &nbsp;&nbsp;3/19/2040 | &nbsp;&nbsp;4072 | &nbsp;&nbsp;3730 |
|  | Exxon Mobil Corp. | &nbsp;&nbsp;3.567% | &nbsp;&nbsp;3/6/2045 | &nbsp;&nbsp;&nbsp;&nbsp;969 | &nbsp;&nbsp;&nbsp;&nbsp;773 |
|  | Exxon Mobil Corp. | &nbsp;&nbsp;4.114% | &nbsp;&nbsp;3/1/2046 | &nbsp;&nbsp;2632 | &nbsp;&nbsp;2234 |
|  | Exxon Mobil Corp. | &nbsp;&nbsp;3.095% | &nbsp;&nbsp;8/16/2049 | &nbsp;&nbsp;2095 | &nbsp;&nbsp;1456 |
|  | Exxon Mobil Corp. | &nbsp;&nbsp;4.327% | &nbsp;&nbsp;3/19/2050 | &nbsp;&nbsp;4535 | &nbsp;&nbsp;3890 |
|  | Exxon Mobil Corp. | &nbsp;&nbsp;3.452% | &nbsp;&nbsp;4/15/2051 | &nbsp;&nbsp;4309 | &nbsp;&nbsp;3156 |
|  | Halliburton Co. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;11/15/2035 | &nbsp;&nbsp;3155 | &nbsp;&nbsp;3107 |
|  | Halliburton Co. | &nbsp;&nbsp;6.700% | &nbsp;&nbsp;9/15/2038 | &nbsp;&nbsp;2356 | &nbsp;&nbsp;2641 |
|  | Halliburton Co. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;11/15/2041 | &nbsp;&nbsp;1080 | &nbsp;&nbsp;&nbsp;&nbsp;956 |
|  | Halliburton Co. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;8/1/2043 | &nbsp;&nbsp;2251 | &nbsp;&nbsp;2016 |
|  | Halliburton Co. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;11/15/2045 | &nbsp;&nbsp;3299 | &nbsp;&nbsp;3002 |
|  | Hess Corp. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;1/15/2040 | &nbsp;&nbsp;1156 | &nbsp;&nbsp;1257 |
|  | Hess Corp. | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;2/15/2041 | &nbsp;&nbsp;2367 | &nbsp;&nbsp;2457 |
|  | Hess Corp. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;4/1/2047 | &nbsp;&nbsp;&nbsp;&nbsp;465 | &nbsp;&nbsp;&nbsp;&nbsp;484 |
| <sup>1</sup> | Kinder Morgan Energy Partners LP | &nbsp;&nbsp;6.950% | &nbsp;&nbsp;1/15/2038 | &nbsp;&nbsp;1071 | &nbsp;&nbsp;1206 |
|  | Kinder Morgan Energy Partners LP | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;9/1/2039 | &nbsp;&nbsp;&nbsp;&nbsp;881 | &nbsp;&nbsp;&nbsp;&nbsp;956 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Kinder Morgan Energy Partners LP | &nbsp;&nbsp;6.550% | &nbsp;&nbsp;9/15/2040 | &nbsp;&nbsp;1088 | &nbsp;&nbsp;1183 |
|  | Kinder Morgan Energy Partners LP | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;9/1/2041 | &nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;994 |
|  | Kinder Morgan Energy Partners LP | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;8/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp;842 | &nbsp;&nbsp;&nbsp;&nbsp;774 |
|  | Kinder Morgan Energy Partners LP | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;11/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp;660 | &nbsp;&nbsp;&nbsp;&nbsp;581 |
|  | Kinder Morgan Energy Partners LP | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;3/1/2043 | &nbsp;&nbsp;&nbsp;&nbsp;965 | &nbsp;&nbsp;&nbsp;&nbsp;884 |
|  | Kinder Morgan Energy Partners LP | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;3/1/2044 | &nbsp;&nbsp;&nbsp;&nbsp;971 | &nbsp;&nbsp;&nbsp;&nbsp;939 |
|  | Kinder Morgan Energy Partners LP | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;9/1/2044 | &nbsp;&nbsp;&nbsp;&nbsp;950 | &nbsp;&nbsp;&nbsp;&nbsp;906 |
|  | Kinder Morgan Inc. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;6/1/2045 | &nbsp;&nbsp;3224 | &nbsp;&nbsp;3134 |
|  | Kinder Morgan Inc. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;2/15/2046 | &nbsp;&nbsp;1358 | &nbsp;&nbsp;1229 |
|  | Kinder Morgan Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;3/1/2048 | &nbsp;&nbsp;2181 | &nbsp;&nbsp;1999 |
|  | Kinder Morgan Inc. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;8/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;949 | &nbsp;&nbsp;&nbsp;&nbsp;629 |
|  | Kinder Morgan Inc. | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;2/15/2051 | &nbsp;&nbsp;1260 | &nbsp;&nbsp;&nbsp;&nbsp;886 |
|  | Kinder Morgan Inc. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;8/1/2054 | &nbsp;&nbsp;2685 | &nbsp;&nbsp;2708 |
|  | Marathon Petroleum Corp. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;3/1/2041 | &nbsp;&nbsp;2815 | &nbsp;&nbsp;3032 |
|  | Marathon Petroleum Corp. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;9/15/2044 | &nbsp;&nbsp;1912 | &nbsp;&nbsp;1654 |
|  | Marathon Petroleum Corp. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;9/15/2054 | &nbsp;&nbsp;1056 | &nbsp;&nbsp;&nbsp;&nbsp;900 |
|  | MPLX LP | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;4/15/2038 | &nbsp;&nbsp;1609 | &nbsp;&nbsp;1457 |
|  | MPLX LP | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;3/1/2047 | &nbsp;&nbsp;1134 | &nbsp;&nbsp;1020 |
|  | MPLX LP | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;12/1/2047 | &nbsp;&nbsp;1450 | &nbsp;&nbsp;1298 |
|  | MPLX LP | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;4/15/2048 | &nbsp;&nbsp;1790 | &nbsp;&nbsp;1499 |
|  | MPLX LP | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;2/15/2049 | &nbsp;&nbsp;2956 | &nbsp;&nbsp;2752 |
|  | MPLX LP | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;3/14/2052 | &nbsp;&nbsp;2057 | &nbsp;&nbsp;1756 |
|  | MPLX LP | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;3/1/2053 | &nbsp;&nbsp;&nbsp;&nbsp;865 | &nbsp;&nbsp;&nbsp;&nbsp;816 |
|  | MPLX LP | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;4/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;751 | &nbsp;&nbsp;&nbsp;&nbsp;734 |
|  | MPLX LP | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;9/15/2055 | &nbsp;&nbsp;1550 | &nbsp;&nbsp;1569 |
|  | NOV Inc. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;12/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp;963 | &nbsp;&nbsp;&nbsp;&nbsp;752 |
|  | Occidental Petroleum Corp. | &nbsp;&nbsp;6.450% | &nbsp;&nbsp;9/15/2036 | &nbsp;&nbsp;3458 | &nbsp;&nbsp;3669 |
|  | Occidental Petroleum Corp. | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;3/15/2040 | &nbsp;&nbsp;1276 | &nbsp;&nbsp;1295 |
|  | Occidental Petroleum Corp. | &nbsp;&nbsp;6.600% | &nbsp;&nbsp;3/15/2046 | &nbsp;&nbsp;2144 | &nbsp;&nbsp;2238 |
|  | Occidental Petroleum Corp. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;4/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp;203 | &nbsp;&nbsp;&nbsp;&nbsp;159 |
|  | Occidental Petroleum Corp. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;3/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp;525 | &nbsp;&nbsp;&nbsp;&nbsp;385 |
|  | Occidental Petroleum Corp. | &nbsp;&nbsp;6.050% | &nbsp;&nbsp;10/1/2054 | &nbsp;&nbsp;&nbsp;&nbsp;965 | &nbsp;&nbsp;&nbsp;&nbsp;941 |
|  | ONEOK Inc. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;10/15/2035 | &nbsp;&nbsp;2000 | &nbsp;&nbsp;2009 |
|  | ONEOK Inc. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;10/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp;820 | &nbsp;&nbsp;&nbsp;&nbsp;749 |
|  | ONEOK Inc. | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;4/1/2044 | &nbsp;&nbsp;1370 | &nbsp;&nbsp;1302 |
|  | ONEOK Inc. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;4/1/2045 | &nbsp;&nbsp;&nbsp;&nbsp;508 | &nbsp;&nbsp;&nbsp;&nbsp;451 |
|  | ONEOK Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;9/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp;627 | &nbsp;&nbsp;&nbsp;&nbsp;493 |
|  | ONEOK Inc. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;6/1/2047 | &nbsp;&nbsp;&nbsp;&nbsp;940 | &nbsp;&nbsp;&nbsp;&nbsp;868 |
|  | ONEOK Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;7/13/2047 | &nbsp;&nbsp;1460 | &nbsp;&nbsp;1267 |
|  | ONEOK Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;7/15/2048 | &nbsp;&nbsp;1445 | &nbsp;&nbsp;1292 |
|  | ONEOK Inc. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;9/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp;990 | &nbsp;&nbsp;&nbsp;&nbsp;797 |
|  | ONEOK Inc. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;3/1/2050 | &nbsp;&nbsp;1764 | &nbsp;&nbsp;1296 |
|  | ONEOK Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;3/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;905 | &nbsp;&nbsp;&nbsp;&nbsp;739 |
|  | ONEOK Inc. | &nbsp;&nbsp;7.150% | &nbsp;&nbsp;1/15/2051 | &nbsp;&nbsp;1154 | &nbsp;&nbsp;1293 |
|  | ONEOK Inc. | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;9/1/2053 | &nbsp;&nbsp;2330 | &nbsp;&nbsp;2478 |
|  | ONEOK Inc. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;11/1/2054 | &nbsp;&nbsp;2038 | &nbsp;&nbsp;1926 |
|  | ONEOK Inc. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;10/15/2055 | &nbsp;&nbsp;2480 | &nbsp;&nbsp;2519 |
|  | ONEOK Inc. | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;11/1/2064 | &nbsp;&nbsp;1385 | &nbsp;&nbsp;1321 |
|  | ONEOK Partners LP | &nbsp;&nbsp;6.650% | &nbsp;&nbsp;10/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp;895 | &nbsp;&nbsp;&nbsp;&nbsp;979 |
|  | ONEOK Partners LP | &nbsp;&nbsp;6.850% | &nbsp;&nbsp;10/15/2037 | &nbsp;&nbsp;1055 | &nbsp;&nbsp;1163 |
|  | ONEOK Partners LP | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;2/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp;947 | &nbsp;&nbsp;&nbsp;&nbsp;971 |
|  | ONEOK Partners LP | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;9/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp;971 | &nbsp;&nbsp;&nbsp;&nbsp;995 |
|  | Ovintiv Inc. | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;8/15/2037 | &nbsp;&nbsp;1268 | &nbsp;&nbsp;1342 |
|  | Ovintiv Inc. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;2/1/2038 | &nbsp;&nbsp;1060 | &nbsp;&nbsp;1115 |
|  | Phillips 66 | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;5/1/2042 | &nbsp;&nbsp;3870 | &nbsp;&nbsp;3964 |
|  | Phillips 66 | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;11/15/2044 | &nbsp;&nbsp;1378 | &nbsp;&nbsp;1232 |
|  | Phillips 66 | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;3/15/2052 | &nbsp;&nbsp;1815 | &nbsp;&nbsp;1204 |
|  | Phillips 66 Co. | &nbsp;&nbsp;4.680% | &nbsp;&nbsp;2/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp;645 | &nbsp;&nbsp;&nbsp;&nbsp;553 |
|  | Phillips 66 Co. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;10/1/2046 | &nbsp;&nbsp;1856 | &nbsp;&nbsp;1630 |
| <sup>1</sup> | Phillips 66 Co. | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;3/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp;939 | &nbsp;&nbsp;&nbsp;&nbsp;942 |
|  | Plains All American Pipeline LP | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;1/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;507 | &nbsp;&nbsp;&nbsp;&nbsp;513 |
|  | Plains All American Pipeline LP | &nbsp;&nbsp;6.650% | &nbsp;&nbsp;1/15/2037 | &nbsp;&nbsp;&nbsp;&nbsp;840 | &nbsp;&nbsp;&nbsp;&nbsp;915 |
|  | Plains All American Pipeline LP | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;6/1/2042 | &nbsp;&nbsp;1090 | &nbsp;&nbsp;&nbsp;&nbsp;994 |
|  | Plains All American Pipeline LP | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;1/31/2043 | &nbsp;&nbsp;&nbsp;&nbsp;485 | &nbsp;&nbsp;&nbsp;&nbsp;397 |
|  | Plains All American Pipeline LP | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;6/15/2044 | &nbsp;&nbsp;1338 | &nbsp;&nbsp;1137 |
|  | Plains All American Pipeline LP | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;2/15/2045 | &nbsp;&nbsp;1160 | &nbsp;&nbsp;1013 |
|  | Sabine Pass Liquefaction LLC | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;9/15/2037 | &nbsp;&nbsp;&nbsp;&nbsp;958 | &nbsp;&nbsp;1006 |
| <sup>1</sup> | Shell Finance US Inc. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;8/12/2043 | &nbsp;&nbsp;1159 | &nbsp;&nbsp;1050 |
| <sup>1</sup> | Shell Finance US Inc. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;5/11/2045 | &nbsp;&nbsp;4625 | &nbsp;&nbsp;4043 |
| <sup>1</sup> | Shell Finance US Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;5/10/2046 | &nbsp;&nbsp;3867 | &nbsp;&nbsp;3183 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| <sup>1</sup> | Shell Finance US Inc. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;9/12/2046 | &nbsp;&nbsp;1674 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1331 |
| <sup>1</sup> | Shell Finance US Inc. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;4/6/2050 | &nbsp;&nbsp;2497 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1770 |
|  | Shell International Finance BV | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;12/15/2038 | &nbsp;&nbsp;1322 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1496 |
|  | Shell International Finance BV | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;3/25/2040 | &nbsp;&nbsp;1970 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2040 |
|  | Shell International Finance BV | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;11/26/2041 | &nbsp;&nbsp;2549 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1890 |
|  | Shell International Finance BV | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;8/21/2042 | &nbsp;&nbsp;1522 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1233 |
|  | Shell International Finance BV | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;11/7/2049 | &nbsp;&nbsp;&nbsp;&nbsp;610 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;422 |
|  | Shell International Finance BV | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;11/26/2051 | &nbsp;&nbsp;2455 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1638 |
|  | South Bow USA Infrastructure Holdings LLC | &nbsp;&nbsp;6.176% | &nbsp;&nbsp;10/1/2054 | &nbsp;&nbsp;&nbsp;&nbsp;880 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;858 |
|  | Spectra Energy Partners LP | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;9/25/2043 | &nbsp;&nbsp;&nbsp;&nbsp;782 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;800 |
|  | Spectra Energy Partners LP | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;3/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp;923 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;792 |
|  | Suncor Energy Inc. | &nbsp;&nbsp;6.800% | &nbsp;&nbsp;5/15/2038 | &nbsp;&nbsp;&nbsp;&nbsp;754 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;831 |
|  | Suncor Energy Inc. | &nbsp;&nbsp;6.850% | &nbsp;&nbsp;6/1/2039 | &nbsp;&nbsp;&nbsp;&nbsp;877 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;975 |
|  | Suncor Energy Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;11/15/2047 | &nbsp;&nbsp;1040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;792 |
|  | Suncor Energy Inc. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;3/4/2051 | &nbsp;&nbsp;&nbsp;&nbsp;950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;681 |
|  | Targa Resources Corp. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;2/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;717 |
|  | Targa Resources Corp. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;4/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;765 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;655 |
|  | Targa Resources Corp. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;2/15/2053 | &nbsp;&nbsp;1460 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1537 |
|  | Targa Resources Corp. | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;5/15/2055 | &nbsp;&nbsp;2141 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2154 |
|  | TotalEnergies Capital International SA | &nbsp;&nbsp;2.986% | &nbsp;&nbsp;6/29/2041 | &nbsp;&nbsp;&nbsp;&nbsp;340 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;258 |
|  | TotalEnergies Capital International SA | &nbsp;&nbsp;3.461% | &nbsp;&nbsp;7/12/2049 | &nbsp;&nbsp;1850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1353 |
|  | TotalEnergies Capital International SA | &nbsp;&nbsp;3.127% | &nbsp;&nbsp;5/29/2050 | &nbsp;&nbsp;3905 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2668 |
|  | TotalEnergies Capital International SA | &nbsp;&nbsp;3.386% | &nbsp;&nbsp;6/29/2060 | &nbsp;&nbsp;2610 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1751 |
|  | TotalEnergies Capital SA | &nbsp;&nbsp;5.488% | &nbsp;&nbsp;4/5/2054 | &nbsp;&nbsp;1100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1090 |
|  | TotalEnergies Capital SA | &nbsp;&nbsp;5.275% | &nbsp;&nbsp;9/10/2054 | &nbsp;&nbsp;1135 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1091 |
|  | TotalEnergies Capital SA | &nbsp;&nbsp;5.638% | &nbsp;&nbsp;4/5/2064 | &nbsp;&nbsp;2627 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2627 |
|  | TotalEnergies Capital SA | &nbsp;&nbsp;5.425% | &nbsp;&nbsp;9/10/2064 | &nbsp;&nbsp;2535 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2441 |
|  | TransCanada PipeLines Ltd. | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;3/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;925 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;973 |
|  | TransCanada PipeLines Ltd. | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;10/15/2037 | &nbsp;&nbsp;2083 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2230 |
|  | TransCanada PipeLines Ltd. | &nbsp;&nbsp;7.250% | &nbsp;&nbsp;8/15/2038 | &nbsp;&nbsp;2889 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3331 |
|  | TransCanada PipeLines Ltd. | &nbsp;&nbsp;6.100% | &nbsp;&nbsp;6/1/2040 | &nbsp;&nbsp;3405 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3603 |
|  | Transcontinental Gas Pipe Line Co. LLC | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;8/15/2041 | &nbsp;&nbsp;1360 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1336 |
|  | Transcontinental Gas Pipe Line Co. LLC | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;8/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;613 |
|  | Transcontinental Gas Pipe Line Co. LLC | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;3/15/2048 | &nbsp;&nbsp;1135 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;985 |
|  | Transcontinental Gas Pipe Line Co. LLC | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;5/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;870 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;681 |
|  | Valero Energy Corp. | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;6/15/2037 | &nbsp;&nbsp;2425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2689 |
|  | Valero Energy Corp. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;3/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;360 |
|  | Valero Energy Corp. | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;12/1/2051 | &nbsp;&nbsp;1721 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1210 |
|  | Valero Energy Corp. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;6/1/2052 | &nbsp;&nbsp;&nbsp;&nbsp;380 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;283 |
|  | Western Midstream Operating LP | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;3/1/2048 | &nbsp;&nbsp;1965 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1714 |
|  | Western Midstream Operating LP | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;8/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp;880 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;784 |
|  | Western Midstream Operating LP | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;2/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;817 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;712 |
|  | Williams Cos. Inc. | &nbsp;&nbsp;6.300% | &nbsp;&nbsp;4/15/2040 | &nbsp;&nbsp;2070 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2240 |
|  | Williams Cos. Inc. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;3/4/2044 | &nbsp;&nbsp;1520 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1478 |
|  | Williams Cos. Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;6/24/2044 | &nbsp;&nbsp;&nbsp;&nbsp;920 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;929 |
|  | Williams Cos. Inc. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;9/15/2045 | &nbsp;&nbsp;3100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2870 |
|  | Williams Cos. Inc. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;3/1/2048 | &nbsp;&nbsp;2417 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2146 |
|  | Williams Cos. Inc. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;10/15/2051 | &nbsp;&nbsp;1575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1119 |
|  | Williams Cos. Inc. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;8/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;740 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;694 |
|  | Williams Cos. Inc. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;11/15/2054 | &nbsp;&nbsp;1202 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1205 |
|  | Williams Cos. Inc. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;3/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;749 |
|  | Woodside Finance Ltd. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;9/12/2054 | &nbsp;&nbsp;&nbsp;&nbsp;775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;740 |
|  |  |  |  |  | &nbsp;&nbsp;**347260** |
| **Financials (6.0%)** | **Financials (6.0%)** | **Financials (6.0%)** | **Financials (6.0%)** | **Financials (6.0%)** | **Financials (6.0%)** |
| <sup>4</sup> | AerCap Ireland Capital DAC | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;11/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;248 |
|  | AerCap Ireland Capital DAC | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;10/29/2041 | &nbsp;&nbsp;2471 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2033 |
|  | Aflac Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;10/15/2046 | &nbsp;&nbsp;1364 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1112 |
|  | Alleghany Corp. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;9/15/2044 | &nbsp;&nbsp;1130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1059 |
|  | Alleghany Corp. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;8/15/2051 | &nbsp;&nbsp;1145 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;795 |
|  | Allstate Corp. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;4/1/2036 | &nbsp;&nbsp;1565 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1681 |
|  | Allstate Corp. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;12/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp;894 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;748 |
|  | Allstate Corp. | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;8/10/2049 | &nbsp;&nbsp;2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1592 |
| <sup>1</sup> | Allstate Corp. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;5/15/2057 | &nbsp;&nbsp;&nbsp;&nbsp;750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;793 |
|  | American Express Co. | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;12/3/2042 | &nbsp;&nbsp;2113 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1832 |
|  | American Financial Group Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;6/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp;975 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;820 |
|  | American International Group Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;7/16/2044 | &nbsp;&nbsp;&nbsp;&nbsp;990 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;883 |
|  | American International Group Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;4/1/2048 | &nbsp;&nbsp;1398 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1263 |
|  | American International Group Inc. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;6/30/2050 | &nbsp;&nbsp;2010 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1706 |
|  | Aon Corp. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;9/30/2040 | &nbsp;&nbsp;&nbsp;&nbsp;144 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;158 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Aon Corp. | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;8/23/2051 | &nbsp;&nbsp;&nbsp;&nbsp;1497 | &nbsp;&nbsp;&nbsp;&nbsp;944 |
|  | Aon Corp. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;2/28/2052 | &nbsp;&nbsp;&nbsp;&nbsp;1517 | &nbsp;&nbsp;1151 |
|  | Aon Global Ltd. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;6/14/2044 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;995 | &nbsp;&nbsp;&nbsp;&nbsp;879 |
|  | Aon Global Ltd. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;5/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp;1309 | &nbsp;&nbsp;1180 |
|  | Aon North America Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;3/1/2054 | &nbsp;&nbsp;&nbsp;&nbsp;3445 | &nbsp;&nbsp;3471 |
|  | Apollo Global Management Inc. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;5/21/2054 | &nbsp;&nbsp;&nbsp;&nbsp;1425 | &nbsp;&nbsp;1443 |
|  | Arch Capital Finance LLC | &nbsp;&nbsp;5.031% | &nbsp;&nbsp;12/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;810 | &nbsp;&nbsp;&nbsp;&nbsp;754 |
|  | Arch Capital Group Ltd. | &nbsp;&nbsp;3.635% | &nbsp;&nbsp;6/30/2050 | &nbsp;&nbsp;&nbsp;&nbsp;1214 | &nbsp;&nbsp;&nbsp;&nbsp;906 |
|  | Arch Capital Group US Inc. | &nbsp;&nbsp;5.144% | &nbsp;&nbsp;11/1/2043 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;951 | &nbsp;&nbsp;&nbsp;&nbsp;907 |
|  | Ares Management Corp. | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;10/11/2054 | &nbsp;&nbsp;&nbsp;&nbsp;1209 | &nbsp;&nbsp;1166 |
|  | Arthur J Gallagher & Co. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;5/20/2051 | &nbsp;&nbsp;&nbsp;&nbsp;1267 | &nbsp;&nbsp;&nbsp;&nbsp;896 |
|  | Arthur J Gallagher & Co. | &nbsp;&nbsp;3.050% | &nbsp;&nbsp;3/9/2052 | &nbsp;&nbsp;&nbsp;&nbsp;1700 | &nbsp;&nbsp;1101 |
|  | Arthur J Gallagher & Co. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;3/2/2053 | &nbsp;&nbsp;&nbsp;&nbsp;1270 | &nbsp;&nbsp;1266 |
|  | Arthur J Gallagher & Co. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;2/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;980 | &nbsp;&nbsp;1103 |
|  | Arthur J Gallagher & Co. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;7/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;950 | &nbsp;&nbsp;&nbsp;&nbsp;948 |
|  | Arthur J Gallagher & Co. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;2/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;1365 | &nbsp;&nbsp;1335 |
|  | Assurant Inc. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;2/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;253 |
|  | Athene Holding Ltd. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;5/25/2051 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;905 | &nbsp;&nbsp;&nbsp;&nbsp;659 |
|  | Athene Holding Ltd. | &nbsp;&nbsp;3.450% | &nbsp;&nbsp;5/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;1925 | &nbsp;&nbsp;1267 |
|  | Athene Holding Ltd. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;4/1/2054 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;955 | &nbsp;&nbsp;&nbsp;&nbsp;973 |
|  | Athene Holding Ltd. | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;5/19/2055 | &nbsp;&nbsp;&nbsp;&nbsp;1254 | &nbsp;&nbsp;1343 |
|  | Bank of America Corp. | &nbsp;&nbsp;6.110% | &nbsp;&nbsp;1/29/2037 | &nbsp;&nbsp;&nbsp;&nbsp;4601 | &nbsp;&nbsp;4957 |
| <sup>1</sup> | Bank of America Corp. | &nbsp;&nbsp;4.244% | &nbsp;&nbsp;4/24/2038 | &nbsp;&nbsp;&nbsp;&nbsp;1037 | &nbsp;&nbsp;&nbsp;&nbsp;967 |
|  | Bank of America Corp. | &nbsp;&nbsp;7.750% | &nbsp;&nbsp;5/14/2038 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;968 | &nbsp;&nbsp;1181 |
| <sup>1</sup> | Bank of America Corp. | &nbsp;&nbsp;4.078% | &nbsp;&nbsp;4/23/2040 | &nbsp;&nbsp;&nbsp;&nbsp;4366 | &nbsp;&nbsp;3889 |
| <sup>1</sup> | Bank of America Corp. | &nbsp;&nbsp;2.676% | &nbsp;&nbsp;6/19/2041 | &nbsp;&nbsp;10746 | &nbsp;&nbsp;7920 |
| <sup>1</sup> | Bank of America Corp. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;2/7/2042 | &nbsp;&nbsp;&nbsp;&nbsp;1246 | &nbsp;&nbsp;1334 |
|  | Bank of America Corp. | &nbsp;&nbsp;3.311% | &nbsp;&nbsp;4/22/2042 | &nbsp;&nbsp;&nbsp;&nbsp;5899 | &nbsp;&nbsp;4677 |
| <sup>1</sup> | Bank of America Corp. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;1/21/2044 | &nbsp;&nbsp;&nbsp;&nbsp;3761 | &nbsp;&nbsp;3670 |
| <sup>1</sup> | Bank of America Corp. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;4/1/2044 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;873 | &nbsp;&nbsp;&nbsp;&nbsp;837 |
| <sup>1</sup> | Bank of America Corp. | &nbsp;&nbsp;3.946% | &nbsp;&nbsp;1/23/2049 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;987 | &nbsp;&nbsp;&nbsp;&nbsp;797 |
| <sup>1</sup> | Bank of America Corp. | &nbsp;&nbsp;4.330% | &nbsp;&nbsp;3/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;5605 | &nbsp;&nbsp;4774 |
| <sup>1</sup> | Bank of America Corp. | &nbsp;&nbsp;4.083% | &nbsp;&nbsp;3/20/2051 | &nbsp;&nbsp;11272 | &nbsp;&nbsp;9174 |
| <sup>1</sup> | Bank of America Corp. | &nbsp;&nbsp;2.831% | &nbsp;&nbsp;10/24/2051 | &nbsp;&nbsp;&nbsp;&nbsp;1340 | &nbsp;&nbsp;&nbsp;&nbsp;863 |
| <sup>1</sup> | Bank of America Corp. | &nbsp;&nbsp;3.483% | &nbsp;&nbsp;3/13/2052 | &nbsp;&nbsp;&nbsp;&nbsp;1220 | &nbsp;&nbsp;&nbsp;&nbsp;895 |
|  | Bank of America Corp. | &nbsp;&nbsp;2.972% | &nbsp;&nbsp;7/21/2052 | &nbsp;&nbsp;&nbsp;&nbsp;4512 | &nbsp;&nbsp;3001 |
| <sup>1</sup> | Bank of America NA | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;10/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;752 | &nbsp;&nbsp;&nbsp;&nbsp;816 |
|  | Barclays plc | &nbsp;&nbsp;3.811% | &nbsp;&nbsp;3/10/2042 | &nbsp;&nbsp;&nbsp;&nbsp;1845 | &nbsp;&nbsp;1487 |
|  | Barclays plc | &nbsp;&nbsp;3.330% | &nbsp;&nbsp;11/24/2042 | &nbsp;&nbsp;&nbsp;&nbsp;1933 | &nbsp;&nbsp;1489 |
|  | Barclays plc | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;8/17/2045 | &nbsp;&nbsp;&nbsp;&nbsp;2691 | &nbsp;&nbsp;2590 |
|  | Barclays plc | &nbsp;&nbsp;5.860% | &nbsp;&nbsp;8/11/2046 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;477 | &nbsp;&nbsp;&nbsp;&nbsp;490 |
|  | Barclays plc | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;1/10/2047 | &nbsp;&nbsp;&nbsp;&nbsp;3138 | &nbsp;&nbsp;2880 |
|  | Barclays plc | &nbsp;&nbsp;6.036% | &nbsp;&nbsp;3/12/2055 | &nbsp;&nbsp;&nbsp;&nbsp;1655 | &nbsp;&nbsp;1751 |
|  | Berkshire Hathaway Finance Corp. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;1/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;390 | &nbsp;&nbsp;&nbsp;&nbsp;425 |
|  | Berkshire Hathaway Finance Corp. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;5/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp;1147 | &nbsp;&nbsp;1072 |
|  | Berkshire Hathaway Finance Corp. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;5/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp;1023 | &nbsp;&nbsp;&nbsp;&nbsp;923 |
|  | Berkshire Hathaway Finance Corp. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;8/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp;4889 | &nbsp;&nbsp;4182 |
|  | Berkshire Hathaway Finance Corp. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;1/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;2075 | &nbsp;&nbsp;1783 |
|  | Berkshire Hathaway Finance Corp. | &nbsp;&nbsp;2.850% | &nbsp;&nbsp;10/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;1200 | &nbsp;&nbsp;&nbsp;&nbsp;788 |
|  | Berkshire Hathaway Finance Corp. | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;3/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;5070 | &nbsp;&nbsp;3982 |
|  | Berkshire Hathaway Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;2/11/2043 | &nbsp;&nbsp;&nbsp;&nbsp;1473 | &nbsp;&nbsp;1398 |
|  | BlackRock Funding Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;3/14/2054 | &nbsp;&nbsp;&nbsp;&nbsp;3524 | &nbsp;&nbsp;3439 |
|  | BlackRock Funding Inc. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;1/8/2055 | &nbsp;&nbsp;&nbsp;&nbsp;1254 | &nbsp;&nbsp;1243 |
|  | Blue Owl Finance LLC | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;10/7/2051 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;512 |
|  | Brighthouse Financial Inc. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;6/22/2047 | &nbsp;&nbsp;&nbsp;&nbsp;1573 | &nbsp;&nbsp;1251 |
|  | Brookfield Asset Management Ltd. | &nbsp;&nbsp;6.077% | &nbsp;&nbsp;9/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;2594 |
|  | Brookfield Finance Inc. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;9/20/2047 | &nbsp;&nbsp;&nbsp;&nbsp;1763 | &nbsp;&nbsp;1540 |
|  | Brookfield Finance Inc. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;3/30/2051 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;945 | &nbsp;&nbsp;&nbsp;&nbsp;669 |
|  | Brookfield Finance Inc. | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;2/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;995 | &nbsp;&nbsp;&nbsp;&nbsp;715 |
|  | Brookfield Finance Inc. | &nbsp;&nbsp;5.968% | &nbsp;&nbsp;3/4/2054 | &nbsp;&nbsp;&nbsp;&nbsp;1327 | &nbsp;&nbsp;1370 |
|  | Brookfield Finance Inc. | &nbsp;&nbsp;5.813% | &nbsp;&nbsp;3/3/2055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;825 | &nbsp;&nbsp;&nbsp;&nbsp;831 |
|  | Brookfield Finance LLC | &nbsp;&nbsp;3.450% | &nbsp;&nbsp;4/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;910 | &nbsp;&nbsp;&nbsp;&nbsp;635 |
|  | Brown & Brown Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;3/17/2052 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;985 | &nbsp;&nbsp;&nbsp;&nbsp;869 |
|  | Brown & Brown Inc. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;6/23/2055 | &nbsp;&nbsp;&nbsp;&nbsp;1600 | &nbsp;&nbsp;1684 |
|  | Chubb Corp. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;5/11/2037 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;713 | &nbsp;&nbsp;&nbsp;&nbsp;781 |
| <sup>1</sup> | Chubb Corp. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;5/15/2038 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;683 |
|  | Chubb INA Holdings LLC | &nbsp;&nbsp;6.700% | &nbsp;&nbsp;5/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;590 | &nbsp;&nbsp;&nbsp;&nbsp;677 |
|  | Chubb INA Holdings LLC | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;3/13/2043 | &nbsp;&nbsp;&nbsp;&nbsp;1787 | &nbsp;&nbsp;1563 |
|  | Chubb INA Holdings LLC | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;11/3/2045 | &nbsp;&nbsp;&nbsp;&nbsp;1235 | &nbsp;&nbsp;1091 |
|  | Chubb INA Holdings LLC | &nbsp;&nbsp;2.850% | &nbsp;&nbsp;12/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;2642 | &nbsp;&nbsp;1730 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Chubb INA Holdings LLC | &nbsp;&nbsp;3.050% | &nbsp;&nbsp;12/15/2061 | &nbsp;&nbsp;1987 | &nbsp;&nbsp;&nbsp;&nbsp;1249 |
|  | Citigroup Inc. | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;8/25/2036 | &nbsp;&nbsp;&nbsp;&nbsp;991 | &nbsp;&nbsp;&nbsp;&nbsp;1058 |
| <sup>1</sup> | Citigroup Inc. | &nbsp;&nbsp;3.878% | &nbsp;&nbsp;1/24/2039 | &nbsp;&nbsp;3677 | &nbsp;&nbsp;&nbsp;&nbsp;3232 |
|  | Citigroup Inc. | &nbsp;&nbsp;8.125% | &nbsp;&nbsp;7/15/2039 | &nbsp;&nbsp;1534 | &nbsp;&nbsp;&nbsp;&nbsp;1966 |
| <sup>1</sup> | Citigroup Inc. | &nbsp;&nbsp;5.316% | &nbsp;&nbsp;3/26/2041 | &nbsp;&nbsp;2084 | &nbsp;&nbsp;&nbsp;&nbsp;2076 |
|  | Citigroup Inc. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;1/30/2042 | &nbsp;&nbsp;1060 | &nbsp;&nbsp;&nbsp;&nbsp;1123 |
|  | Citigroup Inc. | &nbsp;&nbsp;6.675% | &nbsp;&nbsp;9/13/2043 | &nbsp;&nbsp;1729 | &nbsp;&nbsp;&nbsp;&nbsp;1952 |
|  | Citigroup Inc. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;5/6/2044 | &nbsp;&nbsp;2040 | &nbsp;&nbsp;&nbsp;&nbsp;1997 |
|  | Citigroup Inc. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;7/30/2045 | &nbsp;&nbsp;1424 | &nbsp;&nbsp;&nbsp;&nbsp;1287 |
|  | Citigroup Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;5/18/2046 | &nbsp;&nbsp;4189 | &nbsp;&nbsp;&nbsp;&nbsp;3719 |
| <sup>1</sup> | Citigroup Inc. | &nbsp;&nbsp;4.281% | &nbsp;&nbsp;4/24/2048 | &nbsp;&nbsp;1682 | &nbsp;&nbsp;&nbsp;&nbsp;1426 |
|  | Citigroup Inc. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;7/23/2048 | &nbsp;&nbsp;4110 | &nbsp;&nbsp;&nbsp;&nbsp;3668 |
|  | Citigroup Inc. | &nbsp;&nbsp;5.612% | &nbsp;&nbsp;3/4/2056 | &nbsp;&nbsp;2678 | &nbsp;&nbsp;&nbsp;&nbsp;2704 |
|  | CME Group Inc. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;9/15/2043 | &nbsp;&nbsp;1163 | &nbsp;&nbsp;&nbsp;&nbsp;1190 |
|  | CME Group Inc. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;6/15/2048 | &nbsp;&nbsp;1090 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;929 |
| <sup>1</sup> | Cooperatieve Rabobank UA | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;5/24/2041 | &nbsp;&nbsp;2204 | &nbsp;&nbsp;&nbsp;&nbsp;2221 |
|  | Cooperatieve Rabobank UA | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;12/1/2043 | &nbsp;&nbsp;&nbsp;&nbsp;809 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;826 |
|  | Cooperatieve Rabobank UA | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;8/4/2045 | &nbsp;&nbsp;1946 | &nbsp;&nbsp;&nbsp;&nbsp;1861 |
|  | Corebridge Financial Inc. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;4/5/2042 | &nbsp;&nbsp;1040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;904 |
|  | Corebridge Financial Inc. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;4/5/2052 | &nbsp;&nbsp;2730 | &nbsp;&nbsp;&nbsp;&nbsp;2257 |
|  | Equitable Holdings Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;4/20/2048 | &nbsp;&nbsp;1049 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;963 |
|  | Everest Reinsurance Holdings Inc. | &nbsp;&nbsp;4.868% | &nbsp;&nbsp;6/1/2044 | &nbsp;&nbsp;&nbsp;&nbsp;765 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;696 |
|  | Everest Reinsurance Holdings Inc. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;10/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;995 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;703 |
|  | Everest Reinsurance Holdings Inc. | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;10/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;965 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;623 |
|  | Fairfax Financial Holdings Ltd. | &nbsp;&nbsp;6.350% | &nbsp;&nbsp;3/22/2054 | &nbsp;&nbsp;2010 | &nbsp;&nbsp;&nbsp;&nbsp;2125 |
| <sup>3</sup> | Fairfax Financial Holdings Ltd. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;5/20/2055 | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;430 |
|  | Fidelity National Financial Inc. | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;9/17/2051 | &nbsp;&nbsp;&nbsp;&nbsp;725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;465 |
|  | Fifth Third Bancorp | &nbsp;&nbsp;8.250% | &nbsp;&nbsp;3/1/2038 | &nbsp;&nbsp;&nbsp;&nbsp;378 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;468 |
|  | Franklin Resources Inc. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;8/12/2051 | &nbsp;&nbsp;1110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;707 |
|  | GATX Corp. | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;6/1/2051 | &nbsp;&nbsp;1649 | &nbsp;&nbsp;&nbsp;&nbsp;1064 |
|  | GATX Corp. | &nbsp;&nbsp;6.050% | &nbsp;&nbsp;6/5/2054 | &nbsp;&nbsp;1136 | &nbsp;&nbsp;&nbsp;&nbsp;1178 |
|  | GE Capital International Funding Co. Unlimited Co. | &nbsp;&nbsp;4.418% | &nbsp;&nbsp;11/15/2035 | &nbsp;&nbsp;2755 | &nbsp;&nbsp;&nbsp;&nbsp;2698 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;6.450% | &nbsp;&nbsp;5/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp;761 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;837 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;10/1/2037 | &nbsp;&nbsp;9537 | &nbsp;&nbsp;10678 |
| <sup>1</sup> | Goldman Sachs Group Inc. | &nbsp;&nbsp;4.017% | &nbsp;&nbsp;10/31/2038 | &nbsp;&nbsp;6300 | &nbsp;&nbsp;&nbsp;&nbsp;5642 |
| <sup>1</sup> | Goldman Sachs Group Inc. | &nbsp;&nbsp;4.411% | &nbsp;&nbsp;4/23/2039 | &nbsp;&nbsp;1414 | &nbsp;&nbsp;&nbsp;&nbsp;1307 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;2/1/2041 | &nbsp;&nbsp;3338 | &nbsp;&nbsp;&nbsp;&nbsp;3667 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;3.210% | &nbsp;&nbsp;4/22/2042 | &nbsp;&nbsp;5095 | &nbsp;&nbsp;&nbsp;&nbsp;3936 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;3.436% | &nbsp;&nbsp;2/24/2043 | &nbsp;&nbsp;3422 | &nbsp;&nbsp;&nbsp;&nbsp;2696 |
| <sup>1</sup> | Goldman Sachs Group Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;7/8/2044 | &nbsp;&nbsp;1417 | &nbsp;&nbsp;&nbsp;&nbsp;1315 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;5/22/2045 | &nbsp;&nbsp;1970 | &nbsp;&nbsp;&nbsp;&nbsp;1851 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;10/21/2045 | &nbsp;&nbsp;1033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;945 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;5.561% | &nbsp;&nbsp;11/19/2045 | &nbsp;&nbsp;7750 | &nbsp;&nbsp;&nbsp;&nbsp;7865 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;5.734% | &nbsp;&nbsp;1/28/2056 | &nbsp;&nbsp;2919 | &nbsp;&nbsp;&nbsp;&nbsp;3028 |
|  | Hartford Insurance Group Inc. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;10/15/2036 | &nbsp;&nbsp;1031 | &nbsp;&nbsp;&nbsp;&nbsp;1110 |
|  | Hartford Insurance Group Inc. | &nbsp;&nbsp;6.100% | &nbsp;&nbsp;10/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp;613 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;651 |
|  | Hartford Insurance Group Inc. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;4/15/2043 | &nbsp;&nbsp;1142 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;994 |
|  | Hartford Insurance Group Inc. | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;8/19/2049 | &nbsp;&nbsp;1567 | &nbsp;&nbsp;&nbsp;&nbsp;1181 |
|  | Hartford Insurance Group Inc. | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;9/15/2051 | &nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;649 |
| <sup>1</sup> | HSBC Bank USA NA | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;8/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;845 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;881 |
| <sup>1</sup> | HSBC Holdings plc | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;5/2/2036 | &nbsp;&nbsp;3139 | &nbsp;&nbsp;&nbsp;&nbsp;3391 |
|  | HSBC Holdings plc | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;9/15/2037 | &nbsp;&nbsp;1937 | &nbsp;&nbsp;&nbsp;&nbsp;2111 |
| <sup>1</sup> | HSBC Holdings plc | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;9/15/2037 | &nbsp;&nbsp;2165 | &nbsp;&nbsp;&nbsp;&nbsp;2325 |
| <sup>1</sup> | HSBC Holdings plc | &nbsp;&nbsp;6.800% | &nbsp;&nbsp;6/1/2038 | &nbsp;&nbsp;&nbsp;&nbsp;920 | &nbsp;&nbsp;&nbsp;&nbsp;1026 |
|  | HSBC Holdings plc | &nbsp;&nbsp;6.100% | &nbsp;&nbsp;1/14/2042 | &nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;1633 |
|  | HSBC Holdings plc | &nbsp;&nbsp;6.332% | &nbsp;&nbsp;3/9/2044 | &nbsp;&nbsp;4160 | &nbsp;&nbsp;&nbsp;&nbsp;4570 |
|  | HSBC Holdings plc | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;3/14/2044 | &nbsp;&nbsp;3040 | &nbsp;&nbsp;&nbsp;&nbsp;2964 |
|  | Intercontinental Exchange Inc. | &nbsp;&nbsp;2.650% | &nbsp;&nbsp;9/15/2040 | &nbsp;&nbsp;1944 | &nbsp;&nbsp;&nbsp;&nbsp;1440 |
|  | Intercontinental Exchange Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;9/21/2048 | &nbsp;&nbsp;1212 | &nbsp;&nbsp;&nbsp;&nbsp;1027 |
|  | Intercontinental Exchange Inc. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;6/15/2050 | &nbsp;&nbsp;2078 | &nbsp;&nbsp;&nbsp;&nbsp;1391 |
|  | Intercontinental Exchange Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;6/15/2052 | &nbsp;&nbsp;2967 | &nbsp;&nbsp;&nbsp;&nbsp;2754 |
|  | Intercontinental Exchange Inc. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;9/15/2060 | &nbsp;&nbsp;2630 | &nbsp;&nbsp;&nbsp;&nbsp;1632 |
|  | Intercontinental Exchange Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;6/15/2062 | &nbsp;&nbsp;1760 | &nbsp;&nbsp;&nbsp;&nbsp;1669 |
|  | Invesco Finance plc | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;11/30/2043 | &nbsp;&nbsp;&nbsp;&nbsp;746 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;727 |
|  | Jackson Financial Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;11/23/2051 | &nbsp;&nbsp;&nbsp;&nbsp;980 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;707 |
|  | Jefferies Financial Group Inc. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;1/15/2036 | &nbsp;&nbsp;1100 | &nbsp;&nbsp;&nbsp;&nbsp;1173 |
|  | Jefferies Financial Group Inc. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;1/20/2043 | &nbsp;&nbsp;&nbsp;&nbsp;456 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;489 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;6.400% | &nbsp;&nbsp;5/15/2038 | &nbsp;&nbsp;1935 | &nbsp;&nbsp;&nbsp;&nbsp;2197 |
| <sup>1</sup> | JPMorgan Chase & Co. | &nbsp;&nbsp;3.882% | &nbsp;&nbsp;7/24/2038 | &nbsp;&nbsp;5099 | &nbsp;&nbsp;&nbsp;&nbsp;4591 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;10/15/2040 | &nbsp;&nbsp;3564 | &nbsp;&nbsp;&nbsp;&nbsp;3692 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| <sup>1</sup> | JPMorgan Chase & Co. | &nbsp;&nbsp;3.109% | &nbsp;&nbsp;4/22/2041 | &nbsp;&nbsp;1994 | &nbsp;&nbsp;1569 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;7/15/2041 | &nbsp;&nbsp;1924 | &nbsp;&nbsp;2010 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;2.525% | &nbsp;&nbsp;11/19/2041 | &nbsp;&nbsp;2558 | &nbsp;&nbsp;1847 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;1/6/2042 | &nbsp;&nbsp;3916 | &nbsp;&nbsp;4004 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;3.157% | &nbsp;&nbsp;4/22/2042 | &nbsp;&nbsp;1195 | &nbsp;&nbsp;&nbsp;&nbsp;931 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;8/16/2043 | &nbsp;&nbsp;1661 | &nbsp;&nbsp;1711 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;2/1/2044 | &nbsp;&nbsp;2045 | &nbsp;&nbsp;1954 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;6/1/2045 | &nbsp;&nbsp;1744 | &nbsp;&nbsp;1643 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;5.534% | &nbsp;&nbsp;11/29/2045 | &nbsp;&nbsp;2820 | &nbsp;&nbsp;2898 |
| <sup>1</sup> | JPMorgan Chase & Co. | &nbsp;&nbsp;4.260% | &nbsp;&nbsp;2/22/2048 | &nbsp;&nbsp;4835 | &nbsp;&nbsp;4158 |
| <sup>1</sup> | JPMorgan Chase & Co. | &nbsp;&nbsp;4.032% | &nbsp;&nbsp;7/24/2048 | &nbsp;&nbsp;4331 | &nbsp;&nbsp;3590 |
| <sup>1</sup> | JPMorgan Chase & Co. | &nbsp;&nbsp;3.964% | &nbsp;&nbsp;11/15/2048 | &nbsp;&nbsp;3579 | &nbsp;&nbsp;2925 |
| <sup>1</sup> | JPMorgan Chase & Co. | &nbsp;&nbsp;3.897% | &nbsp;&nbsp;1/23/2049 | &nbsp;&nbsp;1996 | &nbsp;&nbsp;1611 |
| <sup>1</sup> | JPMorgan Chase & Co. | &nbsp;&nbsp;3.109% | &nbsp;&nbsp;4/22/2051 | &nbsp;&nbsp;5529 | &nbsp;&nbsp;3816 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;3.328% | &nbsp;&nbsp;4/22/2052 | &nbsp;&nbsp;4372 | &nbsp;&nbsp;3126 |
|  | Lincoln National Corp. | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;6/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp;735 | &nbsp;&nbsp;&nbsp;&nbsp;837 |
|  | Lloyds Banking Group plc | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;12/1/2045 | &nbsp;&nbsp;1189 | &nbsp;&nbsp;1135 |
|  | Lloyds Banking Group plc | &nbsp;&nbsp;3.369% | &nbsp;&nbsp;12/14/2046 | &nbsp;&nbsp;2568 | &nbsp;&nbsp;1900 |
|  | Lloyds Banking Group plc | &nbsp;&nbsp;4.344% | &nbsp;&nbsp;1/9/2048 | &nbsp;&nbsp;2127 | &nbsp;&nbsp;1745 |
|  | Loews Corp. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;5/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp;842 | &nbsp;&nbsp;&nbsp;&nbsp;715 |
|  | Manulife Financial Corp. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;3/4/2046 | &nbsp;&nbsp;&nbsp;&nbsp;918 | &nbsp;&nbsp;&nbsp;&nbsp;917 |
|  | Markel Group Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;4/5/2046 | &nbsp;&nbsp;&nbsp;&nbsp;710 | &nbsp;&nbsp;&nbsp;&nbsp;647 |
|  | Markel Group Inc. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;11/1/2047 | &nbsp;&nbsp;&nbsp;&nbsp;722 | &nbsp;&nbsp;&nbsp;&nbsp;591 |
|  | Markel Group Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;5/20/2049 | &nbsp;&nbsp;1190 | &nbsp;&nbsp;1069 |
|  | Markel Group Inc. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;9/17/2050 | &nbsp;&nbsp;&nbsp;&nbsp;995 | &nbsp;&nbsp;&nbsp;&nbsp;784 |
|  | Markel Group Inc. | &nbsp;&nbsp;3.450% | &nbsp;&nbsp;5/7/2052 | &nbsp;&nbsp;1025 | &nbsp;&nbsp;&nbsp;&nbsp;704 |
|  | Markel Group Inc. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;5/16/2054 | &nbsp;&nbsp;&nbsp;&nbsp;960 | &nbsp;&nbsp;&nbsp;&nbsp;984 |
|  | Marsh & McLennan Cos. Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;3/15/2039 | &nbsp;&nbsp;1945 | &nbsp;&nbsp;1874 |
|  | Marsh & McLennan Cos. Inc. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;1/30/2047 | &nbsp;&nbsp;2484 | &nbsp;&nbsp;2126 |
|  | Marsh & McLennan Cos. Inc. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;3/1/2048 | &nbsp;&nbsp;2001 | &nbsp;&nbsp;1677 |
|  | Marsh & McLennan Cos. Inc. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;3/15/2049 | &nbsp;&nbsp;1374 | &nbsp;&nbsp;1262 |
|  | Marsh & McLennan Cos. Inc. | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;12/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;580 | &nbsp;&nbsp;&nbsp;&nbsp;372 |
|  | Marsh & McLennan Cos. Inc. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;11/1/2052 | &nbsp;&nbsp;&nbsp;&nbsp;730 | &nbsp;&nbsp;&nbsp;&nbsp;804 |
|  | Marsh & McLennan Cos. Inc. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;3/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;620 | &nbsp;&nbsp;&nbsp;&nbsp;614 |
|  | Marsh & McLennan Cos. Inc. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;3/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;873 | &nbsp;&nbsp;&nbsp;&nbsp;863 |
|  | Marsh & McLennan Cos. Inc. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;3/15/2055 | &nbsp;&nbsp;2768 | &nbsp;&nbsp;2716 |
|  | Mastercard Inc. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;11/21/2046 | &nbsp;&nbsp;1283 | &nbsp;&nbsp;1039 |
|  | Mastercard Inc. | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;6/1/2049 | &nbsp;&nbsp;1230 | &nbsp;&nbsp;&nbsp;&nbsp;957 |
|  | Mastercard Inc. | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;3/26/2050 | &nbsp;&nbsp;2980 | &nbsp;&nbsp;2388 |
|  | Mastercard Inc. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;3/15/2051 | &nbsp;&nbsp;2865 | &nbsp;&nbsp;1918 |
| <sup>1</sup> | MetLife Inc. | &nbsp;&nbsp;6.400% | &nbsp;&nbsp;12/15/2036 | &nbsp;&nbsp;1445 | &nbsp;&nbsp;1523 |
| <sup>1</sup> | MetLife Inc. | &nbsp;&nbsp;10.750% | &nbsp;&nbsp;8/1/2039 | &nbsp;&nbsp;&nbsp;&nbsp;825 | &nbsp;&nbsp;1107 |
|  | MetLife Inc. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;2/6/2041 | &nbsp;&nbsp;1693 | &nbsp;&nbsp;1795 |
|  | MetLife Inc. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;11/13/2043 | &nbsp;&nbsp;1560 | &nbsp;&nbsp;1469 |
|  | MetLife Inc. | &nbsp;&nbsp;4.721% | &nbsp;&nbsp;12/15/2044 | &nbsp;&nbsp;1105 | &nbsp;&nbsp;1014 |
|  | MetLife Inc. | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;3/1/2045 | &nbsp;&nbsp;2033 | &nbsp;&nbsp;1710 |
|  | MetLife Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;7/15/2052 | &nbsp;&nbsp;2105 | &nbsp;&nbsp;1965 |
|  | MetLife Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;1/15/2054 | &nbsp;&nbsp;2230 | &nbsp;&nbsp;2169 |
|  | Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;4.286% | &nbsp;&nbsp;7/26/2038 | &nbsp;&nbsp;&nbsp;&nbsp;992 | &nbsp;&nbsp;&nbsp;&nbsp;942 |
|  | Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;4.153% | &nbsp;&nbsp;3/7/2039 | &nbsp;&nbsp;1095 | &nbsp;&nbsp;1027 |
|  | Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;3.751% | &nbsp;&nbsp;7/18/2039 | &nbsp;&nbsp;2959 | &nbsp;&nbsp;2597 |
|  | Mizuho Financial Group Inc. | &nbsp;&nbsp;5.323% | &nbsp;&nbsp;7/8/2036 | &nbsp;&nbsp;1500 | &nbsp;&nbsp;1540 |
| <sup>1</sup> | Morgan Stanley | &nbsp;&nbsp;3.971% | &nbsp;&nbsp;7/22/2038 | &nbsp;&nbsp;&nbsp;&nbsp;867 | &nbsp;&nbsp;&nbsp;&nbsp;776 |
| <sup>1</sup> | Morgan Stanley | &nbsp;&nbsp;4.457% | &nbsp;&nbsp;4/22/2039 | &nbsp;&nbsp;4800 | &nbsp;&nbsp;4527 |
|  | Morgan Stanley | &nbsp;&nbsp;3.217% | &nbsp;&nbsp;4/22/2042 | &nbsp;&nbsp;2654 | &nbsp;&nbsp;2074 |
|  | Morgan Stanley | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;7/24/2042 | &nbsp;&nbsp;4805 | &nbsp;&nbsp;5392 |
|  | Morgan Stanley | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;1/27/2045 | &nbsp;&nbsp;3404 | &nbsp;&nbsp;2986 |
| <sup>1</sup> | Morgan Stanley | &nbsp;&nbsp;5.597% | &nbsp;&nbsp;3/24/2051 | &nbsp;&nbsp;5557 | &nbsp;&nbsp;5663 |
| <sup>1</sup> | Morgan Stanley | &nbsp;&nbsp;2.802% | &nbsp;&nbsp;1/25/2052 | &nbsp;&nbsp;1370 | &nbsp;&nbsp;&nbsp;&nbsp;884 |
|  | Morgan Stanley | &nbsp;&nbsp;5.516% | &nbsp;&nbsp;11/19/2055 | &nbsp;&nbsp;5185 | &nbsp;&nbsp;5243 |
|  | Nasdaq Inc. | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;12/21/2040 | &nbsp;&nbsp;2031 | &nbsp;&nbsp;1441 |
|  | Nasdaq Inc. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;4/28/2050 | &nbsp;&nbsp;&nbsp;&nbsp;482 | &nbsp;&nbsp;&nbsp;&nbsp;335 |
|  | Nasdaq Inc. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;3/7/2052 | &nbsp;&nbsp;&nbsp;&nbsp;680 | &nbsp;&nbsp;&nbsp;&nbsp;525 |
|  | Nasdaq Inc. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;8/15/2053 | &nbsp;&nbsp;1300 | &nbsp;&nbsp;1361 |
|  | Nasdaq Inc. | &nbsp;&nbsp;6.100% | &nbsp;&nbsp;6/28/2063 | &nbsp;&nbsp;1277 | &nbsp;&nbsp;1347 |
| <sup>1</sup> | Nationwide Financial Services Inc. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;5/15/2037 | &nbsp;&nbsp;&nbsp;&nbsp;670 | &nbsp;&nbsp;&nbsp;&nbsp;677 |
|  | Old Republic International Corp. | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;6/11/2051 | &nbsp;&nbsp;&nbsp;&nbsp;955 | &nbsp;&nbsp;&nbsp;&nbsp;692 |
|  | Principal Financial Group Inc. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;9/15/2042 | &nbsp;&nbsp;1662 | &nbsp;&nbsp;1520 |
|  | Principal Financial Group Inc. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;5/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp;962 | &nbsp;&nbsp;&nbsp;&nbsp;847 |
|  | Principal Financial Group Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;3/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;555 | &nbsp;&nbsp;&nbsp;&nbsp;552 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Progressive Corp. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;4/25/2044 | &nbsp;&nbsp;&nbsp;&nbsp;320 | &nbsp;&nbsp;&nbsp;&nbsp;281 |
|  | Progressive Corp. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;4/15/2047 | &nbsp;&nbsp;2558 | &nbsp;&nbsp;2154 |
|  | Progressive Corp. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;3/15/2048 | &nbsp;&nbsp;1019 | &nbsp;&nbsp;&nbsp;&nbsp;866 |
|  | Progressive Corp. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;3/26/2050 | &nbsp;&nbsp;&nbsp;&nbsp;895 | &nbsp;&nbsp;&nbsp;&nbsp;722 |
| <sup>1</sup> | Prudential Financial Inc. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;12/14/2036 | &nbsp;&nbsp;1643 | &nbsp;&nbsp;1748 |
| <sup>1</sup> | Prudential Financial Inc. | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;12/1/2037 | &nbsp;&nbsp;&nbsp;&nbsp;758 | &nbsp;&nbsp;&nbsp;&nbsp;864 |
| <sup>1</sup> | Prudential Financial Inc. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;3/10/2040 | &nbsp;&nbsp;1051 | &nbsp;&nbsp;&nbsp;&nbsp;819 |
| <sup>1</sup> | Prudential Financial Inc. | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;6/21/2040 | &nbsp;&nbsp;&nbsp;&nbsp;114 | &nbsp;&nbsp;&nbsp;&nbsp;131 |
| <sup>1</sup> | Prudential Financial Inc. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;5/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp;890 | &nbsp;&nbsp;&nbsp;&nbsp;804 |
|  | Prudential Financial Inc. | &nbsp;&nbsp;3.905% | &nbsp;&nbsp;12/7/2047 | &nbsp;&nbsp;1651 | &nbsp;&nbsp;1323 |
|  | Prudential Financial Inc. | &nbsp;&nbsp;3.935% | &nbsp;&nbsp;12/7/2049 | &nbsp;&nbsp;2558 | &nbsp;&nbsp;2019 |
| <sup>1</sup> | Prudential Financial Inc. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;2/25/2050 | &nbsp;&nbsp;2017 | &nbsp;&nbsp;1711 |
| <sup>1</sup> | Prudential Financial Inc. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;3/13/2051 | &nbsp;&nbsp;1996 | &nbsp;&nbsp;1511 |
|  | Raymond James Financial Inc. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;4/1/2051 | &nbsp;&nbsp;1717 | &nbsp;&nbsp;1292 |
| <sup>1</sup> | Regions Bank | &nbsp;&nbsp;6.450% | &nbsp;&nbsp;6/26/2037 | &nbsp;&nbsp;&nbsp;&nbsp;815 | &nbsp;&nbsp;&nbsp;&nbsp;894 |
|  | Regions Financial Corp. | &nbsp;&nbsp;7.375% | &nbsp;&nbsp;12/10/2037 | &nbsp;&nbsp;&nbsp;&nbsp;475 | &nbsp;&nbsp;&nbsp;&nbsp;548 |
|  | Selective Insurance Group Inc. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;3/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp;605 | &nbsp;&nbsp;&nbsp;&nbsp;557 |
|  | Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;2.296% | &nbsp;&nbsp;1/12/2041 | &nbsp;&nbsp;&nbsp;&nbsp;867 | &nbsp;&nbsp;&nbsp;&nbsp;609 |
|  | Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;2.930% | &nbsp;&nbsp;9/17/2041 | &nbsp;&nbsp;&nbsp;&nbsp;650 | &nbsp;&nbsp;&nbsp;&nbsp;481 |
|  | Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;6.184% | &nbsp;&nbsp;7/13/2043 | &nbsp;&nbsp;1980 | &nbsp;&nbsp;2166 |
|  | Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;5.836% | &nbsp;&nbsp;7/9/2044 | &nbsp;&nbsp;1205 | &nbsp;&nbsp;1260 |
|  | Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;5.796% | &nbsp;&nbsp;7/8/2046 | &nbsp;&nbsp;&nbsp;&nbsp;925 | &nbsp;&nbsp;&nbsp;&nbsp;943 |
|  | TPG Operating Group II LP | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;1/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;775 | &nbsp;&nbsp;&nbsp;&nbsp;777 |
|  | Transatlantic Holdings Inc. | &nbsp;&nbsp;8.000% | &nbsp;&nbsp;11/30/2039 | &nbsp;&nbsp;&nbsp;&nbsp;688 | &nbsp;&nbsp;&nbsp;&nbsp;867 |
|  | Travelers Cos. Inc. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;11/1/2040 | &nbsp;&nbsp;1400 | &nbsp;&nbsp;1426 |
|  | Travelers Cos. Inc. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;8/1/2043 | &nbsp;&nbsp;&nbsp;&nbsp;898 | &nbsp;&nbsp;&nbsp;&nbsp;819 |
|  | Travelers Cos. Inc. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;8/25/2045 | &nbsp;&nbsp;&nbsp;&nbsp;786 | &nbsp;&nbsp;&nbsp;&nbsp;681 |
|  | Travelers Cos. Inc. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;5/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp;572 | &nbsp;&nbsp;&nbsp;&nbsp;457 |
|  | Travelers Cos. Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;5/30/2047 | &nbsp;&nbsp;1505 | &nbsp;&nbsp;1240 |
|  | Travelers Cos. Inc. | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;3/4/2049 | &nbsp;&nbsp;2079 | &nbsp;&nbsp;1715 |
|  | Travelers Cos. Inc. | &nbsp;&nbsp;3.050% | &nbsp;&nbsp;6/8/2051 | &nbsp;&nbsp;1630 | &nbsp;&nbsp;1103 |
|  | Travelers Cos. Inc. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;5/25/2053 | &nbsp;&nbsp;1156 | &nbsp;&nbsp;1158 |
|  | Travelers Cos. Inc. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;7/24/2055 | &nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;518 |
|  | UBS AG | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;6/26/2048 | &nbsp;&nbsp;1485 | &nbsp;&nbsp;1317 |
|  | UBS Group AG | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;5/15/2045 | &nbsp;&nbsp;2723 | &nbsp;&nbsp;2554 |
|  | Unum Group | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;8/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp;810 | &nbsp;&nbsp;&nbsp;&nbsp;811 |
|  | Unum Group | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;6/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;910 | &nbsp;&nbsp;&nbsp;&nbsp;695 |
|  | Unum Group | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;6/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;595 | &nbsp;&nbsp;&nbsp;&nbsp;602 |
|  | Visa Inc. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;12/14/2035 | &nbsp;&nbsp;2860 | &nbsp;&nbsp;2758 |
|  | Visa Inc. | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;4/15/2040 | &nbsp;&nbsp;1819 | &nbsp;&nbsp;1394 |
|  | Visa Inc. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;12/14/2045 | &nbsp;&nbsp;5561 | &nbsp;&nbsp;4905 |
|  | Visa Inc. | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;9/15/2047 | &nbsp;&nbsp;1810 | &nbsp;&nbsp;1430 |
|  | Visa Inc. | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;8/15/2050 | &nbsp;&nbsp;3736 | &nbsp;&nbsp;2077 |
|  | Voya Financial Inc. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;7/15/2043 | &nbsp;&nbsp;1029 | &nbsp;&nbsp;1038 |
|  | W R Berkley Corp. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;8/1/2044 | &nbsp;&nbsp;1325 | &nbsp;&nbsp;1234 |
|  | W R Berkley Corp. | &nbsp;&nbsp;3.550% | &nbsp;&nbsp;3/30/2052 | &nbsp;&nbsp;&nbsp;&nbsp;575 | &nbsp;&nbsp;&nbsp;&nbsp;410 |
|  | W R Berkley Corp. | &nbsp;&nbsp;3.150% | &nbsp;&nbsp;9/30/2061 | &nbsp;&nbsp;&nbsp;&nbsp;995 | &nbsp;&nbsp;&nbsp;&nbsp;629 |
|  | Wachovia Corp. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;8/1/2035 | &nbsp;&nbsp;2223 | &nbsp;&nbsp;2289 |
| <sup>1</sup> | Wells Fargo & Co. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;12/15/2036 | &nbsp;&nbsp;1311 | &nbsp;&nbsp;1355 |
| <sup>1</sup> | Wells Fargo & Co. | &nbsp;&nbsp;3.068% | &nbsp;&nbsp;4/30/2041 | &nbsp;&nbsp;3795 | &nbsp;&nbsp;2945 |
|  | Wells Fargo & Co. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;11/2/2043 | &nbsp;&nbsp;2456 | &nbsp;&nbsp;2399 |
|  | Wells Fargo & Co. | &nbsp;&nbsp;5.606% | &nbsp;&nbsp;1/15/2044 | &nbsp;&nbsp;3616 | &nbsp;&nbsp;3621 |
| <sup>1</sup> | Wells Fargo & Co. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;11/4/2044 | &nbsp;&nbsp;2723 | &nbsp;&nbsp;2406 |
|  | Wells Fargo & Co. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;5/1/2045 | &nbsp;&nbsp;3002 | &nbsp;&nbsp;2461 |
| <sup>1</sup> | Wells Fargo & Co. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;11/17/2045 | &nbsp;&nbsp;3672 | &nbsp;&nbsp;3346 |
| <sup>1</sup> | Wells Fargo & Co. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;6/14/2046 | &nbsp;&nbsp;2494 | &nbsp;&nbsp;2108 |
| <sup>1</sup> | Wells Fargo & Co. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;12/7/2046 | &nbsp;&nbsp;4109 | &nbsp;&nbsp;3648 |
| <sup>1</sup> | Wells Fargo & Co. | &nbsp;&nbsp;5.013% | &nbsp;&nbsp;4/4/2051 | &nbsp;&nbsp;8532 | &nbsp;&nbsp;7973 |
| <sup>1</sup> | Wells Fargo & Co. | &nbsp;&nbsp;4.611% | &nbsp;&nbsp;4/25/2053 | &nbsp;&nbsp;5282 | &nbsp;&nbsp;4640 |
| <sup>1</sup> | Wells Fargo Bank NA | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;2/1/2037 | &nbsp;&nbsp;2396 | &nbsp;&nbsp;2537 |
| <sup>1</sup> | Wells Fargo Bank NA | &nbsp;&nbsp;6.600% | &nbsp;&nbsp;1/15/2038 | &nbsp;&nbsp;&nbsp;&nbsp;994 | &nbsp;&nbsp;1123 |
|  | Western Union Co. | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;11/17/2036 | &nbsp;&nbsp;1045 | &nbsp;&nbsp;1091 |
|  | Westpac Banking Corp. | &nbsp;&nbsp;4.421% | &nbsp;&nbsp;7/24/2039 | &nbsp;&nbsp;1524 | &nbsp;&nbsp;1407 |
|  | Westpac Banking Corp. | &nbsp;&nbsp;2.963% | &nbsp;&nbsp;11/16/2040 | &nbsp;&nbsp;&nbsp;&nbsp;855 | &nbsp;&nbsp;&nbsp;&nbsp;655 |
|  | Westpac Banking Corp. | &nbsp;&nbsp;3.133% | &nbsp;&nbsp;11/18/2041 | &nbsp;&nbsp;1883 | &nbsp;&nbsp;1423 |
|  | Willis North America Inc. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;9/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp;458 | &nbsp;&nbsp;&nbsp;&nbsp;417 |
|  | Willis North America Inc. | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;9/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;966 | &nbsp;&nbsp;&nbsp;&nbsp;733 |
|  | Willis North America Inc. | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;3/5/2054 | &nbsp;&nbsp;&nbsp;&nbsp;977 | &nbsp;&nbsp;&nbsp;&nbsp;994 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | XL Group Ltd. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;12/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;870 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;846 |
|  |  |  |  |  | &nbsp;&nbsp;**510910** |
| **Health Care (6.9%)** | **Health Care (6.9%)** | **Health Care (6.9%)** | **Health Care (6.9%)** | **Health Care (6.9%)** | **Health Care (6.9%)** |
|  | Abbott Laboratories | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;11/30/2036 | &nbsp;&nbsp;&nbsp;&nbsp;3267 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3297 |
|  | Abbott Laboratories | &nbsp;&nbsp;6.150% | &nbsp;&nbsp;11/30/2037 | &nbsp;&nbsp;&nbsp;&nbsp;1720 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1930 |
|  | Abbott Laboratories | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;4/1/2039 | &nbsp;&nbsp;&nbsp;&nbsp;1216 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1348 |
|  | Abbott Laboratories | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;5/27/2040 | &nbsp;&nbsp;&nbsp;&nbsp;1051 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1091 |
|  | Abbott Laboratories | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;4/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp;1095 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1049 |
|  | Abbott Laboratories | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;11/30/2046 | &nbsp;&nbsp;&nbsp;&nbsp;2543 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2441 |
|  | AbbVie Inc. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;5/14/2036 | &nbsp;&nbsp;&nbsp;&nbsp;1332 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1281 |
|  | AbbVie Inc. | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;11/21/2039 | &nbsp;&nbsp;&nbsp;&nbsp;7972 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7133 |
|  | AbbVie Inc. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;10/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;840 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;779 |
|  | AbbVie Inc. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;11/6/2042 | &nbsp;&nbsp;&nbsp;&nbsp;5538 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4993 |
|  | AbbVie Inc. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;6/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp;3344 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3153 |
|  | AbbVie Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;3/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp;1097 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1014 |
|  | AbbVie Inc. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;5/14/2045 | &nbsp;&nbsp;&nbsp;&nbsp;5661 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5195 |
|  | AbbVie Inc. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;5/14/2046 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;957 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;846 |
|  | AbbVie Inc. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;11/14/2048 | &nbsp;&nbsp;&nbsp;&nbsp;2553 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2369 |
|  | AbbVie Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;11/21/2049 | &nbsp;&nbsp;10348 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8736 |
|  | AbbVie Inc. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;3/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;6430 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6399 |
|  | AbbVie Inc. | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;3/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;1103 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1128 |
|  | AbbVie Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;3/15/2064 | &nbsp;&nbsp;&nbsp;&nbsp;2060 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2059 |
|  | Adventist Health System | &nbsp;&nbsp;3.630% | &nbsp;&nbsp;3/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;835 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;575 |
|  | Advocate Health & Hospitals Corp. | &nbsp;&nbsp;4.272% | &nbsp;&nbsp;8/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;980 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;827 |
|  | Advocate Health & Hospitals Corp. | &nbsp;&nbsp;3.387% | &nbsp;&nbsp;10/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;920 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;668 |
| <sup>1</sup> | Advocate Health & Hospitals Corp. | &nbsp;&nbsp;3.008% | &nbsp;&nbsp;6/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;828 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;556 |
|  | Aetna Inc. | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;6/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;851 |
|  | Aetna Inc. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;12/15/2037 | &nbsp;&nbsp;&nbsp;&nbsp;1169 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1291 |
|  | Aetna Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;5/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;998 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;862 |
|  | Aetna Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;3/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;998 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;864 |
|  | AHS Hospital Corp. | &nbsp;&nbsp;5.024% | &nbsp;&nbsp;7/1/2045 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;735 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;704 |
| <sup>1</sup> | AHS Hospital Corp. | &nbsp;&nbsp;2.780% | &nbsp;&nbsp;7/1/2051 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;920 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;581 |
| <sup>1</sup> | Allina Health System | &nbsp;&nbsp;3.887% | &nbsp;&nbsp;4/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;1366 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1075 |
|  | Amgen Inc. | &nbsp;&nbsp;6.400% | &nbsp;&nbsp;2/1/2039 | &nbsp;&nbsp;&nbsp;&nbsp;1905 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2092 |
|  | Amgen Inc. | &nbsp;&nbsp;3.150% | &nbsp;&nbsp;2/21/2040 | &nbsp;&nbsp;&nbsp;&nbsp;2264 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1783 |
|  | Amgen Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;10/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;656 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;619 |
|  | Amgen Inc. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;11/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp;1414 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1373 |
|  | Amgen Inc. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;6/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;780 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;797 |
|  | Amgen Inc. | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;3/2/2043 | &nbsp;&nbsp;&nbsp;&nbsp;4822 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4881 |
|  | Amgen Inc. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;5/1/2045 | &nbsp;&nbsp;&nbsp;&nbsp;3892 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3379 |
|  | Amgen Inc. | &nbsp;&nbsp;4.563% | &nbsp;&nbsp;6/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp;2609 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2254 |
|  | Amgen Inc. | &nbsp;&nbsp;4.663% | &nbsp;&nbsp;6/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;6165 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5385 |
|  | Amgen Inc. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;2/22/2052 | &nbsp;&nbsp;&nbsp;&nbsp;2648 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2125 |
|  | Amgen Inc. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;3/1/2053 | &nbsp;&nbsp;&nbsp;&nbsp;1635 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1459 |
|  | Amgen Inc. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;3/2/2053 | &nbsp;&nbsp;&nbsp;&nbsp;8796 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8779 |
|  | Amgen Inc. | &nbsp;&nbsp;2.770% | &nbsp;&nbsp;9/1/2053 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;632 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;384 |
|  | Amgen Inc. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;2/22/2062 | &nbsp;&nbsp;&nbsp;&nbsp;1162 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;928 |
|  | Amgen Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;3/2/2063 | &nbsp;&nbsp;&nbsp;&nbsp;2876 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2869 |
| <sup>1</sup> | Ascension Health | &nbsp;&nbsp;3.106% | &nbsp;&nbsp;11/15/2039 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;845 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;669 |
|  | Ascension Health | &nbsp;&nbsp;3.945% | &nbsp;&nbsp;11/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp;2208 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1808 |
| <sup>1</sup> | Ascension Health | &nbsp;&nbsp;4.847% | &nbsp;&nbsp;11/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;1272 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1159 |
|  | AstraZeneca plc | &nbsp;&nbsp;6.450% | &nbsp;&nbsp;9/15/2037 | &nbsp;&nbsp;&nbsp;&nbsp;5241 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5970 |
|  | AstraZeneca plc | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;9/18/2042 | &nbsp;&nbsp;&nbsp;&nbsp;3046 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2647 |
|  | AstraZeneca plc | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;11/16/2045 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;952 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;849 |
|  | AstraZeneca plc | &nbsp;&nbsp;2.125% | &nbsp;&nbsp;8/6/2050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;991 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;566 |
|  | AstraZeneca plc | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;5/28/2051 | &nbsp;&nbsp;&nbsp;&nbsp;1269 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;873 |
|  | Banner Health | &nbsp;&nbsp;2.907% | &nbsp;&nbsp;1/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;825 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;615 |
| <sup>1</sup> | Baptist Health South Florida Obligated Group | &nbsp;&nbsp;3.115% | &nbsp;&nbsp;11/15/2071 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;326 |
| <sup>1</sup> | Baptist Healthcare System Obligated Group | &nbsp;&nbsp;3.540% | &nbsp;&nbsp;8/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;996 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;722 |
|  | Baxalta Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;6/23/2045 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;860 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;826 |
|  | Baxter International Inc. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;8/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp;1430 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1023 |
|  | Baylor Scott & White Holdings | &nbsp;&nbsp;3.967% | &nbsp;&nbsp;11/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp;1416 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1152 |
| <sup>1</sup> | Baylor Scott & White Holdings | &nbsp;&nbsp;2.839% | &nbsp;&nbsp;11/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;1312 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;843 |
|  | Becton Dickinson & Co. | &nbsp;&nbsp;4.685% | &nbsp;&nbsp;12/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76 |
|  | Becton Dickinson & Co. | &nbsp;&nbsp;4.669% | &nbsp;&nbsp;6/6/2047 | &nbsp;&nbsp;&nbsp;&nbsp;2516 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2224 |
| <sup>1</sup> | Beth Israel Lahey Health Inc. | &nbsp;&nbsp;3.080% | &nbsp;&nbsp;7/1/2051 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;970 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;634 |
|  | Biogen Inc. | &nbsp;&nbsp;3.150% | &nbsp;&nbsp;5/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;2245 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1459 |
|  | Biogen Inc. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;2/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;2901 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1896 |
|  | Biogen Inc. | &nbsp;&nbsp;6.450% | &nbsp;&nbsp;5/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;595 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;638 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Boston Scientific Corp. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;3/1/2039 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;835 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;797 |
|  | Boston Scientific Corp. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;3/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp;1010 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;924 |
|  | Bristol-Myers Squibb Co. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;6/15/2039 | &nbsp;&nbsp;&nbsp;&nbsp;1336 | &nbsp;&nbsp;&nbsp;&nbsp;1210 |
|  | Bristol-Myers Squibb Co. | &nbsp;&nbsp;3.550% | &nbsp;&nbsp;3/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp;1073 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;867 |
|  | Bristol-Myers Squibb Co. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;5/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp;3506 | &nbsp;&nbsp;&nbsp;&nbsp;3177 |
|  | Bristol-Myers Squibb Co. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;11/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp;1053 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;897 |
|  | Bristol-Myers Squibb Co. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;2/20/2048 | &nbsp;&nbsp;&nbsp;&nbsp;4103 | &nbsp;&nbsp;&nbsp;&nbsp;3589 |
|  | Bristol-Myers Squibb Co. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;10/26/2049 | &nbsp;&nbsp;&nbsp;&nbsp;6881 | &nbsp;&nbsp;&nbsp;&nbsp;5702 |
|  | Bristol-Myers Squibb Co. | &nbsp;&nbsp;2.550% | &nbsp;&nbsp;11/13/2050 | &nbsp;&nbsp;&nbsp;&nbsp;1202 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;722 |
|  | Bristol-Myers Squibb Co. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;3/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;3727 | &nbsp;&nbsp;&nbsp;&nbsp;2782 |
|  | Bristol-Myers Squibb Co. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;11/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;1092 | &nbsp;&nbsp;&nbsp;&nbsp;1192 |
|  | Bristol-Myers Squibb Co. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;2/22/2054 | &nbsp;&nbsp;&nbsp;&nbsp;5170 | &nbsp;&nbsp;&nbsp;&nbsp;5153 |
|  | Bristol-Myers Squibb Co. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;3/15/2062 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;630 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;461 |
|  | Bristol-Myers Squibb Co. | &nbsp;&nbsp;6.400% | &nbsp;&nbsp;11/15/2063 | &nbsp;&nbsp;&nbsp;&nbsp;2335 | &nbsp;&nbsp;&nbsp;&nbsp;2575 |
|  | Bristol-Myers Squibb Co. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;2/22/2064 | &nbsp;&nbsp;&nbsp;&nbsp;3165 | &nbsp;&nbsp;&nbsp;&nbsp;3140 |
|  | Cardinal Health Inc. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;3/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;245 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;214 |
|  | Cardinal Health Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;11/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp;1122 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;962 |
|  | Cardinal Health Inc. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;9/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp;1253 | &nbsp;&nbsp;&nbsp;&nbsp;1132 |
| <sup>1</sup> | Catholic Health Services of Long Island Obligated Group | &nbsp;&nbsp;3.368% | &nbsp;&nbsp;7/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;990 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;690 |
|  | Cencora Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;3/1/2045 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;754 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;632 |
|  | Cencora Inc. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;12/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;791 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;659 |
|  | Children's Health System of Texas | &nbsp;&nbsp;2.511% | &nbsp;&nbsp;8/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;345 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;206 |
| <sup>1</sup> | Children's Hospital | &nbsp;&nbsp;2.928% | &nbsp;&nbsp;7/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;175 |
| <sup>1</sup> | Children's Hospital Corp. | &nbsp;&nbsp;4.115% | &nbsp;&nbsp;1/1/2047 | &nbsp;&nbsp;&nbsp;&nbsp;1404 | &nbsp;&nbsp;&nbsp;&nbsp;1178 |
| <sup>1</sup> | Children's Hospital Corp. | &nbsp;&nbsp;2.585% | &nbsp;&nbsp;2/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;1135 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;701 |
|  | Children's Hospital Medical Center | &nbsp;&nbsp;4.268% | &nbsp;&nbsp;5/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;659 |
| <sup>1</sup> | Children's Hospital of Philadelphia | &nbsp;&nbsp;2.704% | &nbsp;&nbsp;7/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;920 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;581 |
|  | Cigna Group | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;1/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;2300 | &nbsp;&nbsp;&nbsp;&nbsp;2329 |
|  | Cigna Group | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;8/15/2038 | &nbsp;&nbsp;&nbsp;&nbsp;3725 | &nbsp;&nbsp;&nbsp;&nbsp;3556 |
|  | Cigna Group | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;3/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp;1638 | &nbsp;&nbsp;&nbsp;&nbsp;1280 |
| <sup>1</sup> | Cigna Group | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;11/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;606 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;641 |
| <sup>1</sup> | Cigna Group | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;7/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp;2265 | &nbsp;&nbsp;&nbsp;&nbsp;2026 |
| <sup>1</sup> | Cigna Group | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;10/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;895 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;694 |
|  | Cigna Group | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;12/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp;4890 | &nbsp;&nbsp;&nbsp;&nbsp;4391 |
|  | Cigna Group | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;3/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;702 |
|  | Cigna Group | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;3/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;3350 | &nbsp;&nbsp;&nbsp;&nbsp;2331 |
|  | Cigna Group | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;2/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;1680 | &nbsp;&nbsp;&nbsp;&nbsp;1648 |
|  | Cigna Group | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;1/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;711 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;738 |
| <sup>1</sup> | City of Hope | &nbsp;&nbsp;5.623% | &nbsp;&nbsp;11/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;620 |
| <sup>1</sup> | City of Hope | &nbsp;&nbsp;4.378% | &nbsp;&nbsp;8/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;695 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;573 |
|  | Cleveland Clinic Foundation | &nbsp;&nbsp;4.858% | &nbsp;&nbsp;1/1/2114 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;757 |
| <sup>1</sup> | CommonSpirit Health | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;11/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp;1927 | &nbsp;&nbsp;&nbsp;&nbsp;1664 |
|  | CommonSpirit Health | &nbsp;&nbsp;3.817% | &nbsp;&nbsp;10/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;945 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;708 |
|  | CommonSpirit Health | &nbsp;&nbsp;4.187% | &nbsp;&nbsp;10/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;887 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;703 |
|  | CommonSpirit Health | &nbsp;&nbsp;3.910% | &nbsp;&nbsp;10/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;2067 | &nbsp;&nbsp;&nbsp;&nbsp;1556 |
|  | CommonSpirit Health | &nbsp;&nbsp;5.548% | &nbsp;&nbsp;12/1/2054 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;790 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;761 |
| <sup>1</sup> | Corewell Health Obligated Group | &nbsp;&nbsp;3.487% | &nbsp;&nbsp;7/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;573 |
| <sup>1</sup> | Cottage Health Obligated Group | &nbsp;&nbsp;3.304% | &nbsp;&nbsp;11/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;855 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;607 |
|  | CVS Health Corp. | &nbsp;&nbsp;4.780% | &nbsp;&nbsp;3/25/2038 | &nbsp;&nbsp;&nbsp;&nbsp;6288 | &nbsp;&nbsp;&nbsp;&nbsp;5896 |
|  | CVS Health Corp. | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;9/15/2039 | &nbsp;&nbsp;&nbsp;&nbsp;1685 | &nbsp;&nbsp;&nbsp;&nbsp;1754 |
|  | CVS Health Corp. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;4/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;984 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;836 |
|  | CVS Health Corp. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;12/5/2043 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;940 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;880 |
|  | CVS Health Corp. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;7/20/2045 | &nbsp;&nbsp;&nbsp;&nbsp;6891 | &nbsp;&nbsp;&nbsp;&nbsp;6252 |
|  | CVS Health Corp. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;3/25/2048 | &nbsp;&nbsp;12580 | &nbsp;&nbsp;11200 |
|  | CVS Health Corp. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;2/21/2053 | &nbsp;&nbsp;&nbsp;&nbsp;2420 | &nbsp;&nbsp;&nbsp;&nbsp;2299 |
|  | CVS Health Corp. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;6/1/2053 | &nbsp;&nbsp;&nbsp;&nbsp;2124 | &nbsp;&nbsp;&nbsp;&nbsp;2086 |
|  | CVS Health Corp. | &nbsp;&nbsp;6.050% | &nbsp;&nbsp;6/1/2054 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;695 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;703 |
|  | CVS Health Corp. | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;9/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;2573 |
|  | CVS Health Corp. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;6/1/2063 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;905 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;892 |
|  | CVS Health Corp. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;9/15/2065 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;688 |
|  | Danaher Corp. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;9/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;787 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;692 |
|  | Danaher Corp. | &nbsp;&nbsp;2.600% | &nbsp;&nbsp;10/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;2005 | &nbsp;&nbsp;&nbsp;&nbsp;1249 |
|  | Danaher Corp. | &nbsp;&nbsp;2.800% | &nbsp;&nbsp;12/10/2051 | &nbsp;&nbsp;&nbsp;&nbsp;2185 | &nbsp;&nbsp;&nbsp;&nbsp;1404 |
| <sup>1</sup> | Dartmouth-Hitchcock Health | &nbsp;&nbsp;4.178% | &nbsp;&nbsp;8/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;729 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;577 |
|  | DH Europe Finance II Sarl | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;11/15/2039 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;882 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;722 |
|  | DH Europe Finance II Sarl | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;11/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;838 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;615 |
|  | Dignity Health | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;11/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;658 |
|  | Dignity Health | &nbsp;&nbsp;5.267% | &nbsp;&nbsp;11/1/2064 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;530 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;479 |
| <sup>1</sup> | Duke University Health System Inc. | &nbsp;&nbsp;3.920% | &nbsp;&nbsp;6/1/2047 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;985 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;796 |
|  | Elevance Health Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;1/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;1598 | &nbsp;&nbsp;&nbsp;&nbsp;1587 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Elevance Health Inc. | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;1/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;992 | &nbsp;&nbsp;1052 |
|  | Elevance Health Inc. | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;6/15/2037 | &nbsp;&nbsp;&nbsp;&nbsp;516 | &nbsp;&nbsp;&nbsp;&nbsp;565 |
|  | Elevance Health Inc. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;5/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp;956 | &nbsp;&nbsp;&nbsp;&nbsp;862 |
|  | Elevance Health Inc. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;1/15/2043 | &nbsp;&nbsp;1439 | &nbsp;&nbsp;1290 |
|  | Elevance Health Inc. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;1/15/2044 | &nbsp;&nbsp;1504 | &nbsp;&nbsp;1422 |
|  | Elevance Health Inc. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;8/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp;888 | &nbsp;&nbsp;&nbsp;&nbsp;788 |
|  | Elevance Health Inc. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;12/1/2047 | &nbsp;&nbsp;1316 | &nbsp;&nbsp;1099 |
|  | Elevance Health Inc. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;3/1/2048 | &nbsp;&nbsp;2028 | &nbsp;&nbsp;1730 |
|  | Elevance Health Inc. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;9/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;915 | &nbsp;&nbsp;&nbsp;&nbsp;671 |
|  | Elevance Health Inc. | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;5/15/2050 | &nbsp;&nbsp;1450 | &nbsp;&nbsp;&nbsp;&nbsp;959 |
|  | Elevance Health Inc. | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;3/15/2051 | &nbsp;&nbsp;1940 | &nbsp;&nbsp;1390 |
|  | Elevance Health Inc. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;5/15/2052 | &nbsp;&nbsp;1105 | &nbsp;&nbsp;&nbsp;&nbsp;923 |
|  | Elevance Health Inc. | &nbsp;&nbsp;6.100% | &nbsp;&nbsp;10/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;980 | &nbsp;&nbsp;1022 |
|  | Elevance Health Inc. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;2/15/2053 | &nbsp;&nbsp;1684 | &nbsp;&nbsp;1538 |
|  | Elevance Health Inc. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;6/15/2054 | &nbsp;&nbsp;1140 | &nbsp;&nbsp;1120 |
|  | Elevance Health Inc. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;2/15/2055 | &nbsp;&nbsp;3027 | &nbsp;&nbsp;2997 |
|  | Elevance Health Inc. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;9/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;496 |
|  | Elevance Health Inc. | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;11/1/2064 | &nbsp;&nbsp;2088 | &nbsp;&nbsp;2075 |
|  | Eli Lilly & Co. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;10/15/2035 | &nbsp;&nbsp;1327 | &nbsp;&nbsp;1344 |
|  | Eli Lilly & Co. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;3/15/2049 | &nbsp;&nbsp;1080 | &nbsp;&nbsp;&nbsp;&nbsp;879 |
|  | Eli Lilly & Co. | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;5/15/2050 | &nbsp;&nbsp;2560 | &nbsp;&nbsp;1492 |
|  | Eli Lilly & Co. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;2/27/2053 | &nbsp;&nbsp;2520 | &nbsp;&nbsp;2351 |
|  | Eli Lilly & Co. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;2/9/2054 | &nbsp;&nbsp;4120 | &nbsp;&nbsp;3900 |
|  | Eli Lilly & Co. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;8/14/2054 | &nbsp;&nbsp;&nbsp;&nbsp;757 | &nbsp;&nbsp;&nbsp;&nbsp;722 |
|  | Eli Lilly & Co. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;2/12/2055 | &nbsp;&nbsp;2319 | &nbsp;&nbsp;2369 |
|  | Eli Lilly & Co. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;10/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;952 | &nbsp;&nbsp;&nbsp;&nbsp;980 |
|  | Eli Lilly & Co. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;3/15/2059 | &nbsp;&nbsp;2120 | &nbsp;&nbsp;1709 |
|  | Eli Lilly & Co. | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;9/15/2060 | &nbsp;&nbsp;&nbsp;&nbsp;945 | &nbsp;&nbsp;&nbsp;&nbsp;536 |
|  | Eli Lilly & Co. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;2/27/2063 | &nbsp;&nbsp;2400 | &nbsp;&nbsp;2210 |
|  | Eli Lilly & Co. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;2/9/2064 | &nbsp;&nbsp;3125 | &nbsp;&nbsp;2951 |
|  | Eli Lilly & Co. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;8/14/2064 | &nbsp;&nbsp;&nbsp;&nbsp;710 | &nbsp;&nbsp;&nbsp;&nbsp;682 |
|  | Eli Lilly & Co. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;10/15/2065 | &nbsp;&nbsp;1555 | &nbsp;&nbsp;1607 |
| <sup>1</sup> | Franciscan Missionaries of Our Lady Health System Inc. | &nbsp;&nbsp;3.914% | &nbsp;&nbsp;7/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp;790 | &nbsp;&nbsp;&nbsp;&nbsp;605 |
|  | GE HealthCare Technologies Inc. | &nbsp;&nbsp;6.377% | &nbsp;&nbsp;11/22/2052 | &nbsp;&nbsp;1567 | &nbsp;&nbsp;1728 |
|  | Gilead Sciences Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;9/1/2036 | &nbsp;&nbsp;2126 | &nbsp;&nbsp;1977 |
|  | Gilead Sciences Inc. | &nbsp;&nbsp;2.600% | &nbsp;&nbsp;10/1/2040 | &nbsp;&nbsp;3246 | &nbsp;&nbsp;2382 |
|  | Gilead Sciences Inc. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;12/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp;948 | &nbsp;&nbsp;&nbsp;&nbsp;992 |
|  | Gilead Sciences Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;4/1/2044 | &nbsp;&nbsp;&nbsp;&nbsp;994 | &nbsp;&nbsp;&nbsp;&nbsp;928 |
|  | Gilead Sciences Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;2/1/2045 | &nbsp;&nbsp;3698 | &nbsp;&nbsp;3308 |
|  | Gilead Sciences Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;3/1/2046 | &nbsp;&nbsp;4583 | &nbsp;&nbsp;4214 |
|  | Gilead Sciences Inc. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;3/1/2047 | &nbsp;&nbsp;&nbsp;&nbsp;875 | &nbsp;&nbsp;&nbsp;&nbsp;738 |
|  | Gilead Sciences Inc. | &nbsp;&nbsp;2.800% | &nbsp;&nbsp;10/1/2050 | &nbsp;&nbsp;3248 | &nbsp;&nbsp;2097 |
|  | Gilead Sciences Inc. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;10/15/2053 | &nbsp;&nbsp;1175 | &nbsp;&nbsp;1186 |
|  | Gilead Sciences Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;11/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;775 | &nbsp;&nbsp;&nbsp;&nbsp;780 |
|  | Gilead Sciences Inc. | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;11/15/2064 | &nbsp;&nbsp;1255 | &nbsp;&nbsp;1270 |
|  | GlaxoSmithKline Capital Inc. | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;5/15/2038 | &nbsp;&nbsp;3606 | &nbsp;&nbsp;4054 |
|  | GlaxoSmithKline Capital Inc. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;3/18/2043 | &nbsp;&nbsp;&nbsp;&nbsp;957 | &nbsp;&nbsp;&nbsp;&nbsp;841 |
| <sup>1</sup> | Hackensack Meridian Health Inc. | &nbsp;&nbsp;2.675% | &nbsp;&nbsp;9/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp;925 | &nbsp;&nbsp;&nbsp;&nbsp;661 |
| <sup>1</sup> | Hackensack Meridian Health Inc. | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;9/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;517 |
|  | Hackensack Meridian Health Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;7/1/2057 | &nbsp;&nbsp;1482 | &nbsp;&nbsp;1265 |
| <sup>1</sup> | Hartford HealthCare Corp. | &nbsp;&nbsp;3.447% | &nbsp;&nbsp;7/1/2054 | &nbsp;&nbsp;1085 | &nbsp;&nbsp;&nbsp;&nbsp;793 |
|  | HCA Inc. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;6/15/2039 | &nbsp;&nbsp;&nbsp;&nbsp;958 | &nbsp;&nbsp;&nbsp;&nbsp;922 |
|  | HCA Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;6/15/2047 | &nbsp;&nbsp;2940 | &nbsp;&nbsp;2807 |
|  | HCA Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;6/15/2049 | &nbsp;&nbsp;2861 | &nbsp;&nbsp;2611 |
|  | HCA Inc. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;7/15/2051 | &nbsp;&nbsp;2517 | &nbsp;&nbsp;1723 |
|  | HCA Inc. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;3/15/2052 | &nbsp;&nbsp;4440 | &nbsp;&nbsp;3664 |
|  | HCA Inc. | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;6/1/2053 | &nbsp;&nbsp;2154 | &nbsp;&nbsp;2127 |
|  | HCA Inc. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;4/1/2054 | &nbsp;&nbsp;1819 | &nbsp;&nbsp;1823 |
|  | HCA Inc. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;9/15/2054 | &nbsp;&nbsp;2885 | &nbsp;&nbsp;2876 |
|  | HCA Inc. | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;3/1/2055 | &nbsp;&nbsp;2195 | &nbsp;&nbsp;2266 |
|  | HCA Inc. | &nbsp;&nbsp;6.100% | &nbsp;&nbsp;4/1/2064 | &nbsp;&nbsp;1770 | &nbsp;&nbsp;1777 |
|  | Hoag Memorial Hospital Presbyterian | &nbsp;&nbsp;3.803% | &nbsp;&nbsp;7/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;995 | &nbsp;&nbsp;&nbsp;&nbsp;767 |
|  | Humana Inc. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;12/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp;409 | &nbsp;&nbsp;&nbsp;&nbsp;354 |
|  | Humana Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;10/1/2044 | &nbsp;&nbsp;1606 | &nbsp;&nbsp;1430 |
|  | Humana Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;3/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp;890 | &nbsp;&nbsp;&nbsp;&nbsp;759 |
|  | Humana Inc. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;8/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;505 | &nbsp;&nbsp;&nbsp;&nbsp;374 |
|  | Humana Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;4/15/2054 | &nbsp;&nbsp;1700 | &nbsp;&nbsp;1622 |
|  | Humana Inc. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;5/1/2055 | &nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;990 |
|  | Indiana University Health Inc. Obligated Group | &nbsp;&nbsp;3.970% | &nbsp;&nbsp;11/1/2048 | &nbsp;&nbsp;1145 | &nbsp;&nbsp;&nbsp;&nbsp;928 |
| <sup>1</sup> | Indiana University Health Inc. Obligated Group | &nbsp;&nbsp;2.852% | &nbsp;&nbsp;11/1/2051 | &nbsp;&nbsp;1045 | &nbsp;&nbsp;&nbsp;&nbsp;671 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Inova Health System Foundation | &nbsp;&nbsp;4.068% | &nbsp;&nbsp;5/15/2052 | &nbsp;&nbsp;1285 | &nbsp;&nbsp;1036 |
| <sup>1</sup> | Integris Baptist Medical Center Inc. | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;8/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;755 | &nbsp;&nbsp;&nbsp;&nbsp;549 |
| <sup>1</sup> | Iowa Health System | &nbsp;&nbsp;3.665% | &nbsp;&nbsp;2/15/2050 | &nbsp;&nbsp;1125 | &nbsp;&nbsp;&nbsp;&nbsp;847 |
|  | Johns Hopkins Health System Corp. | &nbsp;&nbsp;3.837% | &nbsp;&nbsp;5/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp;963 | &nbsp;&nbsp;&nbsp;&nbsp;778 |
|  | Johnson & Johnson | &nbsp;&nbsp;3.550% | &nbsp;&nbsp;3/1/2036 | &nbsp;&nbsp;1391 | &nbsp;&nbsp;1273 |
|  | Johnson & Johnson | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;3/3/2037 | &nbsp;&nbsp;2138 | &nbsp;&nbsp;1940 |
|  | Johnson & Johnson | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;8/15/2037 | &nbsp;&nbsp;&nbsp;&nbsp;550 | &nbsp;&nbsp;&nbsp;&nbsp;615 |
|  | Johnson & Johnson | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;1/15/2038 | &nbsp;&nbsp;2155 | &nbsp;&nbsp;1897 |
|  | Johnson & Johnson | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;7/15/2038 | &nbsp;&nbsp;&nbsp;&nbsp;969 | &nbsp;&nbsp;1071 |
|  | Johnson & Johnson | &nbsp;&nbsp;2.100% | &nbsp;&nbsp;9/1/2040 | &nbsp;&nbsp;2775 | &nbsp;&nbsp;1953 |
|  | Johnson & Johnson | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;9/1/2040 | &nbsp;&nbsp;1448 | &nbsp;&nbsp;1404 |
|  | Johnson & Johnson | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;5/15/2041 | &nbsp;&nbsp;1020 | &nbsp;&nbsp;1018 |
|  | Johnson & Johnson | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;3/1/2046 | &nbsp;&nbsp;3077 | &nbsp;&nbsp;2533 |
|  | Johnson & Johnson | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;3/3/2047 | &nbsp;&nbsp;2511 | &nbsp;&nbsp;2057 |
|  | Johnson & Johnson | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;1/15/2048 | &nbsp;&nbsp;1312 | &nbsp;&nbsp;1026 |
|  | Johnson & Johnson | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;9/1/2050 | &nbsp;&nbsp;1935 | &nbsp;&nbsp;1164 |
|  | Johnson & Johnson | &nbsp;&nbsp;2.450% | &nbsp;&nbsp;9/1/2060 | &nbsp;&nbsp;1545 | &nbsp;&nbsp;&nbsp;&nbsp;880 |
| <sup>1</sup> | Kaiser Foundation Hospitals | &nbsp;&nbsp;2.810% | &nbsp;&nbsp;6/1/2041 | &nbsp;&nbsp;2142 | &nbsp;&nbsp;1583 |
|  | Kaiser Foundation Hospitals | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;4/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp;930 | &nbsp;&nbsp;&nbsp;&nbsp;884 |
|  | Kaiser Foundation Hospitals | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;5/1/2047 | &nbsp;&nbsp;1833 | &nbsp;&nbsp;1537 |
| <sup>1</sup> | Kaiser Foundation Hospitals | &nbsp;&nbsp;3.266% | &nbsp;&nbsp;11/1/2049 | &nbsp;&nbsp;1386 | &nbsp;&nbsp;&nbsp;&nbsp;982 |
| <sup>1</sup> | Kaiser Foundation Hospitals | &nbsp;&nbsp;3.002% | &nbsp;&nbsp;6/1/2051 | &nbsp;&nbsp;2327 | &nbsp;&nbsp;1543 |
|  | Koninklijke Philips NV | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;3/11/2038 | &nbsp;&nbsp;&nbsp;&nbsp;990 | &nbsp;&nbsp;1118 |
|  | Koninklijke Philips NV | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;3/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp;970 | &nbsp;&nbsp;&nbsp;&nbsp;908 |
|  | Laboratory Corp. of America Holdings | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;2/1/2045 | &nbsp;&nbsp;&nbsp;&nbsp;765 | &nbsp;&nbsp;&nbsp;&nbsp;686 |
| <sup>1</sup> | Mass General Brigham Inc. | &nbsp;&nbsp;3.765% | &nbsp;&nbsp;7/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp;821 | &nbsp;&nbsp;&nbsp;&nbsp;642 |
| <sup>1</sup> | Mass General Brigham Inc. | &nbsp;&nbsp;3.192% | &nbsp;&nbsp;7/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp;901 | &nbsp;&nbsp;&nbsp;&nbsp;632 |
| <sup>1</sup> | Mass General Brigham Inc. | &nbsp;&nbsp;3.342% | &nbsp;&nbsp;7/1/2060 | &nbsp;&nbsp;&nbsp;&nbsp;790 | &nbsp;&nbsp;&nbsp;&nbsp;530 |
| <sup>1</sup> | Mayo Clinic | &nbsp;&nbsp;3.774% | &nbsp;&nbsp;11/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp;740 | &nbsp;&nbsp;&nbsp;&nbsp;611 |
| <sup>1</sup> | Mayo Clinic | &nbsp;&nbsp;4.128% | &nbsp;&nbsp;11/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;935 | &nbsp;&nbsp;&nbsp;&nbsp;752 |
| <sup>1</sup> | Mayo Clinic | &nbsp;&nbsp;3.196% | &nbsp;&nbsp;11/15/2061 | &nbsp;&nbsp;&nbsp;&nbsp;990 | &nbsp;&nbsp;&nbsp;&nbsp;642 |
| <sup>1</sup> | McLaren Health Care Corp. | &nbsp;&nbsp;4.386% | &nbsp;&nbsp;5/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp;982 | &nbsp;&nbsp;&nbsp;&nbsp;833 |
| <sup>1</sup> | MedStar Health Inc. | &nbsp;&nbsp;3.626% | &nbsp;&nbsp;8/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;987 | &nbsp;&nbsp;&nbsp;&nbsp;726 |
|  | Medtronic Inc. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;3/15/2045 | &nbsp;&nbsp;2891 | &nbsp;&nbsp;2656 |
|  | Memorial Health Services | &nbsp;&nbsp;3.447% | &nbsp;&nbsp;11/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp;900 | &nbsp;&nbsp;&nbsp;&nbsp;647 |
| <sup>1</sup> | Memorial Sloan-Kettering Cancer Center | &nbsp;&nbsp;2.955% | &nbsp;&nbsp;1/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;132 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88 |
|  | Memorial Sloan-Kettering Cancer Center | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;7/1/2052 | &nbsp;&nbsp;&nbsp;&nbsp;710 | &nbsp;&nbsp;&nbsp;&nbsp;580 |
| <sup>1</sup> | Memorial Sloan-Kettering Cancer Center | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;7/1/2055 | &nbsp;&nbsp;1388 | &nbsp;&nbsp;1134 |
|  | Merck & Co. Inc. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;3/7/2039 | &nbsp;&nbsp;1997 | &nbsp;&nbsp;1783 |
|  | Merck & Co. Inc. | &nbsp;&nbsp;2.350% | &nbsp;&nbsp;6/24/2040 | &nbsp;&nbsp;1752 | &nbsp;&nbsp;1258 |
|  | Merck & Co. Inc. | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;9/15/2042 | &nbsp;&nbsp;1002 | &nbsp;&nbsp;&nbsp;&nbsp;814 |
|  | Merck & Co. Inc. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;5/18/2043 | &nbsp;&nbsp;3074 | &nbsp;&nbsp;2672 |
|  | Merck & Co. Inc. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;5/17/2044 | &nbsp;&nbsp;1445 | &nbsp;&nbsp;1371 |
|  | Merck & Co. Inc. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;2/10/2045 | &nbsp;&nbsp;4444 | &nbsp;&nbsp;3568 |
|  | Merck & Co. Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;3/7/2049 | &nbsp;&nbsp;2697 | &nbsp;&nbsp;2190 |
|  | Merck & Co. Inc. | &nbsp;&nbsp;2.450% | &nbsp;&nbsp;6/24/2050 | &nbsp;&nbsp;2851 | &nbsp;&nbsp;1708 |
|  | Merck & Co. Inc. | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;12/10/2051 | &nbsp;&nbsp;1323 | &nbsp;&nbsp;&nbsp;&nbsp;833 |
|  | Merck & Co. Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;5/17/2053 | &nbsp;&nbsp;1250 | &nbsp;&nbsp;1174 |
|  | Merck & Co. Inc. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;9/15/2055 | &nbsp;&nbsp;1550 | &nbsp;&nbsp;1600 |
|  | Merck & Co. Inc. | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;12/10/2061 | &nbsp;&nbsp;4280 | &nbsp;&nbsp;2566 |
| <sup>1</sup> | Methodist Hospital | &nbsp;&nbsp;2.705% | &nbsp;&nbsp;12/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;753 | &nbsp;&nbsp;&nbsp;&nbsp;471 |
| <sup>1</sup> | Montefiore Obligated Group | &nbsp;&nbsp;5.246% | &nbsp;&nbsp;11/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp;759 | &nbsp;&nbsp;&nbsp;&nbsp;621 |
|  | Montefiore Obligated Group | &nbsp;&nbsp;4.287% | &nbsp;&nbsp;9/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;605 | &nbsp;&nbsp;&nbsp;&nbsp;408 |
| <sup>1</sup> | Mount Nittany Medical Center Obligated Group | &nbsp;&nbsp;3.799% | &nbsp;&nbsp;11/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;780 | &nbsp;&nbsp;&nbsp;&nbsp;593 |
|  | Mylan Inc. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;11/29/2043 | &nbsp;&nbsp;&nbsp;&nbsp;871 | &nbsp;&nbsp;&nbsp;&nbsp;755 |
| <sup>1</sup> | MyMichigan Health | &nbsp;&nbsp;3.409% | &nbsp;&nbsp;6/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;406 | &nbsp;&nbsp;&nbsp;&nbsp;288 |
|  | New York & Presbyterian Hospital | &nbsp;&nbsp;4.024% | &nbsp;&nbsp;8/1/2045 | &nbsp;&nbsp;&nbsp;&nbsp;950 | &nbsp;&nbsp;&nbsp;&nbsp;795 |
|  | New York & Presbyterian Hospital | &nbsp;&nbsp;4.063% | &nbsp;&nbsp;8/1/2056 | &nbsp;&nbsp;&nbsp;&nbsp;133 | &nbsp;&nbsp;&nbsp;&nbsp;106 |
|  | New York & Presbyterian Hospital | &nbsp;&nbsp;2.606% | &nbsp;&nbsp;8/1/2060 | &nbsp;&nbsp;&nbsp;&nbsp;695 | &nbsp;&nbsp;&nbsp;&nbsp;389 |
| <sup>1</sup> | New York & Presbyterian Hospital | &nbsp;&nbsp;3.954% | &nbsp;&nbsp;8/1/2119 | &nbsp;&nbsp;&nbsp;&nbsp;980 | &nbsp;&nbsp;&nbsp;&nbsp;692 |
|  | Northwell Healthcare Inc. | &nbsp;&nbsp;3.979% | &nbsp;&nbsp;11/1/2046 | &nbsp;&nbsp;&nbsp;&nbsp;790 | &nbsp;&nbsp;&nbsp;&nbsp;626 |
|  | Northwell Healthcare Inc. | &nbsp;&nbsp;4.260% | &nbsp;&nbsp;11/1/2047 | &nbsp;&nbsp;&nbsp;&nbsp;974 | &nbsp;&nbsp;&nbsp;&nbsp;799 |
|  | Northwell Healthcare Inc. | &nbsp;&nbsp;3.809% | &nbsp;&nbsp;11/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp;890 | &nbsp;&nbsp;&nbsp;&nbsp;661 |
|  | Novant Health Inc. | &nbsp;&nbsp;2.637% | &nbsp;&nbsp;11/1/2036 | &nbsp;&nbsp;1520 | &nbsp;&nbsp;1216 |
|  | Novant Health Inc. | &nbsp;&nbsp;3.168% | &nbsp;&nbsp;11/1/2051 | &nbsp;&nbsp;&nbsp;&nbsp;829 | &nbsp;&nbsp;&nbsp;&nbsp;563 |
|  | Novant Health Inc. | &nbsp;&nbsp;3.318% | &nbsp;&nbsp;11/1/2061 | &nbsp;&nbsp;&nbsp;&nbsp;605 | &nbsp;&nbsp;&nbsp;&nbsp;397 |
|  | Novartis Capital Corp. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;9/21/2042 | &nbsp;&nbsp;1085 | &nbsp;&nbsp;&nbsp;&nbsp;909 |
|  | Novartis Capital Corp. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;5/6/2044 | &nbsp;&nbsp;3128 | &nbsp;&nbsp;2827 |
|  | Novartis Capital Corp. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;11/20/2045 | &nbsp;&nbsp;3113 | &nbsp;&nbsp;2636 |
|  | Novartis Capital Corp. | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;8/14/2050 | &nbsp;&nbsp;1165 | &nbsp;&nbsp;&nbsp;&nbsp;764 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Novartis Capital Corp. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;9/18/2054 | &nbsp;&nbsp;&nbsp;&nbsp;770 | &nbsp;&nbsp;&nbsp;&nbsp;704 |
| <sup>1</sup> | NY Society for Relief of Ruptured & Crippled Maintaining Hosp Special Surgery | &nbsp;&nbsp;2.667% | &nbsp;&nbsp;10/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;290 | &nbsp;&nbsp;&nbsp;&nbsp;179 |
| <sup>1</sup> | NYU Langone Hospitals | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;7/1/2043 | &nbsp;&nbsp;&nbsp;&nbsp;761 | &nbsp;&nbsp;&nbsp;&nbsp;785 |
|  | NYU Langone Hospitals | &nbsp;&nbsp;4.784% | &nbsp;&nbsp;7/1/2044 | &nbsp;&nbsp;&nbsp;&nbsp;843 | &nbsp;&nbsp;&nbsp;&nbsp;774 |
| <sup>1</sup> | NYU Langone Hospitals | &nbsp;&nbsp;4.368% | &nbsp;&nbsp;7/1/2047 | &nbsp;&nbsp;1390 | &nbsp;&nbsp;1212 |
| <sup>1</sup> | NYU Langone Hospitals | &nbsp;&nbsp;3.380% | &nbsp;&nbsp;7/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;750 | &nbsp;&nbsp;&nbsp;&nbsp;522 |
|  | OhioHealth Corp. | &nbsp;&nbsp;2.834% | &nbsp;&nbsp;11/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp;830 | &nbsp;&nbsp;&nbsp;&nbsp;614 |
| <sup>1</sup> | OhioHealth Corp. | &nbsp;&nbsp;3.042% | &nbsp;&nbsp;11/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;650 | &nbsp;&nbsp;&nbsp;&nbsp;448 |
|  | Orlando Health Obligated Group | &nbsp;&nbsp;5.475% | &nbsp;&nbsp;10/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;523 |
|  | Orlando Health Obligated Group | &nbsp;&nbsp;4.089% | &nbsp;&nbsp;10/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp;610 | &nbsp;&nbsp;&nbsp;&nbsp;499 |
|  | Orlando Health Obligated Group | &nbsp;&nbsp;3.327% | &nbsp;&nbsp;10/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;925 | &nbsp;&nbsp;&nbsp;&nbsp;662 |
| <sup>1</sup> | PeaceHealth Obligated Group | &nbsp;&nbsp;4.787% | &nbsp;&nbsp;11/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp;145 | &nbsp;&nbsp;&nbsp;&nbsp;124 |
|  | Pfizer Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;12/15/2036 | &nbsp;&nbsp;1362 | &nbsp;&nbsp;1270 |
|  | Pfizer Inc. | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;9/15/2038 | &nbsp;&nbsp;2291 | &nbsp;&nbsp;2083 |
|  | Pfizer Inc. | &nbsp;&nbsp;7.200% | &nbsp;&nbsp;3/15/2039 | &nbsp;&nbsp;4451 | &nbsp;&nbsp;5345 |
|  | Pfizer Inc. | &nbsp;&nbsp;2.550% | &nbsp;&nbsp;5/28/2040 | &nbsp;&nbsp;1710 | &nbsp;&nbsp;1257 |
|  | Pfizer Inc. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;6/15/2043 | &nbsp;&nbsp;1477 | &nbsp;&nbsp;1297 |
|  | Pfizer Inc. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;5/15/2044 | &nbsp;&nbsp;1495 | &nbsp;&nbsp;1333 |
|  | Pfizer Inc. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;12/15/2046 | &nbsp;&nbsp;1827 | &nbsp;&nbsp;1525 |
|  | Pfizer Inc. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;9/15/2048 | &nbsp;&nbsp;2776 | &nbsp;&nbsp;2330 |
|  | Pfizer Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;3/15/2049 | &nbsp;&nbsp;1075 | &nbsp;&nbsp;&nbsp;&nbsp;871 |
|  | Pfizer Inc. | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;5/28/2050 | &nbsp;&nbsp;1830 | &nbsp;&nbsp;1160 |
|  | Pfizer Investment Enterprises Pte. Ltd. | &nbsp;&nbsp;5.110% | &nbsp;&nbsp;5/19/2043 | &nbsp;&nbsp;5142 | &nbsp;&nbsp;4984 |
|  | Pfizer Investment Enterprises Pte. Ltd. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;5/19/2053 | &nbsp;&nbsp;8464 | &nbsp;&nbsp;8181 |
|  | Pfizer Investment Enterprises Pte. Ltd. | &nbsp;&nbsp;5.340% | &nbsp;&nbsp;5/19/2063 | &nbsp;&nbsp;7396 | &nbsp;&nbsp;7015 |
|  | Piedmont Healthcare Inc. | &nbsp;&nbsp;2.864% | &nbsp;&nbsp;1/1/2052 | &nbsp;&nbsp;&nbsp;&nbsp;945 | &nbsp;&nbsp;&nbsp;&nbsp;603 |
|  | Presbyterian Healthcare Services | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;8/1/2052 | &nbsp;&nbsp;1705 | &nbsp;&nbsp;1537 |
| <sup>1</sup> | Providence St. Joseph Health Obligated Group | &nbsp;&nbsp;3.744% | &nbsp;&nbsp;10/1/2047 | &nbsp;&nbsp;2120 | &nbsp;&nbsp;1614 |
| <sup>1</sup> | Providence St. Joseph Health Obligated Group | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;10/1/2051 | &nbsp;&nbsp;1005 | &nbsp;&nbsp;&nbsp;&nbsp;600 |
| <sup>1</sup> | Rady Children's Hospital-San Diego | &nbsp;&nbsp;3.154% | &nbsp;&nbsp;8/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;559 | &nbsp;&nbsp;&nbsp;&nbsp;378 |
|  | Regeneron Pharmaceuticals Inc. | &nbsp;&nbsp;2.800% | &nbsp;&nbsp;9/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;847 | &nbsp;&nbsp;&nbsp;&nbsp;527 |
|  | Revvity Inc. | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;3/15/2051 | &nbsp;&nbsp;1065 | &nbsp;&nbsp;&nbsp;&nbsp;755 |
|  | Royalty Pharma plc | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;9/2/2040 | &nbsp;&nbsp;1895 | &nbsp;&nbsp;1455 |
|  | Royalty Pharma plc | &nbsp;&nbsp;3.550% | &nbsp;&nbsp;9/2/2050 | &nbsp;&nbsp;3119 | &nbsp;&nbsp;2192 |
| <sup>1</sup> | Stanford Health Care | &nbsp;&nbsp;3.795% | &nbsp;&nbsp;11/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp;839 | &nbsp;&nbsp;&nbsp;&nbsp;660 |
|  | Stanford Health Care | &nbsp;&nbsp;3.027% | &nbsp;&nbsp;8/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;334 |
|  | STERIS Irish FinCo Unltd. Co. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;3/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;980 | &nbsp;&nbsp;&nbsp;&nbsp;721 |
|  | Stryker Corp. | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;4/1/2043 | &nbsp;&nbsp;&nbsp;&nbsp;720 | &nbsp;&nbsp;&nbsp;&nbsp;613 |
|  | Stryker Corp. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;3/15/2046 | &nbsp;&nbsp;2100 | &nbsp;&nbsp;1900 |
|  | Stryker Corp. | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;6/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;877 | &nbsp;&nbsp;&nbsp;&nbsp;588 |
|  | Summa Health | &nbsp;&nbsp;3.511% | &nbsp;&nbsp;11/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;415 | &nbsp;&nbsp;&nbsp;&nbsp;336 |
| <sup>1</sup> | Sutter Health | &nbsp;&nbsp;3.161% | &nbsp;&nbsp;8/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp;975 | &nbsp;&nbsp;&nbsp;&nbsp;768 |
| <sup>1</sup> | Sutter Health | &nbsp;&nbsp;4.091% | &nbsp;&nbsp;8/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp;790 | &nbsp;&nbsp;&nbsp;&nbsp;649 |
| <sup>1</sup> | Sutter Health | &nbsp;&nbsp;3.361% | &nbsp;&nbsp;8/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;785 | &nbsp;&nbsp;&nbsp;&nbsp;558 |
|  | Takeda Pharmaceutical Co. Ltd. | &nbsp;&nbsp;3.025% | &nbsp;&nbsp;7/9/2040 | &nbsp;&nbsp;2683 | &nbsp;&nbsp;2047 |
|  | Takeda Pharmaceutical Co. Ltd. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;7/5/2044 | &nbsp;&nbsp;&nbsp;&nbsp;915 | &nbsp;&nbsp;&nbsp;&nbsp;935 |
|  | Takeda Pharmaceutical Co. Ltd. | &nbsp;&nbsp;3.175% | &nbsp;&nbsp;7/9/2050 | &nbsp;&nbsp;3831 | &nbsp;&nbsp;2588 |
|  | Takeda Pharmaceutical Co. Ltd. | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;7/9/2060 | &nbsp;&nbsp;2861 | &nbsp;&nbsp;1869 |
|  | Takeda Pharmaceutical Co. Ltd. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;7/5/2064 | &nbsp;&nbsp;&nbsp;&nbsp;550 | &nbsp;&nbsp;&nbsp;&nbsp;551 |
|  | Takeda US Financing Inc. | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;7/7/2055 | &nbsp;&nbsp;&nbsp;&nbsp;630 | &nbsp;&nbsp;&nbsp;&nbsp;649 |
|  | Texas Health Resources | &nbsp;&nbsp;2.328% | &nbsp;&nbsp;11/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;945 | &nbsp;&nbsp;&nbsp;&nbsp;543 |
| <sup>1</sup> | Texas Health Resources | &nbsp;&nbsp;4.330% | &nbsp;&nbsp;11/15/2055 | &nbsp;&nbsp;2250 | &nbsp;&nbsp;1893 |
| <sup>4</sup> | Thermo Fisher Scientific Inc. | &nbsp;&nbsp;4.894% | &nbsp;&nbsp;10/7/2037 | &nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;700 |
|  | Thermo Fisher Scientific Inc. | &nbsp;&nbsp;2.800% | &nbsp;&nbsp;10/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp;821 | &nbsp;&nbsp;&nbsp;&nbsp;606 |
|  | Thermo Fisher Scientific Inc. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;2/1/2044 | &nbsp;&nbsp;&nbsp;&nbsp;878 | &nbsp;&nbsp;&nbsp;&nbsp;879 |
|  | Thermo Fisher Scientific Inc. | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;8/15/2047 | &nbsp;&nbsp;1782 | &nbsp;&nbsp;1506 |
|  | Toledo Hospital | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;11/15/2038 | &nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;706 |
| <sup>1</sup> | Trinity Health Corp. | &nbsp;&nbsp;2.632% | &nbsp;&nbsp;12/1/2040 | &nbsp;&nbsp;1950 | &nbsp;&nbsp;1424 |
|  | Trinity Health Corp. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;12/1/2045 | &nbsp;&nbsp;&nbsp;&nbsp;750 | &nbsp;&nbsp;&nbsp;&nbsp;634 |
| <sup>1</sup> | Trinity Health Corp. | &nbsp;&nbsp;3.434% | &nbsp;&nbsp;12/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp;770 | &nbsp;&nbsp;&nbsp;&nbsp;579 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;3/15/2036 | &nbsp;&nbsp;2214 | &nbsp;&nbsp;2372 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;6/15/2037 | &nbsp;&nbsp;2834 | &nbsp;&nbsp;3172 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;11/15/2037 | &nbsp;&nbsp;&nbsp;&nbsp;805 | &nbsp;&nbsp;&nbsp;&nbsp;912 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;2/15/2038 | &nbsp;&nbsp;1581 | &nbsp;&nbsp;1829 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;8/15/2039 | &nbsp;&nbsp;2004 | &nbsp;&nbsp;1670 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;5/15/2040 | &nbsp;&nbsp;1003 | &nbsp;&nbsp;&nbsp;&nbsp;747 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;10/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;2/15/2041 | &nbsp;&nbsp;1202 | &nbsp;&nbsp;1274 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;3.050% | &nbsp;&nbsp;5/15/2041 | &nbsp;&nbsp;2169 | &nbsp;&nbsp;1650 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;3/15/2042 | &nbsp;&nbsp;1427 | &nbsp;&nbsp;1267 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;10/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp;993 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;832 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;3/15/2043 | &nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3041 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;7/15/2044 | &nbsp;&nbsp;2589 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2593 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;7/15/2045 | &nbsp;&nbsp;2626 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2390 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;1/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp;807 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;669 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;4/15/2047 | &nbsp;&nbsp;1921 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1597 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;10/15/2047 | &nbsp;&nbsp;2565 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1968 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;6/15/2048 | &nbsp;&nbsp;1995 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1650 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;12/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp;727 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;618 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;8/15/2049 | &nbsp;&nbsp;2167 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1621 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;5/15/2051 | &nbsp;&nbsp;4434 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3022 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;5/15/2052 | &nbsp;&nbsp;1655 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1456 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;2/15/2053 | &nbsp;&nbsp;2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2090 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;4/15/2053 | &nbsp;&nbsp;3373 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3091 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;4/15/2054 | &nbsp;&nbsp;3195 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3064 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;7/15/2054 | &nbsp;&nbsp;4446 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4422 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;6/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;935 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;973 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;8/15/2059 | &nbsp;&nbsp;2253 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1648 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;5/15/2062 | &nbsp;&nbsp;&nbsp;&nbsp;955 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;838 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;6.050% | &nbsp;&nbsp;2/15/2063 | &nbsp;&nbsp;1310 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1369 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;4/15/2063 | &nbsp;&nbsp;2895 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2651 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;4/15/2064 | &nbsp;&nbsp;1885 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1808 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;7/15/2064 | &nbsp;&nbsp;3975 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3962 |
|  | Utah Acquisition Sub Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;6/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp;905 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;753 |
|  | Viatris Inc. | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;6/22/2040 | &nbsp;&nbsp;1503 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1145 |
|  | Viatris Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;6/22/2050 | &nbsp;&nbsp;2656 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1812 |
| <sup>1</sup> | WakeMed | &nbsp;&nbsp;3.286% | &nbsp;&nbsp;10/1/2052 | &nbsp;&nbsp;&nbsp;&nbsp;538 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;370 |
| <sup>1</sup> | Willis-Knighton Medical Center | &nbsp;&nbsp;3.065% | &nbsp;&nbsp;3/1/2051 | &nbsp;&nbsp;&nbsp;&nbsp;990 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;626 |
|  | Wyeth LLC | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;4/1/2037 | &nbsp;&nbsp;&nbsp;&nbsp;954 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1033 |
| <sup>1</sup> | Yale-New Haven Health Services Corp. | &nbsp;&nbsp;2.496% | &nbsp;&nbsp;7/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;563 |
|  | Zimmer Biomet Holdings Inc. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;8/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp;915 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;802 |
|  | Zoetis Inc. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;2/1/2043 | &nbsp;&nbsp;2696 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2486 |
|  | Zoetis Inc. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;9/12/2047 | &nbsp;&nbsp;1215 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;980 |
|  | Zoetis Inc. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;5/15/2050 | &nbsp;&nbsp;1020 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;682 |
|  |  |  |  |  | &nbsp;&nbsp;**586329** |
| **Industrials (3.5%)** | **Industrials (3.5%)** | **Industrials (3.5%)** | **Industrials (3.5%)** | **Industrials (3.5%)** | **Industrials (3.5%)** |
| <sup>1</sup> | 3M Co. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;3/15/2037 | &nbsp;&nbsp;1191 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1261 |
| <sup>1</sup> | 3M Co. | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;6/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54 |
| <sup>1</sup> | 3M Co. | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;9/19/2046 | &nbsp;&nbsp;&nbsp;&nbsp;679 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;477 |
| <sup>1</sup> | 3M Co. | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;10/15/2047 | &nbsp;&nbsp;1475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1116 |
| <sup>1</sup> | 3M Co. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;9/14/2048 | &nbsp;&nbsp;1190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;962 |
|  | 3M Co. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;8/26/2049 | &nbsp;&nbsp;1973 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1381 |
|  | 3M Co. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;4/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;988 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;744 |
|  | Boeing Co. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;3/1/2039 | &nbsp;&nbsp;1684 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1364 |
|  | Boeing Co. | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;3/15/2039 | &nbsp;&nbsp;1127 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1276 |
|  | Boeing Co. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;2/15/2040 | &nbsp;&nbsp;1471 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1519 |
|  | Boeing Co. | &nbsp;&nbsp;5.705% | &nbsp;&nbsp;5/1/2040 | &nbsp;&nbsp;5235 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5343 |
|  | Boeing Co. | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;6/15/2046 | &nbsp;&nbsp;1007 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;718 |
|  | Boeing Co. | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;3/1/2047 | &nbsp;&nbsp;2316 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1695 |
|  | Boeing Co. | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;3/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp;778 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;562 |
|  | Boeing Co. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;5/1/2049 | &nbsp;&nbsp;1350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1017 |
|  | Boeing Co. | &nbsp;&nbsp;5.805% | &nbsp;&nbsp;5/1/2050 | &nbsp;&nbsp;8747 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8739 |
|  | Boeing Co. | &nbsp;&nbsp;6.858% | &nbsp;&nbsp;5/1/2054 | &nbsp;&nbsp;3435 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3919 |
|  | Boeing Co. | &nbsp;&nbsp;3.825% | &nbsp;&nbsp;3/1/2059 | &nbsp;&nbsp;&nbsp;&nbsp;650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;459 |
|  | Boeing Co. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;8/1/2059 | &nbsp;&nbsp;&nbsp;&nbsp;990 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;711 |
|  | Boeing Co. | &nbsp;&nbsp;5.930% | &nbsp;&nbsp;5/1/2060 | &nbsp;&nbsp;4713 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4719 |
|  | Boeing Co. | &nbsp;&nbsp;7.008% | &nbsp;&nbsp;5/1/2064 | &nbsp;&nbsp;2870 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3323 |
|  | Burlington Northern Santa Fe LLC | &nbsp;&nbsp;6.150% | &nbsp;&nbsp;5/1/2037 | &nbsp;&nbsp;&nbsp;&nbsp;985 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1095 |
|  | Burlington Northern Santa Fe LLC | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;5/1/2040 | &nbsp;&nbsp;1307 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1384 |
|  | Burlington Northern Santa Fe LLC | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;3/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp;996 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;981 |
|  | Burlington Northern Santa Fe LLC | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;6/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp;480 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;490 |
|  | Burlington Northern Santa Fe LLC | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;9/15/2041 | &nbsp;&nbsp;1296 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1251 |
|  | Burlington Northern Santa Fe LLC | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;3/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp;868 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;784 |
|  | Burlington Northern Santa Fe LLC | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;9/1/2042 | &nbsp;&nbsp;1467 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1315 |
|  | Burlington Northern Santa Fe LLC | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;3/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp;968 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;872 |
|  | Burlington Northern Santa Fe LLC | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;9/1/2043 | &nbsp;&nbsp;1652 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1625 |
|  | Burlington Northern Santa Fe LLC | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;4/1/2044 | &nbsp;&nbsp;1867 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1779 |
|  | Burlington Northern Santa Fe LLC | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;9/1/2044 | &nbsp;&nbsp;1850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1665 |
|  | Burlington Northern Santa Fe LLC | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;4/1/2045 | &nbsp;&nbsp;3045 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2595 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Burlington Northern Santa Fe LLC | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;8/1/2046 | &nbsp;&nbsp;1881 | &nbsp;&nbsp;1531 |
|  | Burlington Northern Santa Fe LLC | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;6/15/2048 | &nbsp;&nbsp;2060 | &nbsp;&nbsp;1691 |
|  | Burlington Northern Santa Fe LLC | &nbsp;&nbsp;3.550% | &nbsp;&nbsp;2/15/2050 | &nbsp;&nbsp;1565 | &nbsp;&nbsp;1170 |
|  | Burlington Northern Santa Fe LLC | &nbsp;&nbsp;3.050% | &nbsp;&nbsp;2/15/2051 | &nbsp;&nbsp;1883 | &nbsp;&nbsp;1272 |
|  | Burlington Northern Santa Fe LLC | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;9/15/2051 | &nbsp;&nbsp;2322 | &nbsp;&nbsp;1637 |
|  | Burlington Northern Santa Fe LLC | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;6/15/2052 | &nbsp;&nbsp;4625 | &nbsp;&nbsp;2961 |
|  | Burlington Northern Santa Fe LLC | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;4/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;993 | &nbsp;&nbsp;&nbsp;&nbsp;953 |
|  | Burlington Northern Santa Fe LLC | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;3/15/2055 | &nbsp;&nbsp;2637 | &nbsp;&nbsp;2647 |
|  | Burlington Northern Santa Fe LLC | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;3/15/2056 | &nbsp;&nbsp;1637 | &nbsp;&nbsp;1713 |
|  | Canadian National Railway Co. | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;6/1/2036 | &nbsp;&nbsp;1162 | &nbsp;&nbsp;1297 |
|  | Canadian National Railway Co. | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;11/15/2037 | &nbsp;&nbsp;2359 | &nbsp;&nbsp;2647 |
|  | Canadian National Railway Co. | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;2/3/2048 | &nbsp;&nbsp;&nbsp;&nbsp;642 | &nbsp;&nbsp;&nbsp;&nbsp;497 |
|  | Canadian National Railway Co. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;8/5/2052 | &nbsp;&nbsp;&nbsp;&nbsp;860 | &nbsp;&nbsp;&nbsp;&nbsp;739 |
|  | Canadian Pacific Railway Co. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;5/15/2037 | &nbsp;&nbsp;1110 | &nbsp;&nbsp;1193 |
|  | Canadian Pacific Railway Co. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;12/2/2041 | &nbsp;&nbsp;2381 | &nbsp;&nbsp;1783 |
|  | Canadian Pacific Railway Co. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;5/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp;543 | &nbsp;&nbsp;&nbsp;&nbsp;472 |
|  | Canadian Pacific Railway Co. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;8/15/2045 | &nbsp;&nbsp;1036 | &nbsp;&nbsp;&nbsp;&nbsp;971 |
|  | Canadian Pacific Railway Co. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;5/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;990 | &nbsp;&nbsp;&nbsp;&nbsp;726 |
|  | Canadian Pacific Railway Co. | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;12/2/2051 | &nbsp;&nbsp;3316 | &nbsp;&nbsp;2239 |
|  | Canadian Pacific Railway Co. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;11/15/2069 | &nbsp;&nbsp;&nbsp;&nbsp;983 | &nbsp;&nbsp;&nbsp;&nbsp;756 |
|  | Canadian Pacific Railway Co. | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;9/15/2115 | &nbsp;&nbsp;1168 | &nbsp;&nbsp;1210 |
|  | Carrier Global Corp. | &nbsp;&nbsp;3.377% | &nbsp;&nbsp;4/5/2040 | &nbsp;&nbsp;3610 | &nbsp;&nbsp;2914 |
|  | Carrier Global Corp. | &nbsp;&nbsp;3.577% | &nbsp;&nbsp;4/5/2050 | &nbsp;&nbsp;2510 | &nbsp;&nbsp;1877 |
|  | Carrier Global Corp. | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;3/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;831 | &nbsp;&nbsp;&nbsp;&nbsp;903 |
|  | Caterpillar Inc. | &nbsp;&nbsp;6.050% | &nbsp;&nbsp;8/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;985 | &nbsp;&nbsp;1092 |
|  | Caterpillar Inc. | &nbsp;&nbsp;3.803% | &nbsp;&nbsp;8/15/2042 | &nbsp;&nbsp;3124 | &nbsp;&nbsp;2639 |
|  | Caterpillar Inc. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;9/19/2049 | &nbsp;&nbsp;1647 | &nbsp;&nbsp;1190 |
|  | Caterpillar Inc. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;4/9/2050 | &nbsp;&nbsp;&nbsp;&nbsp;985 | &nbsp;&nbsp;&nbsp;&nbsp;710 |
|  | Caterpillar Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;5/15/2055 | &nbsp;&nbsp;1175 | &nbsp;&nbsp;1200 |
|  | Caterpillar Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;5/15/2064 | &nbsp;&nbsp;&nbsp;&nbsp;831 | &nbsp;&nbsp;&nbsp;&nbsp;744 |
|  | CSX Corp. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;10/1/2036 | &nbsp;&nbsp;1087 | &nbsp;&nbsp;1181 |
|  | CSX Corp. | &nbsp;&nbsp;6.150% | &nbsp;&nbsp;5/1/2037 | &nbsp;&nbsp;&nbsp;&nbsp;970 | &nbsp;&nbsp;1071 |
|  | CSX Corp. | &nbsp;&nbsp;6.220% | &nbsp;&nbsp;4/30/2040 | &nbsp;&nbsp;&nbsp;&nbsp;829 | &nbsp;&nbsp;&nbsp;&nbsp;916 |
|  | CSX Corp. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;5/30/2042 | &nbsp;&nbsp;&nbsp;&nbsp;636 | &nbsp;&nbsp;&nbsp;&nbsp;596 |
|  | CSX Corp. | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;3/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp;874 | &nbsp;&nbsp;&nbsp;&nbsp;741 |
|  | CSX Corp. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;11/1/2046 | &nbsp;&nbsp;1427 | &nbsp;&nbsp;1136 |
|  | CSX Corp. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;3/1/2048 | &nbsp;&nbsp;1424 | &nbsp;&nbsp;1208 |
|  | CSX Corp. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;11/15/2048 | &nbsp;&nbsp;1730 | &nbsp;&nbsp;1566 |
|  | CSX Corp. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;3/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;896 | &nbsp;&nbsp;&nbsp;&nbsp;778 |
|  | CSX Corp. | &nbsp;&nbsp;3.350% | &nbsp;&nbsp;9/15/2049 | &nbsp;&nbsp;1195 | &nbsp;&nbsp;&nbsp;&nbsp;857 |
|  | CSX Corp. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;4/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;974 | &nbsp;&nbsp;&nbsp;&nbsp;755 |
|  | CSX Corp. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;5/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;540 | &nbsp;&nbsp;&nbsp;&nbsp;430 |
|  | CSX Corp. | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;5/15/2051 | &nbsp;&nbsp;1388 | &nbsp;&nbsp;&nbsp;&nbsp;827 |
|  | CSX Corp. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;11/15/2052 | &nbsp;&nbsp;2012 | &nbsp;&nbsp;1737 |
|  | CSX Corp. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;3/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;584 | &nbsp;&nbsp;&nbsp;&nbsp;535 |
|  | CSX Corp. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;11/1/2066 | &nbsp;&nbsp;1385 | &nbsp;&nbsp;1090 |
|  | CSX Corp. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;3/1/2068 | &nbsp;&nbsp;1139 | &nbsp;&nbsp;&nbsp;&nbsp;963 |
|  | Cummins Inc. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;10/1/2043 | &nbsp;&nbsp;&nbsp;&nbsp;673 | &nbsp;&nbsp;&nbsp;&nbsp;649 |
|  | Cummins Inc. | &nbsp;&nbsp;2.600% | &nbsp;&nbsp;9/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;945 | &nbsp;&nbsp;&nbsp;&nbsp;584 |
|  | Cummins Inc. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;2/20/2054 | &nbsp;&nbsp;&nbsp;&nbsp;842 | &nbsp;&nbsp;&nbsp;&nbsp;838 |
|  | Deere & Co. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;6/9/2042 | &nbsp;&nbsp;2494 | &nbsp;&nbsp;2157 |
|  | Deere & Co. | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;9/7/2049 | &nbsp;&nbsp;&nbsp;&nbsp;979 | &nbsp;&nbsp;&nbsp;&nbsp;667 |
|  | Deere & Co. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;4/15/2050 | &nbsp;&nbsp;1776 | &nbsp;&nbsp;1406 |
|  | Deere & Co. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;1/19/2055 | &nbsp;&nbsp;1085 | &nbsp;&nbsp;1142 |
|  | Dover Corp. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;10/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;617 | &nbsp;&nbsp;&nbsp;&nbsp;646 |
|  | Dover Corp. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;3/1/2041 | &nbsp;&nbsp;1048 | &nbsp;&nbsp;1053 |
|  | Eaton Corp. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;11/2/2042 | &nbsp;&nbsp;1473 | &nbsp;&nbsp;1301 |
|  | Eaton Corp. | &nbsp;&nbsp;3.915% | &nbsp;&nbsp;9/15/2047 | &nbsp;&nbsp;1013 | &nbsp;&nbsp;&nbsp;&nbsp;823 |
|  | Eaton Corp. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;8/23/2052 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4 |
| <sup>4</sup> | Embraer Netherlands Finance BV | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;1/9/2038 | &nbsp;&nbsp;1190 | &nbsp;&nbsp;1185 |
|  | Emerson Electric Co. | &nbsp;&nbsp;2.800% | &nbsp;&nbsp;12/21/2051 | &nbsp;&nbsp;2919 | &nbsp;&nbsp;1874 |
| <sup>3</sup> | FedEx Corp. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;5/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp;985 | &nbsp;&nbsp;&nbsp;&nbsp;736 |
| <sup>3</sup> | FedEx Corp. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;1/15/2044 | &nbsp;&nbsp;1323 | &nbsp;&nbsp;1203 |
| <sup>3</sup> | FedEx Corp. | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;2/1/2045 | &nbsp;&nbsp;1088 | &nbsp;&nbsp;&nbsp;&nbsp;861 |
| <sup>3</sup> | FedEx Corp. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;11/15/2045 | &nbsp;&nbsp;1223 | &nbsp;&nbsp;1062 |
| <sup>3</sup> | FedEx Corp. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;4/1/2046 | &nbsp;&nbsp;2253 | &nbsp;&nbsp;1897 |
| <sup>3</sup> | FedEx Corp. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;1/15/2047 | &nbsp;&nbsp;2454 | &nbsp;&nbsp;2008 |
| <sup>3</sup> | FedEx Corp. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;10/17/2048 | &nbsp;&nbsp;1656 | &nbsp;&nbsp;1436 |
| <sup>3</sup> | FedEx Corp. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;5/15/2050 | &nbsp;&nbsp;2430 | &nbsp;&nbsp;2227 |
|  | Fortive Corp. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;6/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp;821 | &nbsp;&nbsp;&nbsp;&nbsp;691 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | General Dynamics Corp. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;4/1/2040 | &nbsp;&nbsp;2019 | &nbsp;&nbsp;1846 |
|  | General Dynamics Corp. | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;11/15/2042 | &nbsp;&nbsp;1085 | &nbsp;&nbsp;&nbsp;&nbsp;888 |
|  | General Electric Co. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;1/29/2036 | &nbsp;&nbsp;1000 | &nbsp;&nbsp;1014 |
| <sup>1</sup> | General Electric Co. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;1/14/2038 | &nbsp;&nbsp;1676 | &nbsp;&nbsp;1824 |
| <sup>1</sup> | General Electric Co. | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;1/10/2039 | &nbsp;&nbsp;1555 | &nbsp;&nbsp;1843 |
|  | General Electric Co. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;5/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;170 | &nbsp;&nbsp;&nbsp;&nbsp;148 |
|  | Honeywell International Inc. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;3/15/2036 | &nbsp;&nbsp;1480 | &nbsp;&nbsp;1576 |
|  | Honeywell International Inc. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;3/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp;465 | &nbsp;&nbsp;&nbsp;&nbsp;480 |
|  | Honeywell International Inc. | &nbsp;&nbsp;3.812% | &nbsp;&nbsp;11/21/2047 | &nbsp;&nbsp;1295 | &nbsp;&nbsp;1018 |
|  | Honeywell International Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;3/1/2054 | &nbsp;&nbsp;3110 | &nbsp;&nbsp;2992 |
|  | Honeywell International Inc. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;3/1/2064 | &nbsp;&nbsp;&nbsp;&nbsp;780 | &nbsp;&nbsp;&nbsp;&nbsp;750 |
|  | Illinois Tool Works Inc. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;9/15/2041 | &nbsp;&nbsp;1248 | &nbsp;&nbsp;1210 |
|  | Illinois Tool Works Inc. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;9/1/2042 | &nbsp;&nbsp;1653 | &nbsp;&nbsp;1410 |
|  | Ingersoll Rand Inc. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;6/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;890 | &nbsp;&nbsp;&nbsp;&nbsp;906 |
| <sup>1</sup> | Johnson Controls International plc | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;7/2/2044 | &nbsp;&nbsp;&nbsp;&nbsp;811 | &nbsp;&nbsp;&nbsp;&nbsp;726 |
|  | Johnson Controls International plc | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;2/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp;864 | &nbsp;&nbsp;&nbsp;&nbsp;751 |
| <sup>1</sup> | Johnson Controls International plc | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;7/2/2064 | &nbsp;&nbsp;&nbsp;&nbsp;850 | &nbsp;&nbsp;&nbsp;&nbsp;742 |
|  | L3Harris Technologies Inc. | &nbsp;&nbsp;5.054% | &nbsp;&nbsp;4/27/2045 | &nbsp;&nbsp;&nbsp;&nbsp;560 | &nbsp;&nbsp;&nbsp;&nbsp;539 |
|  | L3Harris Technologies Inc. | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;7/31/2053 | &nbsp;&nbsp;1345 | &nbsp;&nbsp;1350 |
|  | L3Harris Technologies Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;8/15/2054 | &nbsp;&nbsp;1110 | &nbsp;&nbsp;1103 |
|  | Lockheed Martin Corp. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;5/15/2036 | &nbsp;&nbsp;1480 | &nbsp;&nbsp;1447 |
|  | Lockheed Martin Corp. | &nbsp;&nbsp;4.070% | &nbsp;&nbsp;12/15/2042 | &nbsp;&nbsp;2419 | &nbsp;&nbsp;2087 |
|  | Lockheed Martin Corp. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;3/1/2045 | &nbsp;&nbsp;&nbsp;&nbsp;716 | &nbsp;&nbsp;&nbsp;&nbsp;585 |
|  | Lockheed Martin Corp. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;5/15/2046 | &nbsp;&nbsp;2173 | &nbsp;&nbsp;1994 |
|  | Lockheed Martin Corp. | &nbsp;&nbsp;4.090% | &nbsp;&nbsp;9/15/2052 | &nbsp;&nbsp;3383 | &nbsp;&nbsp;2733 |
|  | Lockheed Martin Corp. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;6/15/2053 | &nbsp;&nbsp;3092 | &nbsp;&nbsp;2512 |
|  | Lockheed Martin Corp. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;11/15/2054 | &nbsp;&nbsp;2487 | &nbsp;&nbsp;2565 |
|  | Lockheed Martin Corp. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;2/15/2055 | &nbsp;&nbsp;1080 | &nbsp;&nbsp;1038 |
|  | Lockheed Martin Corp. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;6/15/2062 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 |
|  | Lockheed Martin Corp. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;2/15/2064 | &nbsp;&nbsp;1715 | &nbsp;&nbsp;1617 |
| <sup>1</sup> | Nature Conservancy | &nbsp;&nbsp;3.957% | &nbsp;&nbsp;3/1/2052 | &nbsp;&nbsp;&nbsp;&nbsp;967 | &nbsp;&nbsp;&nbsp;&nbsp;770 |
|  | Norfolk Southern Corp. | &nbsp;&nbsp;4.837% | &nbsp;&nbsp;10/1/2041 | &nbsp;&nbsp;1866 | &nbsp;&nbsp;1776 |
|  | Norfolk Southern Corp. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;1/15/2046 | &nbsp;&nbsp;3126 | &nbsp;&nbsp;2822 |
|  | Norfolk Southern Corp. | &nbsp;&nbsp;3.942% | &nbsp;&nbsp;11/1/2047 | &nbsp;&nbsp;1058 | &nbsp;&nbsp;&nbsp;&nbsp;855 |
|  | Norfolk Southern Corp. | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;5/15/2049 | &nbsp;&nbsp;1460 | &nbsp;&nbsp;1189 |
|  | Norfolk Southern Corp. | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;11/1/2049 | &nbsp;&nbsp;2365 | &nbsp;&nbsp;1705 |
|  | Norfolk Southern Corp. | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;8/15/2052 | &nbsp;&nbsp;1746 | &nbsp;&nbsp;1396 |
|  | Norfolk Southern Corp. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;3/15/2053 | &nbsp;&nbsp;2929 | &nbsp;&nbsp;2188 |
|  | Norfolk Southern Corp. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;6/1/2053 | &nbsp;&nbsp;1247 | &nbsp;&nbsp;1081 |
|  | Norfolk Southern Corp. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;8/1/2054 | &nbsp;&nbsp;1648 | &nbsp;&nbsp;1620 |
|  | Norfolk Southern Corp. | &nbsp;&nbsp;3.155% | &nbsp;&nbsp;5/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;843 | &nbsp;&nbsp;&nbsp;&nbsp;558 |
|  | Norfolk Southern Corp. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;3/15/2064 | &nbsp;&nbsp;&nbsp;&nbsp;985 | &nbsp;&nbsp;1040 |
|  | Norfolk Southern Corp. | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;5/15/2121 | &nbsp;&nbsp;&nbsp;&nbsp;975 | &nbsp;&nbsp;&nbsp;&nbsp;691 |
|  | Northrop Grumman Corp. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;5/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp;852 | &nbsp;&nbsp;&nbsp;&nbsp;849 |
|  | Northrop Grumman Corp. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;11/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp;367 | &nbsp;&nbsp;&nbsp;&nbsp;360 |
|  | Northrop Grumman Corp. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;6/1/2043 | &nbsp;&nbsp;1477 | &nbsp;&nbsp;1369 |
|  | Northrop Grumman Corp. | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;4/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp;647 | &nbsp;&nbsp;&nbsp;&nbsp;526 |
|  | Northrop Grumman Corp. | &nbsp;&nbsp;4.030% | &nbsp;&nbsp;10/15/2047 | &nbsp;&nbsp;3047 | &nbsp;&nbsp;2485 |
|  | Northrop Grumman Corp. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;5/1/2050 | &nbsp;&nbsp;1865 | &nbsp;&nbsp;1795 |
|  | Northrop Grumman Corp. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;3/15/2053 | &nbsp;&nbsp;2182 | &nbsp;&nbsp;2003 |
|  | Northrop Grumman Corp. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;6/1/2054 | &nbsp;&nbsp;1253 | &nbsp;&nbsp;1193 |
|  | Otis Worldwide Corp. | &nbsp;&nbsp;3.112% | &nbsp;&nbsp;2/15/2040 | &nbsp;&nbsp;2026 | &nbsp;&nbsp;1580 |
|  | Otis Worldwide Corp. | &nbsp;&nbsp;3.362% | &nbsp;&nbsp;2/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;754 | &nbsp;&nbsp;&nbsp;&nbsp;539 |
| <sup>1</sup> | Parker-Hannifin Corp. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;5/15/2038 | &nbsp;&nbsp;&nbsp;&nbsp;450 | &nbsp;&nbsp;&nbsp;&nbsp;499 |
|  | Parker-Hannifin Corp. | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;3/1/2047 | &nbsp;&nbsp;1433 | &nbsp;&nbsp;1196 |
|  | Parker-Hannifin Corp. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;6/14/2049 | &nbsp;&nbsp;1714 | &nbsp;&nbsp;1395 |
|  | Precision Castparts Corp. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;1/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp;850 | &nbsp;&nbsp;&nbsp;&nbsp;715 |
|  | Precision Castparts Corp. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;6/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp;813 | &nbsp;&nbsp;&nbsp;&nbsp;713 |
|  | Republic Services Inc. | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;3/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp;972 | &nbsp;&nbsp;1074 |
|  | Republic Services Inc. | &nbsp;&nbsp;3.050% | &nbsp;&nbsp;3/1/2050 | &nbsp;&nbsp;1500 | &nbsp;&nbsp;1041 |
|  | Rockwell Automation Inc. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;3/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp;890 | &nbsp;&nbsp;&nbsp;&nbsp;749 |
|  | Rockwell Automation Inc. | &nbsp;&nbsp;2.800% | &nbsp;&nbsp;8/15/2061 | &nbsp;&nbsp;&nbsp;&nbsp;974 | &nbsp;&nbsp;&nbsp;&nbsp;579 |
|  | RTX Corp. | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;7/15/2038 | &nbsp;&nbsp;1168 | &nbsp;&nbsp;1279 |
|  | RTX Corp. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;11/16/2038 | &nbsp;&nbsp;2027 | &nbsp;&nbsp;1906 |
|  | RTX Corp. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;10/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp;990 | &nbsp;&nbsp;&nbsp;&nbsp;954 |
|  | RTX Corp. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;12/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp;687 | &nbsp;&nbsp;&nbsp;&nbsp;642 |
|  | RTX Corp. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;6/1/2042 | &nbsp;&nbsp;6479 | &nbsp;&nbsp;5858 |
|  | RTX Corp. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;12/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp;890 | &nbsp;&nbsp;&nbsp;&nbsp;826 |
|  | RTX Corp. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;5/15/2045 | &nbsp;&nbsp;1042 | &nbsp;&nbsp;&nbsp;&nbsp;878 |
|  | RTX Corp. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;11/1/2046 | &nbsp;&nbsp;1758 | &nbsp;&nbsp;1377 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | RTX Corp. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;4/15/2047 | &nbsp;&nbsp;2426 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2075 |
|  | RTX Corp. | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;5/4/2047 | &nbsp;&nbsp;1370 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1117 |
|  | RTX Corp. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;11/16/2048 | &nbsp;&nbsp;1661 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1470 |
|  | RTX Corp. | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;7/1/2050 | &nbsp;&nbsp;1156 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;787 |
|  | RTX Corp. | &nbsp;&nbsp;2.820% | &nbsp;&nbsp;9/1/2051 | &nbsp;&nbsp;&nbsp;&nbsp;845 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;535 |
|  | RTX Corp. | &nbsp;&nbsp;3.030% | &nbsp;&nbsp;3/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;975 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;643 |
|  | RTX Corp. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;2/27/2053 | &nbsp;&nbsp;2650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2587 |
|  | RTX Corp. | &nbsp;&nbsp;6.400% | &nbsp;&nbsp;3/15/2054 | &nbsp;&nbsp;2289 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2560 |
|  | Trane Technologies Financing Ltd. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;11/1/2044 | &nbsp;&nbsp;&nbsp;&nbsp;420 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;382 |
|  | Trane Technologies Holdco Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;6/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp;929 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;978 |
|  | Union Pacific Corp. | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;9/15/2037 | &nbsp;&nbsp;&nbsp;&nbsp;918 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;814 |
| <sup>1</sup> | Union Pacific Corp. | &nbsp;&nbsp;3.550% | &nbsp;&nbsp;8/15/2039 | &nbsp;&nbsp;1351 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1150 |
|  | Union Pacific Corp. | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;5/20/2041 | &nbsp;&nbsp;&nbsp;&nbsp;930 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;729 |
|  | Union Pacific Corp. | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;3/1/2046 | &nbsp;&nbsp;&nbsp;&nbsp;970 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;802 |
|  | Union Pacific Corp. | &nbsp;&nbsp;3.350% | &nbsp;&nbsp;8/15/2046 | &nbsp;&nbsp;1760 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1299 |
|  | Union Pacific Corp. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;4/15/2047 | &nbsp;&nbsp;2175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1770 |
|  | Union Pacific Corp. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;2/5/2050 | &nbsp;&nbsp;1914 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1348 |
|  | Union Pacific Corp. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;3/10/2052 | &nbsp;&nbsp;&nbsp;&nbsp;978 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;637 |
|  | Union Pacific Corp. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;2/14/2053 | &nbsp;&nbsp;&nbsp;&nbsp;853 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;616 |
|  | Union Pacific Corp. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;5/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;835 |
|  | Union Pacific Corp. | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;12/1/2054 | &nbsp;&nbsp;&nbsp;&nbsp;594 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;604 |
|  | Union Pacific Corp. | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;2/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;976 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750 |
|  | Union Pacific Corp. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;8/15/2059 | &nbsp;&nbsp;1147 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;871 |
|  | Union Pacific Corp. | &nbsp;&nbsp;3.839% | &nbsp;&nbsp;3/20/2060 | &nbsp;&nbsp;3028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2243 |
|  | Union Pacific Corp. | &nbsp;&nbsp;3.550% | &nbsp;&nbsp;5/20/2061 | &nbsp;&nbsp;1022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;705 |
|  | Union Pacific Corp. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;1/20/2063 | &nbsp;&nbsp;1473 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1381 |
|  | Union Pacific Corp. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;2/5/2070 | &nbsp;&nbsp;&nbsp;&nbsp;972 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;678 |
|  | Union Pacific Corp. | &nbsp;&nbsp;3.799% | &nbsp;&nbsp;4/6/2071 | &nbsp;&nbsp;2431 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1715 |
|  | Union Pacific Corp. | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;2/14/2072 | &nbsp;&nbsp;1115 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;790 |
| <sup>1</sup> | United Airlines Pass-Through Trust Class A Series 2023-1 | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;1/15/2036 | &nbsp;&nbsp;2066 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2137 |
| <sup>1</sup> | United Airlines Pass-Through Trust Class A Series 2024-1 | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;2/15/2037 | &nbsp;&nbsp;&nbsp;&nbsp;652 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;665 |
| <sup>1</sup> | United Airlines Pass-Through Trust Class AA Series 2024-1 | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;2/15/2037 | &nbsp;&nbsp;1207 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1241 |
|  | United Parcel Service Inc. | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;1/15/2038 | &nbsp;&nbsp;1396 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1539 |
|  | United Parcel Service Inc. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;11/15/2040 | &nbsp;&nbsp;1058 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1022 |
|  | United Parcel Service Inc. | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;10/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp;831 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;666 |
|  | United Parcel Service Inc. | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;11/15/2046 | &nbsp;&nbsp;1034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;770 |
|  | United Parcel Service Inc. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;11/15/2047 | &nbsp;&nbsp;1346 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1049 |
|  | United Parcel Service Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;3/15/2049 | &nbsp;&nbsp;1472 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1224 |
|  | United Parcel Service Inc. | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;9/1/2049 | &nbsp;&nbsp;1111 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;796 |
|  | United Parcel Service Inc. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;4/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;882 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;854 |
|  | United Parcel Service Inc. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;3/3/2053 | &nbsp;&nbsp;1690 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1562 |
|  | United Parcel Service Inc. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;5/14/2055 | &nbsp;&nbsp;2830 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2957 |
|  | United Parcel Service Inc. | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;5/22/2064 | &nbsp;&nbsp;1235 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1216 |
|  | United Parcel Service Inc. | &nbsp;&nbsp;6.050% | &nbsp;&nbsp;5/14/2065 | &nbsp;&nbsp;1855 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1941 |
|  | Valmont Industries Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;10/1/2054 | &nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;234 |
|  | Waste Connections Inc. | &nbsp;&nbsp;3.050% | &nbsp;&nbsp;4/1/2050 | &nbsp;&nbsp;1030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;697 |
|  | Waste Connections Inc. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;1/15/2052 | &nbsp;&nbsp;1791 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1172 |
|  | Waste Management Inc. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;6/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp;325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;246 |
|  | Waste Management Inc. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;7/15/2049 | &nbsp;&nbsp;1585 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1327 |
|  | Waste Management Inc. | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;11/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;952 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;578 |
|  | Waste Management Inc. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;10/15/2054 | &nbsp;&nbsp;1240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1222 |
|  | WW Grainger Inc. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;6/15/2045 | &nbsp;&nbsp;1090 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;992 |
|  | WW Grainger Inc. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;5/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp;874 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;696 |
|  | WW Grainger Inc. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;5/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp;871 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;734 |
|  | Xylem Inc. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;11/1/2046 | &nbsp;&nbsp;1091 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;926 |
|  |  |  |  |  | &nbsp;&nbsp;**296506** |
| **Materials (1.4%)** | **Materials (1.4%)** | **Materials (1.4%)** | **Materials (1.4%)** | **Materials (1.4%)** | **Materials (1.4%)** |
|  | Albemarle Corp. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;12/1/2044 | &nbsp;&nbsp;&nbsp;&nbsp;795 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;717 |
|  | Albemarle Corp. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;6/1/2052 | &nbsp;&nbsp;&nbsp;&nbsp;955 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;845 |
|  | ArcelorMittal SA | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;10/15/2039 | &nbsp;&nbsp;1161 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1304 |
|  | ArcelorMittal SA | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;3/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp;590 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;642 |
|  | ArcelorMittal SA | &nbsp;&nbsp;6.350% | &nbsp;&nbsp;6/17/2054 | &nbsp;&nbsp;&nbsp;&nbsp;990 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1035 |
|  | Barrick Mining Corp. | &nbsp;&nbsp;6.450% | &nbsp;&nbsp;10/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;576 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;643 |
|  | Barrick North America Finance LLC | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;5/30/2041 | &nbsp;&nbsp;1093 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1124 |
|  | Barrick North America Finance LLC | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;5/1/2043 | &nbsp;&nbsp;2376 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2458 |
|  | Barrick PD Australia Finance Pty Ltd. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;10/15/2039 | &nbsp;&nbsp;1106 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1174 |
|  | BHP Billiton Finance USA Ltd. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;2/15/2036 | &nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1015 |
|  | BHP Billiton Finance USA Ltd. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;9/30/2043 | &nbsp;&nbsp;5732 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5527 |
|  | BHP Billiton Finance USA Ltd. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;9/8/2053 | &nbsp;&nbsp;&nbsp;&nbsp;960 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;976 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| BHP Billiton Finance USA Ltd. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;9/5/2055 | &nbsp;&nbsp;&nbsp;&nbsp;750 | &nbsp;&nbsp;&nbsp;&nbsp;780 |
| Carlisle Cos. Inc. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;9/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;405 |
| Celulosa Arauco y Constitucion SA | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;11/2/2047 | &nbsp;&nbsp;&nbsp;&nbsp;593 | &nbsp;&nbsp;&nbsp;&nbsp;546 |
| CF Industries Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;6/1/2043 | &nbsp;&nbsp;&nbsp;&nbsp;990 | &nbsp;&nbsp;&nbsp;&nbsp;911 |
| CF Industries Inc. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;3/15/2044 | &nbsp;&nbsp;1473 | &nbsp;&nbsp;1418 |
| Dow Chemical Co. | &nbsp;&nbsp;9.400% | &nbsp;&nbsp;5/15/2039 | &nbsp;&nbsp;&nbsp;&nbsp;382 | &nbsp;&nbsp;&nbsp;&nbsp;499 |
| Dow Chemical Co. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;11/15/2041 | &nbsp;&nbsp;2068 | &nbsp;&nbsp;1907 |
| Dow Chemical Co. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;11/15/2042 | &nbsp;&nbsp;2113 | &nbsp;&nbsp;1723 |
| Dow Chemical Co. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;11/30/2048 | &nbsp;&nbsp;&nbsp;&nbsp;835 | &nbsp;&nbsp;&nbsp;&nbsp;761 |
| Dow Chemical Co. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;5/15/2049 | &nbsp;&nbsp;1265 | &nbsp;&nbsp;1032 |
| Dow Chemical Co. | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;11/15/2050 | &nbsp;&nbsp;2777 | &nbsp;&nbsp;1881 |
| Dow Chemical Co. | &nbsp;&nbsp;6.900% | &nbsp;&nbsp;5/15/2053 | &nbsp;&nbsp;1595 | &nbsp;&nbsp;1705 |
| Dow Chemical Co. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;3/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;660 | &nbsp;&nbsp;&nbsp;&nbsp;627 |
| DuPont de Nemours Inc. | &nbsp;&nbsp;5.319% | &nbsp;&nbsp;11/15/2038 | &nbsp;&nbsp;&nbsp;&nbsp;872 | &nbsp;&nbsp;&nbsp;&nbsp;898 |
| DuPont de Nemours Inc. | &nbsp;&nbsp;5.419% | &nbsp;&nbsp;11/15/2048 | &nbsp;&nbsp;2628 | &nbsp;&nbsp;2599 |
| Eastman Chemical Co. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;9/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp;861 | &nbsp;&nbsp;&nbsp;&nbsp;763 |
| Eastman Chemical Co. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;10/15/2044 | &nbsp;&nbsp;1512 | &nbsp;&nbsp;1291 |
| Ecolab Inc. | &nbsp;&nbsp;2.125% | &nbsp;&nbsp;8/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;980 | &nbsp;&nbsp;&nbsp;&nbsp;546 |
| Ecolab Inc. | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;12/15/2051 | &nbsp;&nbsp;1534 | &nbsp;&nbsp;&nbsp;&nbsp;968 |
| FMC Corp. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;10/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp;827 | &nbsp;&nbsp;&nbsp;&nbsp;635 |
| Freeport-McMoRan Inc. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;3/15/2043 | &nbsp;&nbsp;2703 | &nbsp;&nbsp;2599 |
| International Flavors & Fragrances Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;9/26/2048 | &nbsp;&nbsp;2093 | &nbsp;&nbsp;1841 |
| International Paper Co. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;11/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp;972 | &nbsp;&nbsp;1012 |
| International Paper Co. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;6/15/2044 | &nbsp;&nbsp;1192 | &nbsp;&nbsp;1063 |
| International Paper Co. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;5/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp;728 | &nbsp;&nbsp;&nbsp;&nbsp;676 |
| International Paper Co. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;8/15/2047 | &nbsp;&nbsp;1690 | &nbsp;&nbsp;1411 |
| International Paper Co. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;8/15/2048 | &nbsp;&nbsp;1945 | &nbsp;&nbsp;1592 |
| Linde Inc. | &nbsp;&nbsp;3.550% | &nbsp;&nbsp;11/7/2042 | &nbsp;&nbsp;1363 | &nbsp;&nbsp;1101 |
| Linde Inc. | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;8/10/2050 | &nbsp;&nbsp;&nbsp;&nbsp;692 | &nbsp;&nbsp;&nbsp;&nbsp;377 |
| LYB International Finance BV | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;7/15/2043 | &nbsp;&nbsp;1627 | &nbsp;&nbsp;1458 |
| LYB International Finance BV | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;3/15/2044 | &nbsp;&nbsp;1606 | &nbsp;&nbsp;1374 |
| LYB International Finance III LLC | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;10/1/2040 | &nbsp;&nbsp;1633 | &nbsp;&nbsp;1206 |
| LYB International Finance III LLC | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;10/15/2049 | &nbsp;&nbsp;1757 | &nbsp;&nbsp;1301 |
| LYB International Finance III LLC | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;5/1/2050 | &nbsp;&nbsp;1475 | &nbsp;&nbsp;1092 |
| LYB International Finance III LLC | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;10/1/2060 | &nbsp;&nbsp;1165 | &nbsp;&nbsp;&nbsp;&nbsp;750 |
| LyondellBasell Industries NV | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;2/26/2055 | &nbsp;&nbsp;&nbsp;&nbsp;980 | &nbsp;&nbsp;&nbsp;&nbsp;770 |
| Martin Marietta Materials Inc. | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;7/15/2051 | &nbsp;&nbsp;2240 | &nbsp;&nbsp;1541 |
| Martin Marietta Materials Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;12/1/2054 | &nbsp;&nbsp;1195 | &nbsp;&nbsp;1186 |
| Mosaic Co. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;11/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp;772 | &nbsp;&nbsp;&nbsp;&nbsp;703 |
| Mosaic Co. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;11/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp;778 | &nbsp;&nbsp;&nbsp;&nbsp;769 |
| Newmont Corp. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;6/9/2044 | &nbsp;&nbsp;1450 | &nbsp;&nbsp;1458 |
| Newmont Corp. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;5/13/2050 | &nbsp;&nbsp;1135 | &nbsp;&nbsp;&nbsp;&nbsp;952 |
| Nucor Corp. | &nbsp;&nbsp;6.400% | &nbsp;&nbsp;12/1/2037 | &nbsp;&nbsp;1725 | &nbsp;&nbsp;1923 |
| Nucor Corp. | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;4/1/2052 | &nbsp;&nbsp;1730 | &nbsp;&nbsp;1344 |
| Nucor Corp. | &nbsp;&nbsp;2.979% | &nbsp;&nbsp;12/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;520 | &nbsp;&nbsp;&nbsp;&nbsp;329 |
| Nutrien Ltd. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;12/1/2036 | &nbsp;&nbsp;1159 | &nbsp;&nbsp;1222 |
| Nutrien Ltd. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;12/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp;980 | &nbsp;&nbsp;&nbsp;&nbsp;988 |
| Nutrien Ltd. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;6/1/2043 | &nbsp;&nbsp;&nbsp;&nbsp;575 | &nbsp;&nbsp;&nbsp;&nbsp;529 |
| Nutrien Ltd. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;1/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp;905 | &nbsp;&nbsp;&nbsp;&nbsp;860 |
| Nutrien Ltd. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;4/1/2049 | &nbsp;&nbsp;1771 | &nbsp;&nbsp;1615 |
| Nutrien Ltd. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;3/27/2053 | &nbsp;&nbsp;4271 | &nbsp;&nbsp;4341 |
| Packaging Corp. of America | &nbsp;&nbsp;3.050% | &nbsp;&nbsp;10/1/2051 | &nbsp;&nbsp;&nbsp;&nbsp;813 | &nbsp;&nbsp;&nbsp;&nbsp;531 |
| Rio Tinto Finance USA Ltd. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;11/2/2040 | &nbsp;&nbsp;2569 | &nbsp;&nbsp;2571 |
| Rio Tinto Finance USA Ltd. | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;11/2/2051 | &nbsp;&nbsp;1240 | &nbsp;&nbsp;&nbsp;&nbsp;778 |
| Rio Tinto Finance USA plc | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;3/22/2042 | &nbsp;&nbsp;1325 | &nbsp;&nbsp;1240 |
| Rio Tinto Finance USA plc | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;8/21/2042 | &nbsp;&nbsp;&nbsp;&nbsp;975 | &nbsp;&nbsp;&nbsp;&nbsp;846 |
| Rio Tinto Finance USA plc | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;3/9/2053 | &nbsp;&nbsp;&nbsp;&nbsp;936 | &nbsp;&nbsp;&nbsp;&nbsp;886 |
| Rio Tinto Finance USA plc | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;3/14/2055 | &nbsp;&nbsp;&nbsp;&nbsp;672 | &nbsp;&nbsp;&nbsp;&nbsp;692 |
| Rio Tinto Finance USA plc | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;3/14/2065 | &nbsp;&nbsp;&nbsp;&nbsp;539 | &nbsp;&nbsp;&nbsp;&nbsp;562 |
| RPM International Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;1/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp;765 | &nbsp;&nbsp;&nbsp;&nbsp;640 |
| Sherwin-Williams Co. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;8/1/2045 | &nbsp;&nbsp;&nbsp;&nbsp;936 | &nbsp;&nbsp;&nbsp;&nbsp;818 |
| Sherwin-Williams Co. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;6/1/2047 | &nbsp;&nbsp;2603 | &nbsp;&nbsp;2250 |
| Sherwin-Williams Co. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;8/15/2049 | &nbsp;&nbsp;1376 | &nbsp;&nbsp;1055 |
| Smurfit Kappa Treasury ULC | &nbsp;&nbsp;5.777% | &nbsp;&nbsp;4/3/2054 | &nbsp;&nbsp;3795 | &nbsp;&nbsp;3882 |
| Sonoco Products Co. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;11/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp;870 | &nbsp;&nbsp;&nbsp;&nbsp;890 |
| Southern Copper Corp. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;4/16/2040 | &nbsp;&nbsp;2195 | &nbsp;&nbsp;2489 |
| Southern Copper Corp. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;11/8/2042 | &nbsp;&nbsp;2658 | &nbsp;&nbsp;2571 |
| Southern Copper Corp. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;4/23/2045 | &nbsp;&nbsp;2400 | &nbsp;&nbsp;2482 |
| Steel Dynamics Inc. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;10/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;729 | &nbsp;&nbsp;&nbsp;&nbsp;502 |
| Steel Dynamics Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;5/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;603 | &nbsp;&nbsp;&nbsp;&nbsp;613 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Suzano Netherlands BV | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;1/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;333 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;333 |
|  | Vale Overseas Ltd. | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;11/21/2036 | &nbsp;&nbsp;1240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1395 |
|  | Vale Overseas Ltd. | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;11/10/2039 | &nbsp;&nbsp;1295 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1454 |
|  | Vale Overseas Ltd. | &nbsp;&nbsp;6.400% | &nbsp;&nbsp;6/28/2054 | &nbsp;&nbsp;2468 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2538 |
|  | Vale SA | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;9/11/2042 | &nbsp;&nbsp;1070 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1090 |
|  | Vulcan Materials Co. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;6/15/2047 | &nbsp;&nbsp;1130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;985 |
|  | Vulcan Materials Co. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;3/1/2048 | &nbsp;&nbsp;1030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;916 |
|  | Vulcan Materials Co. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;12/1/2054 | &nbsp;&nbsp;1110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1134 |
|  | Westlake Corp. | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;8/15/2041 | &nbsp;&nbsp;1825 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1256 |
|  | Westlake Corp. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;11/15/2047 | &nbsp;&nbsp;1690 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1336 |
|  | Westlake Corp. | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;8/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;894 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;556 |
|  |  |  |  |  | &nbsp;&nbsp;**118029** |
| **Real Estate (0.6%)** | **Real Estate (0.6%)** | **Real Estate (0.6%)** | **Real Estate (0.6%)** | **Real Estate (0.6%)** | **Real Estate (0.6%)** |
|  | Alexandria Real Estate Equities Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;10/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;617 |
|  | Alexandria Real Estate Equities Inc. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;4/15/2049 | &nbsp;&nbsp;1785 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1551 |
|  | Alexandria Real Estate Equities Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;2/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;970 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;743 |
|  | Alexandria Real Estate Equities Inc. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;5/18/2051 | &nbsp;&nbsp;1685 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1057 |
|  | Alexandria Real Estate Equities Inc. | &nbsp;&nbsp;3.550% | &nbsp;&nbsp;3/15/2052 | &nbsp;&nbsp;2245 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1563 |
|  | Alexandria Real Estate Equities Inc. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;5/15/2054 | &nbsp;&nbsp;1365 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1318 |
|  | American Homes 4 Rent LP | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;7/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;705 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;479 |
|  | American Tower Corp. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;10/15/2049 | &nbsp;&nbsp;1569 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1175 |
|  | American Tower Corp. | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;6/15/2050 | &nbsp;&nbsp;1110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;744 |
|  | American Tower Corp. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;1/15/2051 | &nbsp;&nbsp;2478 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1603 |
| <sup>1</sup> | AvalonBay Communities Inc. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;10/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp;610 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;488 |
| <sup>1</sup> | AvalonBay Communities Inc. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;7/1/2047 | &nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;579 |
|  | Camden Property Trust | &nbsp;&nbsp;3.350% | &nbsp;&nbsp;11/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp;679 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;484 |
|  | Crown Castle Inc. | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;4/1/2041 | &nbsp;&nbsp;2902 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2121 |
|  | Crown Castle Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;2/15/2049 | &nbsp;&nbsp;1825 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1681 |
|  | Crown Castle Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;11/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;903 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;692 |
|  | Crown Castle Inc. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;7/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;520 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;411 |
|  | Crown Castle Inc. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;1/15/2051 | &nbsp;&nbsp;1441 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;971 |
|  | Equinix Inc. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;7/15/2050 | &nbsp;&nbsp;1086 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;710 |
|  | Equinix Inc. | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;2/15/2052 | &nbsp;&nbsp;1035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;722 |
|  | ERP Operating LP | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;7/1/2044 | &nbsp;&nbsp;&nbsp;&nbsp;477 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;423 |
|  | ERP Operating LP | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;8/1/2047 | &nbsp;&nbsp;&nbsp;&nbsp;647 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;522 |
|  | Essential Properties LP | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;12/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;301 |
|  | Essex Portfolio LP | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;3/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp;486 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;422 |
|  | Essex Portfolio LP | &nbsp;&nbsp;2.650% | &nbsp;&nbsp;9/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;599 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;365 |
|  | Federal Realty OP LP | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;12/1/2044 | &nbsp;&nbsp;&nbsp;&nbsp;855 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;754 |
|  | GLP Capital LP | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;11/1/2037 | &nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;795 |
|  | GLP Capital LP | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;9/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;890 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;894 |
|  | Healthpeak OP LLC | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;2/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp;650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;721 |
|  | Kilroy Realty LP | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;1/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;725 |
|  | Kimco Realty OP LLC | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;12/1/2046 | &nbsp;&nbsp;1275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1044 |
|  | Kimco Realty OP LLC | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;9/1/2047 | &nbsp;&nbsp;&nbsp;&nbsp;566 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;486 |
|  | Kimco Realty OP LLC | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;10/1/2049 | &nbsp;&nbsp;1015 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;760 |
|  | Mid-America Apartments LP | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;9/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;765 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;493 |
|  | NNN REIT Inc. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;4/15/2051 | &nbsp;&nbsp;1897 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1342 |
|  | NNN REIT Inc. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;4/15/2052 | &nbsp;&nbsp;1191 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;756 |
|  | Prologis LP | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;9/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp;853 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;726 |
|  | Prologis LP | &nbsp;&nbsp;3.050% | &nbsp;&nbsp;3/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;870 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;587 |
|  | Prologis LP | &nbsp;&nbsp;2.125% | &nbsp;&nbsp;10/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;890 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;489 |
|  | Prologis LP | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;6/15/2053 | &nbsp;&nbsp;1263 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1221 |
|  | Prologis LP | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;3/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;975 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;942 |
|  | Public Storage Operating Co. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;8/1/2053 | &nbsp;&nbsp;&nbsp;&nbsp;990 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;978 |
|  | Realty Income Corp. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;3/15/2047 | &nbsp;&nbsp;1235 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1103 |
|  | Realty Income Corp. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;9/1/2054 | &nbsp;&nbsp;&nbsp;&nbsp;515 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;505 |
|  | Regency Centers LP | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;3/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;709 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;620 |
|  | Simon Property Group LP | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;10/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;505 |
|  | Simon Property Group LP | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;2/1/2040 | &nbsp;&nbsp;1297 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1494 |
|  | Simon Property Group LP | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;3/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp;965 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;890 |
|  | Simon Property Group LP | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;10/1/2044 | &nbsp;&nbsp;&nbsp;&nbsp;776 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;662 |
|  | Simon Property Group LP | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;11/30/2046 | &nbsp;&nbsp;&nbsp;&nbsp;470 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;398 |
|  | Simon Property Group LP | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;9/13/2049 | &nbsp;&nbsp;1346 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;944 |
|  | Simon Property Group LP | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;7/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;945 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;725 |
|  | Simon Property Group LP | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;3/8/2053 | &nbsp;&nbsp;1660 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1724 |
|  | Simon Property Group LP | &nbsp;&nbsp;6.650% | &nbsp;&nbsp;1/15/2054 | &nbsp;&nbsp;1250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1434 |
|  | Ventas Realty LP | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;9/30/2043 | &nbsp;&nbsp;&nbsp;&nbsp;848 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;845 |
|  | VICI Properties LP | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;5/15/2052 | &nbsp;&nbsp;1030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;983 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | VICI Properties LP | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;4/1/2054 | &nbsp;&nbsp;&nbsp;&nbsp;485 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;491 |
|  | Welltower OP LLC | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;3/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp;720 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;805 |
|  | Welltower OP LLC | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;9/1/2048 | &nbsp;&nbsp;1230 | &nbsp;&nbsp;&nbsp;&nbsp;1157 |
|  | Weyerhaeuser Co. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;3/9/2052 | &nbsp;&nbsp;&nbsp;&nbsp;670 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;521 |
|  |  |  |  |  | &nbsp;&nbsp;**51261** |
| **Technology (4.0%)** | **Technology (4.0%)** | **Technology (4.0%)** | **Technology (4.0%)** | **Technology (4.0%)** | **Technology (4.0%)** |
|  | Advanced Micro Devices Inc. | &nbsp;&nbsp;4.393% | &nbsp;&nbsp;6/1/2052 | &nbsp;&nbsp;&nbsp;&nbsp;915 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;786 |
|  | Analog Devices Inc. | &nbsp;&nbsp;2.800% | &nbsp;&nbsp;10/1/2041 | &nbsp;&nbsp;1600 | &nbsp;&nbsp;&nbsp;&nbsp;1184 |
|  | Analog Devices Inc. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;10/1/2051 | &nbsp;&nbsp;3062 | &nbsp;&nbsp;&nbsp;&nbsp;2028 |
|  | Apple Inc. | &nbsp;&nbsp;2.375% | &nbsp;&nbsp;2/8/2041 | &nbsp;&nbsp;1699 | &nbsp;&nbsp;&nbsp;&nbsp;1223 |
|  | Apple Inc. | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;5/4/2043 | &nbsp;&nbsp;5103 | &nbsp;&nbsp;&nbsp;&nbsp;4351 |
|  | Apple Inc. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;5/6/2044 | &nbsp;&nbsp;&nbsp;&nbsp;670 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;628 |
|  | Apple Inc. | &nbsp;&nbsp;3.450% | &nbsp;&nbsp;2/9/2045 | &nbsp;&nbsp;4123 | &nbsp;&nbsp;&nbsp;&nbsp;3268 |
|  | Apple Inc. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;5/13/2045 | &nbsp;&nbsp;3683 | &nbsp;&nbsp;&nbsp;&nbsp;3327 |
|  | Apple Inc. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;2/23/2046 | &nbsp;&nbsp;4701 | &nbsp;&nbsp;&nbsp;&nbsp;4394 |
|  | Apple Inc. | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;8/4/2046 | &nbsp;&nbsp;6308 | &nbsp;&nbsp;&nbsp;&nbsp;5221 |
|  | Apple Inc. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;9/12/2047 | &nbsp;&nbsp;2729 | &nbsp;&nbsp;&nbsp;&nbsp;2194 |
|  | Apple Inc. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;11/13/2047 | &nbsp;&nbsp;&nbsp;&nbsp;971 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;783 |
|  | Apple Inc. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;9/11/2049 | &nbsp;&nbsp;2011 | &nbsp;&nbsp;&nbsp;&nbsp;1377 |
|  | Apple Inc. | &nbsp;&nbsp;2.650% | &nbsp;&nbsp;5/11/2050 | &nbsp;&nbsp;1537 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;983 |
|  | Apple Inc. | &nbsp;&nbsp;2.650% | &nbsp;&nbsp;2/8/2051 | &nbsp;&nbsp;5371 | &nbsp;&nbsp;&nbsp;&nbsp;3410 |
|  | Apple Inc. | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;8/5/2051 | &nbsp;&nbsp;3211 | &nbsp;&nbsp;&nbsp;&nbsp;2046 |
|  | Apple Inc. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;8/8/2052 | &nbsp;&nbsp;3826 | &nbsp;&nbsp;&nbsp;&nbsp;3109 |
|  | Apple Inc. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;5/10/2053 | &nbsp;&nbsp;&nbsp;&nbsp;974 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;947 |
|  | Apple Inc. | &nbsp;&nbsp;2.550% | &nbsp;&nbsp;8/20/2060 | &nbsp;&nbsp;5755 | &nbsp;&nbsp;&nbsp;&nbsp;3366 |
|  | Apple Inc. | &nbsp;&nbsp;2.800% | &nbsp;&nbsp;2/8/2061 | &nbsp;&nbsp;3797 | &nbsp;&nbsp;&nbsp;&nbsp;2291 |
|  | Apple Inc. | &nbsp;&nbsp;2.850% | &nbsp;&nbsp;8/5/2061 | &nbsp;&nbsp;4519 | &nbsp;&nbsp;&nbsp;&nbsp;2749 |
|  | Apple Inc. | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;8/8/2062 | &nbsp;&nbsp;&nbsp;&nbsp;795 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;641 |
|  | Applied Materials Inc. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;10/1/2035 | &nbsp;&nbsp;1345 | &nbsp;&nbsp;&nbsp;&nbsp;1396 |
|  | Applied Materials Inc. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;1/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;531 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;526 |
|  | Applied Materials Inc. | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;6/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp;540 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;577 |
|  | Applied Materials Inc. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;4/1/2047 | &nbsp;&nbsp;1295 | &nbsp;&nbsp;&nbsp;&nbsp;1132 |
| <sup>3</sup> | Broadcom Inc. | &nbsp;&nbsp;3.137% | &nbsp;&nbsp;11/15/2035 | &nbsp;&nbsp;5021 | &nbsp;&nbsp;&nbsp;&nbsp;4347 |
|  | Broadcom Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;2/15/2036 | &nbsp;&nbsp;7541 | &nbsp;&nbsp;&nbsp;&nbsp;7518 |
| <sup>3</sup> | Broadcom Inc. | &nbsp;&nbsp;3.187% | &nbsp;&nbsp;11/15/2036 | &nbsp;&nbsp;5165 | &nbsp;&nbsp;&nbsp;&nbsp;4409 |
| <sup>3</sup> | Broadcom Inc. | &nbsp;&nbsp;4.926% | &nbsp;&nbsp;5/15/2037 | &nbsp;&nbsp;2845 | &nbsp;&nbsp;&nbsp;&nbsp;2834 |
|  | Broadcom Inc. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;2/15/2038 | &nbsp;&nbsp;6170 | &nbsp;&nbsp;&nbsp;&nbsp;6138 |
| <sup>3</sup> | Broadcom Inc. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;2/15/2041 | &nbsp;&nbsp;4880 | &nbsp;&nbsp;&nbsp;&nbsp;4016 |
| <sup>3</sup> | Broadcom Inc. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;2/15/2051 | &nbsp;&nbsp;1105 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;861 |
|  | Cisco Systems Inc. | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;2/15/2039 | &nbsp;&nbsp;3478 | &nbsp;&nbsp;&nbsp;&nbsp;3779 |
|  | Cisco Systems Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;1/15/2040 | &nbsp;&nbsp;2423 | &nbsp;&nbsp;&nbsp;&nbsp;2530 |
|  | Cisco Systems Inc. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;2/26/2054 | &nbsp;&nbsp;3080 | &nbsp;&nbsp;&nbsp;&nbsp;3040 |
|  | Cisco Systems Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;2/24/2055 | &nbsp;&nbsp;&nbsp;&nbsp;888 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;902 |
|  | Cisco Systems Inc. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;2/26/2064 | &nbsp;&nbsp;1200 | &nbsp;&nbsp;&nbsp;&nbsp;1179 |
|  | Corning Inc. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;3/15/2037 | &nbsp;&nbsp;1015 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;993 |
|  | Corning Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;8/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp;953 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;995 |
|  | Corning Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;3/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp;985 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;916 |
|  | Corning Inc. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;11/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;194 |
|  | Corning Inc. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;11/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;589 |
|  | Corning Inc. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;11/15/2057 | &nbsp;&nbsp;&nbsp;&nbsp;830 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;687 |
|  | Corning Inc. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;11/15/2079 | &nbsp;&nbsp;1409 | &nbsp;&nbsp;&nbsp;&nbsp;1324 |
| <sup>4</sup> | Dell International LLC | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;2/15/2036 | &nbsp;&nbsp;2150 | &nbsp;&nbsp;&nbsp;&nbsp;2138 |
|  | Dell International LLC | &nbsp;&nbsp;8.100% | &nbsp;&nbsp;7/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;823 | &nbsp;&nbsp;&nbsp;&nbsp;1002 |
|  | Dell International LLC | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;12/15/2041 | &nbsp;&nbsp;2317 | &nbsp;&nbsp;&nbsp;&nbsp;1778 |
|  | Dell International LLC | &nbsp;&nbsp;8.350% | &nbsp;&nbsp;7/15/2046 | &nbsp;&nbsp;1176 | &nbsp;&nbsp;&nbsp;&nbsp;1528 |
|  | Dell International LLC | &nbsp;&nbsp;3.450% | &nbsp;&nbsp;12/15/2051 | &nbsp;&nbsp;1619 | &nbsp;&nbsp;&nbsp;&nbsp;1138 |
|  | Fidelity National Information Services Inc. | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;3/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp;870 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;655 |
|  | Fidelity National Information Services Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;8/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp;816 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;685 |
|  | Fiserv Inc. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;7/1/2049 | &nbsp;&nbsp;4870 | &nbsp;&nbsp;&nbsp;&nbsp;4019 |
|  | Global Payments Inc. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;8/15/2049 | &nbsp;&nbsp;1573 | &nbsp;&nbsp;&nbsp;&nbsp;1200 |
|  | Global Payments Inc. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;8/15/2052 | &nbsp;&nbsp;1439 | &nbsp;&nbsp;&nbsp;&nbsp;1414 |
|  | Hewlett Packard Enterprise Co. | &nbsp;&nbsp;6.350% | &nbsp;&nbsp;10/15/2045 | &nbsp;&nbsp;2086 | &nbsp;&nbsp;&nbsp;&nbsp;2195 |
|  | Hewlett Packard Enterprise Co. | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;10/15/2054 | &nbsp;&nbsp;3927 | &nbsp;&nbsp;&nbsp;&nbsp;3757 |
|  | HP Inc. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;9/15/2041 | &nbsp;&nbsp;1839 | &nbsp;&nbsp;&nbsp;&nbsp;1900 |
|  | IBM International Capital Pte. Ltd. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;2/5/2054 | &nbsp;&nbsp;1073 | &nbsp;&nbsp;&nbsp;&nbsp;1027 |
|  | Intel Corp. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;3/25/2040 | &nbsp;&nbsp;&nbsp;&nbsp;965 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;878 |
|  | Intel Corp. | &nbsp;&nbsp;2.800% | &nbsp;&nbsp;8/12/2041 | &nbsp;&nbsp;2425 | &nbsp;&nbsp;&nbsp;&nbsp;1696 |
|  | Intel Corp. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;12/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp;885 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;736 |
|  | Intel Corp. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;2/10/2043 | &nbsp;&nbsp;&nbsp;&nbsp;453 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;447 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Intel Corp. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;7/29/2045 | &nbsp;&nbsp;&nbsp;&nbsp;2235 | &nbsp;&nbsp;1983 |
|  | Intel Corp. | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;5/19/2046 | &nbsp;&nbsp;&nbsp;&nbsp;1447 | &nbsp;&nbsp;1139 |
|  | Intel Corp. | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;5/11/2047 | &nbsp;&nbsp;&nbsp;&nbsp;1065 | &nbsp;&nbsp;&nbsp;&nbsp;830 |
|  | Intel Corp. | &nbsp;&nbsp;3.734% | &nbsp;&nbsp;12/8/2047 | &nbsp;&nbsp;&nbsp;&nbsp;1807 | &nbsp;&nbsp;1329 |
|  | Intel Corp. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;11/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;5610 | &nbsp;&nbsp;3731 |
|  | Intel Corp. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;3/25/2050 | &nbsp;&nbsp;&nbsp;&nbsp;2870 | &nbsp;&nbsp;2428 |
|  | Intel Corp. | &nbsp;&nbsp;3.050% | &nbsp;&nbsp;8/12/2051 | &nbsp;&nbsp;&nbsp;&nbsp;3094 | &nbsp;&nbsp;1961 |
|  | Intel Corp. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;8/5/2052 | &nbsp;&nbsp;&nbsp;&nbsp;3265 | &nbsp;&nbsp;2810 |
|  | Intel Corp. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;2/10/2053 | &nbsp;&nbsp;&nbsp;&nbsp;3269 | &nbsp;&nbsp;3161 |
|  | Intel Corp. | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;2/21/2054 | &nbsp;&nbsp;&nbsp;&nbsp;1381 | &nbsp;&nbsp;1327 |
|  | Intel Corp. | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;2/15/2060 | &nbsp;&nbsp;&nbsp;&nbsp;3485 | &nbsp;&nbsp;2065 |
|  | Intel Corp. | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;8/12/2061 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;419 |
|  | Intel Corp. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;8/5/2062 | &nbsp;&nbsp;&nbsp;&nbsp;1439 | &nbsp;&nbsp;1235 |
|  | Intel Corp. | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;2/10/2063 | &nbsp;&nbsp;&nbsp;&nbsp;2295 | &nbsp;&nbsp;2246 |
|  | International Business Machines Corp. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;5/15/2039 | &nbsp;&nbsp;&nbsp;&nbsp;5138 | &nbsp;&nbsp;4611 |
|  | International Business Machines Corp. | &nbsp;&nbsp;2.850% | &nbsp;&nbsp;5/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp;1385 | &nbsp;&nbsp;1046 |
|  | International Business Machines Corp. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;6/20/2042 | &nbsp;&nbsp;&nbsp;&nbsp;2380 | &nbsp;&nbsp;2022 |
|  | International Business Machines Corp. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;2/19/2046 | &nbsp;&nbsp;&nbsp;&nbsp;2095 | &nbsp;&nbsp;1898 |
|  | International Business Machines Corp. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;5/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;5583 | &nbsp;&nbsp;4615 |
|  | International Business Machines Corp. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;5/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;1510 | &nbsp;&nbsp;&nbsp;&nbsp;991 |
|  | International Business Machines Corp. | &nbsp;&nbsp;3.430% | &nbsp;&nbsp;2/9/2052 | &nbsp;&nbsp;&nbsp;&nbsp;1175 | &nbsp;&nbsp;&nbsp;&nbsp;829 |
|  | International Business Machines Corp. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;2/6/2053 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;685 | &nbsp;&nbsp;&nbsp;&nbsp;642 |
| <sup>1</sup> | International Business Machines Corp. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;2/10/2055 | &nbsp;&nbsp;&nbsp;&nbsp;1097 | &nbsp;&nbsp;1112 |
|  | Intuit Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;9/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;1645 | &nbsp;&nbsp;1656 |
|  | Juniper Networks Inc. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;3/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;780 | &nbsp;&nbsp;&nbsp;&nbsp;784 |
|  | KLA Corp. | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;3/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;999 | &nbsp;&nbsp;&nbsp;&nbsp;714 |
|  | KLA Corp. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;7/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;2657 | &nbsp;&nbsp;2483 |
|  | KLA Corp. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;7/15/2062 | &nbsp;&nbsp;&nbsp;&nbsp;1260 | &nbsp;&nbsp;1212 |
|  | Lam Research Corp. | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;6/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;2544 | &nbsp;&nbsp;1689 |
|  | Lam Research Corp. | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;6/15/2060 | &nbsp;&nbsp;&nbsp;&nbsp;1595 | &nbsp;&nbsp;1021 |
|  | Micron Technology Inc. | &nbsp;&nbsp;6.050% | &nbsp;&nbsp;11/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;1069 |
|  | Micron Technology Inc. | &nbsp;&nbsp;3.366% | &nbsp;&nbsp;11/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp;1345 | &nbsp;&nbsp;1039 |
|  | Micron Technology Inc. | &nbsp;&nbsp;3.477% | &nbsp;&nbsp;11/1/2051 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;954 | &nbsp;&nbsp;&nbsp;&nbsp;680 |
|  | Microsoft Corp. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;11/3/2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;505 | &nbsp;&nbsp;&nbsp;&nbsp;506 |
|  | Microsoft Corp. | &nbsp;&nbsp;3.450% | &nbsp;&nbsp;8/8/2036 | &nbsp;&nbsp;&nbsp;&nbsp;5626 | &nbsp;&nbsp;5139 |
|  | Microsoft Corp. | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;2/6/2037 | &nbsp;&nbsp;&nbsp;&nbsp;1169 | &nbsp;&nbsp;1136 |
|  | Microsoft Corp. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;10/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp;2130 | &nbsp;&nbsp;2076 |
|  | Microsoft Corp. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;8/8/2046 | &nbsp;&nbsp;&nbsp;&nbsp;3876 | &nbsp;&nbsp;3189 |
|  | Microsoft Corp. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;2/6/2047 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;860 | &nbsp;&nbsp;&nbsp;&nbsp;782 |
|  | Microsoft Corp. | &nbsp;&nbsp;2.525% | &nbsp;&nbsp;6/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;7769 | &nbsp;&nbsp;4915 |
|  | Microsoft Corp. | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;9/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;4822 | &nbsp;&nbsp;3019 |
|  | Microsoft Corp. | &nbsp;&nbsp;2.921% | &nbsp;&nbsp;3/17/2052 | &nbsp;&nbsp;10791 | &nbsp;&nbsp;7329 |
|  | Microsoft Corp. | &nbsp;&nbsp;2.675% | &nbsp;&nbsp;6/1/2060 | &nbsp;&nbsp;&nbsp;&nbsp;8722 | &nbsp;&nbsp;5216 |
|  | Microsoft Corp. | &nbsp;&nbsp;3.041% | &nbsp;&nbsp;3/17/2062 | &nbsp;&nbsp;&nbsp;&nbsp;2423 | &nbsp;&nbsp;1575 |
|  | Moody's Corp. | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;8/19/2041 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;476 | &nbsp;&nbsp;&nbsp;&nbsp;343 |
|  | Moody's Corp. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;7/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp;2005 | &nbsp;&nbsp;1964 |
|  | Moody's Corp. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;5/20/2050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;776 | &nbsp;&nbsp;&nbsp;&nbsp;537 |
|  | Moody's Corp. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;2/25/2052 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;765 | &nbsp;&nbsp;&nbsp;&nbsp;582 |
|  | Moody's Corp. | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;11/29/2061 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;960 | &nbsp;&nbsp;&nbsp;&nbsp;613 |
|  | Motorola Solutions Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;9/1/2044 | &nbsp;&nbsp;&nbsp;&nbsp;1750 | &nbsp;&nbsp;1746 |
|  | NVIDIA Corp. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;4/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp;2465 | &nbsp;&nbsp;2111 |
|  | NVIDIA Corp. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;4/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;2252 | &nbsp;&nbsp;1728 |
|  | NVIDIA Corp. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;4/1/2060 | &nbsp;&nbsp;&nbsp;&nbsp;1706 | &nbsp;&nbsp;1290 |
|  | NXP BV | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;5/11/2041 | &nbsp;&nbsp;&nbsp;&nbsp;1673 | &nbsp;&nbsp;1274 |
|  | NXP BV | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;2/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp;1150 | &nbsp;&nbsp;&nbsp;&nbsp;850 |
|  | NXP BV | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;11/30/2051 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;766 | &nbsp;&nbsp;&nbsp;&nbsp;513 |
|  | Oracle Corp. | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;7/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;1935 | &nbsp;&nbsp;1723 |
|  | Oracle Corp. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;11/15/2037 | &nbsp;&nbsp;&nbsp;&nbsp;4898 | &nbsp;&nbsp;4229 |
|  | Oracle Corp. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;4/15/2038 | &nbsp;&nbsp;&nbsp;&nbsp;1816 | &nbsp;&nbsp;1989 |
|  | Oracle Corp. | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;7/8/2039 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;939 | &nbsp;&nbsp;&nbsp;&nbsp;992 |
|  | Oracle Corp. | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;4/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp;4133 | &nbsp;&nbsp;3318 |
|  | Oracle Corp. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;7/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp;5304 | &nbsp;&nbsp;5201 |
|  | Oracle Corp. | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;3/25/2041 | &nbsp;&nbsp;&nbsp;&nbsp;4100 | &nbsp;&nbsp;3273 |
|  | Oracle Corp. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;5/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp;4330 | &nbsp;&nbsp;3478 |
|  | Oracle Corp. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;9/26/2045 | &nbsp;&nbsp;&nbsp;&nbsp;5100 | &nbsp;&nbsp;5118 |
|  | Oracle Corp. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;7/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp;6530 | &nbsp;&nbsp;5082 |
|  | Oracle Corp. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;11/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp;2060 | &nbsp;&nbsp;1593 |
|  | Oracle Corp. | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;4/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;7416 | &nbsp;&nbsp;5221 |
|  | Oracle Corp. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;3/25/2051 | &nbsp;&nbsp;&nbsp;&nbsp;6091 | &nbsp;&nbsp;4532 |
|  | Oracle Corp. | &nbsp;&nbsp;6.900% | &nbsp;&nbsp;11/9/2052 | &nbsp;&nbsp;&nbsp;&nbsp;3485 | &nbsp;&nbsp;3881 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Oracle Corp. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;2/6/2053 | &nbsp;&nbsp;1310 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1236 |
|  | Oracle Corp. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;9/27/2054 | &nbsp;&nbsp;3540 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3253 |
|  | Oracle Corp. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;9/26/2055 | &nbsp;&nbsp;6040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6022 |
|  | Oracle Corp. | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;4/1/2060 | &nbsp;&nbsp;6255 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4296 |
|  | Oracle Corp. | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;3/25/2061 | &nbsp;&nbsp;4270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3069 |
|  | Oracle Corp. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;9/27/2064 | &nbsp;&nbsp;1715 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1569 |
|  | Oracle Corp. | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;8/3/2065 | &nbsp;&nbsp;&nbsp;&nbsp;968 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;972 |
|  | Oracle Corp. | &nbsp;&nbsp;6.100% | &nbsp;&nbsp;9/26/2065 | &nbsp;&nbsp;2550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2548 |
|  | PayPal Holdings Inc. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;6/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;871 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;612 |
|  | PayPal Holdings Inc. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;6/1/2052 | &nbsp;&nbsp;&nbsp;&nbsp;983 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;923 |
|  | PayPal Holdings Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;6/1/2054 | &nbsp;&nbsp;1205 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1206 |
|  | PayPal Holdings Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;6/1/2062 | &nbsp;&nbsp;&nbsp;&nbsp;825 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;784 |
|  | QUALCOMM Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;5/20/2045 | &nbsp;&nbsp;2889 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2707 |
|  | QUALCOMM Inc. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;5/20/2047 | &nbsp;&nbsp;1846 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1585 |
|  | QUALCOMM Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;5/20/2052 | &nbsp;&nbsp;&nbsp;&nbsp;965 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;837 |
|  | QUALCOMM Inc. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;5/20/2053 | &nbsp;&nbsp;3006 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3231 |
|  | S&P Global Inc. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;12/1/2049 | &nbsp;&nbsp;2086 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1498 |
|  | S&P Global Inc. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;3/1/2052 | &nbsp;&nbsp;1439 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1108 |
|  | S&P Global Inc. | &nbsp;&nbsp;2.300% | &nbsp;&nbsp;8/15/2060 | &nbsp;&nbsp;&nbsp;&nbsp;555 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;289 |
|  | S&P Global Inc. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;3/1/2062 | &nbsp;&nbsp;1115 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;856 |
|  | Salesforce Inc. | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;7/15/2041 | &nbsp;&nbsp;1370 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1007 |
|  | Salesforce Inc. | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;7/15/2051 | &nbsp;&nbsp;2700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1773 |
|  | Salesforce Inc. | &nbsp;&nbsp;3.050% | &nbsp;&nbsp;7/15/2061 | &nbsp;&nbsp;1557 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;980 |
|  | Synopsys Inc. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;4/1/2055 | &nbsp;&nbsp;3413 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3444 |
|  | Texas Instruments Inc. | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;3/15/2039 | &nbsp;&nbsp;1369 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1223 |
|  | Texas Instruments Inc. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;5/15/2048 | &nbsp;&nbsp;1713 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1433 |
|  | Texas Instruments Inc. | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;9/15/2051 | &nbsp;&nbsp;1132 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;709 |
|  | Texas Instruments Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;3/14/2053 | &nbsp;&nbsp;1300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1223 |
|  | Texas Instruments Inc. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;2/8/2054 | &nbsp;&nbsp;1375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1327 |
|  | Texas Instruments Inc. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;5/18/2063 | &nbsp;&nbsp;1663 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1543 |
| <sup>1</sup> | TR Finance LLC | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;4/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp;740 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;769 |
| <sup>1</sup> | TR Finance LLC | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;11/23/2043 | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;402 |
|  | TSMC Arizona Corp. | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;10/25/2041 | &nbsp;&nbsp;1190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;968 |
|  | TSMC Arizona Corp. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;10/25/2051 | &nbsp;&nbsp;1301 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;995 |
|  | TSMC Arizona Corp. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;4/22/2052 | &nbsp;&nbsp;&nbsp;&nbsp;840 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;795 |
|  | Verisk Analytics Inc. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;2/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;808 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;816 |
|  |  |  |  |  | &nbsp;&nbsp;**342229** |
| **Utilities (5.8%)** | **Utilities (5.8%)** | **Utilities (5.8%)** | **Utilities (5.8%)** | **Utilities (5.8%)** | **Utilities (5.8%)** |
| <sup>1</sup> | AEP Texas Inc. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;5/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp;710 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;554 |
| <sup>1</sup> | AEP Texas Inc. | &nbsp;&nbsp;3.450% | &nbsp;&nbsp;1/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;860 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;598 |
|  | AEP Texas Inc. | &nbsp;&nbsp;3.450% | &nbsp;&nbsp;5/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;888 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;611 |
|  | AEP Texas Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;5/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;975 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;900 |
|  | AEP Texas Inc. | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;10/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;605 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;604 |
|  | AEP Transmission Co. LLC | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;12/1/2046 | &nbsp;&nbsp;&nbsp;&nbsp;943 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;764 |
|  | AEP Transmission Co. LLC | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;6/15/2049 | &nbsp;&nbsp;1475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1136 |
|  | AEP Transmission Co. LLC | &nbsp;&nbsp;3.150% | &nbsp;&nbsp;9/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;390 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;267 |
| <sup>1</sup> | AEP Transmission Co. LLC | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;4/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;970 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;732 |
| <sup>1</sup> | AEP Transmission Co. LLC | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;8/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;495 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;314 |
| <sup>1</sup> | AEP Transmission Co. LLC | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;6/15/2052 | &nbsp;&nbsp;1280 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1106 |
|  | AEP Transmission Co. LLC | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;3/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;869 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;862 |
|  | Alabama Power Co. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;3/1/2039 | &nbsp;&nbsp;&nbsp;&nbsp;927 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1001 |
|  | Alabama Power Co. | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;12/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp;520 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;429 |
|  | Alabama Power Co. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;8/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp;927 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;788 |
|  | Alabama Power Co. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;3/1/2045 | &nbsp;&nbsp;2278 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1822 |
|  | Alabama Power Co. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;1/2/2046 | &nbsp;&nbsp;1141 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;978 |
| <sup>1</sup> | Alabama Power Co. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;12/1/2047 | &nbsp;&nbsp;1156 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;897 |
| <sup>1</sup> | Alabama Power Co. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;7/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp;472 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;403 |
|  | Alabama Power Co. | &nbsp;&nbsp;3.450% | &nbsp;&nbsp;10/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp;989 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;723 |
|  | Alabama Power Co. | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;7/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;927 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;629 |
|  | Alabama Power Co. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;3/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;980 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;649 |
|  | Ameren Illinois Co. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;3/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp;992 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;836 |
|  | Ameren Illinois Co. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;12/1/2047 | &nbsp;&nbsp;&nbsp;&nbsp;575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;449 |
|  | Ameren Illinois Co. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;3/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;722 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;627 |
|  | Ameren Illinois Co. | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;6/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;994 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;642 |
|  | Ameren Illinois Co. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;3/1/2055 | &nbsp;&nbsp;1242 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1266 |
|  | American Electric Power Co. Inc. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;3/1/2050 | &nbsp;&nbsp;1120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750 |
| <sup>1</sup> | American Electric Power Co. Inc. | &nbsp;&nbsp;6.050% | &nbsp;&nbsp;3/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp;750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;752 |
|  | American Water Capital Corp. | &nbsp;&nbsp;6.593% | &nbsp;&nbsp;10/15/2037 | &nbsp;&nbsp;&nbsp;&nbsp;404 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;459 |
|  | American Water Capital Corp. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;12/1/2042 | &nbsp;&nbsp;1050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;919 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | American Water Capital Corp. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;9/1/2045 | &nbsp;&nbsp;&nbsp;&nbsp;645 | &nbsp;&nbsp;&nbsp;&nbsp;561 |
|  | American Water Capital Corp. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;9/1/2047 | &nbsp;&nbsp;&nbsp;&nbsp;581 | &nbsp;&nbsp;&nbsp;&nbsp;452 |
|  | American Water Capital Corp. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;9/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp;993 | &nbsp;&nbsp;&nbsp;&nbsp;822 |
|  | American Water Capital Corp. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;6/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp;630 | &nbsp;&nbsp;&nbsp;&nbsp;514 |
|  | American Water Capital Corp. | &nbsp;&nbsp;3.450% | &nbsp;&nbsp;5/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;744 | &nbsp;&nbsp;&nbsp;&nbsp;540 |
|  | American Water Capital Corp. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;6/1/2051 | &nbsp;&nbsp;1345 | &nbsp;&nbsp;&nbsp;&nbsp;929 |
|  | American Water Capital Corp. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;3/1/2054 | &nbsp;&nbsp;1083 | &nbsp;&nbsp;1071 |
|  | American Water Capital Corp. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;9/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;972 | &nbsp;&nbsp;&nbsp;&nbsp;987 |
|  | Appalachian Power Co. | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;4/1/2038 | &nbsp;&nbsp;1051 | &nbsp;&nbsp;1190 |
|  | Appalachian Power Co. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;5/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp;530 | &nbsp;&nbsp;&nbsp;&nbsp;448 |
|  | Appalachian Power Co. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;6/1/2045 | &nbsp;&nbsp;1360 | &nbsp;&nbsp;1151 |
| <sup>1</sup> | Appalachian Power Co. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;3/1/2049 | &nbsp;&nbsp;1016 | &nbsp;&nbsp;&nbsp;&nbsp;849 |
|  | Arizona Public Service Co. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;4/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp;875 | &nbsp;&nbsp;&nbsp;&nbsp;770 |
|  | Arizona Public Service Co. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;5/15/2046 | &nbsp;&nbsp;1590 | &nbsp;&nbsp;1227 |
|  | Arizona Public Service Co. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;8/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp;695 | &nbsp;&nbsp;&nbsp;&nbsp;566 |
|  | Arizona Public Service Co. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;3/1/2049 | &nbsp;&nbsp;1302 | &nbsp;&nbsp;1059 |
|  | Arizona Public Service Co. | &nbsp;&nbsp;3.350% | &nbsp;&nbsp;5/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;665 | &nbsp;&nbsp;&nbsp;&nbsp;467 |
|  | Arizona Public Service Co. | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;8/15/2055 | &nbsp;&nbsp;1025 | &nbsp;&nbsp;1051 |
|  | Atmos Energy Corp. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;6/15/2041 | &nbsp;&nbsp;1000 | &nbsp;&nbsp;1032 |
|  | Atmos Energy Corp. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;1/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp;614 | &nbsp;&nbsp;&nbsp;&nbsp;528 |
|  | Atmos Energy Corp. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;10/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp;867 | &nbsp;&nbsp;&nbsp;&nbsp;741 |
|  | Atmos Energy Corp. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;10/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp;589 | &nbsp;&nbsp;&nbsp;&nbsp;501 |
|  | Atmos Energy Corp. | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;9/15/2049 | &nbsp;&nbsp;1777 | &nbsp;&nbsp;1280 |
|  | Atmos Energy Corp. | &nbsp;&nbsp;2.850% | &nbsp;&nbsp;2/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;638 | &nbsp;&nbsp;&nbsp;&nbsp;404 |
|  | Atmos Energy Corp. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;10/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;705 | &nbsp;&nbsp;&nbsp;&nbsp;725 |
|  | Atmos Energy Corp. | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;11/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;840 | &nbsp;&nbsp;&nbsp;&nbsp;922 |
|  | Atmos Energy Corp. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;12/15/2054 | &nbsp;&nbsp;1020 | &nbsp;&nbsp;&nbsp;&nbsp;951 |
| <sup>4</sup> | Atmos Energy Corp. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;1/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp;440 | &nbsp;&nbsp;&nbsp;&nbsp;435 |
|  | Avista Corp. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;6/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp;849 | &nbsp;&nbsp;&nbsp;&nbsp;713 |
|  | Avista Corp. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;4/1/2052 | &nbsp;&nbsp;&nbsp;&nbsp;902 | &nbsp;&nbsp;&nbsp;&nbsp;702 |
|  | Baltimore Gas & Electric Co. | &nbsp;&nbsp;6.350% | &nbsp;&nbsp;10/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp;928 | &nbsp;&nbsp;1035 |
|  | Baltimore Gas & Electric Co. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;8/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp;733 | &nbsp;&nbsp;&nbsp;&nbsp;553 |
| <sup>1</sup> | Baltimore Gas & Electric Co. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;8/15/2047 | &nbsp;&nbsp;1567 | &nbsp;&nbsp;1218 |
|  | Baltimore Gas & Electric Co. | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;9/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;718 | &nbsp;&nbsp;&nbsp;&nbsp;497 |
|  | Baltimore Gas & Electric Co. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;6/1/2053 | &nbsp;&nbsp;&nbsp;&nbsp;785 | &nbsp;&nbsp;&nbsp;&nbsp;770 |
| <sup>1</sup> | Baltimore Gas & Electric Co. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;6/1/2054 | &nbsp;&nbsp;1355 | &nbsp;&nbsp;1381 |
|  | Berkshire Hathaway Energy Co. | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;4/1/2036 | &nbsp;&nbsp;2795 | &nbsp;&nbsp;3041 |
|  | Berkshire Hathaway Energy Co. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;5/15/2037 | &nbsp;&nbsp;&nbsp;&nbsp;777 | &nbsp;&nbsp;&nbsp;&nbsp;838 |
|  | Berkshire Hathaway Energy Co. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;11/15/2043 | &nbsp;&nbsp;1178 | &nbsp;&nbsp;1144 |
|  | Berkshire Hathaway Energy Co. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;2/1/2045 | &nbsp;&nbsp;&nbsp;&nbsp;981 | &nbsp;&nbsp;&nbsp;&nbsp;866 |
|  | Berkshire Hathaway Energy Co. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;7/15/2048 | &nbsp;&nbsp;1677 | &nbsp;&nbsp;1293 |
|  | Berkshire Hathaway Energy Co. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;1/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;714 | &nbsp;&nbsp;&nbsp;&nbsp;609 |
|  | Berkshire Hathaway Energy Co. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;10/15/2050 | &nbsp;&nbsp;1488 | &nbsp;&nbsp;1217 |
|  | Berkshire Hathaway Energy Co. | &nbsp;&nbsp;2.850% | &nbsp;&nbsp;5/15/2051 | &nbsp;&nbsp;2650 | &nbsp;&nbsp;1681 |
|  | Berkshire Hathaway Energy Co. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;5/1/2053 | &nbsp;&nbsp;&nbsp;&nbsp;976 | &nbsp;&nbsp;&nbsp;&nbsp;840 |
|  | CenterPoint Energy Houston Electric LLC | &nbsp;&nbsp;3.550% | &nbsp;&nbsp;8/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp;518 | &nbsp;&nbsp;&nbsp;&nbsp;411 |
|  | CenterPoint Energy Houston Electric LLC | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;4/1/2044 | &nbsp;&nbsp;&nbsp;&nbsp;729 | &nbsp;&nbsp;&nbsp;&nbsp;646 |
|  | CenterPoint Energy Houston Electric LLC | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;3/1/2048 | &nbsp;&nbsp;1072 | &nbsp;&nbsp;&nbsp;&nbsp;862 |
| <sup>1</sup> | CenterPoint Energy Houston Electric LLC | &nbsp;&nbsp;3.350% | &nbsp;&nbsp;4/1/2051 | &nbsp;&nbsp;1740 | &nbsp;&nbsp;1240 |
| <sup>1</sup> | CenterPoint Energy Houston Electric LLC | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;3/1/2052 | &nbsp;&nbsp;&nbsp;&nbsp;865 | &nbsp;&nbsp;&nbsp;&nbsp;643 |
| <sup>1</sup> | CenterPoint Energy Houston Electric LLC | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;10/1/2052 | &nbsp;&nbsp;&nbsp;&nbsp;912 | &nbsp;&nbsp;&nbsp;&nbsp;832 |
|  | CenterPoint Energy Houston Electric LLC | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;4/1/2053 | &nbsp;&nbsp;&nbsp;&nbsp;699 | &nbsp;&nbsp;&nbsp;&nbsp;684 |
|  | CenterPoint Energy Resources Corp. | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;1/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp;617 | &nbsp;&nbsp;&nbsp;&nbsp;637 |
|  | Cleco Corporate Holdings LLC | &nbsp;&nbsp;4.973% | &nbsp;&nbsp;5/1/2046 | &nbsp;&nbsp;&nbsp;&nbsp;513 | &nbsp;&nbsp;&nbsp;&nbsp;450 |
|  | CMS Energy Corp. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;3/1/2044 | &nbsp;&nbsp;&nbsp;&nbsp;780 | &nbsp;&nbsp;&nbsp;&nbsp;707 |
|  | Commonwealth Edison Co. | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;3/15/2036 | &nbsp;&nbsp;1897 | &nbsp;&nbsp;2038 |
|  | Commonwealth Edison Co. | &nbsp;&nbsp;6.450% | &nbsp;&nbsp;1/15/2038 | &nbsp;&nbsp;&nbsp;&nbsp;770 | &nbsp;&nbsp;&nbsp;&nbsp;858 |
|  | Commonwealth Edison Co. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;8/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp;960 | &nbsp;&nbsp;&nbsp;&nbsp;872 |
|  | Commonwealth Edison Co. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;1/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp;980 | &nbsp;&nbsp;&nbsp;&nbsp;895 |
|  | Commonwealth Edison Co. | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;6/15/2046 | &nbsp;&nbsp;2710 | &nbsp;&nbsp;2098 |
| <sup>1</sup> | Commonwealth Edison Co. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;8/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp;909 | &nbsp;&nbsp;&nbsp;&nbsp;708 |
|  | Commonwealth Edison Co. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;3/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp;956 | &nbsp;&nbsp;&nbsp;&nbsp;774 |
|  | Commonwealth Edison Co. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;3/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp;880 | &nbsp;&nbsp;&nbsp;&nbsp;702 |
| <sup>1</sup> | Commonwealth Edison Co. | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;11/15/2049 | &nbsp;&nbsp;1207 | &nbsp;&nbsp;&nbsp;&nbsp;839 |
|  | Commonwealth Edison Co. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;3/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;739 | &nbsp;&nbsp;&nbsp;&nbsp;491 |
| <sup>1</sup> | Commonwealth Edison Co. | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;3/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;646 | &nbsp;&nbsp;&nbsp;&nbsp;436 |
| <sup>1</sup> | Commonwealth Edison Co. | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;9/1/2051 | &nbsp;&nbsp;&nbsp;&nbsp;435 | &nbsp;&nbsp;&nbsp;&nbsp;270 |
|  | Commonwealth Edison Co. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;2/1/2053 | &nbsp;&nbsp;1080 | &nbsp;&nbsp;1047 |
|  | Commonwealth Edison Co. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;6/1/2055 | &nbsp;&nbsp;1250 | &nbsp;&nbsp;1331 |
|  | Connecticut Light & Power Co. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;4/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp;555 | &nbsp;&nbsp;&nbsp;&nbsp;448 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Connecticut Light & Power Co. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;1/15/2053 | &nbsp;&nbsp;1713 | &nbsp;&nbsp;1652 |
| <sup>1</sup> | Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;3/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;969 | &nbsp;&nbsp;1035 |
| <sup>1</sup> | Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;6/15/2036 | &nbsp;&nbsp;1026 | &nbsp;&nbsp;1123 |
| <sup>1</sup> | Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;4/1/2038 | &nbsp;&nbsp;1005 | &nbsp;&nbsp;1152 |
| <sup>1</sup> | Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;12/1/2039 | &nbsp;&nbsp;&nbsp;&nbsp;855 | &nbsp;&nbsp;&nbsp;&nbsp;877 |
|  | Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;6/15/2040 | &nbsp;&nbsp;1420 | &nbsp;&nbsp;1471 |
| <sup>1</sup> | Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;3/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp;685 | &nbsp;&nbsp;&nbsp;&nbsp;596 |
|  | Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;3/1/2043 | &nbsp;&nbsp;&nbsp;&nbsp;943 | &nbsp;&nbsp;&nbsp;&nbsp;783 |
|  | Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;3/15/2044 | &nbsp;&nbsp;1015 | &nbsp;&nbsp;&nbsp;&nbsp;895 |
|  | Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;12/1/2045 | &nbsp;&nbsp;&nbsp;&nbsp;904 | &nbsp;&nbsp;&nbsp;&nbsp;796 |
|  | Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;6/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp;890 | &nbsp;&nbsp;&nbsp;&nbsp;714 |
| <sup>1</sup> | Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;6/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp;822 | &nbsp;&nbsp;&nbsp;&nbsp;648 |
| <sup>1</sup> | Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;12/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp;967 | &nbsp;&nbsp;&nbsp;&nbsp;858 |
| <sup>1</sup> | Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;5/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;990 | &nbsp;&nbsp;&nbsp;&nbsp;803 |
| <sup>1</sup> | Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;4/1/2050 | &nbsp;&nbsp;1055 | &nbsp;&nbsp;&nbsp;&nbsp;840 |
|  | Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;12/1/2051 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36 |
|  | Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;6.150% | &nbsp;&nbsp;11/15/2052 | &nbsp;&nbsp;1701 | &nbsp;&nbsp;1831 |
|  | Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;5/15/2054 | &nbsp;&nbsp;1265 | &nbsp;&nbsp;1294 |
|  | Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;12/1/2054 | &nbsp;&nbsp;1276 | &nbsp;&nbsp;1098 |
|  | Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;3/15/2055 | &nbsp;&nbsp;1710 | &nbsp;&nbsp;1694 |
| <sup>1</sup> | Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;12/1/2056 | &nbsp;&nbsp;&nbsp;&nbsp;857 | &nbsp;&nbsp;&nbsp;&nbsp;692 |
| <sup>1</sup> | Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;11/15/2057 | &nbsp;&nbsp;&nbsp;&nbsp;580 | &nbsp;&nbsp;&nbsp;&nbsp;445 |
|  | Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;5/15/2058 | &nbsp;&nbsp;1405 | &nbsp;&nbsp;1173 |
|  | Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;11/15/2059 | &nbsp;&nbsp;&nbsp;&nbsp;810 | &nbsp;&nbsp;&nbsp;&nbsp;581 |
| <sup>1</sup> | Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;12/1/2060 | &nbsp;&nbsp;&nbsp;&nbsp;925 | &nbsp;&nbsp;&nbsp;&nbsp;565 |
|  | Constellation Energy Generation LLC | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;10/1/2039 | &nbsp;&nbsp;&nbsp;&nbsp;955 | &nbsp;&nbsp;1036 |
|  | Constellation Energy Generation LLC | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;6/15/2042 | &nbsp;&nbsp;1356 | &nbsp;&nbsp;1373 |
|  | Constellation Energy Generation LLC | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;10/1/2053 | &nbsp;&nbsp;2030 | &nbsp;&nbsp;2257 |
|  | Constellation Energy Generation LLC | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;3/15/2054 | &nbsp;&nbsp;1970 | &nbsp;&nbsp;1998 |
|  | Consumers Energy Co. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;8/15/2046 | &nbsp;&nbsp;1333 | &nbsp;&nbsp;&nbsp;&nbsp;986 |
|  | Consumers Energy Co. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;7/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp;617 | &nbsp;&nbsp;&nbsp;&nbsp;501 |
|  | Consumers Energy Co. | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;5/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp;533 | &nbsp;&nbsp;&nbsp;&nbsp;439 |
|  | Consumers Energy Co. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;4/15/2049 | &nbsp;&nbsp;1044 | &nbsp;&nbsp;&nbsp;&nbsp;894 |
|  | Consumers Energy Co. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;2/15/2050 | &nbsp;&nbsp;1371 | &nbsp;&nbsp;1053 |
|  | Consumers Energy Co. | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;8/15/2050 | &nbsp;&nbsp;1135 | &nbsp;&nbsp;&nbsp;&nbsp;779 |
|  | Consumers Energy Co. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;8/1/2051 | &nbsp;&nbsp;3156 | &nbsp;&nbsp;2345 |
|  | Consumers Energy Co. | &nbsp;&nbsp;2.650% | &nbsp;&nbsp;8/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;555 | &nbsp;&nbsp;&nbsp;&nbsp;349 |
|  | Dayton Power & Light Co. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;6/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;813 | &nbsp;&nbsp;&nbsp;&nbsp;616 |
|  | Delmarva Power & Light Co. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;5/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp;843 | &nbsp;&nbsp;&nbsp;&nbsp;714 |
| <sup>1</sup> | Dominion Energy Inc. | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;4/15/2041 | &nbsp;&nbsp;1659 | &nbsp;&nbsp;1263 |
| <sup>1</sup> | Dominion Energy Inc. | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;9/15/2042 | &nbsp;&nbsp;1300 | &nbsp;&nbsp;1069 |
|  | Dominion Energy Inc. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;12/1/2044 | &nbsp;&nbsp;1836 | &nbsp;&nbsp;1615 |
| <sup>1</sup> | Dominion Energy Inc. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;3/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;750 | &nbsp;&nbsp;&nbsp;&nbsp;634 |
| <sup>1</sup> | Dominion Energy Inc. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;8/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;729 | &nbsp;&nbsp;&nbsp;&nbsp;634 |
|  | Dominion Energy Inc. | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;2/15/2056 | &nbsp;&nbsp;1150 | &nbsp;&nbsp;1159 |
|  | Dominion Energy South Carolina Inc. | &nbsp;&nbsp;6.050% | &nbsp;&nbsp;1/15/2038 | &nbsp;&nbsp;&nbsp;&nbsp;780 | &nbsp;&nbsp;&nbsp;&nbsp;841 |
|  | Dominion Energy South Carolina Inc. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;2/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp;905 | &nbsp;&nbsp;&nbsp;&nbsp;919 |
|  | Dominion Energy South Carolina Inc. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;6/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp;787 | &nbsp;&nbsp;&nbsp;&nbsp;712 |
|  | Dominion Energy South Carolina Inc. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;6/1/2065 | &nbsp;&nbsp;&nbsp;&nbsp;471 | &nbsp;&nbsp;&nbsp;&nbsp;429 |
| <sup>1</sup> | DTE Electric Co. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;4/1/2043 | &nbsp;&nbsp;&nbsp;&nbsp;645 | &nbsp;&nbsp;&nbsp;&nbsp;542 |
|  | DTE Electric Co. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;7/1/2044 | &nbsp;&nbsp;&nbsp;&nbsp;570 | &nbsp;&nbsp;&nbsp;&nbsp;491 |
|  | DTE Electric Co. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;3/15/2045 | &nbsp;&nbsp;1754 | &nbsp;&nbsp;1385 |
|  | DTE Electric Co. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;8/15/2047 | &nbsp;&nbsp;1017 | &nbsp;&nbsp;&nbsp;&nbsp;793 |
|  | DTE Electric Co. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;3/1/2049 | &nbsp;&nbsp;1518 | &nbsp;&nbsp;1222 |
|  | DTE Electric Co. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;3/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;762 | &nbsp;&nbsp;&nbsp;&nbsp;513 |
| <sup>1</sup> | DTE Electric Co. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;4/1/2051 | &nbsp;&nbsp;1534 | &nbsp;&nbsp;1076 |
|  | DTE Electric Co. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;4/1/2053 | &nbsp;&nbsp;&nbsp;&nbsp;540 | &nbsp;&nbsp;&nbsp;&nbsp;535 |
|  | DTE Electric Co. | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;5/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;955 | &nbsp;&nbsp;1003 |
|  | Duke Energy Carolinas LLC | &nbsp;&nbsp;6.100% | &nbsp;&nbsp;6/1/2037 | &nbsp;&nbsp;&nbsp;&nbsp;887 | &nbsp;&nbsp;&nbsp;&nbsp;956 |
|  | Duke Energy Carolinas LLC | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;1/15/2038 | &nbsp;&nbsp;1555 | &nbsp;&nbsp;1682 |
|  | Duke Energy Carolinas LLC | &nbsp;&nbsp;6.050% | &nbsp;&nbsp;4/15/2038 | &nbsp;&nbsp;1257 | &nbsp;&nbsp;1363 |
|  | Duke Energy Carolinas LLC | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;2/15/2040 | &nbsp;&nbsp;1297 | &nbsp;&nbsp;1317 |
|  | Duke Energy Carolinas LLC | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;12/15/2041 | &nbsp;&nbsp;1406 | &nbsp;&nbsp;1242 |
|  | Duke Energy Carolinas LLC | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;9/30/2042 | &nbsp;&nbsp;1555 | &nbsp;&nbsp;1319 |
|  | Duke Energy Carolinas LLC | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;6/1/2045 | &nbsp;&nbsp;&nbsp;&nbsp;845 | &nbsp;&nbsp;&nbsp;&nbsp;671 |
|  | Duke Energy Carolinas LLC | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;3/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp;715 | &nbsp;&nbsp;&nbsp;&nbsp;577 |
|  | Duke Energy Carolinas LLC | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;12/1/2047 | &nbsp;&nbsp;&nbsp;&nbsp;820 | &nbsp;&nbsp;&nbsp;&nbsp;630 |
|  | Duke Energy Carolinas LLC | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;3/15/2048 | &nbsp;&nbsp;1246 | &nbsp;&nbsp;&nbsp;&nbsp;998 |
|  | Duke Energy Carolinas LLC | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;8/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;770 | &nbsp;&nbsp;&nbsp;&nbsp;538 |
|  | Duke Energy Carolinas LLC | &nbsp;&nbsp;3.450% | &nbsp;&nbsp;4/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;830 | &nbsp;&nbsp;&nbsp;&nbsp;600 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Duke Energy Carolinas LLC | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;1/15/2053 | &nbsp;&nbsp;1423 | &nbsp;&nbsp;1394 |
|  | Duke Energy Carolinas LLC | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;1/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;745 | &nbsp;&nbsp;&nbsp;&nbsp;740 |
|  | Duke Energy Corp. | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;6/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp;751 | &nbsp;&nbsp;&nbsp;&nbsp;579 |
|  | Duke Energy Corp. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;9/1/2046 | &nbsp;&nbsp;1687 | &nbsp;&nbsp;1295 |
|  | Duke Energy Corp. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;8/15/2047 | &nbsp;&nbsp;1217 | &nbsp;&nbsp;&nbsp;&nbsp;947 |
|  | Duke Energy Corp. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;6/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;940 | &nbsp;&nbsp;&nbsp;&nbsp;753 |
|  | Duke Energy Corp. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;6/15/2051 | &nbsp;&nbsp;1300 | &nbsp;&nbsp;&nbsp;&nbsp;917 |
|  | Duke Energy Corp. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;8/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;955 | &nbsp;&nbsp;&nbsp;&nbsp;861 |
|  | Duke Energy Corp. | &nbsp;&nbsp;6.100% | &nbsp;&nbsp;9/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;842 |
|  | Duke Energy Corp. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;6/15/2054 | &nbsp;&nbsp;1995 | &nbsp;&nbsp;2017 |
|  | Duke Energy Corp. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;9/15/2055 | &nbsp;&nbsp;2000 | &nbsp;&nbsp;1992 |
|  | Duke Energy Florida LLC | &nbsp;&nbsp;6.350% | &nbsp;&nbsp;9/15/2037 | &nbsp;&nbsp;1291 | &nbsp;&nbsp;1435 |
|  | Duke Energy Florida LLC | &nbsp;&nbsp;6.400% | &nbsp;&nbsp;6/15/2038 | &nbsp;&nbsp;&nbsp;&nbsp;847 | &nbsp;&nbsp;&nbsp;&nbsp;951 |
|  | Duke Energy Florida LLC | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;4/1/2040 | &nbsp;&nbsp;1026 | &nbsp;&nbsp;1070 |
|  | Duke Energy Florida LLC | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;10/1/2046 | &nbsp;&nbsp;1127 | &nbsp;&nbsp;&nbsp;&nbsp;833 |
|  | Duke Energy Florida LLC | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;7/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp;997 | &nbsp;&nbsp;&nbsp;&nbsp;818 |
|  | Duke Energy Florida LLC | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;12/15/2051 | &nbsp;&nbsp;1065 | &nbsp;&nbsp;&nbsp;&nbsp;697 |
|  | Duke Energy Florida LLC | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;11/15/2053 | &nbsp;&nbsp;1385 | &nbsp;&nbsp;1515 |
|  | Duke Energy Indiana LLC | &nbsp;&nbsp;6.120% | &nbsp;&nbsp;10/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;911 | &nbsp;&nbsp;&nbsp;&nbsp;996 |
|  | Duke Energy Indiana LLC | &nbsp;&nbsp;6.350% | &nbsp;&nbsp;8/15/2038 | &nbsp;&nbsp;&nbsp;&nbsp;971 | &nbsp;&nbsp;1078 |
| <sup>1</sup> | Duke Energy Indiana LLC | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;7/15/2043 | &nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;934 |
|  | Duke Energy Indiana LLC | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;5/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp;885 | &nbsp;&nbsp;&nbsp;&nbsp;697 |
| <sup>1</sup> | Duke Energy Indiana LLC | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;10/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp;930 | &nbsp;&nbsp;&nbsp;&nbsp;649 |
|  | Duke Energy Indiana LLC | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;4/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;948 | &nbsp;&nbsp;&nbsp;&nbsp;601 |
|  | Duke Energy Indiana LLC | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;4/1/2053 | &nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;488 |
|  | Duke Energy Ohio Inc. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;6/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp;269 | &nbsp;&nbsp;&nbsp;&nbsp;208 |
|  | Duke Energy Ohio Inc. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;3/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;575 | &nbsp;&nbsp;&nbsp;&nbsp;576 |
|  | Duke Energy Progress LLC | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;5/15/2042 | &nbsp;&nbsp;1019 | &nbsp;&nbsp;&nbsp;&nbsp;874 |
|  | Duke Energy Progress LLC | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;3/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp;512 | &nbsp;&nbsp;&nbsp;&nbsp;436 |
|  | Duke Energy Progress LLC | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;12/1/2044 | &nbsp;&nbsp;2034 | &nbsp;&nbsp;1725 |
|  | Duke Energy Progress LLC | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;8/15/2045 | &nbsp;&nbsp;1584 | &nbsp;&nbsp;1343 |
|  | Duke Energy Progress LLC | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;9/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp;942 | &nbsp;&nbsp;&nbsp;&nbsp;714 |
|  | Duke Energy Progress LLC | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;8/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;632 | &nbsp;&nbsp;&nbsp;&nbsp;379 |
|  | Duke Energy Progress LLC | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;8/15/2051 | &nbsp;&nbsp;1350 | &nbsp;&nbsp;&nbsp;&nbsp;865 |
|  | Duke Energy Progress LLC | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;4/1/2052 | &nbsp;&nbsp;1017 | &nbsp;&nbsp;&nbsp;&nbsp;804 |
|  | Duke Energy Progress LLC | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;3/15/2053 | &nbsp;&nbsp;1382 | &nbsp;&nbsp;1346 |
|  | Duke Energy Progress LLC | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;3/15/2055 | &nbsp;&nbsp;1525 | &nbsp;&nbsp;1532 |
|  | El Paso Electric Co. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;12/1/2044 | &nbsp;&nbsp;&nbsp;&nbsp;410 | &nbsp;&nbsp;&nbsp;&nbsp;362 |
|  | Emera US Finance LP | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;6/15/2046 | &nbsp;&nbsp;1377 | &nbsp;&nbsp;1188 |
|  | Entergy Arkansas LLC | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;4/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp;762 | &nbsp;&nbsp;&nbsp;&nbsp;624 |
|  | Entergy Arkansas LLC | &nbsp;&nbsp;2.650% | &nbsp;&nbsp;6/15/2051 | &nbsp;&nbsp;1215 | &nbsp;&nbsp;&nbsp;&nbsp;737 |
|  | Entergy Arkansas LLC | &nbsp;&nbsp;3.350% | &nbsp;&nbsp;6/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;887 | &nbsp;&nbsp;&nbsp;&nbsp;615 |
|  | Entergy Corp. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;6/15/2050 | &nbsp;&nbsp;1010 | &nbsp;&nbsp;&nbsp;&nbsp;743 |
|  | Entergy Louisiana LLC | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;1/15/2045 | &nbsp;&nbsp;1491 | &nbsp;&nbsp;1374 |
|  | Entergy Louisiana LLC | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;9/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp;969 | &nbsp;&nbsp;&nbsp;&nbsp;796 |
|  | Entergy Louisiana LLC | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;4/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;851 | &nbsp;&nbsp;&nbsp;&nbsp;691 |
|  | Entergy Louisiana LLC | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;3/15/2051 | &nbsp;&nbsp;1401 | &nbsp;&nbsp;&nbsp;&nbsp;898 |
|  | Entergy Louisiana LLC | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;9/15/2052 | &nbsp;&nbsp;1025 | &nbsp;&nbsp;&nbsp;&nbsp;911 |
|  | Entergy Louisiana LLC | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;3/15/2054 | &nbsp;&nbsp;1535 | &nbsp;&nbsp;1550 |
|  | Entergy Louisiana LLC | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;3/15/2055 | &nbsp;&nbsp;1700 | &nbsp;&nbsp;1744 |
|  | Entergy Mississippi LLC | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;6/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp;847 | &nbsp;&nbsp;&nbsp;&nbsp;656 |
|  | Entergy Mississippi LLC | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;6/1/2054 | &nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;819 |
|  | Entergy Mississippi LLC | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;4/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;928 | &nbsp;&nbsp;&nbsp;&nbsp;951 |
|  | Entergy Texas Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;3/30/2039 | &nbsp;&nbsp;&nbsp;&nbsp;720 | &nbsp;&nbsp;&nbsp;&nbsp;669 |
|  | Entergy Texas Inc. | &nbsp;&nbsp;3.550% | &nbsp;&nbsp;9/30/2049 | &nbsp;&nbsp;&nbsp;&nbsp;976 | &nbsp;&nbsp;&nbsp;&nbsp;708 |
|  | Entergy Texas Inc. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;9/1/2053 | &nbsp;&nbsp;&nbsp;&nbsp;920 | &nbsp;&nbsp;&nbsp;&nbsp;933 |
|  | Essential Utilities Inc. | &nbsp;&nbsp;4.276% | &nbsp;&nbsp;5/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp;990 | &nbsp;&nbsp;&nbsp;&nbsp;795 |
|  | Essential Utilities Inc. | &nbsp;&nbsp;3.351% | &nbsp;&nbsp;4/15/2050 | &nbsp;&nbsp;1329 | &nbsp;&nbsp;&nbsp;&nbsp;906 |
|  | Essential Utilities Inc. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;5/1/2052 | &nbsp;&nbsp;&nbsp;&nbsp;959 | &nbsp;&nbsp;&nbsp;&nbsp;893 |
|  | Evergy Kansas Central Inc. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;3/1/2042 | &nbsp;&nbsp;1118 | &nbsp;&nbsp;&nbsp;&nbsp;956 |
|  | Evergy Kansas Central Inc. | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;4/1/2043 | &nbsp;&nbsp;1055 | &nbsp;&nbsp;&nbsp;&nbsp;884 |
|  | Evergy Kansas Central Inc. | &nbsp;&nbsp;3.450% | &nbsp;&nbsp;4/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;557 | &nbsp;&nbsp;&nbsp;&nbsp;397 |
|  | Evergy Metro Inc. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;10/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp;980 | &nbsp;&nbsp;&nbsp;&nbsp;969 |
|  | Evergy Metro Inc. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;6/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp;672 | &nbsp;&nbsp;&nbsp;&nbsp;556 |
|  | Evergy Metro Inc. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;3/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp;655 | &nbsp;&nbsp;&nbsp;&nbsp;539 |
| <sup>1</sup> | Evergy Metro Inc. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;4/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp;945 | &nbsp;&nbsp;&nbsp;&nbsp;762 |
|  | Eversource Energy | &nbsp;&nbsp;3.450% | &nbsp;&nbsp;1/15/2050 | &nbsp;&nbsp;1515 | &nbsp;&nbsp;1094 |
|  | Exelon Corp. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;6/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp;958 | &nbsp;&nbsp;&nbsp;&nbsp;893 |
|  | Exelon Corp. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;4/15/2050 | &nbsp;&nbsp;2297 | &nbsp;&nbsp;1986 |
|  | Exelon Corp. | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;3/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;510 | &nbsp;&nbsp;&nbsp;&nbsp;398 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Exelon Corp. | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;3/15/2053 | &nbsp;&nbsp;1260 | &nbsp;&nbsp;1234 |
|  | Exelon Corp. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;3/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;462 | &nbsp;&nbsp;&nbsp;&nbsp;471 |
| <sup>1</sup> | FirstEnergy Corp. | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;3/1/2050 | &nbsp;&nbsp;1745 | &nbsp;&nbsp;1216 |
|  | Florida Power & Light Co. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;2/1/2037 | &nbsp;&nbsp;&nbsp;&nbsp;933 | &nbsp;&nbsp;&nbsp;&nbsp;991 |
|  | Florida Power & Light Co. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;2/1/2038 | &nbsp;&nbsp;&nbsp;&nbsp;911 | &nbsp;&nbsp;&nbsp;&nbsp;990 |
|  | Florida Power & Light Co. | &nbsp;&nbsp;5.960% | &nbsp;&nbsp;4/1/2039 | &nbsp;&nbsp;&nbsp;&nbsp;960 | &nbsp;&nbsp;1038 |
|  | Florida Power & Light Co. | &nbsp;&nbsp;5.690% | &nbsp;&nbsp;3/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp;964 | &nbsp;&nbsp;1017 |
|  | Florida Power & Light Co. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;2/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp;990 | &nbsp;&nbsp;&nbsp;&nbsp;994 |
|  | Florida Power & Light Co. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;2/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp;970 | &nbsp;&nbsp;&nbsp;&nbsp;845 |
|  | Florida Power & Light Co. | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;6/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp;999 | &nbsp;&nbsp;&nbsp;&nbsp;863 |
|  | Florida Power & Light Co. | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;10/1/2044 | &nbsp;&nbsp;&nbsp;&nbsp;762 | &nbsp;&nbsp;&nbsp;&nbsp;642 |
|  | Florida Power & Light Co. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;12/1/2047 | &nbsp;&nbsp;1074 | &nbsp;&nbsp;&nbsp;&nbsp;837 |
|  | Florida Power & Light Co. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;3/1/2048 | &nbsp;&nbsp;1013 | &nbsp;&nbsp;&nbsp;&nbsp;823 |
|  | Florida Power & Light Co. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;6/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp;675 | &nbsp;&nbsp;&nbsp;&nbsp;559 |
|  | Florida Power & Light Co. | &nbsp;&nbsp;3.990% | &nbsp;&nbsp;3/1/2049 | &nbsp;&nbsp;1115 | &nbsp;&nbsp;&nbsp;&nbsp;902 |
|  | Florida Power & Light Co. | &nbsp;&nbsp;3.150% | &nbsp;&nbsp;10/1/2049 | &nbsp;&nbsp;1102 | &nbsp;&nbsp;&nbsp;&nbsp;768 |
|  | Florida Power & Light Co. | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;12/4/2051 | &nbsp;&nbsp;2629 | &nbsp;&nbsp;1701 |
|  | Florida Power & Light Co. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;4/1/2053 | &nbsp;&nbsp;1587 | &nbsp;&nbsp;1556 |
|  | Florida Power & Light Co. | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;6/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;935 | &nbsp;&nbsp;&nbsp;&nbsp;956 |
|  | Florida Power & Light Co. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;3/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;704 | &nbsp;&nbsp;&nbsp;&nbsp;730 |
|  | Florida Power & Light Co. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;3/15/2065 | &nbsp;&nbsp;&nbsp;&nbsp;545 | &nbsp;&nbsp;&nbsp;&nbsp;574 |
| <sup>1</sup> | Georgia Power Co. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;9/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp;982 | &nbsp;&nbsp;&nbsp;&nbsp;937 |
|  | Georgia Power Co. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;3/15/2042 | &nbsp;&nbsp;1185 | &nbsp;&nbsp;1046 |
|  | Georgia Power Co. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;3/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp;821 | &nbsp;&nbsp;&nbsp;&nbsp;718 |
| <sup>1</sup> | Georgia Power Co. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;1/30/2050 | &nbsp;&nbsp;1210 | &nbsp;&nbsp;&nbsp;&nbsp;922 |
| <sup>1</sup> | Georgia Power Co. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;3/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;930 | &nbsp;&nbsp;&nbsp;&nbsp;649 |
|  | Georgia Power Co. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;10/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;750 | &nbsp;&nbsp;&nbsp;&nbsp;748 |
|  | Iberdrola International BV | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;7/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;821 | &nbsp;&nbsp;&nbsp;&nbsp;931 |
| <sup>1</sup> | Idaho Power Co. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;3/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp;561 | &nbsp;&nbsp;&nbsp;&nbsp;465 |
| <sup>1</sup> | Idaho Power Co. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;3/15/2053 | &nbsp;&nbsp;1160 | &nbsp;&nbsp;1146 |
| <sup>1</sup> | Idaho Power Co. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;4/1/2054 | &nbsp;&nbsp;&nbsp;&nbsp;985 | &nbsp;&nbsp;1013 |
| <sup>1</sup> | Indiana Michigan Power Co. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;3/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp;890 | &nbsp;&nbsp;&nbsp;&nbsp;775 |
| <sup>1</sup> | Indiana Michigan Power Co. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;7/1/2047 | &nbsp;&nbsp;&nbsp;&nbsp;804 | &nbsp;&nbsp;&nbsp;&nbsp;613 |
|  | Indiana Michigan Power Co. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;5/1/2051 | &nbsp;&nbsp;&nbsp;&nbsp;869 | &nbsp;&nbsp;&nbsp;&nbsp;585 |
|  | Interstate Power & Light Co. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;9/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp;445 | &nbsp;&nbsp;&nbsp;&nbsp;338 |
|  | Interstate Power & Light Co. | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;11/30/2051 | &nbsp;&nbsp;&nbsp;&nbsp;891 | &nbsp;&nbsp;&nbsp;&nbsp;583 |
|  | Interstate Power & Light Co. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;9/30/2054 | &nbsp;&nbsp;1525 | &nbsp;&nbsp;1475 |
|  | ITC Holdings Corp. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;7/1/2043 | &nbsp;&nbsp;&nbsp;&nbsp;531 | &nbsp;&nbsp;&nbsp;&nbsp;509 |
| <sup>3</sup> | Jersey Central Power & Light Co. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;1/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;450 | &nbsp;&nbsp;&nbsp;&nbsp;455 |
| <sup>1</sup> | John Sevier Combined Cycle Generation LLC | &nbsp;&nbsp;4.626% | &nbsp;&nbsp;1/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp;739 | &nbsp;&nbsp;&nbsp;&nbsp;719 |
|  | Johnsonville Aeroderivative Combustion Turbine Generation LLC | &nbsp;&nbsp;5.078% | &nbsp;&nbsp;10/1/2054 | &nbsp;&nbsp;1697 | &nbsp;&nbsp;1634 |
|  | Kentucky Utilities Co. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;11/1/2040 | &nbsp;&nbsp;1139 | &nbsp;&nbsp;1117 |
|  | Kentucky Utilities Co. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;10/1/2045 | &nbsp;&nbsp;1912 | &nbsp;&nbsp;1646 |
|  | Kentucky Utilities Co. | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;6/1/2050 | &nbsp;&nbsp;1465 | &nbsp;&nbsp;1020 |
|  | Kentucky Utilities Co. | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;8/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;912 | &nbsp;&nbsp;&nbsp;&nbsp;938 |
| <sup>1</sup> | Louisville Gas & Electric Co. | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;8/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;958 | &nbsp;&nbsp;&nbsp;&nbsp;986 |
|  | MidAmerican Energy Co. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;9/15/2043 | &nbsp;&nbsp;1408 | &nbsp;&nbsp;1301 |
|  | MidAmerican Energy Co. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;5/1/2046 | &nbsp;&nbsp;&nbsp;&nbsp;970 | &nbsp;&nbsp;&nbsp;&nbsp;827 |
|  | MidAmerican Energy Co. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;8/1/2047 | &nbsp;&nbsp;1471 | &nbsp;&nbsp;1185 |
|  | MidAmerican Energy Co. | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;8/1/2048 | &nbsp;&nbsp;2065 | &nbsp;&nbsp;1575 |
|  | MidAmerican Energy Co. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;7/15/2049 | &nbsp;&nbsp;1010 | &nbsp;&nbsp;&nbsp;&nbsp;845 |
|  | MidAmerican Energy Co. | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;9/15/2054 | &nbsp;&nbsp;1095 | &nbsp;&nbsp;1152 |
|  | MidAmerican Energy Co. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;2/1/2055 | &nbsp;&nbsp;2100 | &nbsp;&nbsp;2044 |
| <sup>1</sup> | Mississippi Power Co. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;3/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp;980 | &nbsp;&nbsp;&nbsp;&nbsp;853 |
|  | National Rural Utilities Cooperative Finance Corp. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;11/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp;760 | &nbsp;&nbsp;&nbsp;&nbsp;652 |
|  | National Rural Utilities Cooperative Finance Corp. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;3/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;988 | &nbsp;&nbsp;&nbsp;&nbsp;842 |
| <sup>1</sup> | Nevada Power Co. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;7/1/2037 | &nbsp;&nbsp;&nbsp;&nbsp;942 | &nbsp;&nbsp;1070 |
| <sup>1</sup> | Nevada Power Co. | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;8/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;900 | &nbsp;&nbsp;&nbsp;&nbsp;595 |
| <sup>1</sup> | Nevada Power Co. | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;5/1/2053 | &nbsp;&nbsp;&nbsp;&nbsp;845 | &nbsp;&nbsp;&nbsp;&nbsp;862 |
|  | Nevada Power Co. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;3/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;885 | &nbsp;&nbsp;&nbsp;&nbsp;919 |
|  | NextEra Energy Capital Holdings Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;2/28/2053 | &nbsp;&nbsp;1665 | &nbsp;&nbsp;1574 |
|  | NextEra Energy Capital Holdings Inc. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;3/15/2054 | &nbsp;&nbsp;1135 | &nbsp;&nbsp;1113 |
|  | NextEra Energy Capital Holdings Inc. | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;3/15/2055 | &nbsp;&nbsp;2920 | &nbsp;&nbsp;3010 |
|  | NiSource Inc. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;6/15/2041 | &nbsp;&nbsp;1058 | &nbsp;&nbsp;1102 |
|  | NiSource Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;2/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp;880 | &nbsp;&nbsp;&nbsp;&nbsp;854 |
|  | NiSource Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;2/15/2044 | &nbsp;&nbsp;1212 | &nbsp;&nbsp;1103 |
|  | NiSource Inc. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;2/1/2045 | &nbsp;&nbsp;2250 | &nbsp;&nbsp;2239 |
|  | NiSource Inc. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;5/15/2047 | &nbsp;&nbsp;1322 | &nbsp;&nbsp;1116 |
|  | NiSource Inc. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;3/30/2048 | &nbsp;&nbsp;&nbsp;&nbsp;971 | &nbsp;&nbsp;&nbsp;&nbsp;772 |
|  | NiSource Inc. | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;4/1/2055 | &nbsp;&nbsp;2163 | &nbsp;&nbsp;2197 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Northern States Power Co. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;6/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp;995 | &nbsp;&nbsp;1101 |
|  | Northern States Power Co. | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;7/1/2037 | &nbsp;&nbsp;&nbsp;&nbsp;762 | &nbsp;&nbsp;&nbsp;&nbsp;844 |
|  | Northern States Power Co. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;11/1/2039 | &nbsp;&nbsp;&nbsp;&nbsp;645 | &nbsp;&nbsp;&nbsp;&nbsp;670 |
|  | Northern States Power Co. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;5/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp;885 | &nbsp;&nbsp;&nbsp;&nbsp;760 |
|  | Northern States Power Co. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;8/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp;919 | &nbsp;&nbsp;&nbsp;&nbsp;760 |
|  | Northern States Power Co. | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;9/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp;660 | &nbsp;&nbsp;&nbsp;&nbsp;504 |
|  | Northern States Power Co. | &nbsp;&nbsp;2.600% | &nbsp;&nbsp;6/1/2051 | &nbsp;&nbsp;&nbsp;&nbsp;615 | &nbsp;&nbsp;&nbsp;&nbsp;383 |
|  | Northern States Power Co. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;6/1/2052 | &nbsp;&nbsp;&nbsp;&nbsp;920 | &nbsp;&nbsp;&nbsp;&nbsp;798 |
|  | Northern States Power Co. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;5/15/2053 | &nbsp;&nbsp;1113 | &nbsp;&nbsp;1057 |
|  | Northern States Power Co. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;3/15/2054 | &nbsp;&nbsp;1115 | &nbsp;&nbsp;1107 |
|  | Northern States Power Co. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;6/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;980 | &nbsp;&nbsp;1009 |
|  | Northern States Power Co. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;5/15/2055 | &nbsp;&nbsp;2535 | &nbsp;&nbsp;2601 |
|  | Northwest Natural Holding Co. | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;9/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;550 | &nbsp;&nbsp;&nbsp;&nbsp;564 |
|  | NorthWestern Corp. | &nbsp;&nbsp;4.176% | &nbsp;&nbsp;11/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp;949 | &nbsp;&nbsp;&nbsp;&nbsp;795 |
|  | NSTAR Electric Co. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;3/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp;447 | &nbsp;&nbsp;&nbsp;&nbsp;460 |
|  | NSTAR Electric Co. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;9/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;881 | &nbsp;&nbsp;&nbsp;&nbsp;811 |
|  | Oglethorpe Power Corp. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;11/1/2039 | &nbsp;&nbsp;&nbsp;&nbsp;635 | &nbsp;&nbsp;&nbsp;&nbsp;667 |
|  | Oglethorpe Power Corp. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;11/1/2040 | &nbsp;&nbsp;1342 | &nbsp;&nbsp;1321 |
|  | Oglethorpe Power Corp. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;4/1/2047 | &nbsp;&nbsp;&nbsp;&nbsp;935 | &nbsp;&nbsp;&nbsp;&nbsp;790 |
|  | Oglethorpe Power Corp. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;10/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp;772 | &nbsp;&nbsp;&nbsp;&nbsp;702 |
|  | Oglethorpe Power Corp. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;9/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;715 | &nbsp;&nbsp;&nbsp;&nbsp;663 |
|  | Oglethorpe Power Corp. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;6/1/2054 | &nbsp;&nbsp;&nbsp;&nbsp;685 | &nbsp;&nbsp;&nbsp;&nbsp;682 |
|  | Oglethorpe Power Corp. | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;2/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;900 | &nbsp;&nbsp;&nbsp;&nbsp;911 |
|  | Ohio Edison Co. | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;7/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;655 | &nbsp;&nbsp;&nbsp;&nbsp;750 |
|  | Ohio Power Co. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;4/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp;810 | &nbsp;&nbsp;&nbsp;&nbsp;642 |
|  | Ohio Power Co. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;6/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp;934 | &nbsp;&nbsp;&nbsp;&nbsp;724 |
| <sup>1</sup> | Ohio Power Co. | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;10/1/2051 | &nbsp;&nbsp;&nbsp;&nbsp;655 | &nbsp;&nbsp;&nbsp;&nbsp;408 |
|  | Oklahoma Gas & Electric Co. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;4/1/2047 | &nbsp;&nbsp;1266 | &nbsp;&nbsp;1047 |
|  | Oklahoma Gas & Electric Co. | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;4/1/2053 | &nbsp;&nbsp;&nbsp;&nbsp;875 | &nbsp;&nbsp;&nbsp;&nbsp;874 |
|  | Oncor Electric Delivery Co. LLC | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;9/30/2040 | &nbsp;&nbsp;1135 | &nbsp;&nbsp;1136 |
|  | Oncor Electric Delivery Co. LLC | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;12/1/2041 | &nbsp;&nbsp;1435 | &nbsp;&nbsp;1304 |
|  | Oncor Electric Delivery Co. LLC | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;9/30/2047 | &nbsp;&nbsp;&nbsp;&nbsp;934 | &nbsp;&nbsp;&nbsp;&nbsp;730 |
|  | Oncor Electric Delivery Co. LLC | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;11/15/2048 | &nbsp;&nbsp;1069 | &nbsp;&nbsp;&nbsp;&nbsp;872 |
|  | Oncor Electric Delivery Co. LLC | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;6/1/2049 | &nbsp;&nbsp;1102 | &nbsp;&nbsp;&nbsp;&nbsp;846 |
|  | Oncor Electric Delivery Co. LLC | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;5/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;749 | &nbsp;&nbsp;&nbsp;&nbsp;561 |
|  | Oncor Electric Delivery Co. LLC | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;11/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;984 | &nbsp;&nbsp;&nbsp;&nbsp;602 |
|  | Oncor Electric Delivery Co. LLC | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;9/15/2052 | &nbsp;&nbsp;1760 | &nbsp;&nbsp;1605 |
|  | Oncor Electric Delivery Co. LLC | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;10/1/2052 | &nbsp;&nbsp;&nbsp;&nbsp;842 | &nbsp;&nbsp;&nbsp;&nbsp;808 |
|  | Oncor Electric Delivery Co. LLC | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;6/15/2054 | &nbsp;&nbsp;1070 | &nbsp;&nbsp;1065 |
| <sup>3</sup> | Oncor Electric Delivery Co. LLC | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;4/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;515 |
|  | ONE Gas Inc. | &nbsp;&nbsp;4.658% | &nbsp;&nbsp;2/1/2044 | &nbsp;&nbsp;&nbsp;&nbsp;820 | &nbsp;&nbsp;&nbsp;&nbsp;737 |
|  | ONE Gas Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;11/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp;853 | &nbsp;&nbsp;&nbsp;&nbsp;735 |
|  | Pacific Gas & Electric Co. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;7/1/2040 | &nbsp;&nbsp;3146 | &nbsp;&nbsp;2736 |
|  | Pacific Gas & Electric Co. | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;8/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp;900 | &nbsp;&nbsp;&nbsp;&nbsp;683 |
|  | Pacific Gas & Electric Co. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;6/1/2041 | &nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;821 |
|  | Pacific Gas & Electric Co. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;2/15/2044 | &nbsp;&nbsp;1785 | &nbsp;&nbsp;1528 |
|  | Pacific Gas & Electric Co. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;3/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp;845 | &nbsp;&nbsp;&nbsp;&nbsp;675 |
|  | Pacific Gas & Electric Co. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;3/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp;735 | &nbsp;&nbsp;&nbsp;&nbsp;578 |
|  | Pacific Gas & Electric Co. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;12/1/2046 | &nbsp;&nbsp;1590 | &nbsp;&nbsp;1200 |
|  | Pacific Gas & Electric Co. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;12/1/2047 | &nbsp;&nbsp;&nbsp;&nbsp;465 | &nbsp;&nbsp;&nbsp;&nbsp;348 |
|  | Pacific Gas & Electric Co. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;7/1/2050 | &nbsp;&nbsp;5902 | &nbsp;&nbsp;5085 |
|  | Pacific Gas & Electric Co. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;8/1/2050 | &nbsp;&nbsp;1520 | &nbsp;&nbsp;1040 |
|  | Pacific Gas & Electric Co. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;3/1/2052 | &nbsp;&nbsp;1450 | &nbsp;&nbsp;1291 |
|  | Pacific Gas & Electric Co. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;1/15/2053 | &nbsp;&nbsp;2305 | &nbsp;&nbsp;2483 |
|  | Pacific Gas & Electric Co. | &nbsp;&nbsp;6.700% | &nbsp;&nbsp;4/1/2053 | &nbsp;&nbsp;1265 | &nbsp;&nbsp;1355 |
|  | Pacific Gas & Electric Co. | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;10/1/2054 | &nbsp;&nbsp;1640 | &nbsp;&nbsp;1603 |
|  | Pacific Gas & Electric Co. | &nbsp;&nbsp;6.150% | &nbsp;&nbsp;3/1/2055 | &nbsp;&nbsp;1125 | &nbsp;&nbsp;1132 |
| <sup>4</sup> | Pacific Gas & Electric Co. | &nbsp;&nbsp;6.100% | &nbsp;&nbsp;10/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;499 |
|  | PacifiCorp | &nbsp;&nbsp;6.100% | &nbsp;&nbsp;8/1/2036 | &nbsp;&nbsp;1320 | &nbsp;&nbsp;1413 |
|  | PacifiCorp | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;10/15/2037 | &nbsp;&nbsp;&nbsp;&nbsp;868 | &nbsp;&nbsp;&nbsp;&nbsp;930 |
|  | PacifiCorp | &nbsp;&nbsp;6.350% | &nbsp;&nbsp;7/15/2038 | &nbsp;&nbsp;1405 | &nbsp;&nbsp;1510 |
|  | PacifiCorp | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;2/1/2042 | &nbsp;&nbsp;1017 | &nbsp;&nbsp;&nbsp;&nbsp;840 |
|  | PacifiCorp | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;1/15/2049 | &nbsp;&nbsp;2867 | &nbsp;&nbsp;2236 |
|  | PacifiCorp | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;2/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;719 | &nbsp;&nbsp;&nbsp;&nbsp;560 |
|  | PacifiCorp | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;3/15/2051 | &nbsp;&nbsp;1350 | &nbsp;&nbsp;&nbsp;&nbsp;893 |
|  | PacifiCorp | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;12/1/2053 | &nbsp;&nbsp;1110 | &nbsp;&nbsp;1025 |
|  | PacifiCorp | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;1/15/2055 | &nbsp;&nbsp;2838 | &nbsp;&nbsp;2783 |
|  | PECO Energy Co. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;10/1/2036 | &nbsp;&nbsp;1055 | &nbsp;&nbsp;1144 |
|  | PECO Energy Co. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;10/1/2044 | &nbsp;&nbsp;&nbsp;&nbsp;908 | &nbsp;&nbsp;&nbsp;&nbsp;767 |
|  | PECO Energy Co. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;9/15/2047 | &nbsp;&nbsp;1623 | &nbsp;&nbsp;1264 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | PECO Energy Co. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;3/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp;778 | &nbsp;&nbsp;&nbsp;&nbsp;624 |
|  | PECO Energy Co. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;9/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;815 | &nbsp;&nbsp;&nbsp;&nbsp;547 |
|  | PECO Energy Co. | &nbsp;&nbsp;3.050% | &nbsp;&nbsp;3/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;680 | &nbsp;&nbsp;&nbsp;&nbsp;453 |
|  | PECO Energy Co. | &nbsp;&nbsp;2.850% | &nbsp;&nbsp;9/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;992 | &nbsp;&nbsp;&nbsp;&nbsp;636 |
|  | PECO Energy Co. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;5/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;549 | &nbsp;&nbsp;&nbsp;&nbsp;486 |
|  | PECO Energy Co. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;9/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;680 | &nbsp;&nbsp;&nbsp;&nbsp;659 |
|  | PECO Energy Co. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;9/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;900 | &nbsp;&nbsp;&nbsp;&nbsp;920 |
|  | Piedmont Natural Gas Co. Inc. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;8/1/2043 | &nbsp;&nbsp;&nbsp;&nbsp;725 | &nbsp;&nbsp;&nbsp;&nbsp;655 |
|  | Piedmont Natural Gas Co. Inc. | &nbsp;&nbsp;3.640% | &nbsp;&nbsp;11/1/2046 | &nbsp;&nbsp;&nbsp;&nbsp;799 | &nbsp;&nbsp;&nbsp;&nbsp;597 |
|  | Piedmont Natural Gas Co. Inc. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;5/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;514 | &nbsp;&nbsp;&nbsp;&nbsp;467 |
|  | Potomac Electric Power Co. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;11/15/2037 | &nbsp;&nbsp;&nbsp;&nbsp;960 | &nbsp;&nbsp;1081 |
|  | Potomac Electric Power Co. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;3/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp;970 | &nbsp;&nbsp;&nbsp;&nbsp;828 |
|  | Potomac Electric Power Co. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;3/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;755 | &nbsp;&nbsp;&nbsp;&nbsp;749 |
|  | PPL Electric Utilities Corp. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;5/15/2039 | &nbsp;&nbsp;&nbsp;&nbsp;822 | &nbsp;&nbsp;&nbsp;&nbsp;916 |
|  | PPL Electric Utilities Corp. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;10/1/2045 | &nbsp;&nbsp;1795 | &nbsp;&nbsp;1520 |
|  | PPL Electric Utilities Corp. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;6/1/2047 | &nbsp;&nbsp;1413 | &nbsp;&nbsp;1150 |
|  | PPL Electric Utilities Corp. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;6/15/2048 | &nbsp;&nbsp;1006 | &nbsp;&nbsp;&nbsp;&nbsp;835 |
|  | PPL Electric Utilities Corp. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;5/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;935 | &nbsp;&nbsp;&nbsp;&nbsp;912 |
|  | PPL Electric Utilities Corp. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;8/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;411 | &nbsp;&nbsp;&nbsp;&nbsp;414 |
|  | Progress Energy Inc. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;12/1/2039 | &nbsp;&nbsp;1595 | &nbsp;&nbsp;1691 |
|  | Public Service Co. of Colorado | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;9/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;792 | &nbsp;&nbsp;&nbsp;&nbsp;803 |
| <sup>1</sup> | Public Service Co. of Colorado | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;9/1/2037 | &nbsp;&nbsp;&nbsp;&nbsp;891 | &nbsp;&nbsp;&nbsp;&nbsp;968 |
|  | Public Service Co. of Colorado | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;9/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp;880 | &nbsp;&nbsp;&nbsp;&nbsp;695 |
|  | Public Service Co. of Colorado | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;3/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp;440 | &nbsp;&nbsp;&nbsp;&nbsp;373 |
|  | Public Service Co. of Colorado | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;6/15/2047 | &nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;772 |
| <sup>1</sup> | Public Service Co. of Colorado | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;1/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;867 | &nbsp;&nbsp;&nbsp;&nbsp;533 |
| <sup>1</sup> | Public Service Co. of Colorado | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;6/1/2052 | &nbsp;&nbsp;1178 | &nbsp;&nbsp;&nbsp;&nbsp;990 |
|  | Public Service Co. of Colorado | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;4/1/2053 | &nbsp;&nbsp;1049 | &nbsp;&nbsp;&nbsp;&nbsp;995 |
|  | Public Service Co. of Colorado | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;5/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;775 | &nbsp;&nbsp;&nbsp;&nbsp;789 |
|  | Public Service Co. of Colorado | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;5/15/2055 | &nbsp;&nbsp;2931 | &nbsp;&nbsp;3019 |
|  | Public Service Co. of New Hampshire | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;7/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp;790 | &nbsp;&nbsp;&nbsp;&nbsp;598 |
|  | Public Service Co. of New Hampshire | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;1/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;637 | &nbsp;&nbsp;&nbsp;&nbsp;604 |
|  | Public Service Co. of Oklahoma | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;1/15/2036 | &nbsp;&nbsp;1125 | &nbsp;&nbsp;1149 |
| <sup>1</sup> | Public Service Electric & Gas Co. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;5/1/2037 | &nbsp;&nbsp;&nbsp;&nbsp;853 | &nbsp;&nbsp;&nbsp;&nbsp;912 |
| <sup>1</sup> | Public Service Electric & Gas Co. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;5/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp;875 | &nbsp;&nbsp;&nbsp;&nbsp;736 |
| <sup>1</sup> | Public Service Electric & Gas Co. | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;9/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp;680 | &nbsp;&nbsp;&nbsp;&nbsp;548 |
| <sup>1</sup> | Public Service Electric & Gas Co. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;3/1/2046 | &nbsp;&nbsp;1762 | &nbsp;&nbsp;1414 |
| <sup>1</sup> | Public Service Electric & Gas Co. | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;12/1/2047 | &nbsp;&nbsp;&nbsp;&nbsp;931 | &nbsp;&nbsp;&nbsp;&nbsp;711 |
| <sup>1</sup> | Public Service Electric & Gas Co. | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;5/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp;527 | &nbsp;&nbsp;&nbsp;&nbsp;432 |
| <sup>1</sup> | Public Service Electric & Gas Co. | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;5/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp;875 | &nbsp;&nbsp;&nbsp;&nbsp;689 |
| <sup>1</sup> | Public Service Electric & Gas Co. | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;8/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp;852 | &nbsp;&nbsp;&nbsp;&nbsp;600 |
| <sup>1</sup> | Public Service Electric & Gas Co. | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;5/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;596 | &nbsp;&nbsp;&nbsp;&nbsp;377 |
| <sup>1</sup> | Public Service Electric & Gas Co. | &nbsp;&nbsp;2.050% | &nbsp;&nbsp;8/1/2050 | &nbsp;&nbsp;1059 | &nbsp;&nbsp;&nbsp;&nbsp;576 |
| <sup>1</sup> | Public Service Electric & Gas Co. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;3/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;702 | &nbsp;&nbsp;&nbsp;&nbsp;670 |
|  | Public Service Electric & Gas Co. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;8/1/2053 | &nbsp;&nbsp;&nbsp;&nbsp;838 | &nbsp;&nbsp;&nbsp;&nbsp;836 |
| <sup>1</sup> | Public Service Electric & Gas Co. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;3/1/2054 | &nbsp;&nbsp;&nbsp;&nbsp;510 | &nbsp;&nbsp;&nbsp;&nbsp;509 |
|  | Public Service Electric & Gas Co. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;8/1/2054 | &nbsp;&nbsp;1285 | &nbsp;&nbsp;1255 |
| <sup>1</sup> | Public Service Electric & Gas Co. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;3/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;412 | &nbsp;&nbsp;&nbsp;&nbsp;414 |
|  | Puget Sound Energy Inc. | &nbsp;&nbsp;6.274% | &nbsp;&nbsp;3/15/2037 | &nbsp;&nbsp;&nbsp;&nbsp;552 | &nbsp;&nbsp;&nbsp;&nbsp;605 |
|  | Puget Sound Energy Inc. | &nbsp;&nbsp;5.795% | &nbsp;&nbsp;3/15/2040 | &nbsp;&nbsp;1110 | &nbsp;&nbsp;1153 |
|  | Puget Sound Energy Inc. | &nbsp;&nbsp;5.638% | &nbsp;&nbsp;4/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp;810 | &nbsp;&nbsp;&nbsp;&nbsp;819 |
|  | Puget Sound Energy Inc. | &nbsp;&nbsp;4.223% | &nbsp;&nbsp;6/15/2048 | &nbsp;&nbsp;1750 | &nbsp;&nbsp;1437 |
|  | Puget Sound Energy Inc. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;9/15/2049 | &nbsp;&nbsp;1351 | &nbsp;&nbsp;&nbsp;&nbsp;936 |
|  | Puget Sound Energy Inc. | &nbsp;&nbsp;5.685% | &nbsp;&nbsp;6/15/2054 | &nbsp;&nbsp;1120 | &nbsp;&nbsp;1134 |
|  | Puget Sound Energy Inc. | &nbsp;&nbsp;5.598% | &nbsp;&nbsp;9/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;357 | &nbsp;&nbsp;&nbsp;&nbsp;355 |
|  | San Diego Gas & Electric Co. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;6/1/2039 | &nbsp;&nbsp;&nbsp;&nbsp;975 | &nbsp;&nbsp;1056 |
|  | San Diego Gas & Electric Co. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;8/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp;508 | &nbsp;&nbsp;&nbsp;&nbsp;467 |
|  | San Diego Gas & Electric Co. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;5/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp;965 | &nbsp;&nbsp;&nbsp;&nbsp;782 |
| <sup>1</sup> | San Diego Gas & Electric Co. | &nbsp;&nbsp;3.320% | &nbsp;&nbsp;4/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;937 | &nbsp;&nbsp;&nbsp;&nbsp;656 |
|  | San Diego Gas & Electric Co. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;3/15/2052 | &nbsp;&nbsp;1375 | &nbsp;&nbsp;1014 |
|  | San Diego Gas & Electric Co. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;4/1/2053 | &nbsp;&nbsp;&nbsp;&nbsp;900 | &nbsp;&nbsp;&nbsp;&nbsp;865 |
|  | San Diego Gas & Electric Co. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;4/15/2054 | &nbsp;&nbsp;1270 | &nbsp;&nbsp;1255 |
|  | Sempra | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;2/1/2038 | &nbsp;&nbsp;1079 | &nbsp;&nbsp;&nbsp;&nbsp;923 |
|  | Sempra | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;10/15/2039 | &nbsp;&nbsp;1104 | &nbsp;&nbsp;1149 |
|  | Sempra | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;2/1/2048 | &nbsp;&nbsp;1509 | &nbsp;&nbsp;1165 |
|  | Sierra Pacific Power Co. | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;3/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;525 | &nbsp;&nbsp;&nbsp;&nbsp;535 |
|  | Southern California Edison Co. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;2/1/2036 | &nbsp;&nbsp;1021 | &nbsp;&nbsp;1031 |
| <sup>1</sup> | Southern California Edison Co. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;1/15/2037 | &nbsp;&nbsp;&nbsp;&nbsp;876 | &nbsp;&nbsp;&nbsp;&nbsp;874 |
| <sup>1</sup> | Southern California Edison Co. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;2/1/2038 | &nbsp;&nbsp;1315 | &nbsp;&nbsp;1341 |
|  | Southern California Edison Co. | &nbsp;&nbsp;6.050% | &nbsp;&nbsp;3/15/2039 | &nbsp;&nbsp;1539 | &nbsp;&nbsp;1586 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Southern California Edison Co. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;9/1/2040 | &nbsp;&nbsp;1397 | &nbsp;&nbsp;1235 |
|  | Southern California Edison Co. | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;3/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3 |
|  | Southern California Edison Co. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;10/1/2043 | &nbsp;&nbsp;1694 | &nbsp;&nbsp;1447 |
| <sup>1</sup> | Southern California Edison Co. | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;2/1/2045 | &nbsp;&nbsp;&nbsp;&nbsp;755 | &nbsp;&nbsp;&nbsp;&nbsp;550 |
|  | Southern California Edison Co. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;4/1/2047 | &nbsp;&nbsp;2366 | &nbsp;&nbsp;1786 |
| <sup>1</sup> | Southern California Edison Co. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;3/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp;755 | &nbsp;&nbsp;&nbsp;&nbsp;578 |
| <sup>1</sup> | Southern California Edison Co. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;3/1/2049 | &nbsp;&nbsp;1246 | &nbsp;&nbsp;1059 |
|  | Southern California Edison Co. | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;2/1/2050 | &nbsp;&nbsp;2160 | &nbsp;&nbsp;1512 |
| <sup>1</sup> | Southern California Edison Co. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;2/1/2051 | &nbsp;&nbsp;2855 | &nbsp;&nbsp;1749 |
|  | Southern California Edison Co. | &nbsp;&nbsp;3.450% | &nbsp;&nbsp;2/1/2052 | &nbsp;&nbsp;1125 | &nbsp;&nbsp;&nbsp;&nbsp;751 |
| <sup>1</sup> | Southern California Edison Co. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;6/1/2052 | &nbsp;&nbsp;&nbsp;&nbsp;675 | &nbsp;&nbsp;&nbsp;&nbsp;613 |
|  | Southern California Edison Co. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;3/1/2053 | &nbsp;&nbsp;&nbsp;&nbsp;750 | &nbsp;&nbsp;&nbsp;&nbsp;705 |
|  | Southern California Edison Co. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;12/1/2053 | &nbsp;&nbsp;&nbsp;&nbsp;949 | &nbsp;&nbsp;&nbsp;&nbsp;917 |
|  | Southern California Edison Co. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;4/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;860 | &nbsp;&nbsp;&nbsp;&nbsp;810 |
|  | Southern California Edison Co. | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;3/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;650 | &nbsp;&nbsp;&nbsp;&nbsp;631 |
|  | Southern California Edison Co. | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;9/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;650 | &nbsp;&nbsp;&nbsp;&nbsp;658 |
|  | Southern California Gas Co. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;11/15/2040 | &nbsp;&nbsp;1006 | &nbsp;&nbsp;&nbsp;&nbsp;990 |
|  | Southern California Gas Co. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;9/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 |
| <sup>1</sup> | Southern California Gas Co. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;6/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp;243 | &nbsp;&nbsp;&nbsp;&nbsp;196 |
| <sup>1</sup> | Southern California Gas Co. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;2/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;928 | &nbsp;&nbsp;&nbsp;&nbsp;719 |
|  | Southern California Gas Co. | &nbsp;&nbsp;6.350% | &nbsp;&nbsp;11/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;995 | &nbsp;&nbsp;1088 |
|  | Southern California Gas Co. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;6/1/2053 | &nbsp;&nbsp;&nbsp;&nbsp;872 | &nbsp;&nbsp;&nbsp;&nbsp;881 |
|  | Southern California Gas Co. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;6/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;740 | &nbsp;&nbsp;&nbsp;&nbsp;775 |
|  | Southern Co. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;7/1/2036 | &nbsp;&nbsp;2310 | &nbsp;&nbsp;2148 |
|  | Southern Co. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;7/1/2046 | &nbsp;&nbsp;1244 | &nbsp;&nbsp;1059 |
|  | Southern Co. Gas Capital Corp. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;3/15/2041 | &nbsp;&nbsp;1047 | &nbsp;&nbsp;1087 |
|  | Southern Co. Gas Capital Corp. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;6/1/2043 | &nbsp;&nbsp;&nbsp;&nbsp;915 | &nbsp;&nbsp;&nbsp;&nbsp;786 |
|  | Southern Co. Gas Capital Corp. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;10/1/2046 | &nbsp;&nbsp;1400 | &nbsp;&nbsp;1108 |
|  | Southern Co. Gas Capital Corp. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;5/30/2047 | &nbsp;&nbsp;&nbsp;&nbsp;975 | &nbsp;&nbsp;&nbsp;&nbsp;818 |
|  | Southern Power Co. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;9/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp;991 | &nbsp;&nbsp;&nbsp;&nbsp;952 |
|  | Southern Power Co. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;7/15/2043 | &nbsp;&nbsp;1091 | &nbsp;&nbsp;1047 |
|  | Southwest Gas Corp. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;9/29/2046 | &nbsp;&nbsp;1260 | &nbsp;&nbsp;&nbsp;&nbsp;963 |
|  | Southwest Gas Corp. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;6/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp;535 | &nbsp;&nbsp;&nbsp;&nbsp;432 |
|  | Southwestern Electric Power Co. | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;3/15/2040 | &nbsp;&nbsp;1220 | &nbsp;&nbsp;1291 |
| <sup>1</sup> | Southwestern Electric Power Co. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;4/1/2045 | &nbsp;&nbsp;&nbsp;&nbsp;930 | &nbsp;&nbsp;&nbsp;&nbsp;724 |
|  | Southwestern Electric Power Co. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;11/1/2051 | &nbsp;&nbsp;1408 | &nbsp;&nbsp;&nbsp;&nbsp;941 |
|  | Southwestern Public Service Co. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;8/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp;986 | &nbsp;&nbsp;&nbsp;&nbsp;888 |
|  | Southwestern Public Service Co. | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;8/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp;810 | &nbsp;&nbsp;&nbsp;&nbsp;577 |
| <sup>1</sup> | Southwestern Public Service Co. | &nbsp;&nbsp;3.150% | &nbsp;&nbsp;5/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;961 | &nbsp;&nbsp;&nbsp;&nbsp;645 |
|  | Southwestern Public Service Co. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;6/1/2054 | &nbsp;&nbsp;&nbsp;&nbsp;990 | &nbsp;&nbsp;1030 |
|  | Tampa Electric Co. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;5/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp;580 | &nbsp;&nbsp;&nbsp;&nbsp;499 |
|  | Tampa Electric Co. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;6/15/2049 | &nbsp;&nbsp;1276 | &nbsp;&nbsp;1079 |
|  | Tampa Electric Co. | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;6/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;908 | &nbsp;&nbsp;&nbsp;&nbsp;668 |
|  | Tampa Electric Co. | &nbsp;&nbsp;3.450% | &nbsp;&nbsp;3/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;635 | &nbsp;&nbsp;&nbsp;&nbsp;456 |
|  | Toledo Edison Co. | &nbsp;&nbsp;6.150% | &nbsp;&nbsp;5/15/2037 | &nbsp;&nbsp;1067 | &nbsp;&nbsp;1162 |
|  | Tucson Electric Power Co. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;12/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp;915 | &nbsp;&nbsp;&nbsp;&nbsp;815 |
|  | Tucson Electric Power Co. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;4/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;776 |
|  | Tucson Electric Power Co. | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;4/15/2055 | &nbsp;&nbsp;1049 | &nbsp;&nbsp;1072 |
|  | Union Electric Co. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;8/1/2037 | &nbsp;&nbsp;&nbsp;&nbsp;904 | &nbsp;&nbsp;&nbsp;&nbsp;919 |
|  | Union Electric Co. | &nbsp;&nbsp;8.450% | &nbsp;&nbsp;3/15/2039 | &nbsp;&nbsp;&nbsp;&nbsp;671 | &nbsp;&nbsp;&nbsp;&nbsp;873 |
|  | Union Electric Co. | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;4/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp;805 | &nbsp;&nbsp;&nbsp;&nbsp;630 |
|  | Union Electric Co. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;4/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp;510 | &nbsp;&nbsp;&nbsp;&nbsp;409 |
|  | Union Electric Co. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;10/1/2049 | &nbsp;&nbsp;2351 | &nbsp;&nbsp;1631 |
|  | Union Electric Co. | &nbsp;&nbsp;2.625% | &nbsp;&nbsp;3/15/2051 | &nbsp;&nbsp;2422 | &nbsp;&nbsp;1494 |
|  | Union Electric Co. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;4/1/2052 | &nbsp;&nbsp;&nbsp;&nbsp;870 | &nbsp;&nbsp;&nbsp;&nbsp;681 |
|  | Union Electric Co. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;3/15/2053 | &nbsp;&nbsp;1205 | &nbsp;&nbsp;1181 |
|  | Union Electric Co. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;1/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;525 | &nbsp;&nbsp;&nbsp;&nbsp;502 |
|  | Union Electric Co. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;3/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;790 | &nbsp;&nbsp;&nbsp;&nbsp;746 |
| <sup>1</sup> | Virginia Electric & Power Co. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;1/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;847 | &nbsp;&nbsp;&nbsp;&nbsp;910 |
| <sup>1</sup> | Virginia Electric & Power Co. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;5/15/2037 | &nbsp;&nbsp;&nbsp;&nbsp;993 | &nbsp;&nbsp;1066 |
|  | Virginia Electric & Power Co. | &nbsp;&nbsp;6.350% | &nbsp;&nbsp;11/30/2037 | &nbsp;&nbsp;2386 | &nbsp;&nbsp;2632 |
|  | Virginia Electric & Power Co. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;1/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp;911 | &nbsp;&nbsp;&nbsp;&nbsp;760 |
| <sup>1</sup> | Virginia Electric & Power Co. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;8/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp;424 | &nbsp;&nbsp;&nbsp;&nbsp;386 |
| <sup>1</sup> | Virginia Electric & Power Co. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;5/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp;909 | &nbsp;&nbsp;&nbsp;&nbsp;759 |
| <sup>1</sup> | Virginia Electric & Power Co. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;11/15/2046 | &nbsp;&nbsp;1115 | &nbsp;&nbsp;&nbsp;&nbsp;898 |
| <sup>1</sup> | Virginia Electric & Power Co. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;9/15/2047 | &nbsp;&nbsp;1548 | &nbsp;&nbsp;1199 |
|  | Virginia Electric & Power Co. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;12/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp;730 | &nbsp;&nbsp;&nbsp;&nbsp;637 |
|  | Virginia Electric & Power Co. | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;12/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp;857 | &nbsp;&nbsp;&nbsp;&nbsp;594 |
|  | Virginia Electric & Power Co. | &nbsp;&nbsp;2.450% | &nbsp;&nbsp;12/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;872 | &nbsp;&nbsp;&nbsp;&nbsp;507 |
|  | Virginia Electric & Power Co. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;11/15/2051 | &nbsp;&nbsp;1777 | &nbsp;&nbsp;1139 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| <sup>1</sup> | Virginia Electric & Power Co. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;5/15/2052 | &nbsp;&nbsp;1242 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1073 |
|  | Virginia Electric & Power Co. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;4/1/2053 | &nbsp;&nbsp;1132 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1105 |
|  | Virginia Electric & Power Co. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;8/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;820 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;828 |
|  | Virginia Electric & Power Co. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;3/15/2055 | &nbsp;&nbsp;1760 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1769 |
| <sup>1</sup> | Virginia Electric & Power Co. | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;9/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;822 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;820 |
| <sup>1</sup> | Washington Gas Light Co. | &nbsp;&nbsp;3.796% | &nbsp;&nbsp;9/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp;895 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;688 |
| <sup>1</sup> | Washington Gas Light Co. | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;9/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;710 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;521 |
|  | Wisconsin Electric Power Co. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;12/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;755 |
|  | Wisconsin Electric Power Co. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;10/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp;902 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;768 |
|  | Wisconsin Power & Light Co. | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;4/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;670 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;490 |
|  | Wisconsin Public Service Corp. | &nbsp;&nbsp;3.671% | &nbsp;&nbsp;12/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp;817 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;654 |
|  | Wisconsin Public Service Corp. | &nbsp;&nbsp;4.752% | &nbsp;&nbsp;11/1/2044 | &nbsp;&nbsp;&nbsp;&nbsp;929 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;848 |
|  | Wisconsin Public Service Corp. | &nbsp;&nbsp;2.850% | &nbsp;&nbsp;12/1/2051 | &nbsp;&nbsp;&nbsp;&nbsp;900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;571 |
|  | Xcel Energy Inc. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;7/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 |
|  | Xcel Energy Inc. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;12/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp;816 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;585 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**498376** |
| **Total Corporate Bonds (Cost $4,016,643)** | **Total Corporate Bonds (Cost $4,016,643)** | **Total Corporate Bonds (Cost $4,016,643)** | **Total Corporate Bonds (Cost $4,016,643)** | **Total Corporate Bonds (Cost $4,016,643)** | **3597273** |
| **Sovereign Bonds (2.9%)** | **Sovereign Bonds (2.9%)** | **Sovereign Bonds (2.9%)** | **Sovereign Bonds (2.9%)** | **Sovereign Bonds (2.9%)** | **Sovereign Bonds (2.9%)** |
|  | Equinor ASA | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;4/6/2040 | &nbsp;&nbsp;&nbsp;&nbsp;955 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;813 |
|  | Equinor ASA | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;8/17/2040 | &nbsp;&nbsp;1320 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1326 |
|  | Equinor ASA | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;11/23/2041 | &nbsp;&nbsp;1095 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;988 |
|  | Equinor ASA | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;5/15/2043 | &nbsp;&nbsp;2104 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1793 |
|  | Equinor ASA | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;11/8/2043 | &nbsp;&nbsp;&nbsp;&nbsp;710 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;675 |
|  | Equinor ASA | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;11/18/2049 | &nbsp;&nbsp;1873 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1342 |
|  | Equinor ASA | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;4/6/2050 | &nbsp;&nbsp;2098 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1631 |
|  | European Investment Bank | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;2/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;763 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;806 |
|  | Export-Import Bank of Korea | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;6/29/2041 | &nbsp;&nbsp;&nbsp;&nbsp;845 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;616 |
| <sup>1</sup> | Inter-American Development Bank | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;10/28/2041 | &nbsp;&nbsp;1249 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1123 |
|  | Inter-American Development Bank | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;8/7/2042 | &nbsp;&nbsp;&nbsp;&nbsp;650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;533 |
|  | Inter-American Development Bank | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;1/24/2044 | &nbsp;&nbsp;&nbsp;&nbsp;749 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;708 |
| <sup>5</sup> | KFW | &nbsp;&nbsp;0.000% | &nbsp;&nbsp;4/18/2036 | &nbsp;&nbsp;2121 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1358 |
| <sup>5</sup> | KFW | &nbsp;&nbsp;0.000% | &nbsp;&nbsp;6/29/2037 | &nbsp;&nbsp;3074 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1859 |
| <sup>1</sup> | Oriental Republic of Uruguay | &nbsp;&nbsp;7.625% | &nbsp;&nbsp;3/21/2036 | &nbsp;&nbsp;1329 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1616 |
| <sup>1</sup> | Oriental Republic of Uruguay | &nbsp;&nbsp;5.442% | &nbsp;&nbsp;2/14/2037 | &nbsp;&nbsp;1655 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1732 |
| <sup>1</sup> | Oriental Republic of Uruguay | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;11/20/2045 | &nbsp;&nbsp;1373 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1211 |
| <sup>1</sup> | Oriental Republic of Uruguay | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;6/18/2050 | &nbsp;&nbsp;6387 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6054 |
| <sup>1</sup> | Oriental Republic of Uruguay | &nbsp;&nbsp;4.975% | &nbsp;&nbsp;4/20/2055 | &nbsp;&nbsp;4271 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3894 |
| <sup>1</sup> | Oriental Republic of Uruguay | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;9/10/2060 | &nbsp;&nbsp;2220 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2084 |
|  | Province of British Columbia | &nbsp;&nbsp;7.250% | &nbsp;&nbsp;9/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp;420 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;513 |
| <sup>1</sup> | Republic of Chile | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;1/5/2036 | &nbsp;&nbsp;2122 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2131 |
| <sup>1</sup> | Republic of Chile | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;1/13/2037 | &nbsp;&nbsp;2480 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2608 |
| <sup>1</sup> | Republic of Chile | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;5/7/2041 | &nbsp;&nbsp;4152 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3177 |
| <sup>1</sup> | Republic of Chile | &nbsp;&nbsp;4.340% | &nbsp;&nbsp;3/7/2042 | &nbsp;&nbsp;3642 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3233 |
|  | Republic of Chile | &nbsp;&nbsp;3.860% | &nbsp;&nbsp;6/21/2047 | &nbsp;&nbsp;1672 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1330 |
| <sup>1</sup> | Republic of Chile | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;1/25/2050 | &nbsp;&nbsp;3790 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2769 |
| <sup>1</sup> | Republic of Chile | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;1/31/2052 | &nbsp;&nbsp;1165 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;919 |
| <sup>1</sup> | Republic of Chile | &nbsp;&nbsp;5.330% | &nbsp;&nbsp;1/5/2054 | &nbsp;&nbsp;2793 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2714 |
| <sup>1</sup> | Republic of Chile | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;1/22/2061 | &nbsp;&nbsp;2764 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1718 |
| <sup>1</sup> | Republic of Chile | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;9/21/2071 | &nbsp;&nbsp;2048 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1278 |
| <sup>1</sup> | Republic of Hungary | &nbsp;&nbsp;7.625% | &nbsp;&nbsp;3/29/2041 | &nbsp;&nbsp;2650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3135 |
|  | Republic of Indonesia | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;1/11/2048 | &nbsp;&nbsp;2930 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2533 |
|  | Republic of Indonesia | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;2/11/2049 | &nbsp;&nbsp;1097 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1095 |
|  | Republic of Indonesia | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;10/30/2049 | &nbsp;&nbsp;1495 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1142 |
|  | Republic of Indonesia | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;2/14/2050 | &nbsp;&nbsp;1415 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1039 |
|  | Republic of Indonesia | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;10/15/2050 | &nbsp;&nbsp;1425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1175 |
|  | Republic of Indonesia | &nbsp;&nbsp;3.050% | &nbsp;&nbsp;3/12/2051 | &nbsp;&nbsp;3548 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2380 |
| <sup>1</sup> | Republic of Indonesia | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;3/31/2052 | &nbsp;&nbsp;2425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2005 |
| <sup>1</sup> | Republic of Indonesia | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;9/20/2052 | &nbsp;&nbsp;&nbsp;&nbsp;575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;568 |
| <sup>1</sup> | Republic of Indonesia | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;1/11/2053 | &nbsp;&nbsp;1080 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1094 |
| <sup>1</sup> | Republic of Indonesia | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;2/10/2054 | &nbsp;&nbsp;2220 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2121 |
| <sup>1</sup> | Republic of Indonesia | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;9/10/2054 | &nbsp;&nbsp;&nbsp;&nbsp;705 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;677 |
|  | Republic of Indonesia | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;4/15/2070 | &nbsp;&nbsp;1418 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1154 |
|  | Republic of Indonesia | &nbsp;&nbsp;3.350% | &nbsp;&nbsp;3/12/2071 | &nbsp;&nbsp;1400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;916 |
| <sup>1</sup> | Republic of Italy | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;10/17/2049 | &nbsp;&nbsp;3478 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2603 |
| <sup>1</sup> | Republic of Italy | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;5/6/2051 | &nbsp;&nbsp;5125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3679 |
|  | Republic of Korea | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;6/10/2044 | &nbsp;&nbsp;1798 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1611 |
|  | Republic of Korea | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;9/20/2048 | &nbsp;&nbsp;&nbsp;&nbsp;489 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;415 |
| <sup>1</sup> | Republic of Panama | &nbsp;&nbsp;6.700% | &nbsp;&nbsp;1/26/2036 | &nbsp;&nbsp;3232 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3416 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| <sup>1</sup> | Republic of Panama | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;1/31/2036 | &nbsp;&nbsp;1726 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1840 |
| <sup>1</sup> | Republic of Panama | &nbsp;&nbsp;8.000% | &nbsp;&nbsp;3/1/2038 | &nbsp;&nbsp;&nbsp;&nbsp;780 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;890 |
| <sup>1</sup> | Republic of Panama | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;5/15/2047 | &nbsp;&nbsp;1795 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1387 |
| <sup>1</sup> | Republic of Panama | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;4/16/2050 | &nbsp;&nbsp;3677 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2775 |
| <sup>1</sup> | Republic of Panama | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;4/29/2053 | &nbsp;&nbsp;3413 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2502 |
| <sup>1</sup> | Republic of Panama | &nbsp;&nbsp;6.853% | &nbsp;&nbsp;3/28/2054 | &nbsp;&nbsp;2265 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2304 |
| <sup>1</sup> | Republic of Panama | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;4/1/2056 | &nbsp;&nbsp;3835 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2809 |
| <sup>1</sup> | Republic of Panama | &nbsp;&nbsp;7.875% | &nbsp;&nbsp;3/1/2057 | &nbsp;&nbsp;&nbsp;&nbsp;870 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;981 |
| <sup>1</sup> | Republic of Panama | &nbsp;&nbsp;3.870% | &nbsp;&nbsp;7/23/2060 | &nbsp;&nbsp;4700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3032 |
| <sup>1</sup> | Republic of Panama | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;1/19/2063 | &nbsp;&nbsp;2301 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1673 |
| <sup>1</sup> | Republic of Peru | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;3/30/2036 | &nbsp;&nbsp;2621 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2674 |
| <sup>1</sup> | Republic of Peru | &nbsp;&nbsp;6.550% | &nbsp;&nbsp;3/14/2037 | &nbsp;&nbsp;1186 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1318 |
| <sup>1</sup> | Republic of Peru | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;3/11/2041 | &nbsp;&nbsp;&nbsp;&nbsp;803 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;625 |
|  | Republic of Peru | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;11/18/2050 | &nbsp;&nbsp;4126 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4069 |
| <sup>1</sup> | Republic of Peru | &nbsp;&nbsp;3.550% | &nbsp;&nbsp;3/10/2051 | &nbsp;&nbsp;2510 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1796 |
| <sup>1</sup> | Republic of Peru | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;8/8/2054 | &nbsp;&nbsp;2721 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2734 |
| <sup>1</sup> | Republic of Peru | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;6/30/2055 | &nbsp;&nbsp;2672 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2785 |
| <sup>1</sup> | Republic of Peru | &nbsp;&nbsp;2.780% | &nbsp;&nbsp;12/1/2060 | &nbsp;&nbsp;4087 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2291 |
| <sup>1</sup> | Republic of Peru | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;1/15/2072 | &nbsp;&nbsp;1645 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1050 |
| <sup>1</sup> | Republic of Peru | &nbsp;&nbsp;3.230% | &nbsp;&nbsp;7/28/2121 | &nbsp;&nbsp;2079 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1166 |
| <sup>1</sup> | Republic of Poland | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;4/4/2053 | &nbsp;&nbsp;3821 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3686 |
| <sup>1</sup> | Republic of Poland | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;3/18/2054 | &nbsp;&nbsp;5652 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5452 |
|  | Republic of the Philippines | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;1/13/2037 | &nbsp;&nbsp;1895 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1921 |
|  | Republic of the Philippines | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;1/20/2040 | &nbsp;&nbsp;3384 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3030 |
|  | Republic of the Philippines | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;3/1/2041 | &nbsp;&nbsp;3270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2783 |
|  | Republic of the Philippines | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;2/2/2042 | &nbsp;&nbsp;4580 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3829 |
|  | Republic of the Philippines | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;5/5/2045 | &nbsp;&nbsp;2520 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1804 |
|  | Republic of the Philippines | &nbsp;&nbsp;2.650% | &nbsp;&nbsp;12/10/2045 | &nbsp;&nbsp;2397 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1616 |
|  | Republic of the Philippines | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;7/6/2046 | &nbsp;&nbsp;3350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2447 |
|  | Republic of the Philippines | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;3/29/2047 | &nbsp;&nbsp;1900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1621 |
|  | Republic of the Philippines | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;10/13/2047 | &nbsp;&nbsp;&nbsp;&nbsp;945 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1016 |
|  | Republic of the Philippines | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;1/17/2048 | &nbsp;&nbsp;2138 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2184 |
|  | Republic of the Philippines | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;5/14/2049 | &nbsp;&nbsp;1275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1305 |
|  | Republic of the Philippines | &nbsp;&nbsp;5.175% | &nbsp;&nbsp;9/5/2049 | &nbsp;&nbsp;1165 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1126 |
|  | Republic of the Philippines | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;2/4/2050 | &nbsp;&nbsp;&nbsp;&nbsp;960 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1021 |
| <sup>1</sup> | State of Israel | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;1/30/2043 | &nbsp;&nbsp;2793 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2427 |
| <sup>1</sup> | State of Israel | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;1/17/2048 | &nbsp;&nbsp;2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1578 |
| <sup>1</sup> | State of Israel | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;1/15/2050 | &nbsp;&nbsp;2872 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1907 |
| <sup>1</sup> | State of Israel | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;7/3/2050 | &nbsp;&nbsp;2450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1760 |
| <sup>1</sup> | State of Israel | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;3/12/2054 | &nbsp;&nbsp;5250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4969 |
| <sup>1</sup> | State of Israel | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;4/3/2120 | &nbsp;&nbsp;1588 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1152 |
| <sup>1</sup> | United Mexican States | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;5/7/2036 | &nbsp;&nbsp;6183 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6343 |
| <sup>1</sup> | United Mexican States | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;5/13/2037 | &nbsp;&nbsp;6125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6618 |
| <sup>1</sup> | United Mexican States | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;1/29/2038 | &nbsp;&nbsp;4406 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4640 |
|  | United Mexican States | &nbsp;&nbsp;6.050% | &nbsp;&nbsp;1/11/2040 | &nbsp;&nbsp;4474 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4511 |
| <sup>1</sup> | United Mexican States | &nbsp;&nbsp;4.280% | &nbsp;&nbsp;8/14/2041 | &nbsp;&nbsp;4146 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3372 |
| <sup>1</sup> | United Mexican States | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;3/8/2044 | &nbsp;&nbsp;5744 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4793 |
|  | United Mexican States | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;1/21/2045 | &nbsp;&nbsp;4273 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3998 |
|  | United Mexican States | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;1/23/2046 | &nbsp;&nbsp;4045 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3250 |
|  | United Mexican States | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;1/15/2047 | &nbsp;&nbsp;1949 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1508 |
|  | United Mexican States | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;2/10/2048 | &nbsp;&nbsp;2337 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1852 |
| <sup>1</sup> | United Mexican States | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;1/31/2050 | &nbsp;&nbsp;2992 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2314 |
| <sup>1</sup> | United Mexican States | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;4/27/2051 | &nbsp;&nbsp;3795 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3123 |
| <sup>1</sup> | United Mexican States | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;2/12/2052 | &nbsp;&nbsp;3478 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2604 |
| <sup>1</sup> | United Mexican States | &nbsp;&nbsp;6.338% | &nbsp;&nbsp;5/4/2053 | &nbsp;&nbsp;4588 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4471 |
| <sup>1</sup> | United Mexican States | &nbsp;&nbsp;6.400% | &nbsp;&nbsp;5/7/2054 | &nbsp;&nbsp;3635 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3557 |
| <sup>1</sup> | United Mexican States | &nbsp;&nbsp;7.375% | &nbsp;&nbsp;5/13/2055 | &nbsp;&nbsp;3824 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4214 |
| <sup>1</sup> | United Mexican States | &nbsp;&nbsp;3.771% | &nbsp;&nbsp;5/24/2061 | &nbsp;&nbsp;5268 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3333 |
| <sup>1</sup> | United Mexican States | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;10/12/2110 | &nbsp;&nbsp;3922 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3361 |
| **Total Sovereign Bonds (Cost $272,418)** | **Total Sovereign Bonds (Cost $272,418)** | **Total Sovereign Bonds (Cost $272,418)** | **Total Sovereign Bonds (Cost $272,418)** | **Total Sovereign Bonds (Cost $272,418)** | **244507** |
| **Taxable Municipal Bonds (1.9%)** | **Taxable Municipal Bonds (1.9%)** | **Taxable Municipal Bonds (1.9%)** | **Taxable Municipal Bonds (1.9%)** | **Taxable Municipal Bonds (1.9%)** | **Taxable Municipal Bonds (1.9%)** |
|  | Alabama Federal AID Highway Finance Authority SO Revenue | &nbsp;&nbsp;2.650% | &nbsp;&nbsp;9/1/2037 | &nbsp;&nbsp;&nbsp;&nbsp;230 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;189 |
|  | Alameda County CA Joint Powers Authority Lease Revenue | &nbsp;&nbsp;7.046% | &nbsp;&nbsp;12/1/2044 | &nbsp;&nbsp;&nbsp;&nbsp;425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;485 |
|  | American Municipal Power Ohio Inc. Revenue (Hydroelectric Projects) | &nbsp;&nbsp;6.449% | &nbsp;&nbsp;2/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp;605 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;646 |
|  | American Municipal Power Ohio Inc. Revenue (Prairie State Energy Campus Projects) | &nbsp;&nbsp;7.834% | &nbsp;&nbsp;2/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp;395 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;475 |
|  | American Municipal Power Ohio Inc. Revenue (Prairie State Energy Campus Projects) | &nbsp;&nbsp;8.084% | &nbsp;&nbsp;2/15/2050 | &nbsp;&nbsp;1270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1631 |
|  | Bay Area Toll Authority California Toll Bridge Revenue (San Francisco Bay Area) | &nbsp;&nbsp;6.263% | &nbsp;&nbsp;4/1/2049 | &nbsp;&nbsp;2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2151 |
|  | Bay Area Toll Authority California Toll Bridge Revenue (San Francisco Bay Area) | &nbsp;&nbsp;7.043% | &nbsp;&nbsp;4/1/2050 | &nbsp;&nbsp;1330 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1528 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Bay Area Toll Authority California Toll Bridge Revenue (San Francisco Bay Area) | &nbsp;&nbsp;6.907% | &nbsp;&nbsp;10/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;635 | &nbsp;&nbsp;&nbsp;&nbsp;724 |
|  | Bay Area Toll Authority California Toll Bridge Revenue (San Francisco Bay Area) | &nbsp;&nbsp;3.126% | &nbsp;&nbsp;4/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;750 | &nbsp;&nbsp;&nbsp;&nbsp;505 |
|  | Broward County FL Airport System Revenue | &nbsp;&nbsp;3.477% | &nbsp;&nbsp;10/1/2043 | &nbsp;&nbsp;&nbsp;&nbsp;745 | &nbsp;&nbsp;&nbsp;&nbsp;638 |
|  | California GO | &nbsp;&nbsp;7.550% | &nbsp;&nbsp;4/1/2039 | &nbsp;&nbsp;4795 | &nbsp;&nbsp;5850 |
|  | California GO | &nbsp;&nbsp;7.300% | &nbsp;&nbsp;10/1/2039 | &nbsp;&nbsp;3005 | &nbsp;&nbsp;3516 |
|  | California GO | &nbsp;&nbsp;7.350% | &nbsp;&nbsp;11/1/2039 | &nbsp;&nbsp;1450 | &nbsp;&nbsp;1704 |
|  | California GO | &nbsp;&nbsp;7.625% | &nbsp;&nbsp;3/1/2040 | &nbsp;&nbsp;1990 | &nbsp;&nbsp;2413 |
|  | California GO | &nbsp;&nbsp;7.600% | &nbsp;&nbsp;11/1/2040 | &nbsp;&nbsp;3410 | &nbsp;&nbsp;4194 |
|  | California GO | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;3/1/2043 | &nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;494 |
|  | California State Taxable Various Purpose GO | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;3/1/2038 | &nbsp;&nbsp;1200 | &nbsp;&nbsp;1218 |
|  | California State University Systemwide Revenue | &nbsp;&nbsp;2.897% | &nbsp;&nbsp;11/1/2051 | &nbsp;&nbsp;&nbsp;&nbsp;650 | &nbsp;&nbsp;&nbsp;&nbsp;462 |
|  | California State University Systemwide Revenue | &nbsp;&nbsp;2.975% | &nbsp;&nbsp;11/1/2051 | &nbsp;&nbsp;1085 | &nbsp;&nbsp;&nbsp;&nbsp;754 |
|  | California State University Systemwide Revenue | &nbsp;&nbsp;2.719% | &nbsp;&nbsp;11/1/2052 | &nbsp;&nbsp;&nbsp;&nbsp;725 | &nbsp;&nbsp;&nbsp;&nbsp;488 |
|  | California State University Systemwide Revenue | &nbsp;&nbsp;2.939% | &nbsp;&nbsp;11/1/2052 | &nbsp;&nbsp;&nbsp;&nbsp;725 | &nbsp;&nbsp;&nbsp;&nbsp;491 |
|  | California State University Systemwide Revenue | &nbsp;&nbsp;5.183% | &nbsp;&nbsp;11/1/2053 | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;289 |
|  | Central Puget Sound WA Regional Transit Authority Sales & Use Tax Revenue | &nbsp;&nbsp;5.491% | &nbsp;&nbsp;11/1/2039 | &nbsp;&nbsp;&nbsp;&nbsp;650 | &nbsp;&nbsp;&nbsp;&nbsp;671 |
|  | Charlotte-Mecklenburg NC Hospital Authority Health Care System Revenue | &nbsp;&nbsp;3.204% | &nbsp;&nbsp;1/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;650 | &nbsp;&nbsp;&nbsp;&nbsp;452 |
|  | Chicago IL Metropolitan Water Reclamation District GO | &nbsp;&nbsp;5.720% | &nbsp;&nbsp;12/1/2038 | &nbsp;&nbsp;1020 | &nbsp;&nbsp;1068 |
|  | Chicago IL O'Hare International Airport Revenue | &nbsp;&nbsp;6.395% | &nbsp;&nbsp;1/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp;650 | &nbsp;&nbsp;&nbsp;&nbsp;727 |
|  | Chicago IL O'Hare International Airport Revenue | &nbsp;&nbsp;4.472% | &nbsp;&nbsp;1/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;264 |
|  | Chicago IL O'Hare International Airport Revenue | &nbsp;&nbsp;4.572% | &nbsp;&nbsp;1/1/2054 | &nbsp;&nbsp;&nbsp;&nbsp;690 | &nbsp;&nbsp;&nbsp;&nbsp;606 |
|  | Chicago IL Transit Authority Sales & Transfer Tax Receipts Revenue | &nbsp;&nbsp;6.899% | &nbsp;&nbsp;12/1/2040 | &nbsp;&nbsp;3116 | &nbsp;&nbsp;3481 |
|  | Clark County NV Airport System Revenue | &nbsp;&nbsp;6.820% | &nbsp;&nbsp;7/1/2045 | &nbsp;&nbsp;&nbsp;&nbsp;650 | &nbsp;&nbsp;&nbsp;&nbsp;730 |
|  | Commonwealth Financing Authority Pennsylvania Revenue | &nbsp;&nbsp;3.864% | &nbsp;&nbsp;6/1/2038 | &nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;927 |
|  | Commonwealth Financing Authority Pennsylvania Revenue | &nbsp;&nbsp;3.807% | &nbsp;&nbsp;6/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp;750 | &nbsp;&nbsp;&nbsp;&nbsp;646 |
|  | Commonwealth Financing Authority Pennsylvania Revenue | &nbsp;&nbsp;2.991% | &nbsp;&nbsp;6/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp;670 | &nbsp;&nbsp;&nbsp;&nbsp;511 |
|  | Dallas County TX Hospital District GO | &nbsp;&nbsp;5.621% | &nbsp;&nbsp;8/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp;525 | &nbsp;&nbsp;&nbsp;&nbsp;529 |
|  | Dallas TX Area Rapid Transit Revenue | &nbsp;&nbsp;5.999% | &nbsp;&nbsp;12/1/2044 | &nbsp;&nbsp;&nbsp;&nbsp;795 | &nbsp;&nbsp;&nbsp;&nbsp;830 |
|  | Dallas TX Area Rapid Transit Revenue | &nbsp;&nbsp;5.022% | &nbsp;&nbsp;12/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp;790 | &nbsp;&nbsp;&nbsp;&nbsp;757 |
|  | Dallas TX Convention Center Hotel Development Corp. Hotel Revenue | &nbsp;&nbsp;7.088% | &nbsp;&nbsp;1/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp;715 | &nbsp;&nbsp;&nbsp;&nbsp;806 |
|  | Dallas-Fort Worth TX International Airport Revenue | &nbsp;&nbsp;2.994% | &nbsp;&nbsp;11/1/2038 | &nbsp;&nbsp;&nbsp;&nbsp;955 | &nbsp;&nbsp;&nbsp;&nbsp;826 |
|  | Dallas-Fort Worth TX International Airport Revenue | &nbsp;&nbsp;3.089% | &nbsp;&nbsp;11/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp;625 | &nbsp;&nbsp;&nbsp;&nbsp;511 |
|  | Dallas-Fort Worth TX International Airport Revenue | &nbsp;&nbsp;3.144% | &nbsp;&nbsp;11/1/2045 | &nbsp;&nbsp;&nbsp;&nbsp;575 | &nbsp;&nbsp;&nbsp;&nbsp;442 |
|  | Dallas-Fort Worth TX International Airport Revenue | &nbsp;&nbsp;2.843% | &nbsp;&nbsp;11/1/2046 | &nbsp;&nbsp;&nbsp;&nbsp;625 | &nbsp;&nbsp;&nbsp;&nbsp;456 |
|  | Dallas-Fort Worth TX International Airport Revenue | &nbsp;&nbsp;2.919% | &nbsp;&nbsp;11/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;566 |
|  | Dallas-Fort Worth TX International Airport Revenue | &nbsp;&nbsp;4.087% | &nbsp;&nbsp;11/1/2051 | &nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;499 |
|  | Dallas-Fort Worth TX International Airport Revenue | &nbsp;&nbsp;4.507% | &nbsp;&nbsp;11/1/2051 | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;351 |
|  | District of Columbia Water & Sewer Authority Public Utility Revenue | &nbsp;&nbsp;4.814% | &nbsp;&nbsp;10/1/2114 | &nbsp;&nbsp;&nbsp;&nbsp;715 | &nbsp;&nbsp;&nbsp;&nbsp;626 |
|  | East Bay CA Municipal Utility District Water System Revenue | &nbsp;&nbsp;5.874% | &nbsp;&nbsp;6/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;747 |
|  | Foothill-Eastern Transportation Corridor Agency CA Toll Road Revenue | &nbsp;&nbsp;4.094% | &nbsp;&nbsp;1/15/2049 | &nbsp;&nbsp;1165 | &nbsp;&nbsp;&nbsp;&nbsp;937 |
|  | Georgia Municipal Electric Power Authority Revenue | &nbsp;&nbsp;6.637% | &nbsp;&nbsp;4/1/2057 | &nbsp;&nbsp;2031 | &nbsp;&nbsp;2226 |
|  | Georgia Municipal Electric Power Authority Revenue | &nbsp;&nbsp;6.655% | &nbsp;&nbsp;4/1/2057 | &nbsp;&nbsp;1679 | &nbsp;&nbsp;1827 |
|  | Georgia Municipal Electric Power Authority Revenue | &nbsp;&nbsp;7.055% | &nbsp;&nbsp;4/1/2057 | &nbsp;&nbsp;&nbsp;&nbsp;407 | &nbsp;&nbsp;&nbsp;&nbsp;458 |
|  | Georgia Water & Wastewater Revenue | &nbsp;&nbsp;2.257% | &nbsp;&nbsp;11/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;419 |
|  | Golden State Tobacco Securitization Corp. California Revenue | &nbsp;&nbsp;3.487% | &nbsp;&nbsp;6/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;425 |
|  | Golden State Tobacco Securitization Corp. California Revenue | &nbsp;&nbsp;3.115% | &nbsp;&nbsp;6/1/2038 | &nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;839 |
|  | Golden State Tobacco Securitization Corp. California Revenue | &nbsp;&nbsp;3.714% | &nbsp;&nbsp;6/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp;750 | &nbsp;&nbsp;&nbsp;&nbsp;588 |
|  | Golden State Tobacco Securitization Corp. California Revenue | &nbsp;&nbsp;3.293% | &nbsp;&nbsp;6/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;626 |
|  | Golden State Tobacco Securitization Corp. California Revenue | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;6/1/2046 | &nbsp;&nbsp;&nbsp;&nbsp;685 | &nbsp;&nbsp;&nbsp;&nbsp;612 |
|  | Golden State Tobacco Securitization Corp. California Revenue | &nbsp;&nbsp;4.214% | &nbsp;&nbsp;6/1/2050 | &nbsp;&nbsp;1450 | &nbsp;&nbsp;1075 |
|  | Grand Parkway Transportation Corp. Texas System Toll Revenue | &nbsp;&nbsp;5.184% | &nbsp;&nbsp;10/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp;725 | &nbsp;&nbsp;&nbsp;&nbsp;730 |
|  | Grand Parkway Transportation Corp. Texas System Toll Revenue | &nbsp;&nbsp;3.236% | &nbsp;&nbsp;10/1/2052 | &nbsp;&nbsp;2000 | &nbsp;&nbsp;1409 |
|  | Houston TX GO | &nbsp;&nbsp;3.961% | &nbsp;&nbsp;3/1/2047 | &nbsp;&nbsp;1135 | &nbsp;&nbsp;&nbsp;&nbsp;974 |
|  | Idaho Energy Resources Authority Transmission Facilities Revenue (Bonneville Cooperation Project No. 2) | &nbsp;&nbsp;2.861% | &nbsp;&nbsp;9/1/2046 | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;281 |
|  | Indiana Finance Authority Revenue (Ohio River Bridges East End Crossing Project) | &nbsp;&nbsp;3.051% | &nbsp;&nbsp;1/1/2051 | &nbsp;&nbsp;&nbsp;&nbsp;900 | &nbsp;&nbsp;&nbsp;&nbsp;660 |
|  | Jobs Ohio Beverage System Statewide Liquor Profits Revenue | &nbsp;&nbsp;2.833% | &nbsp;&nbsp;1/1/2038 | &nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;585 |
|  | Kansas Development Finance Authority Revenue | &nbsp;&nbsp;4.927% | &nbsp;&nbsp;4/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;792 |
| <sup>6</sup> | Kansas Development Finance Authority Revenue | &nbsp;&nbsp;2.774% | &nbsp;&nbsp;5/1/2051 | &nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;427 |
|  | Los Angeles CA Community College District GO | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;8/1/2049 | &nbsp;&nbsp;1040 | &nbsp;&nbsp;1169 |
| <sup>7</sup> | Los Angeles CA Department of Airports International Revenue | &nbsp;&nbsp;4.242% | &nbsp;&nbsp;5/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;434 |
|  | Los Angeles CA Department of Water & Power Revenue | &nbsp;&nbsp;6.574% | &nbsp;&nbsp;7/1/2045 | &nbsp;&nbsp;&nbsp;&nbsp;975 | &nbsp;&nbsp;1039 |
|  | Los Angeles CA Department of Water & Power Revenue | &nbsp;&nbsp;6.603% | &nbsp;&nbsp;7/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;675 | &nbsp;&nbsp;&nbsp;&nbsp;718 |
|  | Los Angeles County CA Public Works Financing Authority Lease Revenue | &nbsp;&nbsp;7.618% | &nbsp;&nbsp;8/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp;525 | &nbsp;&nbsp;&nbsp;&nbsp;628 |
|  | Louisiana Local Government Environmental Facilities & Community Development Authority System Restoration Taxable Bonds Revenue | &nbsp;&nbsp;4.475% | &nbsp;&nbsp;8/1/2039 | &nbsp;&nbsp;1400 | &nbsp;&nbsp;1358 |
|  | Louisiana Local Government Environmental Facilities & Community Development Authority System Restoration Taxable Bonds Revenue | &nbsp;&nbsp;5.198% | &nbsp;&nbsp;12/1/2039 | &nbsp;&nbsp;1750 | &nbsp;&nbsp;1808 |
|  | Louisville & Jefferson County KY Metropolitan Sewer District Sewer & Drainage System Revenue | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;5/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp;545 | &nbsp;&nbsp;&nbsp;&nbsp;574 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| Maryland Economic Development Corp. Revenue | &nbsp;&nbsp;5.942% | &nbsp;&nbsp;5/31/2057 | &nbsp;&nbsp;&nbsp;&nbsp;575 | &nbsp;&nbsp;&nbsp;&nbsp;584 |
| Maryland Economic Development Corp. Revenue (Prince George's County Public Schools) | &nbsp;&nbsp;5.433% | &nbsp;&nbsp;5/31/2056 | &nbsp;&nbsp;&nbsp;&nbsp;636 | &nbsp;&nbsp;&nbsp;&nbsp;616 |
| Maryland Health & Higher Educational Facilities Authority Revenue | &nbsp;&nbsp;3.052% | &nbsp;&nbsp;7/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp;750 | &nbsp;&nbsp;&nbsp;&nbsp;584 |
| Maryland Health & Higher Educational Facilities Authority Revenue | &nbsp;&nbsp;3.197% | &nbsp;&nbsp;7/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;575 | &nbsp;&nbsp;&nbsp;&nbsp;394 |
| Massachusetts GO | &nbsp;&nbsp;5.456% | &nbsp;&nbsp;12/1/2039 | &nbsp;&nbsp;1485 | &nbsp;&nbsp;1521 |
| Massachusetts GO | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;9/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp;580 | &nbsp;&nbsp;&nbsp;&nbsp;401 |
| Massachusetts School Building Authority Dedicated Sales Tax Revenue | &nbsp;&nbsp;5.715% | &nbsp;&nbsp;8/15/2039 | &nbsp;&nbsp;&nbsp;&nbsp;730 | &nbsp;&nbsp;&nbsp;&nbsp;765 |
| Massachusetts Transportation Fund Revenue | &nbsp;&nbsp;5.731% | &nbsp;&nbsp;6/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp;865 | &nbsp;&nbsp;&nbsp;&nbsp;907 |
| Metropolitan Government of Nashville & Davidson County TN Convention Center Authority Tourism Tax Revenue | &nbsp;&nbsp;6.731% | &nbsp;&nbsp;7/1/2043 | &nbsp;&nbsp;&nbsp;&nbsp;575 | &nbsp;&nbsp;&nbsp;&nbsp;619 |
| Metropolitan Transportation Authority NY Revenue | &nbsp;&nbsp;5.175% | &nbsp;&nbsp;11/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74 |
| Metropolitan Washington DC/VA Airports Authority Dulles Toll Road Revenue (Dulles Metrorail & Capital Improvement Projects) | &nbsp;&nbsp;7.462% | &nbsp;&nbsp;10/1/2046 | &nbsp;&nbsp;&nbsp;&nbsp;730 | &nbsp;&nbsp;&nbsp;&nbsp;880 |
| Miami-Dade County FL Aviation Revenue (Miami International Airport) | &nbsp;&nbsp;4.280% | &nbsp;&nbsp;10/1/2041 | &nbsp;&nbsp;1605 | &nbsp;&nbsp;1474 |
| Michigan Finance Authority Revenue (Trinity Health Credit Group) | &nbsp;&nbsp;3.384% | &nbsp;&nbsp;12/1/2040 | &nbsp;&nbsp;1170 | &nbsp;&nbsp;&nbsp;&nbsp;987 |
| Michigan State University Revenue | &nbsp;&nbsp;4.165% | &nbsp;&nbsp;8/15/2122 | &nbsp;&nbsp;&nbsp;&nbsp;850 | &nbsp;&nbsp;&nbsp;&nbsp;628 |
| Michigan Strategic Fund Ltd. Obligation Revenue | &nbsp;&nbsp;3.225% | &nbsp;&nbsp;9/1/2047 | &nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;533 |
| Missouri Health & Educational Facilities Authority Revenue (Washington University) | &nbsp;&nbsp;3.229% | &nbsp;&nbsp;5/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;900 | &nbsp;&nbsp;&nbsp;&nbsp;652 |
| Missouri Health & Educational Facilities Authority Revenue (Washington University) | &nbsp;&nbsp;3.652% | &nbsp;&nbsp;8/15/2057 | &nbsp;&nbsp;&nbsp;&nbsp;575 | &nbsp;&nbsp;&nbsp;&nbsp;433 |
| New Jersey Transportation Trust Fund Authority Transportation System Revenue | &nbsp;&nbsp;6.561% | &nbsp;&nbsp;12/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp;805 | &nbsp;&nbsp;&nbsp;&nbsp;893 |
| New Jersey Turnpike Authority Revenue | &nbsp;&nbsp;7.414% | &nbsp;&nbsp;1/1/2040 | &nbsp;&nbsp;1864 | &nbsp;&nbsp;2251 |
| New Jersey Turnpike Authority Revenue | &nbsp;&nbsp;7.102% | &nbsp;&nbsp;1/1/2041 | &nbsp;&nbsp;3060 | &nbsp;&nbsp;3545 |
| New York City NY GO | &nbsp;&nbsp;4.610% | &nbsp;&nbsp;9/1/2037 | &nbsp;&nbsp;&nbsp;&nbsp;525 | &nbsp;&nbsp;&nbsp;&nbsp;516 |
| New York City NY GO | &nbsp;&nbsp;5.517% | &nbsp;&nbsp;10/1/2037 | &nbsp;&nbsp;&nbsp;&nbsp;775 | &nbsp;&nbsp;&nbsp;&nbsp;795 |
| New York City NY GO | &nbsp;&nbsp;6.271% | &nbsp;&nbsp;12/1/2037 | &nbsp;&nbsp;&nbsp;&nbsp;850 | &nbsp;&nbsp;&nbsp;&nbsp;918 |
| New York City NY GO | &nbsp;&nbsp;5.264% | &nbsp;&nbsp;10/1/2044 | &nbsp;&nbsp;&nbsp;&nbsp;525 | &nbsp;&nbsp;&nbsp;&nbsp;517 |
| New York City NY GO | &nbsp;&nbsp;5.094% | &nbsp;&nbsp;10/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp;675 | &nbsp;&nbsp;&nbsp;&nbsp;645 |
| New York City NY GO | &nbsp;&nbsp;5.263% | &nbsp;&nbsp;10/1/2052 | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;291 |
| New York City NY GO | &nbsp;&nbsp;5.828% | &nbsp;&nbsp;10/1/2053 | &nbsp;&nbsp;1400 | &nbsp;&nbsp;1466 |
| New York City NY GO | &nbsp;&nbsp;5.114% | &nbsp;&nbsp;10/1/2054 | &nbsp;&nbsp;&nbsp;&nbsp;750 | &nbsp;&nbsp;&nbsp;&nbsp;717 |
| New York City NY Municipal Water Finance Authority Water & Sewer System Revenue | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;6/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp;625 | &nbsp;&nbsp;&nbsp;&nbsp;639 |
| New York City NY Municipal Water Finance Authority Water & Sewer System Revenue | &nbsp;&nbsp;5.724% | &nbsp;&nbsp;6/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp;530 | &nbsp;&nbsp;&nbsp;&nbsp;540 |
| New York City NY Municipal Water Finance Authority Water & Sewer System Revenue | &nbsp;&nbsp;5.952% | &nbsp;&nbsp;6/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;625 |
| New York City NY Municipal Water Finance Authority Water & Sewer System Revenue | &nbsp;&nbsp;6.011% | &nbsp;&nbsp;6/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp;530 | &nbsp;&nbsp;&nbsp;&nbsp;556 |
| New York City NY Municipal Water Finance Authority Water & Sewer System Revenue | &nbsp;&nbsp;5.440% | &nbsp;&nbsp;6/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp;385 | &nbsp;&nbsp;&nbsp;&nbsp;385 |
| New York City NY Municipal Water Finance Authority Water & Sewer System Revenue | &nbsp;&nbsp;5.882% | &nbsp;&nbsp;6/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp;985 | &nbsp;&nbsp;1022 |
| New York Metropolitan Transportation Authority Revenue (Build America Bonds) | &nbsp;&nbsp;6.668% | &nbsp;&nbsp;11/15/2039 | &nbsp;&nbsp;&nbsp;&nbsp;590 | &nbsp;&nbsp;&nbsp;&nbsp;647 |
| New York Metropolitan Transportation Authority Revenue (Build America Bonds) | &nbsp;&nbsp;6.814% | &nbsp;&nbsp;11/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp;280 | &nbsp;&nbsp;&nbsp;&nbsp;311 |
| New York Metropolitan Transportation Authority Revenue (Dedicated Tax Fund) | &nbsp;&nbsp;7.336% | &nbsp;&nbsp;11/15/2039 | &nbsp;&nbsp;1160 | &nbsp;&nbsp;1386 |
| New York State Dormitory Authority Revenue (Personal Income Tax) | &nbsp;&nbsp;5.628% | &nbsp;&nbsp;3/15/2039 | &nbsp;&nbsp;1380 | &nbsp;&nbsp;1433 |
| New York State Dormitory Authority Revenue (Personal Income Tax) | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;3/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp;770 | &nbsp;&nbsp;&nbsp;&nbsp;793 |
| New York State Urban Development Corp. Revenue (Personal Income Tax) | &nbsp;&nbsp;5.770% | &nbsp;&nbsp;3/15/2039 | &nbsp;&nbsp;&nbsp;&nbsp;820 | &nbsp;&nbsp;&nbsp;&nbsp;848 |
| North Texas Tollway Authority System Revenue | &nbsp;&nbsp;6.718% | &nbsp;&nbsp;1/1/2049 | &nbsp;&nbsp;1360 | &nbsp;&nbsp;1515 |
| Ohio State University General Receipts Revenue | &nbsp;&nbsp;4.910% | &nbsp;&nbsp;6/1/2040 | &nbsp;&nbsp;1250 | &nbsp;&nbsp;1246 |
| Ohio State University General Receipts Revenue | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;6/1/2111 | &nbsp;&nbsp;&nbsp;&nbsp;872 | &nbsp;&nbsp;&nbsp;&nbsp;743 |
| Ohio Turnpike Commission Revenue | &nbsp;&nbsp;3.216% | &nbsp;&nbsp;2/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp;975 | &nbsp;&nbsp;&nbsp;&nbsp;725 |
| Oklahoma Development Finance Authority Revenue | &nbsp;&nbsp;4.851% | &nbsp;&nbsp;2/1/2045 | &nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;596 |
| Oklahoma Development Finance Authority Revenue | &nbsp;&nbsp;4.380% | &nbsp;&nbsp;11/1/2045 | &nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;953 |
| Oklahoma Development Finance Authority Revenue | &nbsp;&nbsp;4.714% | &nbsp;&nbsp;5/1/2052 | &nbsp;&nbsp;1140 | &nbsp;&nbsp;1090 |
| Pennsylvania Economic Development Financing Authority Revenue (Infrastructure Programs) | &nbsp;&nbsp;5.689% | &nbsp;&nbsp;6/1/2054 | &nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;507 |
| Pennsylvania State University Revenue | &nbsp;&nbsp;2.790% | &nbsp;&nbsp;9/1/2043 | &nbsp;&nbsp;&nbsp;&nbsp;750 | &nbsp;&nbsp;&nbsp;&nbsp;575 |
| Pennsylvania State University Revenue | &nbsp;&nbsp;2.840% | &nbsp;&nbsp;9/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;780 | &nbsp;&nbsp;&nbsp;&nbsp;528 |
| Pennsylvania Turnpike Commission Revenue | &nbsp;&nbsp;5.511% | &nbsp;&nbsp;12/1/2045 | &nbsp;&nbsp;&nbsp;&nbsp;595 | &nbsp;&nbsp;&nbsp;&nbsp;592 |
| Port Authority of New York & New Jersey Revenue | &nbsp;&nbsp;5.647% | &nbsp;&nbsp;11/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp;675 | &nbsp;&nbsp;&nbsp;&nbsp;719 |
| Port Authority of New York & New Jersey Revenue | &nbsp;&nbsp;5.647% | &nbsp;&nbsp;11/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp;715 | &nbsp;&nbsp;&nbsp;&nbsp;762 |
| Port Authority of New York & New Jersey Revenue | &nbsp;&nbsp;4.960% | &nbsp;&nbsp;8/1/2046 | &nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;961 |
| Port Authority of New York & New Jersey Revenue | &nbsp;&nbsp;5.310% | &nbsp;&nbsp;8/1/2046 | &nbsp;&nbsp;&nbsp;&nbsp;875 | &nbsp;&nbsp;&nbsp;&nbsp;873 |
| Port Authority of New York & New Jersey Revenue | &nbsp;&nbsp;4.031% | &nbsp;&nbsp;9/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp;675 | &nbsp;&nbsp;&nbsp;&nbsp;559 |
| Port Authority of New York & New Jersey Revenue | &nbsp;&nbsp;3.139% | &nbsp;&nbsp;2/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;580 |
| Port Authority of New York & New Jersey Revenue | &nbsp;&nbsp;4.926% | &nbsp;&nbsp;10/1/2051 | &nbsp;&nbsp;1720 | &nbsp;&nbsp;1615 |
| Port Authority of New York & New Jersey Revenue | &nbsp;&nbsp;5.072% | &nbsp;&nbsp;7/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;750 | &nbsp;&nbsp;&nbsp;&nbsp;721 |
| Port Authority of New York & New Jersey Revenue | &nbsp;&nbsp;3.175% | &nbsp;&nbsp;7/15/2060 | &nbsp;&nbsp;&nbsp;&nbsp;900 | &nbsp;&nbsp;&nbsp;&nbsp;590 |
| Port Authority of New York & New Jersey Revenue | &nbsp;&nbsp;4.458% | &nbsp;&nbsp;10/1/2062 | &nbsp;&nbsp;3320 | &nbsp;&nbsp;2834 |
| Port Authority of New York & New Jersey Revenue | &nbsp;&nbsp;4.810% | &nbsp;&nbsp;10/15/2065 | &nbsp;&nbsp;1050 | &nbsp;&nbsp;&nbsp;&nbsp;957 |
| Port Authority of New York & New Jersey Revenue | &nbsp;&nbsp;3.287% | &nbsp;&nbsp;8/1/2069 | &nbsp;&nbsp;&nbsp;&nbsp;535 | &nbsp;&nbsp;&nbsp;&nbsp;347 |
| Regional Transportation District of Colorado Sales Tax Revenue | &nbsp;&nbsp;5.844% | &nbsp;&nbsp;11/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;460 | &nbsp;&nbsp;&nbsp;&nbsp;470 |
| Riverside CA Pension Obligation Taxable Revenue Bonds | &nbsp;&nbsp;3.857% | &nbsp;&nbsp;6/1/2045 | &nbsp;&nbsp;&nbsp;&nbsp;575 | &nbsp;&nbsp;&nbsp;&nbsp;503 |
| Rutgers State University New Jersey Revenue | &nbsp;&nbsp;5.665% | &nbsp;&nbsp;5/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp;660 | &nbsp;&nbsp;&nbsp;&nbsp;688 |
| Rutgers State University New Jersey Revenue | &nbsp;&nbsp;3.270% | &nbsp;&nbsp;5/1/2043 | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;328 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Rutgers State University New Jersey Revenue | &nbsp;&nbsp;3.915% | &nbsp;&nbsp;5/1/2119 | &nbsp;&nbsp;&nbsp;&nbsp;455 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;310 |
|  | Sales Tax Securitization Corp. Illinois Revenue | &nbsp;&nbsp;3.587% | &nbsp;&nbsp;1/1/2043 | &nbsp;&nbsp;1190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1024 |
|  | Sales Tax Securitization Corp. Illinois Revenue | &nbsp;&nbsp;3.820% | &nbsp;&nbsp;1/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp;550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;449 |
|  | Sales Tax Securitization Corp. Illinois Revenue | &nbsp;&nbsp;4.787% | &nbsp;&nbsp;1/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp;650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;607 |
|  | Salt River Projects Arizona Agricultural Improvement & Power District Revenue | &nbsp;&nbsp;4.839% | &nbsp;&nbsp;1/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp;945 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;928 |
|  | San Antonio TX Electric & Gas Systems Revenue | &nbsp;&nbsp;5.985% | &nbsp;&nbsp;2/1/2039 | &nbsp;&nbsp;&nbsp;&nbsp;750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;796 |
|  | San Antonio TX Electric & Gas Systems Revenue | &nbsp;&nbsp;5.808% | &nbsp;&nbsp;2/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp;550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;571 |
|  | San Antonio TX Electric & Gas Systems Revenue | &nbsp;&nbsp;4.427% | &nbsp;&nbsp;2/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp;750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;707 |
|  | San Diego County CA Regional Transportation Commission Sales Tax Revenue | &nbsp;&nbsp;5.911% | &nbsp;&nbsp;4/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp;590 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;604 |
|  | San Diego County CA Water Authority Revenue | &nbsp;&nbsp;6.138% | &nbsp;&nbsp;5/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp;920 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;961 |
|  | San Francisco CA City & County Public Utilities Commission Water Revenue | &nbsp;&nbsp;6.950% | &nbsp;&nbsp;11/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;515 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;581 |
|  | South Carolina Public Service Authority Revenue | &nbsp;&nbsp;6.454% | &nbsp;&nbsp;1/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;645 |
|  | Texas GO | &nbsp;&nbsp;5.517% | &nbsp;&nbsp;4/1/2039 | &nbsp;&nbsp;2165 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2250 |
|  | Texas Natural Gas Securitization Finance Corp. Revenue | &nbsp;&nbsp;5.169% | &nbsp;&nbsp;4/1/2041 | &nbsp;&nbsp;2650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2700 |
|  | Texas Private Activity Bond Surface Transportation Corp. Revenue (NTE Mobility Partners) | &nbsp;&nbsp;3.922% | &nbsp;&nbsp;12/31/2049 | &nbsp;&nbsp;1525 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1224 |
|  | Texas Transportation Commission GO | &nbsp;&nbsp;4.681% | &nbsp;&nbsp;4/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp;450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;432 |
| <sup>7</sup> | Tucson City AZ COP | &nbsp;&nbsp;2.856% | &nbsp;&nbsp;7/1/2047 | &nbsp;&nbsp;&nbsp;&nbsp;625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;455 |
|  | United Nations Development Corp. NY Revenue | &nbsp;&nbsp;6.536% | &nbsp;&nbsp;8/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;507 |
|  | University of California Regents Medical Center Pooled Revenue | &nbsp;&nbsp;6.583% | &nbsp;&nbsp;5/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;728 |
|  | University of California Regents Medical Center Pooled Revenue | &nbsp;&nbsp;3.006% | &nbsp;&nbsp;5/15/2050 | &nbsp;&nbsp;1425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;943 |
|  | University of California Regents Medical Center Pooled Revenue | &nbsp;&nbsp;4.563% | &nbsp;&nbsp;5/15/2053 | &nbsp;&nbsp;1075 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;929 |
|  | University of California Regents Medical Center Pooled Revenue | &nbsp;&nbsp;3.256% | &nbsp;&nbsp;5/15/2060 | &nbsp;&nbsp;1560 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1001 |
|  | University of California Regents Medical Center Pooled Revenue | &nbsp;&nbsp;3.706% | &nbsp;&nbsp;5/15/2120 | &nbsp;&nbsp;&nbsp;&nbsp;565 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;364 |
|  | University of California Revenue | &nbsp;&nbsp;3.071% | &nbsp;&nbsp;5/15/2051 | &nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;668 |
|  | University of California Revenue | &nbsp;&nbsp;4.858% | &nbsp;&nbsp;5/15/2112 | &nbsp;&nbsp;1440 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1222 |
|  | University of California Revenue | &nbsp;&nbsp;4.767% | &nbsp;&nbsp;5/15/2115 | &nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;666 |
|  | University of Michigan Revenue | &nbsp;&nbsp;2.437% | &nbsp;&nbsp;4/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp;905 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;683 |
|  | University of Michigan Revenue | &nbsp;&nbsp;2.562% | &nbsp;&nbsp;4/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;317 |
|  | University of Michigan Revenue | &nbsp;&nbsp;3.504% | &nbsp;&nbsp;4/1/2052 | &nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;452 |
|  | University of Michigan Revenue | &nbsp;&nbsp;3.504% | &nbsp;&nbsp;4/1/2052 | &nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;377 |
|  | University of Michigan Revenue | &nbsp;&nbsp;4.454% | &nbsp;&nbsp;4/1/2122 | &nbsp;&nbsp;2075 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1672 |
|  | University of Nebraska Student Fee Revenue | &nbsp;&nbsp;3.037% | &nbsp;&nbsp;10/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp;775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;562 |
| <sup>6</sup> | University of Oregon Revenue | &nbsp;&nbsp;3.424% | &nbsp;&nbsp;3/1/2060 | &nbsp;&nbsp;&nbsp;&nbsp;650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;461 |
|  | University of Pittsburgh Pennsylvania of the Commonwealth System of Higher Education Revenue | &nbsp;&nbsp;3.555% | &nbsp;&nbsp;9/15/2119 | &nbsp;&nbsp;&nbsp;&nbsp;675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;439 |
|  | University of Texas Financing System Revenue | &nbsp;&nbsp;4.794% | &nbsp;&nbsp;8/15/2046 | &nbsp;&nbsp;1075 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1025 |
|  | University of Texas Financing System Revenue | &nbsp;&nbsp;3.354% | &nbsp;&nbsp;8/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;610 |
|  | University of Texas Financing System Revenue | &nbsp;&nbsp;2.439% | &nbsp;&nbsp;8/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;375 |
|  | University of Texas Permanent University Fund Revenue | &nbsp;&nbsp;3.376% | &nbsp;&nbsp;7/1/2047 | &nbsp;&nbsp;&nbsp;&nbsp;690 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;533 |
|  | University of Texas Permanent University Fund Revenue | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;7/1/2049 | &nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;737 |
|  | University of Virginia Revenue | &nbsp;&nbsp;2.256% | &nbsp;&nbsp;9/1/2050 | &nbsp;&nbsp;1675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;988 |
|  | University of Virginia Revenue | &nbsp;&nbsp;4.179% | &nbsp;&nbsp;9/1/2117 | &nbsp;&nbsp;&nbsp;&nbsp;875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;667 |
|  | Wisconsin General Fund Annual Appropriation Revenue | &nbsp;&nbsp;3.954% | &nbsp;&nbsp;5/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp;875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;827 |
| **Total Taxable Municipal Bonds (Cost $175,204)** | **Total Taxable Municipal Bonds (Cost $175,204)** | **Total Taxable Municipal Bonds (Cost $175,204)** | **Total Taxable Municipal Bonds (Cost $175,204)** | **Total Taxable Municipal Bonds (Cost $175,204)** | **161857** |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Shares | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| **Temporary Cash Investments (0.4%)** | **Temporary Cash Investments (0.4%)** | **Temporary Cash Investments (0.4%)** | **Temporary Cash Investments (0.4%)** | **Temporary Cash Investments (0.4%)** |
| **Money Market Fund (0.4%)** | **Money Market Fund (0.4%)** | **Money Market Fund (0.4%)** | **Money Market Fund (0.4%)** | **Money Market Fund (0.4%)** |
| <sup>8</sup> | Vanguard Market Liquidity Fund **(Cost $33,617)** | &nbsp;&nbsp;4.180% | &nbsp;&nbsp;336185 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**33617** |
| **Total Investments (99.1%) (Cost $9,677,189)** | **Total Investments (99.1%) (Cost $9,677,189)** | **Total Investments (99.1%) (Cost $9,677,189)** |  | &nbsp;&nbsp;**8438169** |
| **Other Assets and Liabilities—Net (0.9%)** | **Other Assets and Liabilities—Net (0.9%)** | **Other Assets and Liabilities—Net (0.9%)** |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**80576** |
| **Net Assets (100%)** | **Net Assets (100%)** | **Net Assets (100%)** |  | &nbsp;&nbsp;**8518745** |

---

Cost is in $000.

---

| | |
|:---|:---|
| 1 | 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. |
| 2 | 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. |
| 3 | Security exempt from registration under Rule 144A of the Securities Act of 1933. Such securities may be sold in transactions exempt from registration, normally to qualified institutional buyers. At September 30, 2025, the aggregate value was $40,768, representing 0.5% of net assets. |
| 4 | Includes securities purchased on a when-issued or delayed-delivery basis for which the fund has not taken delivery as of September 30, 2025. |
| 5 | Guaranteed by the Federal Republic of Germany. |
| 6 | Scheduled principal and interest payments are guaranteed by Build America Mutual Assurance Co. |
| 7 | Scheduled principal and interest payments are guaranteed by Assured Guaranty Inc. |
| 8 | Affiliated money market fund available only to Vanguard funds and certain trusts and accounts managed by Vanguard. Rate shown is the 7-day yield. |

---

---

| |
|:---|
| COP—Certificate of Participation. |
| DAC—Designated Activity Company. |
| GO—General Obligation Bond. |
| REIT—Real Estate Investment Trust. |
| SO—Special Obligation. |

---

------

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. 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. Investments in Vanguard Market Liquidity Fund are valued at that fund's net asset value. Securities for which market quotations are not readily available, or whose values have been affected by events occurring before the fund's pricing time but after the close of the securities' primary markets, are valued by methods deemed by the valuation designee to represent fair value and subject to oversight by the board of trustees.

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

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

The fund had no open futures contracts at September 30, 2025.

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

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

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

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

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | Level 1<br> ($000) | &nbsp;&nbsp;&nbsp;Level 2<br> ($000) | &nbsp;&nbsp;&nbsp;Level 3<br> ($000) | &nbsp;&nbsp;&nbsp;Total<br> ($000) |
| **Investments** |  |  |  |  |
| Assets |  |  |  |  |
| U.S. Government and Agency Obligations | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;4400915 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;4400915 |
| Corporate Bonds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;3597273 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;3597273 |
| Sovereign Bonds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;244507 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;244507 |
| Taxable Municipal Bonds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;161857 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;161857 |
| Temporary Cash Investments | 33617 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33617 |
| Total | 33617 | &nbsp;&nbsp;&nbsp;8404552 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;8438169 |

---

## 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 BOND INDEX FUNDS

- **b. Investment Company Act file number:** 811-04681

- **c. CIK number of Registrant:** 0000794105

- **d. LEI of Registrant:** 549300INE5BF80OGAZ51

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

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

  - **City:** Malvern

  - **State:** PA

  - **Foreign country:** US

  - **Zip / Postal Code:** 19355

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

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

- **a. Name of Series:** VANGUARD LONG-TERM BOND INDEX FUND

- **b. EDGAR series identifier (if any):** S000002562

- **c. LEI of Series:** YR27VTYY4DXT8BLRVZ12

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $8526439066.18

**Total Liabilities:** $16138259.31

**Net Assets:** $8510300806.87

**Delayed Delivery Securities:** $1186096.80

**Cash Not Reported:** $2318317.82

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -4166.87715081 | **1-Year:** -87920.02108362 | **5-Year:** -362997.94370950 | **10-Year:** -2331581.55799248 | **30-Year:** -2030786.10054003

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

- **3-Month:** -85.93896064 | **1-Year:** -1827.07733041 | **5-Year:** -7352.71219674 | **10-Year:** -39804.65970165 | **30-Year:** -32614.17520848

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000024522 | -0.46%               | 0.50%                | 3.17%                |
| Class ID C000046842 | -0.49%               | 0.52%                | 3.12%                |
| Class ID C000105309 | -0.46%               | 0.50%                | 3.17%                |
| Class ID C000209800 | -0.46%               | 0.49%                | 3.17%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-43600206.44            | $-27707184.13                              |
| Month 2  | $-16896975.51            | $26914247.25                               |
| Month 3  | $-14300307.57            | $237836326.30                              |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Vanguard Cmt Funds-Vanguard Market Liquidity Fund                                | Vanguard Market Liquidity Fund | CUSIP: N/A<br>LEI: 1I6HV0TLSTR3A4XQ6L78       | Long             | STIV             | CORP              | US        |    312084 | NS      | $31208357.60  | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Aflac Inc                                                                        | AFLAC INC                      | CUSIP: 001055AR3<br>LEI: 549300N0B7DOGLXWPP39 | Long             | DBT              | CORP              | US        |   1364000 | PA      | $1112147.90   | 0.01%             | 2046-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AEP Texas Inc                                                                    | AEP TEXAS                      | CUSIP: 00108WAJ9<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    710000 | PA      | $554329.63    | 0.01%             | 2049-05-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| AEP Texas Inc                                                                    | AEP TEXAS                      | CUSIP: 00108WAK6<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    860000 | PA      | $597758.40    | 0.01%             | 2050-01-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| AEP Texas Inc                                                                    | AEP TEXAS                      | CUSIP: 00108WAN0<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    888000 | PA      | $610600.82    | 0.01%             | 2051-05-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| AEP Texas Inc                                                                    | AEP TEXAS                      | CUSIP: 00108WAQ3<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    975000 | PA      | $900427.39    | 0.01%             | 2052-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AEP Texas Inc                                                                    | AEP TEXAS                      | CUSIP: 00108WAU4<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    605000 | PA      | $603779.23    | 0.01%             | 2055-10-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| AEP Transmission Co LLC                                                          | AEP TRANSMISSION               | CUSIP: 00115AAF6<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    943000 | PA      | $764048.91    | 0.01%             | 2046-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AEP Transmission Co LLC                                                          | AEP TRANSMISSION               | CUSIP: 00115AAK5<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |   1475000 | PA      | $1135532.91   | 0.01%             | 2049-06-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| AEP Transmission Co LLC                                                          | AEP TRANSMISSION               | CUSIP: 00115AAL3<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    390000 | PA      | $267292.50    | 0.00%             | 2049-09-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| AEP Transmission Co LLC                                                          | AEP TRANSMISSION               | CUSIP: 00115AAM1<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    970000 | PA      | $732144.40    | 0.01%             | 2050-04-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| AEP Transmission Co LLC                                                          | AEP TRANSMISSION               | CUSIP: 00115AAN9<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    495000 | PA      | $313900.98    | 0.00%             | 2051-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| AEP Transmission Co LLC                                                          | AEP TRANSMISSION               | CUSIP: 00115AAP4<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |   1280000 | PA      | $1105855.12   | 0.01%             | 2052-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AEP Transmission Co LLC                                                          | AEP TRANSMISSION               | CUSIP: 00115AAQ2<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    869000 | PA      | $861519.17    | 0.01%             | 2053-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Southern Co Gas Capital Corp                                                     | AGL CAPITAL CORP               | CUSIP: 001192AH6<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |   1047000 | PA      | $1086502.43   | 0.01%             | 2041-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Southern Co Gas Capital Corp                                                     | AGL CAPITAL CORP               | CUSIP: 001192AK9<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    915000 | PA      | $785853.77    | 0.01%             | 2043-06-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| AHS Hospital Corp                                                                | AHS HOSPITAL COR               | CUSIP: 001306AB5<br>LEI: 549300D7W3C9Z4RGJG34 | Long             | DBT              | CORP              | US        |    735000 | PA      | $704197.22    | 0.01%             | 2045-07-01      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| AHS Hospital Corp                                                                | AHS HOSPITAL COR               | CUSIP: 001306AC3<br>LEI: 549300D7W3C9Z4RGJG34 | Long             | DBT              | CORP              | US        |    920000 | PA      | $581004.79    | 0.01%             | 2051-07-01      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| Aon Global Ltd                                                                   | AON PLC                        | CUSIP: 00185AAG9<br>LEI: VVT2B79I2Z4U3R6BY589 | Long             | DBT              | CORP              | GB        |    995000 | PA      | $879024.59    | 0.01%             | 2044-06-14      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Aon Global Ltd                                                                   | AON PLC                        | CUSIP: 00185AAH7<br>LEI: VVT2B79I2Z4U3R6BY589 | Long             | DBT              | CORP              | GB        |   1309000 | PA      | $1180183.53   | 0.01%             | 2045-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                       | CUSIP: 00206RBH4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1708000 | PA      | $1474334.47   | 0.02%             | 2042-12-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                       | CUSIP: 00206RBK7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    922000 | PA      | $777320.33    | 0.01%             | 2045-06-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                       | CUSIP: 00206RCG5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    983000 | PA      | $884305.75    | 0.01%             | 2044-06-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                       | CUSIP: 00206RCQ3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   3427000 | PA      | $3057006.28   | 0.04%             | 2046-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                       | CUSIP: 00206RDJ8<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   4120500 | PA      | $3488006.85   | 0.04%             | 2048-03-09      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                       | CUSIP: 00206RDK5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    895000 | PA      | $756026.26    | 0.01%             | 2049-03-09      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                       | CUSIP: 00206RDR0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    992000 | PA      | $1009386.33   | 0.01%             | 2037-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                       | CUSIP: 00206RFW7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    778000 | PA      | $759483.03    | 0.01%             | 2037-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                       | CUSIP: 00206RHA3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1045000 | PA      | $978499.57    | 0.01%             | 2046-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                       | CUSIP: 00206RHK1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   4867000 | PA      | $4665965.33   | 0.05%             | 2039-03-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                       | CUSIP: 00206RJK9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1025000 | PA      | $904882.82    | 0.01%             | 2044-06-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                       | CUSIP: 00206RJZ6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   6704000 | PA      | $5358836.78   | 0.06%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                       | CUSIP: 00206RKA9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   5551000 | PA      | $4013657.73   | 0.05%             | 2051-06-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                       | CUSIP: 00206RKB7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1688000 | PA      | $1200367.86   | 0.01%             | 2060-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                       | CUSIP: 00206RKJ0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |  13364000 | PA      | $9234360.60   | 0.11%             | 2053-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                       | CUSIP: 00206RLJ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |  14578000 | PA      | $10040202.33  | 0.12%             | 2055-09-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                       | CUSIP: 00206RLV2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |  11773000 | PA      | $8049932.65   | 0.09%             | 2059-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                       | CUSIP: 00206RMN9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |  10504000 | PA      | $7493817.28   | 0.09%             | 2057-12-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                       | CUSIP: 00206RMZ2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1355000 | PA      | $1405505.83   | 0.02%             | 2056-08-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                       | CUSIP: 00206RNC2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1075000 | PA      | $1066622.39   | 0.01%             | 2035-11-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                       | CUSIP: 00206RND0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   2350000 | PA      | $2326981.01   | 0.03%             | 2045-11-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                       | CUSIP: 00206RNE8<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1779288.27   | 0.02%             | 2054-11-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Aptiv Swiss Holdings Ltd                                                         | APTIV SWISS HOLD               | CUSIP: 00217GAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |    820000 | PA      | $620103.68    | 0.01%             | 2052-05-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                              | ABBOTT LABS                    | CUSIP: 002819AC4<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |   1720000 | PA      | $1930355.93   | 0.02%             | 2037-11-30      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                              | ABBOTT LABS                    | CUSIP: 002824AV2<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |   1216000 | PA      | $1347636.46   | 0.02%             | 2039-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                              | ABBOTT LABS                    | CUSIP: 002824AY6<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |   2751000 | PA      | $2855082.22   | 0.03%             | 2040-05-27      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                              | ABBOTT LABS                    | CUSIP: 002824BG4<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |   3267000 | PA      | $3297400.04   | 0.04%             | 2036-11-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                              | ABBOTT LABS                    | CUSIP: 002824BH2<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |   2543000 | PA      | $2440577.30   | 0.03%             | 2046-11-30      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                              | ABBOTT LABS                    | CUSIP: 002824BN9<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |   1095000 | PA      | $1048879.81   | 0.01%             | 2043-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC                     | CUSIP: 00287YAM1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   5538000 | PA      | $4993366.87   | 0.06%             | 2042-11-06      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC                     | CUSIP: 00287YAS8<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   5661000 | PA      | $5194645.40   | 0.06%             | 2045-05-14      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC                     | CUSIP: 00287YAV1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1332000 | PA      | $1280630.05   | 0.02%             | 2036-05-14      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC                     | CUSIP: 00287YAW9<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    957000 | PA      | $845810.12    | 0.01%             | 2046-05-14      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC                     | CUSIP: 00287YBD0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   2553000 | PA      | $2369402.06   | 0.03%             | 2048-11-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC                     | CUSIP: 00287YCA5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   7972000 | PA      | $7133272.71   | 0.08%             | 2039-11-21      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC                     | CUSIP: 00287YCB3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |  10348000 | PA      | $8736224.53   | 0.10%             | 2049-11-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC                     | CUSIP: 00287YCZ0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    840000 | PA      | $779145.96    | 0.01%             | 2042-10-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC                     | CUSIP: 00287YDA4<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   3344000 | PA      | $3152692.32   | 0.04%             | 2044-06-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC                     | CUSIP: 00287YDB2<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1097000 | PA      | $1013911.43   | 0.01%             | 2045-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC                     | CUSIP: 00287YDW6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   6430000 | PA      | $6398541.34   | 0.08%             | 2054-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC                     | CUSIP: 00287YDX4<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   2060000 | PA      | $2058667.45   | 0.02%             | 2064-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC                     | CUSIP: 00287YEB1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1103000 | PA      | $1128156.74   | 0.01%             | 2055-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Chubb INA Holdings LLC                                                           | CHUBB INA HLDGS                | CUSIP: 00440EAH0<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    590000 | PA      | $677170.81    | 0.01%             | 2036-05-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Chubb INA Holdings LLC                                                           | CHUBB INA HLDGS                | CUSIP: 00440EAQ0<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |   1787000 | PA      | $1563470.97   | 0.02%             | 2043-03-13      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Chubb INA Holdings LLC                                                           | CHUBB INA HLDGS                | CUSIP: 00440EAW7<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |   1235000 | PA      | $1091126.50   | 0.01%             | 2045-11-03      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Advocate Health & Hospitals Corp                                                 | ADVOCATE HEALTH                | CUSIP: 007589AB0<br>LEI: 549300AEHU3PPOUCIL87 | Long             | DBT              | CORP              | US        |    980000 | PA      | $826699.62    | 0.01%             | 2048-08-15      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| Advocate Health & Hospitals Corp                                                 | ADVOCATE HEALTH                | CUSIP: 007589AC8<br>LEI: 549300AEHU3PPOUCIL87 | Long             | DBT              | CORP              | US        |    920000 | PA      | $667709.21    | 0.01%             | 2049-10-15      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| Advocate Health & Hospitals Corp                                                 | ADVOCATE HEALTH                | CUSIP: 007589AE4<br>LEI: 549300AEHU3PPOUCIL87 | Long             | DBT              | CORP              | US        |    828000 | PA      | $556083.88    | 0.01%             | 2050-06-15      | Fixed         | 3.01%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | AERCAP IRELAND                 | CUSIP: 00774MAZ8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   2471000 | PA      | $2033101.90   | 0.02%             | 2041-10-29      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | AERCAP IRELAND                 | CUSIP: 00774MBS3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    250000 | PA      | $247575.09    | 0.00%             | 2035-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Advanced Micro Devices Inc                                                       | ADVANCED MICRO                 | CUSIP: 007903BG1<br>LEI: R2I72C950HOYXII45366 | Long             | DBT              | CORP              | US        |    915000 | PA      | $786312.99    | 0.01%             | 2052-06-01      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| Adventist Health System/West                                                     | ADVENT HEALTH SY               | CUSIP: 007944AG6<br>LEI: 5493008YM33UCY5QPW83 | Long             | DBT              | CORP              | US        |    835000 | PA      | $575425.12    | 0.01%             | 2049-03-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Aetna Inc                                                                        | AETNA INC                      | CUSIP: 00817YAF5<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |    775000 | PA      | $851253.58    | 0.01%             | 2036-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Aetna Inc                                                                        | AETNA INC                      | CUSIP: 00817YAG3<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |   1169000 | PA      | $1291381.47   | 0.02%             | 2037-12-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Aetna Inc                                                                        | AETNA INC                      | CUSIP: 00817YAJ7<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |    998000 | PA      | $862220.35    | 0.01%             | 2042-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Aetna Inc                                                                        | AETNA INC                      | CUSIP: 00817YAP3<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |    998000 | PA      | $864335.15    | 0.01%             | 2044-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Alabama Federal Aid Highway Finance Authority                                    | ALABAMA FEDERAL AID            | CUSIP: 010268CX6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    230000 | PA      | $189201.57    | 0.00%             | 2037-09-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co                                                                 | ALABAMA POWER CO               | CUSIP: 010392FB9<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    927000 | PA      | $1000973.44   | 0.01%             | 2039-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co                                                                 | ALABAMA POWER CO               | CUSIP: 010392FJ2<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    520000 | PA      | $429271.86    | 0.01%             | 2042-12-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co                                                                 | ALABAMA POWER CO               | CUSIP: 010392FL7<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    927000 | PA      | $787702.82    | 0.01%             | 2044-08-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co                                                                 | ALABAMA POWER CO               | CUSIP: 010392FM5<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |   2278000 | PA      | $1822196.85   | 0.02%             | 2045-03-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co                                                                 | ALABAMA POWER CO               | CUSIP: 010392FP8<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |   1141000 | PA      | $978299.66    | 0.01%             | 2046-01-02      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co                                                                 | ALABAMA POWER CO               | CUSIP: 010392FR4<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |   1156000 | PA      | $896899.24    | 0.01%             | 2047-12-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co                                                                 | ALABAMA POWER CO               | CUSIP: 010392FS2<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    472000 | PA      | $402738.98    | 0.00%             | 2048-07-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co                                                                 | ALABAMA POWER CO               | CUSIP: 010392FT0<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    989000 | PA      | $723058.34    | 0.01%             | 2049-10-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co                                                                 | ALABAMA POWER CO               | CUSIP: 010392FV5<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    927000 | PA      | $629218.17    | 0.01%             | 2051-07-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co                                                                 | ALABAMA POWER CO               | CUSIP: 010392FW3<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    980000 | PA      | $649358.70    | 0.01%             | 2052-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Alameda County Joint Powers Authority                                            | ALAMEDA JT PWRS-A-TXB          | CUSIP: 010831BE4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    425000 | PA      | $485119.57    | 0.01%             | 2044-12-01      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| Albemarle Corp                                                                   | ALBEMARLE CORP                 | CUSIP: 012653AF8<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | DBT              | CORP              | US        |    955000 | PA      | $845259.39    | 0.01%             | 2052-06-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Albemarle Corp                                                                   | ALBEMARLE CORP                 | CUSIP: 012725AD9<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | DBT              | CORP              | US        |    795000 | PA      | $717190.67    | 0.01%             | 2044-12-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities Inc                                              | ALEXANDRIA REAL                | CUSIP: 015271AQ2<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |   1785000 | PA      | $1551427.03   | 0.02%             | 2049-04-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities Inc                                              | ALEXANDRIA REAL                | CUSIP: 015271AS8<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    970000 | PA      | $742786.42    | 0.01%             | 2050-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities Inc                                              | ALEXANDRIA REAL                | CUSIP: 015271AX7<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |   1685000 | PA      | $1056857.71   | 0.01%             | 2051-05-18      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities Inc                                              | ALEXANDRIA REAL                | CUSIP: 015271AZ2<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |   2245000 | PA      | $1562953.39   | 0.02%             | 2052-03-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities Inc                                              | ALEXANDRIA REAL                | CUSIP: 015271BD0<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |   1365000 | PA      | $1318105.60   | 0.02%             | 2054-05-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities Inc                                              | ALEXANDRIA REAL                | CUSIP: 015271BE8<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    600000 | PA      | $616623.98    | 0.01%             | 2035-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Alibaba Group Holding Ltd                                                        | ALIBABA GROUP                  | CUSIP: 01609WAU6<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |   2801000 | PA      | $2580585.92   | 0.03%             | 2037-12-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Alibaba Group Holding Ltd                                                        | ALIBABA GROUP                  | CUSIP: 01609WAV4<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |   2730000 | PA      | $2331351.80   | 0.03%             | 2047-12-06      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Alibaba Group Holding Ltd                                                        | ALIBABA GROUP                  | CUSIP: 01609WAW2<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |   1634000 | PA      | $1401675.62   | 0.02%             | 2057-12-06      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Alibaba Group Holding Ltd                                                        | ALIBABA GROUP                  | CUSIP: 01609WAY8<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |   1660000 | PA      | $1236506.83   | 0.01%             | 2041-02-09      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Alibaba Group Holding Ltd                                                        | ALIBABA GROUP                  | CUSIP: 01609WAZ5<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |   2266000 | PA      | $1583956.75   | 0.02%             | 2051-02-09      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Alibaba Group Holding Ltd                                                        | ALIBABA GROUP                  | CUSIP: 01609WBA9<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |   1200000 | PA      | $804847.94    | 0.01%             | 2061-02-09      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Alleghany Corp                                                                   | ALLEGHANY CORP                 | CUSIP: 017175AD2<br>LEI: 549300DCJE6AYX159479 | Long             | DBT              | CORP              | US        |   1130000 | PA      | $1059210.20   | 0.01%             | 2044-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Alleghany Corp                                                                   | ALLEGHANY CORP                 | CUSIP: 017175AF7<br>LEI: 549300DCJE6AYX159479 | Long             | DBT              | CORP              | US        |   1145000 | PA      | $794600.41    | 0.01%             | 2051-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Allina Health System                                                             | ALLINA HEALTH                  | CUSIP: 01959LAC6<br>LEI: 5493001V00JCD7SQ0G44 | Long             | DBT              | CORP              | US        |   1366000 | PA      | $1074642.02   | 0.01%             | 2049-04-15      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| Allstate Corp/The                                                                | ALLSTATE CORP                  | CUSIP: 020002AT8<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |   1565000 | PA      | $1680802.99   | 0.02%             | 2036-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Allstate Corp/The                                                                | ALLSTATE CORP                  | CUSIP: 020002AU5<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    750000 | PA      | $793431.05    | 0.01%             | 2067-05-15      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Allstate Corp/The                                                                | ALLSTATE CORP                  | CUSIP: 020002BC4<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    894000 | PA      | $747984.38    | 0.01%             | 2046-12-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Allstate Corp/The                                                                | ALLSTATE CORP                  | CUSIP: 020002BG5<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |   2033000 | PA      | $1591529.37   | 0.02%             | 2049-08-10      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                                     | ALPHABET INC                   | CUSIP: 02079KAE7<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   1710000 | PA      | $1167241.00   | 0.01%             | 2040-08-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                                     | ALPHABET INC                   | CUSIP: 02079KAF4<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   5360000 | PA      | $3044717.15   | 0.04%             | 2050-08-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                                     | ALPHABET INC                   | CUSIP: 02079KAG2<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   1151000 | PA      | $621279.06    | 0.01%             | 2060-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                                     | ALPHABET INC                   | CUSIP: 02079KAM9<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   1110000 | PA      | $1113046.08   | 0.01%             | 2055-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                                     | ALPHABET INC                   | CUSIP: 02079KAN7<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   1035000 | PA      | $1028588.70   | 0.01%             | 2065-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                                 | ALTRIA GROUP INC               | CUSIP: 02209SAM5<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    912000 | PA      | $766599.70    | 0.01%             | 2042-08-09      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                                 | ALTRIA GROUP INC               | CUSIP: 02209SAQ6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    891000 | PA      | $767037.10    | 0.01%             | 2043-05-02      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                                 | ALTRIA GROUP INC               | CUSIP: 02209SAV5<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   3523000 | PA      | $2694225.43   | 0.03%             | 2046-09-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                                 | ALTRIA GROUP INC               | CUSIP: 02209SBE2<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   4202000 | PA      | $4356326.30   | 0.05%             | 2039-02-14      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                                 | ALTRIA GROUP INC               | CUSIP: 02209SBF9<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   2536000 | PA      | $2593967.97   | 0.03%             | 2049-02-14      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                                 | ALTRIA GROUP INC               | CUSIP: 02209SBG7<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    230000 | PA      | $237440.99    | 0.00%             | 2059-02-14      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                                 | ALTRIA GROUP INC               | CUSIP: 02209SBK8<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   2430000 | PA      | $1974509.66   | 0.02%             | 2050-05-06      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                                 | ALTRIA GROUP INC               | CUSIP: 02209SBM4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    949000 | PA      | $735816.50    | 0.01%             | 2041-02-04      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                                 | ALTRIA GROUP INC               | CUSIP: 02209SBN2<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   3752000 | PA      | $2705084.19   | 0.03%             | 2051-02-04      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                                 | ALTRIA GROUP INC               | CUSIP: 02209SBP7<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    960000 | PA      | $706524.62    | 0.01%             | 2061-02-04      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                   | AMAZON.COM INC                 | CUSIP: 023135AQ9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1385006.09   | 0.02%             | 2044-12-05      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                   | AMAZON.COM INC                 | CUSIP: 023135BF2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   5365000 | PA      | $4941354.72   | 0.06%             | 2037-08-22      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                   | AMAZON.COM INC                 | CUSIP: 023135BJ4<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   5419000 | PA      | $4583237.91   | 0.05%             | 2047-08-22      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                   | AMAZON.COM INC                 | CUSIP: 023135BM7<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   4287000 | PA      | $3598787.14   | 0.04%             | 2057-08-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                   | AMAZON.COM INC                 | CUSIP: 023135BT2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   4827000 | PA      | $2977119.07   | 0.03%             | 2050-06-03      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                   | AMAZON.COM INC                 | CUSIP: 023135BU9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   2712000 | PA      | $1602148.99   | 0.02%             | 2060-06-03      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                   | AMAZON.COM INC                 | CUSIP: 023135CB0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   4795000 | PA      | $3329050.42   | 0.04%             | 2051-05-12      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                   | AMAZON.COM INC                 | CUSIP: 023135CC8<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   4445000 | PA      | $2978164.51   | 0.03%             | 2061-05-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                   | AMAZON.COM INC                 | CUSIP: 023135CJ3<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    999000 | PA      | $811014.50    | 0.01%             | 2052-04-13      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                   | AMAZON.COM INC                 | CUSIP: 023135CK0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   3169000 | PA      | $2547465.80   | 0.03%             | 2062-04-13      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Union Electric Co                                                                | UNION ELECTRIC                 | CUSIP: 02360FAB2<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    904000 | PA      | $919423.18    | 0.01%             | 2037-08-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Ameren Illinois Co                                                               | AMEREN ILLINOIS                | CUSIP: 02361DAQ3<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |    992000 | PA      | $835700.53    | 0.01%             | 2046-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Ameren Illinois Co                                                               | AMEREN ILLINOIS                | CUSIP: 02361DAR1<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |    575000 | PA      | $448878.95    | 0.01%             | 2047-12-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Ameren Illinois Co                                                               | AMEREN ILLINOIS                | CUSIP: 02361DAT7<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |    722000 | PA      | $627331.15    | 0.01%             | 2049-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ameren Illinois Co                                                               | AMEREN ILLINOIS                | CUSIP: 02361DAX8<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |    994000 | PA      | $641919.36    | 0.01%             | 2051-06-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Ameren Illinois Co                                                               | AMEREN ILLINOIS                | CUSIP: 02361DBC3<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |   1242000 | PA      | $1265956.32   | 0.01%             | 2055-03-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| America Movil SAB de CV                                                          | AMERICA MOVIL SA               | CUSIP: 02364WAP0<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |    275000 | PA      | $294924.66    | 0.00%             | 2037-11-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| America Movil SAB de CV                                                          | AMERICA MOVIL SA               | CUSIP: 02364WAW5<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |   4317000 | PA      | $4611256.55   | 0.05%             | 2040-03-30      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| America Movil SAB de CV                                                          | AMERICA MOVIL SA               | CUSIP: 02364WBE4<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |   1999000 | PA      | $1748706.36   | 0.02%             | 2042-07-16      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| America Movil SAB de CV                                                          | AMERICA MOVIL SA               | CUSIP: 02364WBG9<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |   1706000 | PA      | $1445208.93   | 0.02%             | 2049-04-22      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co Inc                                                   | AMER ELEC PWR                  | CUSIP: 025537AP6<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |   1120000 | PA      | $749796.71    | 0.01%             | 2050-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co Inc                                                   | AMER ELEC PWR                  | CUSIP: 02557TAF6<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    750000 | PA      | $751525.69    | 0.01%             | 2056-03-15      | Variable      | 6.05%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                              | AMERICAN EXPRESS               | CUSIP: 025816BF5<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   2113000 | PA      | $1831944.49   | 0.02%             | 2042-12-03      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| American Financial Group Inc/OH                                                  | AMER FINL GROUP                | CUSIP: 025932AL8<br>LEI: 549300AFOM7IVKIU1G39 | Long             | DBT              | CORP              | US        |    975000 | PA      | $820267.53    | 0.01%             | 2047-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| American Homes 4 Rent LP                                                         | AMERICAN HOMES 4               | CUSIP: 02666TAD9<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |    705000 | PA      | $478868.62    | 0.01%             | 2051-07-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| American International Group Inc                                                 | AMER INTL GROUP                | CUSIP: 026874DA2<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    990000 | PA      | $882631.06    | 0.01%             | 2044-07-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| American International Group Inc                                                 | AMERICAN INTERNA               | CUSIP: 026874DL8<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |   1398000 | PA      | $1263344.90   | 0.01%             | 2048-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| American International Group Inc                                                 | AMER INTL GROUP                | CUSIP: 026874DP9<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |   2010000 | PA      | $1706369.21   | 0.02%             | 2050-06-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| American Municipal Power Inc                                                     | AMERN MUN PWR-B-BABS           | CUSIP: 02765UCY8<br>LEI: EARKGGZJJEMVD66XQ486 | Long             | DBT              | MUN               | US        |    605000 | PA      | $646289.37    | 0.01%             | 2044-02-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| American Municipal Power Inc                                                     | AMERN MUN PWR-B-BABS           | CUSIP: 02765UEJ9<br>LEI: EARKGGZJJEMVD66XQ486 | Long             | DBT              | MUN               | US        |    395000 | PA      | $474673.28    | 0.01%             | 2041-02-15      | Fixed         | 7.83%                 | No            |                  2 | On Loan: No      |
| American Municipal Power Inc                                                     | AMERN MUN PWR-B-BABS           | CUSIP: 02765UEK6<br>LEI: EARKGGZJJEMVD66XQ486 | Long             | DBT              | MUN               | US        |   1270000 | PA      | $1630750.87   | 0.02%             | 2050-02-15      | Fixed         | 8.08%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                              | AMERICAN TOWER                 | CUSIP: 03027XAY6<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   1569000 | PA      | $1175026.11   | 0.01%             | 2049-10-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                              | AMERICAN TOWER                 | CUSIP: 03027XBD1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   1110000 | PA      | $743678.31    | 0.01%             | 2050-06-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                              | AMERICAN TOWER                 | CUSIP: 03027XBK5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   2478000 | PA      | $1603148.14   | 0.02%             | 2051-01-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| American University/The                                                          | AMERICAN UNIV                  | CUSIP: 030360AD3<br>LEI: 549300ZMGVN6I2E7LS27 | Long             | DBT              | CORP              | US        |    605000 | PA      | $464189.77    | 0.01%             | 2049-04-01      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp                                                      | AMERICAN WATER                 | CUSIP: 03040WAD7<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    404000 | PA      | $458596.53    | 0.01%             | 2037-10-15      | Fixed         | 6.59%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp                                                      | AMERICAN WATER                 | CUSIP: 03040WAJ4<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $919173.96    | 0.01%             | 2042-12-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp                                                      | AMERICAN WATER                 | CUSIP: 03040WAM7<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    645000 | PA      | $560980.60    | 0.01%             | 2045-09-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp                                                      | AMERICAN WATER                 | CUSIP: 03040WAR6<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    581000 | PA      | $451770.79    | 0.01%             | 2047-09-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp                                                      | AMERICAN WATER                 | CUSIP: 03040WAT2<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    993000 | PA      | $822283.37    | 0.01%             | 2048-09-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp                                                      | AMERICAN WATER                 | CUSIP: 03040WAV7<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    630000 | PA      | $513939.48    | 0.01%             | 2049-06-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp                                                      | AMERICAN WATER                 | CUSIP: 03040WAX3<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    744000 | PA      | $540382.67    | 0.01%             | 2050-05-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp                                                      | AMERICAN WATER                 | CUSIP: 03040WAZ8<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |   1345000 | PA      | $929098.81    | 0.01%             | 2051-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp                                                      | AMERICAN WATER                 | CUSIP: 03040WBC8<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |   1083000 | PA      | $1070598.67   | 0.01%             | 2054-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp                                                      | AMERICAN WATER                 | CUSIP: 03040WBG9<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    972000 | PA      | $987005.77    | 0.01%             | 2055-09-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Cencora Inc                                                                      | CENCORA INC                    | CUSIP: 03073EAN5<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    754000 | PA      | $632347.84    | 0.01%             | 2045-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Cencora Inc                                                                      | CENCORA INC                    | CUSIP: 03073EAQ8<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    791000 | PA      | $659069.94    | 0.01%             | 2047-12-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | AMGEN INC                      | CUSIP: 031162BA7<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   1905000 | PA      | $2092374.15   | 0.02%             | 2039-02-01      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | AMGEN INC                      | CUSIP: 031162BE9<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    656000 | PA      | $618893.18    | 0.01%             | 2041-10-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | AMGEN INC                      | CUSIP: 031162BH2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    780000 | PA      | $797399.12    | 0.01%             | 2042-06-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | AMGEN INC                      | CUSIP: 031162BK5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   1414000 | PA      | $1373358.20   | 0.02%             | 2041-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | AMGEN INC                      | CUSIP: 031162BZ2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   3892000 | PA      | $3378949.62   | 0.04%             | 2045-05-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | AMGEN INC                      | CUSIP: 031162CD0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   2609000 | PA      | $2253699.81   | 0.03%             | 2048-06-15      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | AMGEN INC                      | CUSIP: 031162CF5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   6165000 | PA      | $5384892.87   | 0.06%             | 2051-06-15      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | AMGEN INC                      | CUSIP: 031162CR9<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   2264000 | PA      | $1782622.93   | 0.02%             | 2040-02-21      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | AMGEN INC                      | CUSIP: 031162CY4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    632000 | PA      | $383646.27    | 0.00%             | 2053-09-01      | Fixed         | 2.77%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | AMGEN INC                      | CUSIP: 031162DF4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   2648000 | PA      | $2124913.19   | 0.02%             | 2052-02-22      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | AMGEN INC                      | CUSIP: 031162DG2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   1162000 | PA      | $928409.58    | 0.01%             | 2062-02-22      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | AMGEN INC                      | CUSIP: 031162DK3<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   1635000 | PA      | $1459369.32   | 0.02%             | 2053-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | AMGEN INC                      | CUSIP: 031162DS6<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   4822000 | PA      | $4881212.59   | 0.06%             | 2043-03-02      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | AMGEN INC                      | CUSIP: 031162DT4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   8796000 | PA      | $8779443.45   | 0.10%             | 2053-03-02      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | AMGEN INC                      | CUSIP: 031162DU1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   2876000 | PA      | $2869308.51   | 0.03%             | 2063-03-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Analog Devices Inc                                                               | ANALOG DEVICES                 | CUSIP: 032654AW5<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1183518.48   | 0.01%             | 2041-10-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Analog Devices Inc                                                               | ANALOG DEVICES                 | CUSIP: 032654AX3<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |   3062000 | PA      | $2028391.69   | 0.02%             | 2051-10-01      | Fixed         | 2.95%                 | 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        |   9317000 | PA      | $9204410.08   | 0.11%             | 2036-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc                      | ANHEUSER-BUSCH                 | CUSIP: 03522AAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  17454000 | PA      | $16336392.19  | 0.19%             | 2046-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc                                               | ANHEUSER-BUSCH                 | CUSIP: 03523TBF4<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |   3772000 | PA      | $4872652.52   | 0.06%             | 2039-01-15      | Fixed         | 8.20%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc                                               | ANHEUSER-BUSCH                 | CUSIP: 03523TBJ6<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    683000 | PA      | $875906.62    | 0.01%             | 2039-11-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc                                               | ANHEUSER-BUSCH                 | CUSIP: 03523TBT4<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |   2726000 | PA      | $2370030.99   | 0.03%             | 2048-10-06      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc                                               | ANHEUSER-BUSCH                 | CUSIP: 03523TBU1<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |   4886000 | PA      | $5044284.92   | 0.06%             | 2039-01-23      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc                                               | ANHEUSER-BUSCH                 | CUSIP: 03523TBV9<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |   6989000 | PA      | $7069510.85   | 0.08%             | 2049-01-23      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc                                               | ANHEUSER-BUSCH                 | CUSIP: 03523TBW7<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |   3135000 | PA      | $3267857.67   | 0.04%             | 2059-01-23      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc                                               | ANHEUSER-BUSCH                 | CUSIP: 035240AG5<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |   2043000 | PA      | $1965435.00   | 0.02%             | 2042-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Finance Inc                                                 | ANHEUSER-BUSCH                 | CUSIP: 035242AM8<br>LEI: 5493000EYEKDT0FBSQ91 | Long             | DBT              | CORP              | US        |   1543000 | PA      | $1519371.01   | 0.02%             | 2036-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Finance Inc                                                 | ANHEUSER-BUSCH                 | CUSIP: 035242AN6<br>LEI: 5493000EYEKDT0FBSQ91 | Long             | DBT              | CORP              | US        |   2884000 | PA      | $2693248.33   | 0.03%             | 2046-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | ELEVANCE HEALTH                | CUSIP: 036752AD5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   1316000 | PA      | $1098602.36   | 0.01%             | 2047-12-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | ELEVANCE HEALTH                | CUSIP: 036752AH6<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   2028000 | PA      | $1729636.74   | 0.02%             | 2048-03-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | ELEVANCE HEALTH                | CUSIP: 036752AK9<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    915000 | PA      | $671293.55    | 0.01%             | 2049-09-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | ELEVANCE HEALTH                | CUSIP: 036752AM5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   1450000 | PA      | $958506.65    | 0.01%             | 2050-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | ELEVANCE HEALTH                | CUSIP: 036752AS2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   1940000 | PA      | $1389894.26   | 0.02%             | 2051-03-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | ELEVANCE HEALTH                | CUSIP: 036752AU7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   1105000 | PA      | $923360.86    | 0.01%             | 2052-05-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | ELEVANCE HEALTH                | CUSIP: 036752AX1<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    980000 | PA      | $1021620.85   | 0.01%             | 2052-10-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | ELEVANCE HEALTH                | CUSIP: 036752BA0<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   1140000 | PA      | $1119987.26   | 0.01%             | 2054-06-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | ELEVANCE HEALTH                | CUSIP: 036752BE2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   3027000 | PA      | $2996877.39   | 0.04%             | 2055-02-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | ELEVANCE HEALTH                | CUSIP: 036752BF9<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   2088000 | PA      | $2074641.74   | 0.02%             | 2064-11-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | ELEVANCE HEALTH                | CUSIP: 036752BK8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   1598000 | PA      | $1586718.20   | 0.02%             | 2036-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | ELEVANCE HEALTH                | CUSIP: 036752BL6<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    500000 | PA      | $495582.00    | 0.01%             | 2055-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Aon Corp                                                                         | AON CORP                       | CUSIP: 037389AU7<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |    144000 | PA      | $157558.96    | 0.00%             | 2040-09-30      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Aon Corp / Aon Global Holdings PLC                                               | AON CORP/AON GLO               | CUSIP: 03740LAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |   1497000 | PA      | $944409.56    | 0.01%             | 2051-08-23      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Aon Corp / Aon Global Holdings PLC                                               | AON CORP/AON GLO               | CUSIP: 03740LAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |   1517000 | PA      | $1150789.08   | 0.01%             | 2052-02-28      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Aon North America Inc                                                            | AON NORTH AMER                 | CUSIP: 03740MAF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3445000 | PA      | $3471361.47   | 0.04%             | 2054-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Apache Corp                                                                      | APACHE CORP                    | CUSIP: 037411AR6<br>LEI: 72ZZ1XRHOOU9P9X16K08 | Long             | DBT              | CORP              | US        |    561000 | PA      | $556949.45    | 0.01%             | 2037-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Apache Corp                                                                      | APACHE CORP                    | CUSIP: 037411AW5<br>LEI: 72ZZ1XRHOOU9P9X16K08 | Long             | DBT              | CORP              | US        |   1188000 | PA      | $1028615.40   | 0.01%             | 2040-09-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Apollo Global Management Inc                                                     | APOLLO GLOBAL                  | CUSIP: 03769MAC0<br>LEI: 254900LMFT1CY9IYB476 | Long             | DBT              | CORP              | US        |   1425000 | PA      | $1443420.30   | 0.02%             | 2054-05-21      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Appalachian Power Co                                                             | APPALACHIAN PWR                | CUSIP: 037735CM7<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |   1051000 | PA      | $1190460.98   | 0.01%             | 2038-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Appalachian Power Co                                                             | APPALACHIAN PWR                | CUSIP: 037735CT2<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |    530000 | PA      | $447915.01    | 0.01%             | 2044-05-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Appalachian Power Co                                                             | APPALACHIAN PWR                | CUSIP: 037735CV7<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |   1360000 | PA      | $1150656.83   | 0.01%             | 2045-06-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Appalachian Power Co                                                             | APPALACHIAN PWR                | CUSIP: 037735CX3<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |   1016000 | PA      | $849023.10    | 0.01%             | 2049-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                      | CUSIP: 037833AL4<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   5103000 | PA      | $4351061.82   | 0.05%             | 2043-05-04      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                      | CUSIP: 037833AT7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    670000 | PA      | $628139.65    | 0.01%             | 2044-05-06      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                      | CUSIP: 037833BA7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   4123000 | PA      | $3267851.48   | 0.04%             | 2045-02-09      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                      | CUSIP: 037833BH2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   3683000 | PA      | $3327318.41   | 0.04%             | 2045-05-13      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                      | CUSIP: 037833BX7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   4701000 | PA      | $4393510.16   | 0.05%             | 2046-02-23      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                      | CUSIP: 037833CD0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   6308000 | PA      | $5221160.33   | 0.06%             | 2046-08-04      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                      | CUSIP: 037833DD9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   2729000 | PA      | $2193659.69   | 0.03%             | 2047-09-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                      | CUSIP: 037833DG2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    971000 | PA      | $782895.60    | 0.01%             | 2047-11-13      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                      | CUSIP: 037833DQ0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   2011000 | PA      | $1377298.14   | 0.02%             | 2049-09-11      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                      | CUSIP: 037833DW7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1537000 | PA      | $983219.88    | 0.01%             | 2050-05-11      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                      | CUSIP: 037833EA4<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   5755000 | PA      | $3365870.78   | 0.04%             | 2060-08-20      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                      | CUSIP: 037833EE6<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1699000 | PA      | $1222978.68   | 0.01%             | 2041-02-08      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                      | CUSIP: 037833EF3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   5371000 | PA      | $3410315.26   | 0.04%             | 2051-02-08      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                      | CUSIP: 037833EG1<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   3797000 | PA      | $2290699.65   | 0.03%             | 2061-02-08      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                      | CUSIP: 037833EK2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   3211000 | PA      | $2045764.98   | 0.02%             | 2051-08-05      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                      | CUSIP: 037833EL0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   4519000 | PA      | $2749002.48   | 0.03%             | 2061-08-05      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                      | CUSIP: 037833EQ9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   3826000 | PA      | $3108835.54   | 0.04%             | 2052-08-08      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                      | CUSIP: 037833ER7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    795000 | PA      | $641000.49    | 0.01%             | 2062-08-08      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                      | CUSIP: 037833EW6<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    974000 | PA      | $946800.92    | 0.01%             | 2053-05-10      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Applied Materials Inc                                                            | APPLIED MATERIAL               | CUSIP: 038222AG0<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |    540000 | PA      | $577332.64    | 0.01%             | 2041-06-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Applied Materials Inc                                                            | APPLIED MATERIAL               | CUSIP: 038222AK1<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |   1345000 | PA      | $1396182.15   | 0.02%             | 2035-10-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Applied Materials Inc                                                            | APPLIED MATERIAL               | CUSIP: 038222AM7<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |   1295000 | PA      | $1131980.37   | 0.01%             | 2047-04-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Applied Materials Inc                                                            | APPLIED MATERIAL               | CUSIP: 038222AU9<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |    531000 | PA      | $525778.08    | 0.01%             | 2036-01-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Aptiv Swiss Holdings Ltd                                                         | APTIV SWISS HOLD               | CUSIP: 03835VAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |    585000 | PA      | $466736.80    | 0.01%             | 2046-10-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Aptiv Swiss Holdings Ltd                                                         | APTIV SWISS HOLD               | CUSIP: 03835VAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |    935000 | PA      | $854526.93    | 0.01%             | 2049-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Aptiv Swiss Holdings Ltd                                                         | APTIV SWISS HOLD               | CUSIP: 03835VAJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |   1717000 | PA      | $1089583.60   | 0.01%             | 2051-12-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Essential Utilities Inc                                                          | AQUA AMERICA INC               | CUSIP: 03836WAC7<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |    990000 | PA      | $795041.27    | 0.01%             | 2049-05-01      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Arch Capital Group US Inc                                                        | ARCH CAPITAL GRP               | CUSIP: 03938JAA7<br>LEI: 549300B4QKQFLY1XST28 | Long             | DBT              | CORP              | US        |    951000 | PA      | $907452.60    | 0.01%             | 2043-11-01      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| ArcelorMittal SA                                                                 | ARCELORMITTAL                  | CUSIP: 03938LAP9<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |   1161000 | PA      | $1303931.22   | 0.02%             | 2039-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ArcelorMittal SA                                                                 | ARCELORMITTAL                  | CUSIP: 03938LAS3<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |    590000 | PA      | $642034.20    | 0.01%             | 2041-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ArcelorMittal SA                                                                 | ARCELORMITTAL SA               | CUSIP: 03938LBH6<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |    990000 | PA      | $1034498.86   | 0.01%             | 2054-06-17      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Arch Capital Group Ltd                                                           | ARCH CAPITAL GRP               | CUSIP: 03939AAA5<br>LEI: 549300AYR4P8AFKDCE43 | Long             | DBT              | CORP              | BM        |   1214000 | PA      | $906312.63    | 0.01%             | 2050-06-30      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Arch Capital Finance LLC                                                         | ARCH CAPITAL FIN               | CUSIP: 03939CAB9<br>LEI: 549300XG4URFY0200M65 | Long             | DBT              | CORP              | US        |    810000 | PA      | $754417.15    | 0.01%             | 2046-12-15      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| Archer-Daniels-Midland Co                                                        | ARCHER-DANIELS                 | CUSIP: 039482AC8<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |    985000 | PA      | $613858.75    | 0.01%             | 2051-09-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Archer-Daniels-Midland Co                                                        | ARCHER-DANIELS                 | CUSIP: 039483BM3<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |    697000 | PA      | $540745.98    | 0.01%             | 2047-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Archer-Daniels-Midland Co                                                        | ARCHER-DANIELS                 | CUSIP: 039483BQ4<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |    505000 | PA      | $440945.79    | 0.01%             | 2049-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ares Management Corp                                                             | ARES MGMT CORP                 | CUSIP: 03990BAB7<br>LEI: 529900JUV61FH7B8VW38 | Long             | DBT              | CORP              | US        |   1209000 | PA      | $1165878.16   | 0.01%             | 2054-10-11      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Arizona Public Service Co                                                        | ARIZONA PUB SERV               | CUSIP: 040555CN2<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    875000 | PA      | $770152.19    | 0.01%             | 2042-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Arizona Public Service Co                                                        | ARIZONA PUB SERV               | CUSIP: 040555CU6<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |   1590000 | PA      | $1226811.49   | 0.01%             | 2046-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Arizona Public Service Co                                                        | ARIZONA PUB SERV               | CUSIP: 040555CX0<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    695000 | PA      | $565810.21    | 0.01%             | 2048-08-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Arizona Public Service Co                                                        | ARIZONA PUB SERV               | CUSIP: 040555CY8<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |   1302000 | PA      | $1058756.54   | 0.01%             | 2049-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Arizona Public Service Co                                                        | ARIZONA PUB SERV               | CUSIP: 040555DB7<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    665000 | PA      | $467156.36    | 0.01%             | 2050-05-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Arizona Public Service Co                                                        | ARIZONA PUB SERV               | CUSIP: 040555DJ0<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |   1025000 | PA      | $1051196.78   | 0.01%             | 2055-08-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co                                                          | ARTHUR J GALLAGH               | CUSIP: 04316JAB5<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1100858.55   | 0.01%             | 2052-03-09      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co                                                          | ARTHUR J GALLAGH               | CUSIP: 04316JAE9<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |   1270000 | PA      | $1265579.29   | 0.01%             | 2053-03-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co                                                          | ARTHUR J GALLAGH               | CUSIP: 04316JAG4<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    980000 | PA      | $1103128.11   | 0.01%             | 2054-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co                                                          | ARTHUR J GALLAGH               | CUSIP: 04316JAJ8<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    950000 | PA      | $947542.71    | 0.01%             | 2054-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co                                                          | ARTHUR J GALLAGH               | CUSIP: 04316JAP4<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |   1365000 | PA      | $1335407.25   | 0.02%             | 2055-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Ascension Health                                                                 | ASCENSION HEALTH               | CUSIP: 04351LAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1272000 | PA      | $1158746.60   | 0.01%             | 2053-11-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Ascension Health                                                                 | ASCENSION HEALTH               | CUSIP: 04351LAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2208000 | PA      | $1808142.22   | 0.02%             | 2046-11-15      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| Ascension Health                                                                 | ASCENSION HEALTH               | CUSIP: 04352EAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    845000 | PA      | $668762.55    | 0.01%             | 2039-11-15      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| Assurant Inc                                                                     | ASSURANT INC                   | CUSIP: 04621XAQ1<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |    250000 | PA      | $253219.83    | 0.00%             | 2036-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                                                  | ASTRAZENECA PLC                | CUSIP: 046353AD0<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |   5241000 | PA      | $5970229.58   | 0.07%             | 2037-09-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                                                  | ASTRAZENECA PLC                | CUSIP: 046353AG3<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |   3046000 | PA      | $2646576.37   | 0.03%             | 2042-09-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                                                  | ASTRAZENECA PLC                | CUSIP: 046353AM0<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    952000 | PA      | $848964.52    | 0.01%             | 2045-11-16      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                                                  | ASTRAZENECA PLC                | CUSIP: 046353AX6<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    991000 | PA      | $565567.50    | 0.01%             | 2050-08-06      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                                                  | ASTRAZENECA PLC                | CUSIP: 046353AZ1<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |   1269000 | PA      | $872858.26    | 0.01%             | 2051-05-28      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Athene Holding Ltd                                                               | ATHENE HOLDING                 | CUSIP: 04686JAD3<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |    905000 | PA      | $658957.78    | 0.01%             | 2051-05-25      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Athene Holding Ltd                                                               | ATHENE HOLDING                 | CUSIP: 04686JAE1<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |   1925000 | PA      | $1266882.68   | 0.01%             | 2052-05-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Athene Holding Ltd                                                               | ATHENE HOLDING                 | CUSIP: 04686JAH4<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |    955000 | PA      | $973154.28    | 0.01%             | 2054-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Athene Holding Ltd                                                               | ATHENE HOLDING                 | CUSIP: 04686JAL5<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |   1254000 | PA      | $1343197.15   | 0.02%             | 2055-05-19      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| City of Atlanta GA Water & Wastewater Revenue                                    | ATLANTA-TXBL-REF-REV           | CUSIP: 047870SN1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $418696.35    | 0.00%             | 2035-11-01      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp                                                                | ATMOS ENERGY                   | CUSIP: 049560AK1<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1032010.86   | 0.01%             | 2041-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp                                                                | ATMOS ENERGY                   | CUSIP: 049560AL9<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    614000 | PA      | $527508.56    | 0.01%             | 2043-01-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp                                                                | ATMOS ENERGY                   | CUSIP: 049560AM7<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    867000 | PA      | $740618.64    | 0.01%             | 2044-10-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp                                                                | ATMOS ENERGY                   | CUSIP: 049560AP0<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    589000 | PA      | $500887.44    | 0.01%             | 2048-10-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp                                                                | ATMOS ENERGY                   | CUSIP: 049560AS4<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |   1777000 | PA      | $1279703.30   | 0.02%             | 2049-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp                                                                | ATMOS ENERGY COR               | CUSIP: 049560AW5<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    638000 | PA      | $404202.93    | 0.00%             | 2052-02-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp                                                                | ATMOS ENERGY COR               | CUSIP: 049560AY1<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    705000 | PA      | $724864.58    | 0.01%             | 2052-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp                                                                | ATMOS ENERGY COR               | CUSIP: 049560BA2<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    840000 | PA      | $922234.26    | 0.01%             | 2053-11-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp                                                                | ATMOS ENERGY COR               | CUSIP: 049560BB0<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |   1020000 | PA      | $950984.76    | 0.01%             | 2054-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp                                                                | ATMOS ENERGY COR               | CUSIP: 049560BE4<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    440000 | PA      | $435155.96    | 0.01%             | 2056-01-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AvalonBay Communities Inc                                                        | AVALONBAY COMMUN               | CUSIP: 05348EAZ2<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |    610000 | PA      | $488539.63    | 0.01%             | 2046-10-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| AvalonBay Communities Inc                                                        | AVALONBAY COMMUN               | CUSIP: 05348EBB4<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |    700000 | PA      | $579498.81    | 0.01%             | 2047-07-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Avista Corp                                                                      | AVISTA CORP                    | CUSIP: 05379BAQ0<br>LEI: Q0IK63NITJD6RJ47SW96 | Long             | DBT              | CORP              | US        |    849000 | PA      | $712539.80    | 0.01%             | 2048-06-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Avista Corp                                                                      | AVISTA CORP                    | CUSIP: 05379BAR8<br>LEI: Q0IK63NITJD6RJ47SW96 | Long             | DBT              | CORP              | US        |    902000 | PA      | $701807.92    | 0.01%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Equitable Holdings Inc                                                           | AXA EQUITABLE HO               | CUSIP: 054561AM7<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |   1049000 | PA      | $962854.56    | 0.01%             | 2048-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                 | BAT CAPITAL CORP               | CUSIP: 054989AC2<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   1535000 | PA      | $1731666.49   | 0.02%             | 2043-08-02      | Fixed         | 7.08%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                 | BAT CAPITAL CORP               | CUSIP: 054989AD0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   1996000 | PA      | $2281330.65   | 0.03%             | 2053-08-02      | Fixed         | 7.08%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                 | BAT CAPITAL CORP               | CUSIP: 05526DBD6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   4015000 | PA      | $3677400.55   | 0.04%             | 2037-08-15      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                 | BAT CAPITAL CORP               | CUSIP: 05526DBF1<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   4529000 | PA      | $3798827.73   | 0.04%             | 2047-08-15      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                 | BAT CAPITAL CORP               | CUSIP: 05526DBK0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    980000 | PA      | $834076.62    | 0.01%             | 2049-09-06      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                 | BAT CAPITAL CORP               | CUSIP: 05526DBQ7<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   1769000 | PA      | $1610497.38   | 0.02%             | 2050-04-02      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                 | BAT CAPITAL CORP               | CUSIP: 05526DBV6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   1735000 | PA      | $1659117.75   | 0.02%             | 2052-03-16      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                 | BAT CAPITAL CORP               | CUSIP: 05526DCD5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    954000 | PA      | $998229.72    | 0.01%             | 2055-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BHP Billiton Finance USA Ltd                                                     | BHP FINANCE USA                | CUSIP: 055451AV0<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |   5732000 | PA      | $5526688.79   | 0.06%             | 2043-09-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BHP Billiton Finance USA Ltd                                                     | BHP FINANCE USA                | CUSIP: 055451BF4<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    960000 | PA      | $976209.28    | 0.01%             | 2053-09-08      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BHP Billiton Finance USA Ltd                                                     | BHP FINANCE USA                | CUSIP: 055451BM9<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    750000 | PA      | $779840.72    | 0.01%             | 2055-09-05      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BHP Billiton Finance USA Ltd                                                     | BHP FINANCE USA                | CUSIP: 055451BN7<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |   1000000 | PA      | $1014635.87   | 0.01%             | 2036-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Baker Hughes Holdings LLC                                                        | BAKER HUGHES                   | CUSIP: 057224AZ0<br>LEI: 549300XU3XH6F05YEQ93 | Long             | DBT              | CORP              | US        |    902000 | PA      | $885591.90    | 0.01%             | 2040-09-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc                          | BAKER HUGHES                   | CUSIP: 05723KAF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1016000 | PA      | $821526.42    | 0.01%             | 2047-12-15      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| Baltimore Gas and Electric Co                                                    | BALT GAS & ELEC                | CUSIP: 059165EC0<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    928000 | PA      | $1034902.80   | 0.01%             | 2036-10-01      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Baltimore Gas and Electric Co                                                    | BALTIMORE GAS                  | CUSIP: 059165EH9<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    733000 | PA      | $553378.20    | 0.01%             | 2046-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Baltimore Gas and Electric Co                                                    | BALTIMORE GAS                  | CUSIP: 059165EJ5<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |   1567000 | PA      | $1217978.10   | 0.01%             | 2047-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Baltimore Gas and Electric Co                                                    | BALTIMORE GAS                  | CUSIP: 059165EL0<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    718000 | PA      | $496786.48    | 0.01%             | 2049-09-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Baltimore Gas and Electric Co                                                    | BALTIMORE GAS                  | CUSIP: 059165EQ9<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    785000 | PA      | $770076.72    | 0.01%             | 2053-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Baltimore Gas and Electric Co                                                    | BALTIMORE GAS                  | CUSIP: 059165ES5<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |   1355000 | PA      | $1380694.64   | 0.02%             | 2054-06-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                                               | BANK OF AMERICA                | CUSIP: 06050TJZ6<br>LEI: B4TYDEB6GKMZO031MB27 | Long             | DBT              | CORP              | US        |    752000 | PA      | $815745.52    | 0.01%             | 2036-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GEN5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1246000 | PA      | $1334413.48   | 0.02%             | 2042-02-07      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GFC8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3761000 | PA      | $3669895.07   | 0.04%             | 2044-01-21      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GFG9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    873000 | PA      | $837154.78    | 0.01%             | 2044-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GGM5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1037000 | PA      | $966964.01    | 0.01%             | 2038-04-24      | Variable      | 4.24%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GHA0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    987000 | PA      | $796768.79    | 0.01%             | 2049-01-23      | Variable      | 3.95%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GHS1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   5605000 | PA      | $4773765.25   | 0.06%             | 2050-03-15      | Variable      | 4.33%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GHU6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   4366000 | PA      | $3889229.37   | 0.05%             | 2040-04-23      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GJA8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  11272000 | PA      | $9174433.38   | 0.11%             | 2051-03-20      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GJE0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  10746000 | PA      | $7919605.63   | 0.09%             | 2041-06-19      | Variable      | 2.68%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GJM2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1340000 | PA      | $863030.28    | 0.01%             | 2051-10-24      | Variable      | 2.83%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GJN0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1220000 | PA      | $894652.84    | 0.01%             | 2052-03-13      | Variable      | 3.48%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GJW0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   5899000 | PA      | $4676634.05   | 0.05%             | 2042-04-22      | Variable      | 3.31%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GKB4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   4512000 | PA      | $3001272.79   | 0.04%             | 2052-07-21      | Variable      | 2.97%                 | No            |                  2 | On Loan: No      |
| Banner Health                                                                    | BANNER HEALTH                  | CUSIP: 06654DAG2<br>LEI: PLD0E0WJKFN8IZJ2WD85 | Long             | DBT              | CORP              | US        |    825000 | PA      | $615098.10    | 0.01%             | 2042-01-01      | Fixed         | 2.91%                 | No            |                  2 | On Loan: No      |
| Baptist Health South Florida Obligated Group                                     | BAPTIST HEALTH                 | CUSIP: 066836AC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    550000 | PA      | $326287.63    | 0.00%             | 2071-11-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Baptist Healthcare System Obligated Group                                        | BAPTIST HEALTH                 | CUSIP: 06684QAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    996000 | PA      | $721709.14    | 0.01%             | 2050-08-15      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                   | CUSIP: 06738EAJ4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   2691000 | PA      | $2589949.08   | 0.03%             | 2045-08-17      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                   | CUSIP: 06738EAV7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   3138000 | PA      | $2879658.95   | 0.03%             | 2047-01-10      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                   | CUSIP: 06738EBS3<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1845000 | PA      | $1486879.41   | 0.02%             | 2042-03-10      | Variable      | 3.81%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                   | CUSIP: 06738EBW4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1933000 | PA      | $1488585.01   | 0.02%             | 2042-11-24      | Variable      | 3.33%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                   | CUSIP: 06738ECS2<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   2055000 | PA      | $2173950.02   | 0.03%             | 2055-03-12      | Variable      | 6.04%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                   | CUSIP: 06738EDE2<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    477000 | PA      | $490060.88    | 0.01%             | 2046-08-11      | Variable      | 5.86%                 | No            |                  2 | On Loan: No      |
| Barrick North America Finance LLC                                                | BARRICK NA FIN                 | CUSIP: 06849RAG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1093000 | PA      | $1124280.80   | 0.01%             | 2041-05-30      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Barrick North America Finance LLC                                                | BARRICK NA FIN                 | CUSIP: 06849RAK8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2376000 | PA      | $2457485.16   | 0.03%             | 2043-05-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Barrick PD Australia Finance Pty Ltd                                             | BARRICK PD AU FI               | CUSIP: 06849UAD7<br>LEI: 5493008DX0TK7OFLV260 | Long             | DBT              | CORP              | AU        |   1106000 | PA      | $1174372.24   | 0.01%             | 2039-10-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Baxalta Inc                                                                      | BAXALTA INC                    | CUSIP: 07177MAN3<br>LEI: 5493000JW8DCO3T45R55 | Long             | DBT              | CORP              | US        |    860000 | PA      | $825901.80    | 0.01%             | 2045-06-23      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Baxter International Inc                                                         | BAXTER INTL                    | CUSIP: 071813BP3<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |   1430000 | PA      | $1022500.71   | 0.01%             | 2046-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Bay Area Toll Authority                                                          | BAY AREA TOLL-F-2              | CUSIP: 072024ND0<br>LEI: 5493001FUZGUQMIP5D78 | Long             | DBT              | MUN               | US        |   2035000 | PA      | $2150645.18   | 0.03%             | 2049-04-01      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| Bay Area Toll Authority                                                          | BAY AREA TOLL-S1               | CUSIP: 072024NV0<br>LEI: 5493001FUZGUQMIP5D78 | Long             | DBT              | MUN               | US        |   1330000 | PA      | $1527989.25   | 0.02%             | 2050-04-01      | Fixed         | 7.04%                 | No            |                  2 | On Loan: No      |
| Bay Area Toll Authority                                                          | BAY AREA TOLL-TXB-S3           | CUSIP: 072024PY2<br>LEI: 5493001FUZGUQMIP5D78 | Long             | DBT              | MUN               | US        |    635000 | PA      | $724297.00    | 0.01%             | 2050-10-01      | Fixed         | 6.91%                 | No            |                  2 | On Loan: No      |
| Bay Area Toll Authority                                                          | BAY AREA CA TOLL AUTH          | CUSIP: 072024XW7<br>LEI: 5493001FUZGUQMIP5D78 | Long             | DBT              | MUN               | US        |    750000 | PA      | $505287.98    | 0.01%             | 2055-04-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Baylor Scott & White Holdings                                                    | BAYLOR SCOTT & W               | CUSIP: 072863AF0<br>LEI: 549300JQDKSBWYRGGV95 | Long             | DBT              | CORP              | US        |   1416000 | PA      | $1152353.37   | 0.01%             | 2046-11-15      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Baylor Scott & White Holdings                                                    | BAYLOR SCOTT & W               | CUSIP: 072863AJ2<br>LEI: 549300JQDKSBWYRGGV95 | Long             | DBT              | CORP              | US        |   1312000 | PA      | $843041.70    | 0.01%             | 2050-11-15      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson & Co                                                            | BECTON DICKINSON               | CUSIP: 075887BG3<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |     85000 | PA      | $75980.40     | 0.00%             | 2044-12-15      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson & Co                                                            | BECTON DICKINSON               | CUSIP: 075887BX6<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |   2516000 | PA      | $2224228.41   | 0.03%             | 2047-06-06      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Bell Telephone Co of Canada or Bell Canada                                       | BELL CANADA                    | CUSIP: 0778FPAA7<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |   2776000 | PA      | $2319294.04   | 0.03%             | 2048-04-01      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| Bell Telephone Co of Canada or Bell Canada                                       | BELL CANADA                    | CUSIP: 0778FPAN9<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |   2340000 | PA      | $2285391.69   | 0.03%             | 2054-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| W R Berkley Corp                                                                 | BERKLEY (WR)                   | CUSIP: 084423AT9<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | DBT              | CORP              | US        |   1325000 | PA      | $1234479.67   | 0.01%             | 2044-08-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| W R Berkley Corp                                                                 | BERKLEY (WR)                   | CUSIP: 084423AV4<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | DBT              | CORP              | US        |    575000 | PA      | $409880.62    | 0.00%             | 2052-03-30      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| W R Berkley Corp                                                                 | BERKLEY (WR)                   | CUSIP: 084423AW2<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | DBT              | CORP              | US        |    995000 | PA      | $628651.22    | 0.01%             | 2061-09-30      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Energy Co                                                     | BERKSHIRE HATHAW               | CUSIP: 084659AF8<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    981000 | PA      | $866172.10    | 0.01%             | 2045-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Energy Co                                                     | BERKSHIRE HATHAW               | CUSIP: 084659AP6<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |   1677000 | PA      | $1293302.38   | 0.02%             | 2048-07-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Energy Co                                                     | BERKSHIRE HATHAW               | CUSIP: 084659AR2<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    714000 | PA      | $608920.50    | 0.01%             | 2049-01-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Energy Co                                                     | BERKSHIRE HATHAW               | CUSIP: 084659AX9<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |   1488000 | PA      | $1217125.10   | 0.01%             | 2050-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Energy Co                                                     | BERKSHIRE HATHAW               | CUSIP: 084659BC4<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |   2650000 | PA      | $1681158.44   | 0.02%             | 2051-05-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Energy Co                                                     | BERKSHIRE HATHAW               | CUSIP: 084659BF7<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    976000 | PA      | $840245.96    | 0.01%             | 2053-05-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Finance Corp                                                  | BERKSHIRE HATH                 | CUSIP: 084664BL4<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    390000 | PA      | $425389.82    | 0.00%             | 2040-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Finance Corp                                                  | BERKSHIRE HATH                 | CUSIP: 084664BU4<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |   1147000 | PA      | $1071929.86   | 0.01%             | 2042-05-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Finance Corp                                                  | BERKSHIRE HATH                 | CUSIP: 084664BV2<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |   1023000 | PA      | $922747.75    | 0.01%             | 2043-05-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Finance Corp                                                  | BERKSHIRE HATH                 | CUSIP: 084664CQ2<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |   4889000 | PA      | $4182337.38   | 0.05%             | 2048-08-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Finance Corp                                                  | BERKSHIRE HATH                 | CUSIP: 084664CR0<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |   2075000 | PA      | $1782836.03   | 0.02%             | 2049-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Finance Corp                                                  | BERKSHIRE HATH                 | CUSIP: 084664CV1<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $787542.59    | 0.01%             | 2050-10-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Finance Corp                                                  | BERKSHIRE HATH                 | CUSIP: 084664DB4<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |   5070000 | PA      | $3981672.90   | 0.05%             | 2052-03-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Inc                                                           | BERKSHIRE HATHWY               | CUSIP: 084670BK3<br>LEI: 5493000C01ZX7D35SD85 | Long             | DBT              | CORP              | US        |   1473000 | PA      | $1398090.32   | 0.02%             | 2043-02-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Beth Israel Lahey Health Inc                                                     | BETH ISRAEL LAHE               | CUSIP: 08661UAB2<br>LEI: 549300QPZ5W3279DU141 | Long             | DBT              | CORP              | US        |    970000 | PA      | $634430.20    | 0.01%             | 2051-07-01      | Fixed         | 3.08%                 | No            |                  2 | On Loan: No      |
| Biogen Inc                                                                       | BIOGEN INC                     | CUSIP: 09062XAG8<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |   2245000 | PA      | $1458854.77   | 0.02%             | 2050-05-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Biogen Inc                                                                       | BIOGEN INC                     | CUSIP: 09062XAK9<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |   2901000 | PA      | $1896063.52   | 0.02%             | 2051-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Biogen Inc                                                                       | BIOGEN INC                     | CUSIP: 09062XAM5<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |    595000 | PA      | $637766.33    | 0.01%             | 2055-05-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| BlackRock Funding Inc                                                            | BLACKROCK FUND                 | CUSIP: 09290DAC5<br>LEI: 529900VBK42Y5HHRMD23 | Long             | DBT              | CORP              | US        |   3524000 | PA      | $3439084.45   | 0.04%             | 2054-03-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BlackRock Funding Inc                                                            | BLACKROCK FUND                 | CUSIP: 09290DAK7<br>LEI: 529900VBK42Y5HHRMD23 | Long             | DBT              | CORP              | US        |   1254000 | PA      | $1243429.46   | 0.01%             | 2055-01-08      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Blue Owl Finance LLC                                                             | BLUE OWL FIN LLC               | CUSIP: 09581JAU0<br>LEI: 254900OF2NO2GYFV5T41 | Long             | DBT              | CORP              | US        |    700000 | PA      | $512101.42    | 0.01%             | 2051-10-07      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO                      | CUSIP: 097023AX3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1127000 | PA      | $1275966.40   | 0.01%             | 2039-03-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO                      | CUSIP: 097023BA2<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1471000 | PA      | $1518871.42   | 0.02%             | 2040-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO                      | CUSIP: 097023BS3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1007000 | PA      | $718127.92    | 0.01%             | 2046-06-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO                      | CUSIP: 097023BV6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   2316000 | PA      | $1695190.08   | 0.02%             | 2047-03-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO                      | CUSIP: 097023BZ7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    778000 | PA      | $562330.95    | 0.01%             | 2048-03-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO                      | CUSIP: 097023CE3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1684000 | PA      | $1363612.89   | 0.02%             | 2039-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO                      | CUSIP: 097023CF0<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    650000 | PA      | $459112.25    | 0.01%             | 2059-03-01      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO                      | CUSIP: 097023CK9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1016644.74   | 0.01%             | 2049-05-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO                      | CUSIP: 097023CR4<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    990000 | PA      | $710837.18    | 0.01%             | 2059-08-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO                      | CUSIP: 097023CV5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   5235000 | PA      | $5342769.71   | 0.06%             | 2040-05-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO                      | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   8747000 | PA      | $8739434.33   | 0.10%             | 2050-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO                      | CUSIP: 097023CX1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   4713000 | PA      | $4718946.74   | 0.06%             | 2060-05-01      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO/THE                  | CUSIP: 097023DT9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   3435000 | PA      | $3918582.11   | 0.05%             | 2054-05-01      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO/THE                  | CUSIP: 097023DU6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   2870000 | PA      | $3323323.79   | 0.04%             | 2064-05-01      | Fixed         | 7.01%                 | No            |                  2 | On Loan: No      |
| BorgWarner Inc                                                                   | BORG-WARNER AUTO               | CUSIP: 099724AH9<br>LEI: 549300DSFX2IE88NSX47 | Long             | DBT              | CORP              | US        |    748000 | PA      | $636942.26    | 0.01%             | 2045-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Boston Scientific Corp                                                           | BOSTON SCIENTIFC               | CUSIP: 101137AT4<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |    835000 | PA      | $797150.22    | 0.01%             | 2039-03-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Boston Scientific Corp                                                           | BOSTON SCIENTIFC               | CUSIP: 101137AU1<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |   1010000 | PA      | $923906.37    | 0.01%             | 2049-03-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                   | BP CAP MKTS AMER               | CUSIP: 10373QBG4<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |   4324000 | PA      | $2867074.58   | 0.03%             | 2050-02-24      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                   | BP CAP MKTS AMER               | CUSIP: 10373QBN9<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |   3716000 | PA      | $2339135.94   | 0.03%             | 2050-11-10      | Fixed         | 2.77%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                   | BP CAP MKTS AMER               | CUSIP: 10373QBP4<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |   4205000 | PA      | $2718739.02   | 0.03%             | 2051-06-04      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                   | BP CAP MKTS AMER               | CUSIP: 10373QBQ2<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |   2747000 | PA      | $1831036.02   | 0.02%             | 2061-02-08      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                   | BP CAP MKTS AMER               | CUSIP: 10373QBR0<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |   3217000 | PA      | $2447316.20   | 0.03%             | 2041-06-17      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                   | BP CAP MKTS AMER               | CUSIP: 10373QBS8<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |   3995000 | PA      | $2600768.28   | 0.03%             | 2052-03-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Brighthouse Financial Inc                                                        | BRIGHTHOUSE FINA               | CUSIP: 10922NAF0<br>LEI: 5493003T8SZSHOGGAW52 | Long             | DBT              | CORP              | US        |   1573000 | PA      | $1250964.22   | 0.01%             | 2047-06-22      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                          | BRISTOL-MYERS                  | CUSIP: 110122CQ9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   1336000 | PA      | $1209823.08   | 0.01%             | 2039-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                          | BRISTOL-MYERS                  | CUSIP: 110122CR7<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   6881000 | PA      | $5702439.15   | 0.07%             | 2049-10-26      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                          | BRISTOL-MYERS                  | CUSIP: 110122DH8<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   3506000 | PA      | $3177301.18   | 0.04%             | 2044-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                          | BRISTOL-MYERS                  | CUSIP: 110122DK1<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   1053000 | PA      | $896513.57    | 0.01%             | 2047-11-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                          | BRISTOL-MYERS                  | CUSIP: 110122DL9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   4103000 | PA      | $3588949.47   | 0.04%             | 2048-02-20      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                          | BRISTOL-MYERS                  | CUSIP: 110122DS4<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   1202000 | PA      | $722184.89    | 0.01%             | 2050-11-13      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                          | BRISTOL-MYERS                  | CUSIP: 110122DV7<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   1073000 | PA      | $866825.05    | 0.01%             | 2042-03-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                          | BRISTOL-MYERS                  | CUSIP: 110122DW5<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   3727000 | PA      | $2782446.75   | 0.03%             | 2052-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                          | BRISTOL-MYERS                  | CUSIP: 110122DX3<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    630000 | PA      | $461477.96    | 0.01%             | 2062-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                          | BRISTOL-MYERS                  | CUSIP: 110122EB0<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   1092000 | PA      | $1192107.27   | 0.01%             | 2053-11-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                          | BRISTOL-MYERS                  | CUSIP: 110122EC8<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   2335000 | PA      | $2575147.97   | 0.03%             | 2063-11-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                          | BRISTOL-MYERS                  | CUSIP: 110122EK0<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   5170000 | PA      | $5152681.69   | 0.06%             | 2054-02-22      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                          | BRISTOL-MYERS                  | CUSIP: 110122EL8<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   3165000 | PA      | $3139662.61   | 0.04%             | 2064-02-22      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Province of British Columbia Canada                                              | BRIT COLUMBIA                  | CUSIP: 110709EC2<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |    420000 | PA      | $513283.23    | 0.01%             | 2036-09-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                   | CUSIP: 11135FBG5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1105000 | PA      | $861346.70    | 0.01%             | 2051-02-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                   | CUSIP: 11135FBJ9<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   4880000 | PA      | $4015600.34   | 0.05%             | 2041-02-15      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                   | CUSIP: 11135FBP5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |  11021000 | PA      | $9541206.66   | 0.11%             | 2035-11-15      | Fixed         | 3.14%                 | Yes           |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                   | CUSIP: 11135FBQ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   5165000 | PA      | $4409149.70   | 0.05%             | 2036-11-15      | Fixed         | 3.19%                 | Yes           |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                   | CUSIP: 11135FBV2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   2845000 | PA      | $2834178.09   | 0.03%             | 2037-05-15      | Fixed         | 4.93%                 | Yes           |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                   | CUSIP: 11135FCX7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   6170000 | PA      | $6138136.63   | 0.07%             | 2038-02-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                   | CUSIP: 11135FCY5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   7541000 | PA      | $7518474.67   | 0.09%             | 2036-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance Inc                                                           | BROOKFIELD FIN                 | CUSIP: 11271LAB8<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |   1763000 | PA      | $1540073.86   | 0.02%             | 2047-09-20      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance Inc                                                           | BROOKFIELD FIN                 | CUSIP: 11271LAF9<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    945000 | PA      | $668776.55    | 0.01%             | 2051-03-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance Inc                                                           | BROOKFIELD FIN                 | CUSIP: 11271LAJ1<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    995000 | PA      | $715133.59    | 0.01%             | 2052-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance Inc                                                           | BROOKFIELD FIN                 | CUSIP: 11271LAL6<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |   1327000 | PA      | $1369693.44   | 0.02%             | 2054-03-04      | Fixed         | 5.97%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance Inc                                                           | BROOKFIELD FIN                 | CUSIP: 11271LAP7<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    825000 | PA      | $831327.25    | 0.01%             | 2055-03-03      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance LLC / Brookfield Finance Inc                                  | BROOKFIELD FIN L               | CUSIP: 11271RAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    910000 | PA      | $635222.86    | 0.01%             | 2050-04-15      | Fixed         | 3.45%                 | 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        |    745000 | PA      | $638095.48    | 0.01%             | 2043-10-01      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| Brown & Brown Inc                                                                | BROWN & BROWN                  | CUSIP: 115236AF8<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    985000 | PA      | $869274.76    | 0.01%             | 2052-03-17      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Brown & Brown Inc                                                                | BROWN & BROWN                  | CUSIP: 115236AN1<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1683624.62   | 0.02%             | 2055-06-23      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Brown-Forman Corp                                                                | BROWN-FORMAN                   | CUSIP: 115637AP5<br>LEI: 549300873K3LXF7ARU34 | Long             | DBT              | CORP              | US        |   2055000 | PA      | $1814359.05   | 0.02%             | 2045-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Brown University                                                                 | BROWN UNIVERSITY               | CUSIP: 11575TAC2<br>LEI: 9M13ULPHBPDR83N6CB89 | Long             | DBT              | CORP              | US        |    631000 | PA      | $425027.32    | 0.00%             | 2050-09-01      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| Brunswick Corp/DE                                                                | BRUNSWICK CORP                 | CUSIP: 117043AV1<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | DBT              | CORP              | US        |    586000 | PA      | $470122.51    | 0.01%             | 2052-04-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | BURLINGTON NORTH               | CUSIP: 12189LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1307000 | PA      | $1383718.97   | 0.02%             | 2040-05-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | BURLINGTON NORTH               | CUSIP: 12189LAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    996000 | PA      | $980923.20    | 0.01%             | 2041-03-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | BURLINGTON NORTH               | CUSIP: 12189LAE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    480000 | PA      | $489541.09    | 0.01%             | 2041-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | BURLINGTON NORTH               | CUSIP: 12189LAG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1296000 | PA      | $1251173.19   | 0.01%             | 2041-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | BURLINGTON NORTH               | CUSIP: 12189LAJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    868000 | PA      | $783932.90    | 0.01%             | 2042-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | BURLINGTON NORTH               | CUSIP: 12189LAK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1467000 | PA      | $1314589.00   | 0.02%             | 2042-09-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | BURLINGTON NORTH               | CUSIP: 12189LAN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    968000 | PA      | $871654.37    | 0.01%             | 2043-03-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | BURLINGTON NORTH               | CUSIP: 12189LAP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1652000 | PA      | $1624986.89   | 0.02%             | 2043-09-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | BURLINGTON NORTH               | CUSIP: 12189LAS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1867000 | PA      | $1779311.74   | 0.02%             | 2044-04-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | BURLINGTON NORTH               | CUSIP: 12189LAU5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1850000 | PA      | $1664767.39   | 0.02%             | 2044-09-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | BURLINGTON NORTH               | CUSIP: 12189LAW1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3045000 | PA      | $2595243.68   | 0.03%             | 2045-04-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | BURLINGTON NORTH               | CUSIP: 12189LAZ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1881000 | PA      | $1530609.57   | 0.02%             | 2046-08-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | BURLINGTON NORTH               | CUSIP: 12189LBC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2060000 | PA      | $1691058.10   | 0.02%             | 2048-06-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | BURLINGTON NORTH               | CUSIP: 12189LBE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1565000 | PA      | $1170146.59   | 0.01%             | 2050-02-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | BURLINGTON NORTH               | CUSIP: 12189LBF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1883000 | PA      | $1272213.09   | 0.01%             | 2051-02-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | BURLINGTON NORTH               | CUSIP: 12189LBG5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2322000 | PA      | $1637472.87   | 0.02%             | 2051-09-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | BURLINGTON NORTH               | CUSIP: 12189LBH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4625000 | PA      | $2961001.04   | 0.03%             | 2052-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | BURLINGTON NORTH               | CUSIP: 12189LBK6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    993000 | PA      | $953419.30    | 0.01%             | 2054-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | BURLINGTON NORTH               | CUSIP: 12189LBL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2637000 | PA      | $2646704.46   | 0.03%             | 2055-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | BURLINGTON NORTH               | CUSIP: 12189LBM2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1637000 | PA      | $1713325.74   | 0.02%             | 2056-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | BURLINGTON NORTH               | CUSIP: 12189TAZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    985000 | PA      | $1095210.82   | 0.01%             | 2037-05-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                 | CBS CORP                       | CUSIP: 124857AJ2<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |   1868000 | PA      | $1529541.29   | 0.02%             | 2042-07-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                 | CBS CORP                       | CUSIP: 124857AK9<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |      1000 | PA      | $808.90       | 0.00%             | 2044-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                 | CBS CORP                       | CUSIP: 124857AN3<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |   2535000 | PA      | $1975100.03   | 0.02%             | 2045-01-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| CF Industries Inc                                                                | CF INDUSTRIES IN               | CUSIP: 12527GAD5<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |    990000 | PA      | $911384.83    | 0.01%             | 2043-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CF Industries Inc                                                                | CF INDUSTRIES IN               | CUSIP: 12527GAE3<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |   1473000 | PA      | $1417725.93   | 0.02%             | 2044-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Cigna Group/The                                                                  | CIGNA GROUP/THE                | CUSIP: 125523AJ9<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   3725000 | PA      | $3555980.87   | 0.04%             | 2038-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Cigna Group/The                                                                  | CIGNA GROUP/THE                | CUSIP: 125523AK6<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   4890000 | PA      | $4391163.89   | 0.05%             | 2048-12-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Cigna Group/The                                                                  | CIGNA GROUP/THE                | CUSIP: 125523BK5<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    895000 | PA      | $694172.38    | 0.01%             | 2047-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Cigna Group/The                                                                  | CIGNA GROUP/THE                | CUSIP: 125523CD0<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    606000 | PA      | $641229.11    | 0.01%             | 2041-11-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Cigna Group/The                                                                  | CIGNA GROUP/THE                | CUSIP: 125523CF5<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   2265000 | PA      | $2025832.42   | 0.02%             | 2046-07-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Cigna Group/The                                                                  | CIGNA GROUP/THE                | CUSIP: 125523CJ7<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   1638000 | PA      | $1280265.98   | 0.02%             | 2040-03-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Cigna Group/The                                                                  | CIGNA GROUP/THE                | CUSIP: 125523CK4<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $702307.03    | 0.01%             | 2050-03-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Cigna Group/The                                                                  | CIGNA GROUP/THE                | CUSIP: 125523CQ1<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   3350000 | PA      | $2331003.09   | 0.03%             | 2051-03-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Cigna Group/The                                                                  | CIGNA GROUP/THE                | CUSIP: 125523CW8<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   1680000 | PA      | $1647644.43   | 0.02%             | 2054-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Cigna Group/The                                                                  | CIGNA GROUP/THE                | CUSIP: 125523CZ1<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   2300000 | PA      | $2329180.85   | 0.03%             | 2036-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Cigna Group/The                                                                  | CIGNA GROUP/THE                | CUSIP: 125523DA5<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    711000 | PA      | $738139.11    | 0.01%             | 2056-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CME Group Inc                                                                    | CME GROUP INC                  | CUSIP: 12572QAF2<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | DBT              | CORP              | US        |   1163000 | PA      | $1189701.42   | 0.01%             | 2043-09-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CME Group Inc                                                                    | CME GROUP INC                  | CUSIP: 12572QAH8<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | DBT              | CORP              | US        |   1090000 | PA      | $929130.75    | 0.01%             | 2048-06-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| CMS Energy Corp                                                                  | CMS ENERGY                     | CUSIP: 125896BN9<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |    780000 | PA      | $706739.75    | 0.01%             | 2044-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CNOOC Finance 2013 Ltd                                                           | CNOOC FIN 2013 L               | CUSIP: 12625GAD6<br>LEI: 5493006KAH3PSSMCES09 | Long             | DBT              | CORP              | VG        |   1600000 | PA      | $1481989.85   | 0.02%             | 2043-05-09      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CNOOC Finance 2013 Ltd                                                           | CNOOC FIN 2013 L               | CUSIP: 12625GAG9<br>LEI: 5493006KAH3PSSMCES09 | Long             | DBT              | CORP              | VG        |   1850000 | PA      | $1436426.00   | 0.02%             | 2049-09-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                         | CSX CORP                       | CUSIP: 126408GH0<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |   1087000 | PA      | $1180595.62   | 0.01%             | 2036-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                         | CSX CORP                       | CUSIP: 126408GK3<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    970000 | PA      | $1071074.45   | 0.01%             | 2037-05-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                         | CSX CORP                       | CUSIP: 126408GS6<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    829000 | PA      | $916118.11    | 0.01%             | 2040-04-30      | Fixed         | 6.22%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                         | CSX CORP                       | CUSIP: 126408GW7<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    636000 | PA      | $596443.86    | 0.01%             | 2042-05-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                         | CSX CORP                       | CUSIP: 126408GY3<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    874000 | PA      | $740958.07    | 0.01%             | 2044-03-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                         | CSX CORP                       | CUSIP: 126408HC0<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    540000 | PA      | $429907.61    | 0.01%             | 2050-05-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                         | CSX CORP                       | CUSIP: 126408HF3<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |   1427000 | PA      | $1136276.23   | 0.01%             | 2046-11-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                         | CSX CORP                       | CUSIP: 126408HG1<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |   1385000 | PA      | $1089531.44   | 0.01%             | 2066-11-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                         | CSX CORP                       | CUSIP: 126408HK2<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |   1424000 | PA      | $1207664.39   | 0.01%             | 2048-03-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                         | CSX CORP                       | CUSIP: 126408HL0<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |   1139000 | PA      | $963149.68    | 0.01%             | 2068-03-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                         | CSX CORP                       | CUSIP: 126408HN6<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |   1730000 | PA      | $1566194.80   | 0.02%             | 2048-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                         | CSX CORP                       | CUSIP: 126408HP1<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    896000 | PA      | $777511.70    | 0.01%             | 2049-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                         | CSX CORP                       | CUSIP: 126408HR7<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |   1195000 | PA      | $857167.92    | 0.01%             | 2049-09-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                         | CSX CORP                       | CUSIP: 126408HS5<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    974000 | PA      | $754692.50    | 0.01%             | 2050-04-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                         | CSX CORP                       | CUSIP: 126408HT3<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |   1388000 | PA      | $826846.60    | 0.01%             | 2051-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                         | CSX CORP                       | CUSIP: 126408HV8<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |   2012000 | PA      | $1737131.16   | 0.02%             | 2052-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                         | CSX CORP                       | CUSIP: 126408HY2<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    584000 | PA      | $535149.64    | 0.01%             | 2055-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP                | CUSIP: 126650BR0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1685000 | PA      | $1754416.45   | 0.02%             | 2039-09-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP                | CUSIP: 126650CD0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    940000 | PA      | $879501.28    | 0.01%             | 2043-12-05      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP                | CUSIP: 126650CN8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   6891000 | PA      | $6252141.45   | 0.07%             | 2045-07-20      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP                | CUSIP: 126650CY4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   6288000 | PA      | $5895692.07   | 0.07%             | 2038-03-25      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP                | CUSIP: 126650CZ1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |  12580000 | PA      | $11199858.83  | 0.13%             | 2048-03-25      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP                | CUSIP: 126650DK3<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    984000 | PA      | $835859.01    | 0.01%             | 2040-04-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP                | CUSIP: 126650DV9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   2420000 | PA      | $2298589.03   | 0.03%             | 2053-02-21      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP                | CUSIP: 126650DZ0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   2124000 | PA      | $2086262.23   | 0.02%             | 2053-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP                | CUSIP: 126650EA4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    905000 | PA      | $891858.99    | 0.01%             | 2063-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP                | CUSIP: 126650EF3<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    695000 | PA      | $702699.84    | 0.01%             | 2054-06-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP                | CUSIP: 126650EL0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2572618.95   | 0.03%             | 2055-09-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP                | CUSIP: 126650EM8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    675000 | PA      | $687904.53    | 0.01%             | 2065-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Coterra Energy Inc                                                               | COTERRA ENERGY                 | CUSIP: 127097AN3<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |   1120000 | PA      | $1082023.65   | 0.01%             | 2055-02-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| California Endowment/The                                                         | CALI ENDOWMENT                 | CUSIP: 1301ETAA0<br>LEI: 54930046FICHFANLFV69 | Long             | DBT              | CORP              | US        |    930000 | PA      | $548647.21    | 0.01%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| California Institute of Technology                                               | CALTECH                        | CUSIP: 13034VAA2<br>LEI: 549300CITPNHOTVPHC04 | Long             | DBT              | CORP              | US        |    730000 | PA      | $607160.72    | 0.01%             | 2111-11-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| California Institute of Technology                                               | CALTECH                        | CUSIP: 13034VAB0<br>LEI: 549300CITPNHOTVPHC04 | Long             | DBT              | CORP              | US        |    475000 | PA      | $414173.00    | 0.00%             | 2045-08-01      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| California Institute of Technology                                               | CALTECH                        | CUSIP: 13034VAD6<br>LEI: 549300CITPNHOTVPHC04 | Long             | DBT              | CORP              | US        |    440000 | PA      | $286537.49    | 0.00%             | 2119-09-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CA TXB-VAR PURP                | CUSIP: 13063A5G5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4795000 | PA      | $5850450.95   | 0.07%             | 2039-04-01      | Fixed         | 7.55%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CA ST-BABS                     | CUSIP: 13063A7D0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3005000 | PA      | $3515624.93   | 0.04%             | 2039-10-01      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CA ST-BAB                      | CUSIP: 13063BBU5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1450000 | PA      | $1703970.55   | 0.02%             | 2039-11-01      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CA ST-TXBL-BABS                | CUSIP: 13063BFR8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1990000 | PA      | $2413478.77   | 0.03%             | 2040-03-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CALIFORNIA BABS                | CUSIP: 13063BJC7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3410000 | PA      | $4193749.63   | 0.05%             | 2040-11-01      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CA ST                          | CUSIP: 13063D3S5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1200000 | PA      | $1217486.64   | 0.01%             | 2038-03-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CA ST                          | CUSIP: 13063D3T3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $493634.55    | 0.01%             | 2043-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| California State University                                                      | CALIFORNIA ST UNIV-B           | CUSIP: 13077DKU5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1085000 | PA      | $753650.01    | 0.01%             | 2051-11-01      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| California State University                                                      | CA ST UNIV-E                   | CUSIP: 13077DNK4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    650000 | PA      | $461522.17    | 0.01%             | 2051-11-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| California State University                                                      | CALIFORNIA ST UNIV-B           | CUSIP: 13077DRV6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    725000 | PA      | $490756.92    | 0.01%             | 2052-11-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| California State University                                                      | CALIFORNIA ST UNIV-B           | CUSIP: 13077DRW4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    725000 | PA      | $488376.89    | 0.01%             | 2052-11-01      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| California State University                                                      | CA ST UNIV TRUSTEES -          | CUSIP: 13077DTS1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    300000 | PA      | $289363.17    | 0.00%             | 2053-11-01      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| Camden Property Trust                                                            | CAMDEN PROP TRST               | CUSIP: 133131AY8<br>LEI: 5493002MYX22OHYJBD89 | Long             | DBT              | CORP              | US        |    679000 | PA      | $483991.11    | 0.01%             | 2049-11-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Campbell's Company/The                                                           | THE CAMPBELLS CO               | CUSIP: 134429BH1<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |   1617000 | PA      | $1427661.63   | 0.02%             | 2048-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Campbell's Company/The                                                           | THE CAMPBELLS CO               | CUSIP: 134429BK4<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    908000 | PA      | $598424.92    | 0.01%             | 2050-04-24      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Canadian National Railway Co                                                     | CANADIAN NATL RR               | CUSIP: 136375BN1<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |   1162000 | PA      | $1297457.40   | 0.02%             | 2036-06-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Canadian National Railway Co                                                     | CANADIAN NATL RR               | CUSIP: 136375BQ4<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |   2359000 | PA      | $2646704.46   | 0.03%             | 2037-11-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Canadian National Railway Co                                                     | CANADIAN NATL RR               | CUSIP: 136375CP5<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    642000 | PA      | $497396.94    | 0.01%             | 2048-02-03      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Canadian National Railway Co                                                     | CANADIAN NATL RR               | CUSIP: 136375CZ3<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    880000 | PA      | $528400.07    | 0.01%             | 2050-05-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Canadian National Railway Co                                                     | CANADIAN NATL RR               | CUSIP: 136375DB5<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    860000 | PA      | $738643.67    | 0.01%             | 2052-08-05      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Canadian Natural Resources Ltd                                                   | CAN NATURAL RES                | CUSIP: 136385AJ0<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    925000 | PA      | $1006896.63   | 0.01%             | 2037-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Canadian Natural Resources Ltd                                                   | CAN NATURAL RES                | CUSIP: 136385AL5<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |   1160000 | PA      | $1238477.35   | 0.01%             | 2038-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Canadian Natural Resources Ltd                                                   | CAN NATURAL RES                | CUSIP: 136385AP6<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    560000 | PA      | $615920.67    | 0.01%             | 2039-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Canadian Natural Resources Ltd                                                   | CANADIAN NATL RE               | CUSIP: 136385AY7<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |   1454000 | PA      | $1292964.27   | 0.02%             | 2047-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co                                                      | CANADIAN PACIFIC               | CUSIP: 13645RAF1<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |   1110000 | PA      | $1192482.11   | 0.01%             | 2037-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co                                                      | CANADIAN PACIFIC               | CUSIP: 13645RAV6<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    457000 | PA      | $453188.93    | 0.01%             | 2035-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co                                                      | CANADIAN PACIFIC               | CUSIP: 13645RAX2<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |   1168000 | PA      | $1210116.64   | 0.01%             | 2115-09-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co                                                      | CANADIAN PACIFIC               | CUSIP: 13645RBG8<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |   2381000 | PA      | $1783024.61   | 0.02%             | 2041-12-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co                                                      | CANADIAN PACIFIC               | CUSIP: 13645RBH6<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |   3316000 | PA      | $2239141.76   | 0.03%             | 2051-12-02      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co                                                      | CANADIAN PACIFIC               | CUSIP: 13648TAD9<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    543000 | PA      | $471876.25    | 0.01%             | 2043-05-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co                                                      | CANADIAN PACIFIC               | CUSIP: 13648TAE7<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |   1036000 | PA      | $971160.90    | 0.01%             | 2045-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co                                                      | CANADIAN PACIFIC               | CUSIP: 13648TAG2<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    990000 | PA      | $726406.65    | 0.01%             | 2050-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co                                                      | CANADIAN PACIFIC               | CUSIP: 13648TAH0<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    983000 | PA      | $755865.12    | 0.01%             | 2069-11-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Cardinal Health Inc                                                              | CARDINAL HEALTH                | CUSIP: 14149YAW8<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    245000 | PA      | $214489.33    | 0.00%             | 2043-03-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Cardinal Health Inc                                                              | CARDINAL HEALTH                | CUSIP: 14149YBB3<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |   1122000 | PA      | $962173.28    | 0.01%             | 2044-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Cardinal Health Inc                                                              | CARDINAL HEALTH                | CUSIP: 14149YBD9<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |   1253000 | PA      | $1131589.26   | 0.01%             | 2045-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Carlisle Cos Inc                                                                 | CARLISLE COS INC               | CUSIP: 142339AM2<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | DBT              | CORP              | US        |    400000 | PA      | $405105.65    | 0.00%             | 2040-09-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                         | DUKE ENERGY PROG               | CUSIP: 144141DB1<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |   1019000 | PA      | $874214.05    | 0.01%             | 2042-05-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                         | CAROLINA P & L                 | CUSIP: 144141DD7<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    512000 | PA      | $435636.68    | 0.01%             | 2043-03-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Carrier Global Corp                                                              | CARRIER GLOBAL                 | CUSIP: 14448CAR5<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |   3610000 | PA      | $2914250.50   | 0.03%             | 2040-04-05      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Carrier Global Corp                                                              | CARRIER GLOBAL                 | CUSIP: 14448CAS3<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |   2510000 | PA      | $1877435.04   | 0.02%             | 2050-04-05      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| Carrier Global Corp                                                              | CARRIER GLOBAL                 | CUSIP: 14448CBD5<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |    831000 | PA      | $903084.06    | 0.01%             | 2054-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Case Western Reserve University                                                  | CASE WESTERN RES               | CUSIP: 14745XAA6<br>LEI: 2YXI7YIWYFWZG3QHF204 | Long             | DBT              | CORP              | US        |    350000 | PA      | $330740.40    | 0.00%             | 2122-06-01      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| Caterpillar Inc                                                                  | CATERPILLAR INC                | CUSIP: 149123BN0<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    985000 | PA      | $1092338.15   | 0.01%             | 2036-08-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Caterpillar Inc                                                                  | CATERPILLAR INC                | CUSIP: 149123CB5<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |   3124000 | PA      | $2639284.38   | 0.03%             | 2042-08-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Caterpillar Inc                                                                  | CATERPILLAR INC                | CUSIP: 149123CE9<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    831000 | PA      | $744322.55    | 0.01%             | 2064-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Caterpillar Inc                                                                  | CATERPILLAR INC                | CUSIP: 149123CF6<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |   1647000 | PA      | $1189866.56   | 0.01%             | 2049-09-19      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Caterpillar Inc                                                                  | CATERPILLAR INC                | CUSIP: 149123CJ8<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    985000 | PA      | $710324.50    | 0.01%             | 2050-04-09      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Caterpillar Inc                                                                  | CATERPILLAR INC                | CUSIP: 149123CM1<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |   1175000 | PA      | $1200238.66   | 0.01%             | 2055-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CommonSpirit Health                                                              | CATHOLIC HEALTH                | CUSIP: 14916RAD6<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |   1927000 | PA      | $1664220.40   | 0.02%             | 2042-11-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Catholic Health Services of Long Island Obligated Group                          | CATHOLIC HEALTH                | CUSIP: 14918AAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    990000 | PA      | $690283.82    | 0.01%             | 2050-07-01      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| Celulosa Arauco y Constitucion SA                                                | CELULOSA ARAUCO                | CUSIP: 151191BD4<br>LEI: 549300QEKV8G0AMNQD28 | Long             | DBT              | CORP              | CL        |    593000 | PA      | $546030.58    | 0.01%             | 2047-11-02      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Cenovus Energy Inc                                                               | CENOVUS ENERGY                 | CUSIP: 15135UAF6<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |    895000 | PA      | $989016.83    | 0.01%             | 2039-11-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Cenovus Energy Inc                                                               | CENOVUS ENERGY                 | CUSIP: 15135UAP4<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |   1006000 | PA      | $984366.97    | 0.01%             | 2037-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Cenovus Energy Inc                                                               | CENOVUS ENERGY                 | CUSIP: 15135UAR0<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |    926000 | PA      | $856448.88    | 0.01%             | 2047-06-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Cenovus Energy Inc                                                               | CENOVUS ENERGY                 | CUSIP: 15135UAX7<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |    960000 | PA      | $681827.34    | 0.01%             | 2052-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Resources Corp                                                | CENTERPOINT ENER               | CUSIP: 15189WAH3<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |    617000 | PA      | $636655.14    | 0.01%             | 2041-01-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                                          | CENTERPOINT HOUS               | CUSIP: 15189XAM0<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    518000 | PA      | $411114.99    | 0.00%             | 2042-08-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                                          | CENTERPOINT HOUS               | CUSIP: 15189XAN8<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    729000 | PA      | $645808.86    | 0.01%             | 2044-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                                          | CENTERPOINT HOUS               | CUSIP: 15189XAS7<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |   1072000 | PA      | $862164.06    | 0.01%             | 2048-03-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                                          | CENTERPOINT HOUS               | CUSIP: 15189XAW8<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |   1740000 | PA      | $1240092.85   | 0.01%             | 2051-04-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                                          | CENTERPOINT HOUS               | CUSIP: 15189XAY4<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    865000 | PA      | $642694.78    | 0.01%             | 2052-03-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                                          | CENTERPOINT HOUS               | CUSIP: 15189XBA5<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    912000 | PA      | $832087.57    | 0.01%             | 2052-10-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                                          | CENTERPOINT HOUS               | CUSIP: 15189XBC1<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    699000 | PA      | $683919.60    | 0.01%             | 2053-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Central Puget Sound Regional Transit Authority                                   | CENT PUGET SOUND               | CUSIP: 15504RET2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    650000 | PA      | $671213.27    | 0.01%             | 2039-11-01      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| Charlotte-Mecklenburg Hospital Authority/The                                     | CHARLOTTE-MECKLENBURG          | CUSIP: 160853VC8<br>LEI: 549300XOH4JU704GMZ32 | Long             | DBT              | MUN               | US        |    650000 | PA      | $452475.99    | 0.01%             | 2051-01-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT               | CUSIP: 161175AZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3185000 | PA      | $3335084.63   | 0.04%             | 2035-10-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT               | CUSIP: 161175BA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7241000 | PA      | $7152573.07   | 0.08%             | 2045-10-23      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT               | CUSIP: 161175BL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3084000 | PA      | $2663366.94   | 0.03%             | 2047-05-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT               | CUSIP: 161175BM5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1885000 | PA      | $1774899.77   | 0.02%             | 2038-04-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT               | CUSIP: 161175BN3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4429000 | PA      | $4007194.88   | 0.05%             | 2048-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT               | CUSIP: 161175BS2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1352000 | PA      | $1117962.36   | 0.01%             | 2049-07-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT               | CUSIP: 161175BT0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6206000 | PA      | $4906841.99   | 0.06%             | 2050-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT               | CUSIP: 161175BV5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4546000 | PA      | $2998206.39   | 0.04%             | 2051-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT               | CUSIP: 161175BY9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5694000 | PA      | $3544616.83   | 0.04%             | 2061-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT               | CUSIP: 161175CA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5039000 | PA      | $3409199.17   | 0.04%             | 2052-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT               | CUSIP: 161175CC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5150000 | PA      | $3570073.48   | 0.04%             | 2061-12-01      | Fixed         | 4.40%                 | 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        |   3289000 | PA      | $2369072.54   | 0.03%             | 2042-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT               | CUSIP: 161175CG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3538000 | PA      | $2236971.15   | 0.03%             | 2062-06-30      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT               | CUSIP: 161175CK8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1794000 | PA      | $1498500.32   | 0.02%             | 2053-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT               | CUSIP: 161175CL6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1415000 | PA      | $1184535.36   | 0.01%             | 2063-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT               | CUSIP: 161175CS1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    962000 | PA      | $971425.86    | 0.01%             | 2035-12-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT               | CUSIP: 161175CT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2138000 | PA      | $2159314.17   | 0.03%             | 2055-12-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners LP                                                      | CHENIERE ENERGYP               | CUSIP: 16411QAV3<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |   1725000 | PA      | $1764515.29   | 0.02%             | 2035-10-30      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| Cheniere Corpus Christi Holdings LLC                                             | CHENIERE CORP CH               | CUSIP: 16412XAL9<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |   2579000 | PA      | $2167743.75   | 0.03%             | 2039-12-31      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| Chevron USA Inc                                                                  | CHEVRON USA INC                | CUSIP: 166756BL9<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |   2325000 | PA      | $2352223.71   | 0.03%             | 2035-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Metropolitan Water Reclamation District of Greater Chicago                       | CHICAGO WTR TXB-BAB            | CUSIP: 167560PL9<br>LEI: 254900GOGQEZEWCZ4D37 | Long             | DBT              | MUN               | US        |   1020000 | PA      | $1068296.90   | 0.01%             | 2038-12-01      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| Chicago O'Hare International Airport                                             | CHICAGO ARPT-BABS-B            | CUSIP: 167593AN2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    650000 | PA      | $726705.85    | 0.01%             | 2040-01-01      | Fixed         | 6.39%                 | No            |                  2 | On Loan: No      |
| Chicago O'Hare International Airport                                             | CHICAGO O'HARE ARPT-C          | CUSIP: 167593H62<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    300000 | PA      | $264236.91    | 0.00%             | 2049-01-01      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| Chicago O'Hare International Airport                                             | CHICAGO O'HARE ARPT-C          | CUSIP: 167593H70<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    690000 | PA      | $605937.51    | 0.01%             | 2054-01-01      | Fixed         | 4.57%                 | 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        |   3115984 | PA      | $3481444.82   | 0.04%             | 2040-12-01      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Children's Hospital Medical Center/Cincinnati OH                                 | CHILDREN'S HOSPI               | CUSIP: 16876AAA2<br>LEI: 549300EKVCKSAOOWU002 | Long             | DBT              | CORP              | US        |    750000 | PA      | $659118.31    | 0.01%             | 2044-05-15      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| Children's Hospital Corp/The                                                     | CHILDREN'S HOSP                | CUSIP: 16876BAA0<br>LEI: 549300NXFO6BISJLOS32 | Long             | DBT              | CORP              | US        |   1404000 | PA      | $1178335.64   | 0.01%             | 2047-01-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Children's Hospital Corp/The                                                     | CHILDREN'S HOSP                | CUSIP: 16876BAB8<br>LEI: 549300NXFO6BISJLOS32 | Long             | DBT              | CORP              | US        |   1135000 | PA      | $701321.25    | 0.01%             | 2050-02-01      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| Children's Hospital/DC                                                           | CHILDREN'S HS/DC               | CUSIP: 16876DAA6<br>LEI: 549300C1PQZDYQ6KZS51 | Long             | DBT              | CORP              | US        |    270000 | PA      | $175222.74    | 0.00%             | 2050-07-15      | Fixed         | 2.93%                 | No            |                  2 | On Loan: No      |
| Children's Health System of Texas                                                | CHILD HEALTH TX                | CUSIP: 16876HAB5<br>LEI: 254900FK4IY1J5YO2L69 | Long             | DBT              | CORP              | US        |    345000 | PA      | $205962.00    | 0.00%             | 2050-08-15      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| Children's Hospital of Philadelphia/The                                          | CHILDREN'S HOSP                | CUSIP: 16877PAA8<br>LEI: 254900N2KNSY5WTR1Q61 | Long             | DBT              | CORP              | US        |    920000 | PA      | $580653.94    | 0.01%             | 2050-07-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bond                                              | CHILE                          | CUSIP: 168863CE6<br>LEI: N/A                  | Long             | DBT              | NUSS              | CL        |   1672000 | PA      | $1329554.85   | 0.02%             | 2047-06-21      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bond                                              | CHILE                          | CUSIP: 168863DL9<br>LEI: N/A                  | Long             | DBT              | NUSS              | CL        |   3790000 | PA      | $2769396.46   | 0.03%             | 2050-01-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bond                                              | CHILE                          | CUSIP: 168863DQ8<br>LEI: N/A                  | Long             | DBT              | NUSS              | CL        |   2764000 | PA      | $1718325.02   | 0.02%             | 2061-01-22      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bond                                              | CHILE                          | CUSIP: 168863DS4<br>LEI: N/A                  | Long             | DBT              | NUSS              | CL        |   4152000 | PA      | $3177367.05   | 0.04%             | 2041-05-07      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bond                                              | CHILE                          | CUSIP: 168863DU9<br>LEI: N/A                  | Long             | DBT              | NUSS              | CL        |   2048000 | PA      | $1277787.13   | 0.02%             | 2071-09-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bond                                              | CHILE                          | CUSIP: 168863DW5<br>LEI: N/A                  | Long             | DBT              | NUSS              | CL        |   1165000 | PA      | $918926.39    | 0.01%             | 2052-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bond                                              | CHILE                          | CUSIP: 168863DY1<br>LEI: N/A                  | Long             | DBT              | NUSS              | CL        |   3642000 | PA      | $3233115.78   | 0.04%             | 2042-03-07      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bond                                              | CHILE                          | CUSIP: 168863DZ8<br>LEI: N/A                  | Long             | DBT              | NUSS              | CL        |   2122000 | PA      | $2131340.10   | 0.03%             | 2036-01-05      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bond                                              | CHILE                          | CUSIP: 168863EA2<br>LEI: N/A                  | Long             | DBT              | NUSS              | CL        |   2793000 | PA      | $2713911.92   | 0.03%             | 2054-01-05      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bond                                              | CHILE                          | CUSIP: 168863EE4<br>LEI: N/A                  | Long             | DBT              | NUSS              | CL        |   2480000 | PA      | $2607509.82   | 0.03%             | 2037-01-13      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Chubb Corp/The                                                                   | CHUBB CORP                     | CUSIP: 171232AQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    713000 | PA      | $780580.25    | 0.01%             | 2037-05-11      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Chubb Corp/The                                                                   | CHUBB CORP                     | CUSIP: 171232AS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    600000 | PA      | $682667.73    | 0.01%             | 2038-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Chubb INA Holdings LLC                                                           | CHUBB INA HLDGS                | CUSIP: 171239AH9<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |   2642000 | PA      | $1730299.05   | 0.02%             | 2051-12-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Chubb INA Holdings LLC                                                           | CHUBB INA HLDGS                | CUSIP: 171239AJ5<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |   1987000 | PA      | $1249017.45   | 0.01%             | 2061-12-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Church & Dwight Co Inc                                                           | CHURCH & DWIGHT                | CUSIP: 171340AL6<br>LEI: POOXSI30AWAQGYJZC921 | Long             | DBT              | CORP              | US        |    980000 | PA      | $784034.98    | 0.01%             | 2047-08-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Cisco Systems Inc                                                                | CISCO SYSTEMS                  | CUSIP: 17275RAD4<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |   3478000 | PA      | $3778636.96   | 0.04%             | 2039-02-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Cisco Systems Inc                                                                | CISCO SYSTEMS                  | CUSIP: 17275RAF9<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |   2423000 | PA      | $2530390.80   | 0.03%             | 2040-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Cisco Systems Inc                                                                | CISCO SYSTEMS                  | CUSIP: 17275RBU5<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |   3080000 | PA      | $3040069.45   | 0.04%             | 2054-02-26      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Cisco Systems Inc                                                                | CISCO SYSTEMS                  | CUSIP: 17275RBV3<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1179091.51   | 0.01%             | 2064-02-26      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Cisco Systems Inc                                                                | CISCO SYSTEMS                  | CUSIP: 17275RCA8<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    888000 | PA      | $901785.20    | 0.01%             | 2055-02-24      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: 172967DR9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    991000 | PA      | $1057755.44   | 0.01%             | 2036-08-25      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: 172967EW7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1534000 | PA      | $1965898.88   | 0.02%             | 2039-07-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: 172967FX4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1060000 | PA      | $1123033.02   | 0.01%             | 2042-01-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: 172967HA2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1729000 | PA      | $1951689.93   | 0.02%             | 2043-09-13      | Fixed         | 6.67%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: 172967HS3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2040000 | PA      | $1996890.05   | 0.02%             | 2044-05-06      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: 172967JU6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1424000 | PA      | $1286606.35   | 0.02%             | 2045-07-30      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: 172967KR1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   4189000 | PA      | $3719458.18   | 0.04%             | 2046-05-18      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: 172967LJ8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1682000 | PA      | $1425842.61   | 0.02%             | 2048-04-24      | Variable      | 4.28%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: 172967LU3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   3677000 | PA      | $3232161.50   | 0.04%             | 2039-01-24      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: 172967MD0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   4110000 | PA      | $3668084.76   | 0.04%             | 2048-07-23      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: 172967MM0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2084000 | PA      | $2076448.17   | 0.02%             | 2041-03-26      | Variable      | 5.32%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: 17327CAY9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2678000 | PA      | $2704116.46   | 0.03%             | 2056-03-04      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| City of Hope                                                                     | CITY OF HOPE/THE               | CUSIP: 17858PAA9<br>LEI: 549300QIQJNNQEIXBL15 | Long             | DBT              | CORP              | US        |    625000 | PA      | $619731.56    | 0.01%             | 2043-11-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| City of Hope                                                                     | CITY OF HOPE/THE               | CUSIP: 17858PAB7<br>LEI: 549300QIQJNNQEIXBL15 | Long             | DBT              | CORP              | US        |    695000 | PA      | $573071.26    | 0.01%             | 2048-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| County of Clark Department of Aviation                                           | CLARK ARPT-TXB-C-BABS          | CUSIP: 18085PMT8<br>LEI: 549300LDD8NZB2EOVG83 | Long             | DBT              | MUN               | US        |    650000 | PA      | $729756.56    | 0.01%             | 2045-07-01      | Fixed         | 6.82%                 | No            |                  2 | On Loan: No      |
| Cleco Corporate Holdings LLC                                                     | CLECO CORP                     | CUSIP: 18551PAD1<br>LEI: 5493002H80P81B3HXL31 | Long             | DBT              | CORP              | US        |    513000 | PA      | $449539.76    | 0.01%             | 2046-05-01      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Cleveland Clinic Foundation/The                                                  | CLEVELAND CLINIC               | CUSIP: 18600TAA0<br>LEI: 5493005LGDPOFHUC6Z36 | Long             | DBT              | CORP              | US        |    875000 | PA      | $756914.81    | 0.01%             | 2114-01-01      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                                 | COCA-COLA CO/THE               | CUSIP: 191216CQ1<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |   1855000 | PA      | $1578553.34   | 0.02%             | 2050-03-25      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                                 | COCA-COLA CO/THE               | CUSIP: 191216CW8<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |   1605000 | PA      | $1193428.84   | 0.01%             | 2040-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                                 | COCA-COLA CO/THE               | CUSIP: 191216CX6<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |   4675000 | PA      | $2960349.67   | 0.03%             | 2050-06-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                                 | COCA-COLA CO/THE               | CUSIP: 191216CY4<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    905000 | PA      | $550104.74    | 0.01%             | 2060-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                                 | COCA-COLA CO/THE               | CUSIP: 191216DC1<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |   1984000 | PA      | $1212987.33   | 0.01%             | 2051-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                                 | COCA-COLA CO/THE               | CUSIP: 191216DL1<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $818526.64    | 0.01%             | 2051-03-05      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                                 | COCA-COLA CO/THE               | CUSIP: 191216DQ0<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |   1755000 | PA      | $1349796.62   | 0.02%             | 2041-05-05      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                                 | COCA-COLA CO/THE               | CUSIP: 191216DS6<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    534000 | PA      | $531703.64    | 0.01%             | 2054-05-13      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                                 | COCA-COLA CO/THE               | CUSIP: 191216DT4<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |   1920000 | PA      | $1910654.24   | 0.02%             | 2064-05-13      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                                 | COCA-COLA CO/THE               | CUSIP: 191216DZ0<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |   3516000 | PA      | $3447289.20   | 0.04%             | 2055-01-14      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Femsa SAB de CV                                                        | COCA-COLA FEMSA                | CUSIP: 191241AF5<br>LEI: 5493008KEVFYPMGTXO33 | Long             | DBT              | CORP              | MX        |   1115000 | PA      | $1086198.03   | 0.01%             | 2043-11-26      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Colgate-Palmolive Co                                                             | COLGATE-PALM CO                | CUSIP: 19416QEJ5<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |    710000 | PA      | $601182.79    | 0.01%             | 2045-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Colgate-Palmolive Co                                                             | COLGATE-PALM CO                | CUSIP: 19416QEK2<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |    885000 | PA      | $710700.73    | 0.01%             | 2047-08-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Columbia Pipeline Group Inc                                                      | COLUMBIA PIPELIN               | CUSIP: 198280AH2<br>LEI: 549300SRP1TQM9JJBG80 | Long             | DBT              | CORP              | US        |    900000 | PA      | $897270.41    | 0.01%             | 2045-06-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Trustees of Columbia University in the City of New York/The                      | COLUMBIA UNIV                  | CUSIP: 198643AD0<br>LEI: 54930058W39DHS3GTG15 | Long             | DBT              | CORP              | US        |    625000 | PA      | $612878.89    | 0.01%             | 2035-10-01      | Fixed         | 4.36%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NBT7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   2585000 | PA      | $2198910.31   | 0.03%             | 2036-07-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NBU4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   2496000 | PA      | $1803387.03   | 0.02%             | 2046-07-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NCC3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1930000 | PA      | $1506421.29   | 0.02%             | 2047-11-01      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NCE9<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   3237000 | PA      | $2495009.44   | 0.03%             | 2049-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NCJ8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   2033000 | PA      | $1787514.67   | 0.02%             | 2038-03-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NCK5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1809000 | PA      | $1413940.80   | 0.02%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NCL3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   2460000 | PA      | $2317077.89   | 0.03%             | 2038-10-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NCM1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1850000 | PA      | $1608854.55   | 0.02%             | 2048-10-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NCN9<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    865000 | PA      | $755794.69    | 0.01%             | 2058-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NCZ2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   3792000 | PA      | $2648527.60   | 0.03%             | 2050-02-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NDH1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   5193000 | PA      | $4360460.91   | 0.05%             | 2040-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NDL2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   3862000 | PA      | $2352683.46   | 0.03%             | 2051-01-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NDP3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $964187.53    | 0.01%             | 2052-08-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NDQ1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1365000 | PA      | $716804.29    | 0.01%             | 2062-08-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NDS7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |  12693000 | PA      | $7812614.85   | 0.09%             | 2051-11-01      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NDU2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |  11609000 | PA      | $6883570.22   | 0.08%             | 2056-11-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NDW8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   6090000 | PA      | $3477811.26   | 0.04%             | 2063-11-01      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NEF4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   2944000 | PA      | $2762696.07   | 0.03%             | 2053-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NEG2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   3080000 | PA      | $2899264.06   | 0.03%             | 2064-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NEK3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1790000 | PA      | $1752105.08   | 0.02%             | 2054-06-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| CommonSpirit Health                                                              | COMMONSPIRIT                   | CUSIP: 20268JAC7<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    887000 | PA      | $702916.11    | 0.01%             | 2049-10-01      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| CommonSpirit Health                                                              | COMMONSPIRIT                   | CUSIP: 20268JAD5<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    945000 | PA      | $708424.21    | 0.01%             | 2049-10-01      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| CommonSpirit Health                                                              | COMMONSPIRIT                   | CUSIP: 20268JAG8<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |   2067000 | PA      | $1555871.49   | 0.02%             | 2050-10-01      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| CommonSpirit Health                                                              | COMMONSPIRIT                   | CUSIP: 20268JAT0<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    790000 | PA      | $761450.46    | 0.01%             | 2054-12-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                           | COMMONWEALTH EDI               | CUSIP: 202795HK9<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |   1897000 | PA      | $2037920.81   | 0.02%             | 2036-03-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                           | COMMONWEALTH EDI               | CUSIP: 202795HT0<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    770000 | PA      | $858429.96    | 0.01%             | 2038-01-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                           | COMMONWEALTH EDI               | CUSIP: 202795JB7<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    960000 | PA      | $871705.83    | 0.01%             | 2043-08-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                           | COMMONWEALTH EDI               | CUSIP: 202795JD3<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    980000 | PA      | $895210.94    | 0.01%             | 2044-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                           | COMMONWEALTH EDI               | CUSIP: 202795JJ0<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |   2710000 | PA      | $2098167.18   | 0.02%             | 2046-06-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                           | COMMONWEALTH EDI               | CUSIP: 202795JL5<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    909000 | PA      | $707801.55    | 0.01%             | 2047-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                           | COMMONWEALTH EDI               | CUSIP: 202795JM3<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    956000 | PA      | $774251.88    | 0.01%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                           | COMMONWEALTH EDI               | CUSIP: 202795JP6<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    880000 | PA      | $702355.79    | 0.01%             | 2049-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                           | COMMONWEALTH EDI               | CUSIP: 202795JQ4<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |   1207000 | PA      | $838635.41    | 0.01%             | 2049-11-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                           | COMMONWEALTH EDI               | CUSIP: 202795JS0<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    739000 | PA      | $491350.83    | 0.01%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                           | COMMONWEALTH EDI               | CUSIP: 202795JT8<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    646000 | PA      | $436361.99    | 0.01%             | 2051-03-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                           | COMMONWEALTH EDI               | CUSIP: 202795JU5<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    435000 | PA      | $270136.83    | 0.00%             | 2051-09-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                           | COMMONWEALTH EDI               | CUSIP: 202795JY7<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |   1080000 | PA      | $1047400.95   | 0.01%             | 2053-02-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                           | COMMONWEALTH EDI               | CUSIP: 202795KB5<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1331387.92   | 0.02%             | 2055-06-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Commonwealth Financing Authority                                                 | CMWLTH FING AUTH-A             | CUSIP: 20281PKT8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $927310.80    | 0.01%             | 2038-06-01      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| Commonwealth Financing Authority                                                 | CMWLTH FING AUTH-A             | CUSIP: 20281PKW1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    750000 | PA      | $645839.63    | 0.01%             | 2041-06-01      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| Commonwealth Financing Authority                                                 | CMWLTH FIN AUTH-A              | CUSIP: 20281PNE8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    670000 | PA      | $510818.12    | 0.01%             | 2042-06-01      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| Conagra Brands Inc                                                               | CONAGRA BRANDS                 | CUSIP: 205887CD2<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |   2639000 | PA      | $2533987.76   | 0.03%             | 2038-11-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Connecticut Light and Power Co/The                                               | CONN LIGHT & PWR               | CUSIP: 207597EL5<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |    555000 | PA      | $448241.01    | 0.01%             | 2048-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Connecticut Light and Power Co/The                                               | CONN LIGHT & PWR               | CUSIP: 207597EP6<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |   1713000 | PA      | $1652261.94   | 0.02%             | 2053-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips                                                                   | CONOCOPHILLIPS                 | CUSIP: 20825CAP9<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | DBT              | CORP              | US        |   1302000 | PA      | $1396377.05   | 0.02%             | 2038-05-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips                                                                   | CONOCOPHILLIPS                 | CUSIP: 20825CAQ7<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | DBT              | CORP              | US        |   3417000 | PA      | $3860127.32   | 0.05%             | 2039-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips                                                                   | CONOCOPHILLIPS                 | CUSIP: 20825CBC7<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | DBT              | CORP              | US        |   1160000 | PA      | $1056472.79   | 0.01%             | 2047-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips Co                                                                | CONOCOPHIL CO                  | CUSIP: 20826FAC0<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |   1656000 | PA      | $1431746.54   | 0.02%             | 2044-11-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips Co                                                                | CONOCOPHIL CO                  | CUSIP: 20826FAV8<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |   2197000 | PA      | $1651477.35   | 0.02%             | 2052-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips Co                                                                | CONOCOPHIL CO                  | CUSIP: 20826FBC9<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |   1565000 | PA      | $1286373.99   | 0.02%             | 2042-03-15      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips Co                                                                | CONOCOPHIL CO                  | CUSIP: 20826FBD7<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |   3193000 | PA      | $2385894.64   | 0.03%             | 2062-03-15      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips Co                                                                | CONOCOPHIL CO                  | CUSIP: 20826FBE5<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |   1947000 | PA      | $1854868.84   | 0.02%             | 2053-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips Co                                                                | CONOCOPHIL CO                  | CUSIP: 20826FBG0<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |   1120000 | PA      | $1104407.88   | 0.01%             | 2054-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips Co                                                                | CONOCOPHIL CO                  | CUSIP: 20826FBH8<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |   1252000 | PA      | $1242560.43   | 0.01%             | 2063-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips Co                                                                | CONOCOPHIL CO                  | CUSIP: 20826FBM7<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |   1770000 | PA      | $1731778.69   | 0.02%             | 2055-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips Co                                                                | CONOCOPHIL CO                  | CUSIP: 20826FBN5<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |   1122000 | PA      | $1102237.97   | 0.01%             | 2065-01-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                  | CUSIP: 209111EL3<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    969000 | PA      | $1035404.82   | 0.01%             | 2036-03-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                  | CUSIP: 209111EM1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |   1026000 | PA      | $1123043.11   | 0.01%             | 2036-06-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                  | CUSIP: 209111EU3<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |   1005000 | PA      | $1152299.85   | 0.01%             | 2038-04-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                  | CUSIP: 209111EY5<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    855000 | PA      | $877329.64    | 0.01%             | 2039-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                  | CUSIP: 209111FA6<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |   1420000 | PA      | $1471024.26   | 0.02%             | 2040-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                  | CUSIP: 209111FB4<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    685000 | PA      | $596125.24    | 0.01%             | 2042-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                  | CUSIP: 209111FC2<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    943000 | PA      | $783175.70    | 0.01%             | 2043-03-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                  | CUSIP: 209111FD0<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |   1015000 | PA      | $895171.84    | 0.01%             | 2044-03-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                  | CUSIP: 209111FF5<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |   1276000 | PA      | $1098089.62   | 0.01%             | 2054-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                  | CUSIP: 209111FG3<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    904000 | PA      | $795792.07    | 0.01%             | 2045-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                  | CUSIP: 209111FH1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    890000 | PA      | $713504.78    | 0.01%             | 2046-06-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                  | CUSIP: 209111FK4<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    857000 | PA      | $691686.73    | 0.01%             | 2056-12-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                  | CUSIP: 209111FL2<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    822000 | PA      | $648364.10    | 0.01%             | 2047-06-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                  | CUSIP: 209111FN8<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    580000 | PA      | $445293.54    | 0.01%             | 2057-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                  | CUSIP: 209111FQ1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |   1405000 | PA      | $1172745.19   | 0.01%             | 2058-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                  | CUSIP: 209111FT5<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    967000 | PA      | $858127.95    | 0.01%             | 2048-12-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                  | CUSIP: 209111FV0<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    990000 | PA      | $803288.57    | 0.01%             | 2049-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                  | CUSIP: 209111FW8<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    810000 | PA      | $580978.58    | 0.01%             | 2059-11-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                  | CUSIP: 209111FY4<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |   1055000 | PA      | $839978.53    | 0.01%             | 2050-04-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                  | CUSIP: 209111FZ1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    925000 | PA      | $564889.92    | 0.01%             | 2060-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                  | CUSIP: 209111GC1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     53000 | PA      | $36083.47     | 0.00%             | 2051-12-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                  | CUSIP: 209111GD9<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |   1701000 | PA      | $1830893.02   | 0.02%             | 2052-11-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                  | CUSIP: 209111GK3<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |   1265000 | PA      | $1294413.80   | 0.02%             | 2054-05-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                  | CUSIP: 209111GN7<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |   1710000 | PA      | $1693727.36   | 0.02%             | 2055-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Constellation Brands Inc                                                         | CONSTELLATION BR               | CUSIP: 21036PAT5<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |   1265000 | PA      | $1060981.56   | 0.01%             | 2047-05-09      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Constellation Brands Inc                                                         | CONSTELLATION BR               | CUSIP: 21036PAZ1<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |   1160000 | PA      | $914962.19    | 0.01%             | 2048-02-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Constellation Brands Inc                                                         | CONSTELLATION BR               | CUSIP: 21036PBD9<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    622000 | PA      | $579265.52    | 0.01%             | 2048-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Constellation Brands Inc                                                         | CONSTELLATION BR               | CUSIP: 21036PBG2<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    975000 | PA      | $715826.53    | 0.01%             | 2050-05-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Generation LLC                                              | CONSTL ENRGY GEN               | CUSIP: 210385AE0<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |   2030000 | PA      | $2257417.24   | 0.03%             | 2053-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Generation LLC                                              | CONSTL ENRGY GEN               | CUSIP: 210385AF7<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |   1970000 | PA      | $1998155.87   | 0.02%             | 2054-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Co                                                              | CONSUMERS ENERGY               | CUSIP: 210518CZ7<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |   1333000 | PA      | $986013.49    | 0.01%             | 2046-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Co                                                              | CONSUMERS ENERGY               | CUSIP: 210518DA1<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    617000 | PA      | $501472.46    | 0.01%             | 2047-07-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Co                                                              | CONSUMERS ENERGY               | CUSIP: 210518DB9<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    533000 | PA      | $438810.69    | 0.01%             | 2048-05-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Co                                                              | CONSUMERS ENERGY               | CUSIP: 210518DD5<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |   1044000 | PA      | $894197.91    | 0.01%             | 2049-04-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Co                                                              | CONSUMERS ENERGY               | CUSIP: 210518DE3<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |   1371000 | PA      | $1053431.50   | 0.01%             | 2050-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Co                                                              | CONSUMERS ENERGY               | CUSIP: 210518DF0<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |   1135000 | PA      | $779146.70    | 0.01%             | 2050-08-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Co                                                              | CONSUMERS ENERGY               | CUSIP: 210518DH6<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |   3156000 | PA      | $2344998.42   | 0.03%             | 2051-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Co                                                              | CONSUMERS ENERGY               | CUSIP: 210518DN3<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    555000 | PA      | $349113.16    | 0.00%             | 2052-08-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Continental Resources Inc/OK                                                     | CONTINENTAL RESO               | CUSIP: 212015AQ4<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |   1177000 | PA      | $959531.04    | 0.01%             | 2044-06-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                         | RABOBANK                       | CUSIP: 21684AAB2<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    809000 | PA      | $825498.48    | 0.01%             | 2043-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                         | RABOBANK                       | CUSIP: 21684AAD8<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   1946000 | PA      | $1861476.62   | 0.02%             | 2045-08-04      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                         | RABOBANK                       | CUSIP: 21685WCJ4<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   2204000 | PA      | $2221282.18   | 0.03%             | 2041-05-24      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial Inc                                                         | COREBRIDGE FIN                 | CUSIP: 21871XAK5<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |   1040000 | PA      | $903987.61    | 0.01%             | 2042-04-05      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial Inc                                                         | COREBRIDGE FIN                 | CUSIP: 21871XAM1<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |   2730000 | PA      | $2256599.41   | 0.03%             | 2052-04-05      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Corning Inc                                                                      | CORNING INC                    | CUSIP: 219350AV7<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |    953000 | PA      | $995216.47    | 0.01%             | 2040-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Corning Inc                                                                      | CORNING INC                    | CUSIP: 219350AW5<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |    985000 | PA      | $915620.53    | 0.01%             | 2042-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Corning Inc                                                                      | CORNING INC                    | CUSIP: 219350AX3<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |   1015000 | PA      | $993075.93    | 0.01%             | 2037-03-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Corning Inc                                                                      | CORNING INC                    | CUSIP: 219350BF1<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |    830000 | PA      | $686955.08    | 0.01%             | 2057-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Corning Inc                                                                      | CORNING INC                    | CUSIP: 219350BK0<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |    200000 | PA      | $193902.20    | 0.00%             | 2048-11-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Corning Inc                                                                      | CORNING INC                    | CUSIP: 219350BP9<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |    750000 | PA      | $589249.23    | 0.01%             | 2049-11-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Corning Inc                                                                      | CORNING INC                    | CUSIP: 219350BQ7<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |   1409000 | PA      | $1324009.56   | 0.02%             | 2079-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Cottage Health Obligated Group                                                   | COTTAGE HEALTH                 | CUSIP: 22170QAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    855000 | PA      | $607259.46    | 0.01%             | 2049-11-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                 | CROWN CASTLE INT               | CUSIP: 22822VAM3<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   1825000 | PA      | $1681283.51   | 0.02%             | 2049-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                 | CROWN CASTLE INT               | CUSIP: 22822VAP6<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    903000 | PA      | $692431.94    | 0.01%             | 2049-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                 | CROWN CASTLE INT               | CUSIP: 22822VAQ4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    520000 | PA      | $410655.10    | 0.00%             | 2050-07-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                 | CROWN CASTLE INT               | CUSIP: 22822VAU5<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   1441000 | PA      | $970601.81    | 0.01%             | 2051-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                 | CROWN CASTLE INT               | CUSIP: 22822VAX9<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   2902000 | PA      | $2120689.14   | 0.02%             | 2041-04-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Cummins Inc                                                                      | CUMMINS INC                    | CUSIP: 231021AQ9<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |    673000 | PA      | $649415.06    | 0.01%             | 2043-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Cummins Inc                                                                      | CUMMINS INC                    | CUSIP: 231021AS5<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |    945000 | PA      | $583977.60    | 0.01%             | 2050-09-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Cummins Inc                                                                      | CUMMINS INC                    | CUSIP: 231021AX4<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |    842000 | PA      | $837977.53    | 0.01%             | 2054-02-20      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| DH Europe Finance II Sarl                                                        | DH EUROPE                      | CUSIP: 23291KAJ4<br>LEI: 222100KDGL314CKTZ511 | Long             | DBT              | CORP              | LU        |    882000 | PA      | $721607.36    | 0.01%             | 2039-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| DH Europe Finance II Sarl                                                        | DH EUROPE                      | CUSIP: 23291KAK1<br>LEI: 222100KDGL314CKTZ511 | Long             | DBT              | CORP              | LU        |    838000 | PA      | $615465.89    | 0.01%             | 2049-11-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| DCP Midstream Operating LP                                                       | DCP MIDSTREAM OP               | CUSIP: 23311VAF4<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |    765000 | PA      | $740695.17    | 0.01%             | 2044-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| DR Horton Inc                                                                    | D.R. HORTON                    | CUSIP: 23331ABU2<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |   1027000 | PA      | $1064242.33   | 0.01%             | 2035-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co                                                                  | DTE ELECTRIC CO                | CUSIP: 23338VAA4<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    645000 | PA      | $541615.89    | 0.01%             | 2043-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co                                                                  | DTE ELECTRIC CO                | CUSIP: 23338VAD8<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    570000 | PA      | $491174.57    | 0.01%             | 2044-07-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co                                                                  | DTE ELECTRIC CO                | CUSIP: 23338VAE6<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |   1754000 | PA      | $1384628.32   | 0.02%             | 2045-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co                                                                  | DTE ELECTRIC CO                | CUSIP: 23338VAG1<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |   1017000 | PA      | $792681.66    | 0.01%             | 2047-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co                                                                  | DTE ELECTRIC CO                | CUSIP: 23338VAJ5<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |   1518000 | PA      | $1221801.05   | 0.01%             | 2049-03-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co                                                                  | DTE ELECTRIC CO                | CUSIP: 23338VAL0<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    762000 | PA      | $513331.51    | 0.01%             | 2050-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co                                                                  | DTE ELECTRIC CO                | CUSIP: 23338VAP1<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |   1534000 | PA      | $1076466.29   | 0.01%             | 2051-04-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co                                                                  | DTE ELECTRIC CO                | CUSIP: 23338VAT3<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    540000 | PA      | $534548.15    | 0.01%             | 2053-04-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co                                                                  | DTE ELECTRIC CO                | CUSIP: 23338VAZ9<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    955000 | PA      | $1003367.68   | 0.01%             | 2055-05-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Dallas County Hospital District                                                  | DALLAS HOSP-BAB-C              | CUSIP: 234667JL8<br>LEI: UQCNU7AEWLMSSOK7VW91 | Long             | DBT              | MUN               | US        |    525000 | PA      | $529105.24    | 0.01%             | 2044-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Dallas Fort Worth International Airport                                          | DALLAS-FORT WORTH-A            | CUSIP: 2350364W7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    955000 | PA      | $826060.29    | 0.01%             | 2038-11-01      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| Dallas Fort Worth International Airport                                          | DALLAS-FORT WORTH-A            | CUSIP: 2350364X5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    575000 | PA      | $441815.63    | 0.01%             | 2045-11-01      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| Dallas Fort Worth International Airport                                          | DALLAS-FORT WORTH-C            | CUSIP: 2350366Z8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    625000 | PA      | $510959.56    | 0.01%             | 2040-11-01      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| Dallas Fort Worth International Airport                                          | DALLAS-FORT WORTH-C            | CUSIP: 2350367A2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    800000 | PA      | $565845.60    | 0.01%             | 2050-11-01      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| Dallas Fort Worth International Airport                                          | DALLAS-FORT WORTH TX           | CUSIP: 2350368N3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    625000 | PA      | $455924.00    | 0.01%             | 2046-11-01      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| Dallas Fort Worth International Airport                                          | DALLAS-FORT WORTH-A            | CUSIP: 23503CAN7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    400000 | PA      | $351357.52    | 0.00%             | 2051-11-01      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| Dallas Fort Worth International Airport                                          | DALLAS-FORT WORTH-A            | CUSIP: 23503CAP2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    600000 | PA      | $499275.42    | 0.01%             | 2051-11-01      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| Dallas Area Rapid Transit                                                        | DALLAS RAPID TRN SR            | CUSIP: 235241LS3<br>LEI: 75YWM81F2R6UQGJIEW47 | Long             | DBT              | MUN               | US        |    795000 | PA      | $830141.07    | 0.01%             | 2044-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Dallas Area Rapid Transit                                                        | DALLAS AREA RAPID              | CUSIP: 235241LW4<br>LEI: 75YWM81F2R6UQGJIEW47 | Long             | DBT              | MUN               | US        |    790000 | PA      | $757317.38    | 0.01%             | 2048-12-01      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| Dallas Convention Center Hotel Development Corp                                  | DALLAS CONV CTR                | CUSIP: 235417AA0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    715000 | PA      | $806103.30    | 0.01%             | 2042-01-01      | Fixed         | 7.09%                 | No            |                  2 | On Loan: No      |
| Danaher Corp                                                                     | DANAHER CORP                   | CUSIP: 235851AR3<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | DBT              | CORP              | US        |    787000 | PA      | $692127.68    | 0.01%             | 2045-09-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Danaher Corp                                                                     | DANAHER CORP                   | CUSIP: 235851AV4<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | DBT              | CORP              | US        |   2005000 | PA      | $1248922.60   | 0.01%             | 2050-10-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Danaher Corp                                                                     | DANAHER CORP                   | CUSIP: 235851AW2<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | DBT              | CORP              | US        |   2185000 | PA      | $1403836.92   | 0.02%             | 2051-12-10      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Darden Restaurants Inc                                                           | DARDEN RESTAURAN               | CUSIP: 237194AM7<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | DBT              | CORP              | US        |    175000 | PA      | $145913.43    | 0.00%             | 2048-02-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Dartmouth-Hitchcock Health                                                       | DARTMOUTH-HITCH                | CUSIP: 23745QAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    729000 | PA      | $577418.55    | 0.01%             | 2048-08-01      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| Dayton Power & Light Co/The                                                      | DAYTON PWR & LT                | CUSIP: 240019BV0<br>LEI: 1ELKY8G44MKGCQWG6864 | Long             | DBT              | CORP              | US        |    813000 | PA      | $615833.44    | 0.01%             | 2049-06-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Deere & Co                                                                       | DEERE & CO                     | CUSIP: 244199BF1<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |   2494000 | PA      | $2156749.62   | 0.03%             | 2042-06-09      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Deere & Co                                                                       | DEERE & CO                     | CUSIP: 244199BG9<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |    979000 | PA      | $666845.14    | 0.01%             | 2049-09-07      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Deere & Co                                                                       | DEERE & CO                     | CUSIP: 244199BK0<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |   1776000 | PA      | $1406179.13   | 0.02%             | 2050-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Deere & Co                                                                       | DEERE & CO                     | CUSIP: 244199BM6<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |   1085000 | PA      | $1142163.57   | 0.01%             | 2055-01-19      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Koninklijke Ahold Delhaize NV                                                    | KONINKLIJKE                    | CUSIP: 24668PAE7<br>LEI: 724500C9GNBV20UYRX36 | Long             | DBT              | CORP              | NL        |   1120000 | PA      | $1164870.65   | 0.01%             | 2040-10-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                                                | DELL INT / EMC                 | CUSIP: 24703DBF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2317000 | PA      | $1777964.48   | 0.02%             | 2041-12-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                                                | DELL INT / EMC                 | CUSIP: 24703DBH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1619000 | PA      | $1137612.78   | 0.01%             | 2051-12-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                                                | DELL INT / EMC                 | CUSIP: 24703DBU4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2150000 | PA      | $2137591.50   | 0.03%             | 2036-02-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                                                | DIAMOND 1 FIN/DI               | CUSIP: 24703TAJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    823000 | PA      | $1002244.98   | 0.01%             | 2036-07-15      | Fixed         | 8.10%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                                                | DIAMOND 1 FIN/DI               | CUSIP: 24703TAK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1176000 | PA      | $1527720.07   | 0.02%             | 2046-07-15      | Fixed         | 8.35%                 | No            |                  2 | On Loan: No      |
| Delmarva Power & Light Co                                                        | DELMARVA PR & LT               | CUSIP: 247109BT7<br>LEI: NJ98T8DDD027ZFXUDB24 | Long             | DBT              | CORP              | US        |    843000 | PA      | $713883.37    | 0.01%             | 2045-05-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Devon Energy Corp                                                                | DEVON ENERGY                   | CUSIP: 25179MAL7<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |   1987000 | PA      | $1914806.11   | 0.02%             | 2041-07-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Devon Energy Corp                                                                | DEVON ENERGY                   | CUSIP: 25179MAU7<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |   2445000 | PA      | $2125953.44   | 0.02%             | 2045-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Devon Energy Corp                                                                | DEVON ENERGY                   | CUSIP: 25179MBH5<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |   1265000 | PA      | $1172865.30   | 0.01%             | 2054-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Diageo Capital PLC                                                               | DIAGEO CAP PLC                 | CUSIP: 25243YAH2<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |   1290000 | PA      | $1397917.87   | 0.02%             | 2036-09-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Diageo Capital PLC                                                               | DIAGEO CAP PLC                 | CUSIP: 25243YAV1<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |    980000 | PA      | $812480.18    | 0.01%             | 2043-04-29      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Diageo Investment Corp                                                           | DIAGEO INV CORP                | CUSIP: 25245BAA5<br>LEI: S4G8DPIPDVCF6CB81Z61 | Long             | DBT              | CORP              | US        |   1057000 | PA      | $922829.62    | 0.01%             | 2042-05-11      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy Inc                                                           | DIAMONDBACK ENER               | CUSIP: 25278XAQ2<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |   1175000 | PA      | $949415.19    | 0.01%             | 2051-03-24      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy Inc                                                           | DIAMONDBACK ENER               | CUSIP: 25278XAT6<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    972000 | PA      | $762629.63    | 0.01%             | 2052-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy Inc                                                           | DIAMONDBACK ENER               | CUSIP: 25278XBA6<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |   3085000 | PA      | $2966793.47   | 0.03%             | 2054-04-18      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy Inc                                                           | DIAMONDBACK ENER               | CUSIP: 25278XBB4<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |   2171000 | PA      | $2090996.98   | 0.02%             | 2064-04-18      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Dignity Health                                                                   | DIGNITY HEALTH                 | CUSIP: 254010AB7<br>LEI: TFVG45LTYVO3XKPZWP18 | Long             | DBT              | CORP              | US        |    750000 | PA      | $657902.99    | 0.01%             | 2042-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Dignity Health                                                                   | DIGNITY HEALTH                 | CUSIP: 254010AE1<br>LEI: TFVG45LTYVO3XKPZWP18 | Long             | DBT              | CORP              | US        |    530000 | PA      | $478826.50    | 0.01%             | 2064-11-01      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                                               | WALT DISNEY CO                 | CUSIP: 254687EB8<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    786000 | PA      | $892544.86    | 0.01%             | 2035-12-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                                               | WALT DISNEY CO                 | CUSIP: 254687EF9<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |   1593000 | PA      | $1758099.44   | 0.02%             | 2037-03-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                                               | WALT DISNEY CO                 | CUSIP: 254687EH5<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    445000 | PA      | $514058.80    | 0.01%             | 2037-11-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                                               | WALT DISNEY CO                 | CUSIP: 254687ER3<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    571000 | PA      | $630098.01    | 0.01%             | 2041-02-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                                               | WALT DISNEY CO                 | CUSIP: 254687ET9<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |   1889000 | PA      | $1916457.74   | 0.02%             | 2043-10-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                                               | WALT DISNEY CO                 | CUSIP: 254687EV4<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |   2177000 | PA      | $2016902.02   | 0.02%             | 2044-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                                               | WALT DISNEY CO                 | CUSIP: 254687FB7<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |   1867000 | PA      | $1710014.00   | 0.02%             | 2046-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                                               | WALT DISNEY CO                 | CUSIP: 254687FM3<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |   4454000 | PA      | $2871719.98   | 0.03%             | 2049-09-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                                               | WALT DISNEY CO                 | CUSIP: 254687FR2<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |   1007000 | PA      | $967982.51    | 0.01%             | 2040-03-23      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                                               | WALT DISNEY CO                 | CUSIP: 254687FS0<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    779000 | PA      | $710519.30    | 0.01%             | 2050-03-23      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                                               | WALT DISNEY CO                 | CUSIP: 254687FY7<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |   4649000 | PA      | $3897063.75   | 0.05%             | 2040-05-13      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                                               | WALT DISNEY CO                 | CUSIP: 254687FZ4<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |   2753000 | PA      | $2082741.18   | 0.02%             | 2051-01-13      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                                               | WALT DISNEY CO                 | CUSIP: 254687GA8<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |   2660000 | PA      | $1990759.19   | 0.02%             | 2060-05-13      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| TWDC Enterprises 18 Corp                                                         | WALT DISNEY CO                 | CUSIP: 25468PCR5<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |   1099000 | PA      | $958634.14    | 0.01%             | 2041-12-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| TWDC Enterprises 18 Corp                                                         | WALT DISNEY CO                 | CUSIP: 25468PCX2<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |   1147000 | PA      | $936261.88    | 0.01%             | 2042-12-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| TWDC Enterprises 18 Corp                                                         | WALT DISNEY CO                 | CUSIP: 25468PDB9<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |   1798000 | PA      | $1532117.40   | 0.02%             | 2044-06-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| TWDC Enterprises 18 Corp                                                         | WALT DISNEY CO                 | CUSIP: 25468PDN3<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |   1688000 | PA      | $1176426.59   | 0.01%             | 2046-07-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| District of Columbia Water & Sewer Authority                                     | DC WTR & SWR-A-TXBL            | CUSIP: 254845JZ4<br>LEI: 549300OT2FIJQJ5PSH71 | Long             | DBT              | MUN               | US        |    715000 | PA      | $626334.35    | 0.01%             | 2114-10-01      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| Dollar General Corp                                                              | DOLLAR GENERAL                 | CUSIP: 256677AH8<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |   1997000 | PA      | $1576158.82   | 0.02%             | 2050-04-03      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Dollar General Corp                                                              | DOLLAR GENERAL                 | CUSIP: 256677AM7<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |    400000 | PA      | $383625.24    | 0.00%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Dollar Tree Inc                                                                  | DOLLAR TREE                    | CUSIP: 256746AK4<br>LEI: 549300PMSTQITB1WHR43 | Long             | DBT              | CORP              | US        |    958000 | PA      | $643570.63    | 0.01%             | 2051-12-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                              | DOMINION RES                   | CUSIP: 25746UBQ1<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1069335.90   | 0.01%             | 2042-09-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                              | DOMINION RES                   | CUSIP: 25746UCC1<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   1836000 | PA      | $1614688.95   | 0.02%             | 2044-12-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                              | DOMINION ENERGY                | CUSIP: 25746UCZ0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    750000 | PA      | $633782.97    | 0.01%             | 2049-03-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                              | DOMINION ENERGY                | CUSIP: 25746UDK2<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   1659000 | PA      | $1263238.67   | 0.01%             | 2041-04-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                              | DOMINION ENERGY                | CUSIP: 25746UDQ9<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    729000 | PA      | $634018.35    | 0.01%             | 2052-08-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                              | DOMINION ENERGY                | CUSIP: 25746UEA3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1158743.37   | 0.01%             | 2056-02-15      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| Dover Corp                                                                       | DOVER CORP                     | CUSIP: 260003AF5<br>LEI: 549300FMC2ALGA7N9E80 | Long             | DBT              | CORP              | US        |    617000 | PA      | $645505.09    | 0.01%             | 2035-10-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Dover Corp                                                                       | DOVER CORP                     | CUSIP: 260003AK4<br>LEI: 549300FMC2ALGA7N9E80 | Long             | DBT              | CORP              | US        |   1048000 | PA      | $1052859.05   | 0.01%             | 2041-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co/The                                                              | DOW CHEMICAL CO                | CUSIP: 260543BY8<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    382000 | PA      | $498714.57    | 0.01%             | 2039-05-15      | Fixed         | 9.40%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co/The                                                              | DOW CHEMICAL CO                | CUSIP: 260543CE1<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |   2068000 | PA      | $1906612.85   | 0.02%             | 2041-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co/The                                                              | DOW CHEMICAL CO                | CUSIP: 260543CG6<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |   2113000 | PA      | $1723111.07   | 0.02%             | 2042-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co/The                                                              | DOW CHEMICAL CO                | CUSIP: 260543CR2<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    835000 | PA      | $760464.93    | 0.01%             | 2048-11-30      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co/The                                                              | DOW CHEMICAL CO                | CUSIP: 260543CV3<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |   1265000 | PA      | $1031689.02   | 0.01%             | 2049-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co/The                                                              | DOW CHEMICAL CO                | CUSIP: 260543DD2<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |   2777000 | PA      | $1880644.52   | 0.02%             | 2050-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co/The                                                              | DOW CHEMICAL CO                | CUSIP: 260543DH3<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |   1595000 | PA      | $1705092.18   | 0.02%             | 2053-05-15      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co/The                                                              | DOW CHEMICAL CO                | CUSIP: 260543DM2<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    660000 | PA      | $627402.12    | 0.01%             | 2055-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| DuPont de Nemours Inc                                                            | DOWDUPONT                      | CUSIP: 26078JAE0<br>LEI: 5493004JF0SDFLM8GD76 | Long             | DBT              | CORP              | US        |    872000 | PA      | $897882.69    | 0.01%             | 2038-11-15      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| DuPont de Nemours Inc                                                            | DOWDUPONT                      | CUSIP: 26078JAF7<br>LEI: 5493004JF0SDFLM8GD76 | Long             | DBT              | CORP              | US        |   2628000 | PA      | $2599377.44   | 0.03%             | 2048-11-15      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                                                             | DR PEPPER SNAPPL               | CUSIP: 26138EAT6<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |   1490000 | PA      | $1230197.31   | 0.01%             | 2045-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                                                             | DR PEPPER SNAPPL               | CUSIP: 26138EAY5<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    645000 | PA      | $523257.13    | 0.01%             | 2046-12-15      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| Duke Energy Indiana LLC                                                          | DUKE ENERGY IND                | CUSIP: 263901AA8<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |    971000 | PA      | $1078478.29   | 0.01%             | 2038-08-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Duke Energy Indiana LLC                                                          | DUKE ENERGY IND                | CUSIP: 263901AF7<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $934395.78    | 0.01%             | 2043-07-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                 | DUKE ENERGY COR                | CUSIP: 26441CAT2<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   1687000 | PA      | $1294571.51   | 0.02%             | 2046-09-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                 | DUKE ENERGY COR                | CUSIP: 26441CAY1<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   1217000 | PA      | $947099.73    | 0.01%             | 2047-08-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                 | DUKE ENERGY COR                | CUSIP: 26441CBF1<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    940000 | PA      | $753116.23    | 0.01%             | 2049-06-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                 | DUKE ENERGY COR                | CUSIP: 26441CBM6<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    751000 | PA      | $579443.59    | 0.01%             | 2041-06-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                 | DUKE ENERGY COR                | CUSIP: 26441CBN4<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $916569.56    | 0.01%             | 2051-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                 | DUKE ENERGY COR                | CUSIP: 26441CBU8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    955000 | PA      | $860494.42    | 0.01%             | 2052-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                 | DUKE ENERGY COR                | CUSIP: 26441CCA1<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    800000 | PA      | $842086.85    | 0.01%             | 2053-09-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                 | DUKE ENERGY COR                | CUSIP: 26441CCF0<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   1995000 | PA      | $2016982.89   | 0.02%             | 2054-06-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | DUKE ENERGY CAR                | CUSIP: 26442CAA2<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    887000 | PA      | $955925.89    | 0.01%             | 2037-06-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | DUKE ENERGY CAR                | CUSIP: 26442CAB0<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |   1555000 | PA      | $1682008.86   | 0.02%             | 2038-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | DUKE ENERGY CAR                | CUSIP: 26442CAE4<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |   1257000 | PA      | $1362613.48   | 0.02%             | 2038-04-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | DUKE ENERGY CAR                | CUSIP: 26442CAH7<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |   1297000 | PA      | $1317082.08   | 0.02%             | 2040-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | DUKE ENERGY CAR                | CUSIP: 26442CAM6<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |   1406000 | PA      | $1241753.72   | 0.01%             | 2041-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | DUKE ENERGY CAR                | CUSIP: 26442CAN4<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |   1555000 | PA      | $1319322.14   | 0.02%             | 2042-09-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | DUKE ENERGY CAR                | CUSIP: 26442CAP9<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    845000 | PA      | $671389.84    | 0.01%             | 2045-06-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | DUKE ENERGY CAR                | CUSIP: 26442CAR5<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    715000 | PA      | $576681.79    | 0.01%             | 2046-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | DUKE ENERGY CAR                | CUSIP: 26442CAT1<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    820000 | PA      | $629682.61    | 0.01%             | 2047-12-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | DUKE ENERGY CAR                | CUSIP: 26442CAU8<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |   1246000 | PA      | $998149.28    | 0.01%             | 2048-03-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | DUKE ENERGY CAR                | CUSIP: 26442CAZ7<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    770000 | PA      | $538264.45    | 0.01%             | 2049-08-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | DUKE ENERGY CAR                | CUSIP: 26442CBC7<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    830000 | PA      | $599548.73    | 0.01%             | 2051-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | DUKE ENERGY CAR                | CUSIP: 26442CBK9<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |   1423000 | PA      | $1394138.09   | 0.02%             | 2053-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | DUKE ENERGY CAR                | CUSIP: 26442CBL7<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    745000 | PA      | $739829.95    | 0.01%             | 2054-01-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Duke Energy Ohio Inc                                                             | DUKE ENERGY OHIO               | CUSIP: 26442EAE0<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |    269000 | PA      | $208477.39    | 0.00%             | 2046-06-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Duke Energy Ohio Inc                                                             | DUKE ENERGY OHIO               | CUSIP: 26442EAL4<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |    575000 | PA      | $575785.84    | 0.01%             | 2054-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                         | DUKE ENERGY PROG               | CUSIP: 26442RAD3<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |   2034000 | PA      | $1725031.73   | 0.02%             | 2044-12-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Duke University                                                                  | DUKE UNIVERSITY                | CUSIP: 26442TAF4<br>LEI: FY5ICUIRRDCHN4HHL592 | Long             | DBT              | CORP              | US        |    754000 | PA      | $555801.59    | 0.01%             | 2044-10-01      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| Duke University                                                                  | DUKE UNIVERSITY                | CUSIP: 26442TAG2<br>LEI: FY5ICUIRRDCHN4HHL592 | Long             | DBT              | CORP              | US        |    585000 | PA      | $379066.53    | 0.00%             | 2050-10-01      | Fixed         | 2.76%                 | No            |                  2 | On Loan: No      |
| Duke University                                                                  | DUKE UNIVERSITY                | CUSIP: 26442TAH0<br>LEI: FY5ICUIRRDCHN4HHL592 | Long             | DBT              | CORP              | US        |    912000 | PA      | $580393.64    | 0.01%             | 2055-10-01      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                         | DUKE ENERGY PROG               | CUSIP: 26442UAB0<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |   1584000 | PA      | $1343020.91   | 0.02%             | 2045-08-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                         | DUKE ENERGY PROG               | CUSIP: 26442UAE4<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    942000 | PA      | $713909.99    | 0.01%             | 2047-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                         | DUKE ENERGY PROG               | CUSIP: 26442UAK0<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    632000 | PA      | $378541.06    | 0.00%             | 2050-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                         | DUKE ENERGY PROG               | CUSIP: 26442UAM6<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |   1350000 | PA      | $864603.97    | 0.01%             | 2051-08-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                         | DUKE ENERGY PROG               | CUSIP: 26442UAP9<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |   1017000 | PA      | $803605.94    | 0.01%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                         | DUKE ENERGY PROG               | CUSIP: 26442UAR5<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |   1382000 | PA      | $1345984.34   | 0.02%             | 2053-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                         | DUKE ENERGY PROG               | CUSIP: 26442UAV6<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |   1525000 | PA      | $1531724.46   | 0.02%             | 2055-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Duke University Health System Inc                                                | DUKE UNI HEALTH                | CUSIP: 26443CAA1<br>LEI: SYIJ9BNVFR17R33OPQ57 | Long             | DBT              | CORP              | US        |    985000 | PA      | $796076.54    | 0.01%             | 2047-06-01      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| Duke Energy Indiana LLC                                                          | DUKE ENERGY IND                | CUSIP: 26443TAA4<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |    885000 | PA      | $697341.76    | 0.01%             | 2046-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Duke Energy Indiana LLC                                                          | DUKE ENERGY IND                | CUSIP: 26443TAB2<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |    930000 | PA      | $648624.20    | 0.01%             | 2049-10-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Duke Energy Indiana LLC                                                          | DUKE ENERGY IND                | CUSIP: 26443TAC0<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |    948000 | PA      | $601441.18    | 0.01%             | 2050-04-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Duke Energy Indiana LLC                                                          | DUKE ENERGY IND                | CUSIP: 26443TAD8<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |    500000 | PA      | $488284.65    | 0.01%             | 2053-04-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                          | DUKE ENERGY FLA                | CUSIP: 26444HAA9<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |   1127000 | PA      | $833443.25    | 0.01%             | 2046-10-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                          | DUKE ENERGY FLA                | CUSIP: 26444HAF8<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    997000 | PA      | $818403.10    | 0.01%             | 2048-07-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                          | DUKE ENERGY FLA                | CUSIP: 26444HAL5<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |   1065000 | PA      | $697118.13    | 0.01%             | 2051-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                          | DUKE ENERGY FLA                | CUSIP: 26444HAR2<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |   1385000 | PA      | $1514501.16   | 0.02%             | 2053-11-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| EOG Resources Inc                                                                | EOG RESOURCES IN               | CUSIP: 26875PAT8<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    998000 | PA      | $908385.83    | 0.01%             | 2050-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| EOG Resources Inc                                                                | EOG RESOURCES IN               | CUSIP: 26875PAW1<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    790000 | PA      | $791588.44    | 0.01%             | 2054-12-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| EOG Resources Inc                                                                | EOG RESOURCES IN               | CUSIP: 26875PAZ4<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |   2450000 | PA      | $2516079.48   | 0.03%             | 2036-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| EOG Resources Inc                                                                | EOG RESOURCES IN               | CUSIP: 26875PBA8<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    725000 | PA      | $758406.43    | 0.01%             | 2055-07-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ERP Operating LP                                                                 | ERP OPERATING LP               | CUSIP: 26884ABB8<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |    477000 | PA      | $422825.95    | 0.00%             | 2044-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ERP Operating LP                                                                 | ERP OPERATING LP               | CUSIP: 26884ABH5<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |    647000 | PA      | $522403.46    | 0.01%             | 2047-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| East Bay Municipal Utility District Water System Revenue                         | E BAY MUD-BABS-SUB             | CUSIP: 271014TU6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    700000 | PA      | $747468.54    | 0.01%             | 2040-06-01      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| Eastern Energy Gas Holdings LLC                                                  | EASTERN ENERGY                 | CUSIP: 27636AAA0<br>LEI: 549300BFOD6TDMVV4O24 | Long             | DBT              | CORP              | US        |   1675000 | PA      | $1648968.36   | 0.02%             | 2054-10-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Eastern Energy Gas Holdings LLC                                                  | EASTERN ENERGY                 | CUSIP: 27636AAC6<br>LEI: 549300BFOD6TDMVV4O24 | Long             | DBT              | CORP              | US        |    650000 | PA      | $682368.61    | 0.01%             | 2055-01-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Eastern Gas Transmission & Storage Inc                                           | EASTERN GAS TRAN               | CUSIP: 276480AF7<br>LEI: H2VQBNB3NSKRM5QWBI71 | Long             | DBT              | CORP              | US        |    500000 | PA      | $449544.81    | 0.01%             | 2043-11-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Eastman Chemical Co                                                              | EASTMAN CHEMICAL               | CUSIP: 277432AL4<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |    861000 | PA      | $762740.06    | 0.01%             | 2042-09-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Eastman Chemical Co                                                              | EASTMAN CHEMICAL               | CUSIP: 277432AP5<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |   1512000 | PA      | $1291230.28   | 0.02%             | 2044-10-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Eaton Corp                                                                       | EATON CORP                     | CUSIP: 278062AE4<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |   1473000 | PA      | $1301452.26   | 0.02%             | 2042-11-02      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Eaton Corp                                                                       | EATON CORP                     | CUSIP: 278062AF1<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |   1013000 | PA      | $823459.14    | 0.01%             | 2047-09-15      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| Eaton Corp                                                                       | EATON CORP                     | CUSIP: 278062AJ3<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3661.60      | 0.00%             | 2052-08-23      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| eBay Inc                                                                         | EBAY INC                       | CUSIP: 278642AF0<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |   1251000 | PA      | $1043879.76   | 0.01%             | 2042-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| eBay Inc                                                                         | EBAY INC                       | CUSIP: 278642AZ6<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |   1265000 | PA      | $946111.46    | 0.01%             | 2051-05-10      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Ecolab Inc                                                                       | ECOLAB INC                     | CUSIP: 278865BG4<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    980000 | PA      | $546172.79    | 0.01%             | 2050-08-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Ecolab Inc                                                                       | ECOLAB INC                     | CUSIP: 278865BN9<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |   1534000 | PA      | $968016.65    | 0.01%             | 2051-12-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| El Paso Electric Co                                                              | EL PASO ELEC CO                | CUSIP: 283677AZ5<br>LEI: OZ8GM8L4AHPKSWZMW205 | Long             | DBT              | CORP              | US        |    410000 | PA      | $361849.75    | 0.00%             | 2044-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Energy Partners LP                                                 | EL PASO PIPELINE               | CUSIP: 28370TAF6<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    660000 | PA      | $581055.94    | 0.01%             | 2042-11-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Electronic Arts Inc                                                              | ELECTRONIC ARTS                | CUSIP: 285512AF6<br>LEI: 549300O7A67PUEYKDL45 | Long             | DBT              | CORP              | US        |   1145000 | PA      | $991190.17    | 0.01%             | 2051-02-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | ELEVANCE HEALTH                | CUSIP: 28622HAC5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   1684000 | PA      | $1537708.59   | 0.02%             | 2053-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Embraer Netherlands Finance BV                                                   | EMBRAER NL FINAN               | CUSIP: 29082HAF9<br>LEI: 724500PBR8LR26XBSP67 | Long             | DBT              | CORP              | NL        |   1190000 | PA      | $1184616.96   | 0.01%             | 2038-01-09      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Emerson Electric Co                                                              | EMERSON ELECTRIC               | CUSIP: 291011BS2<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |   2919000 | PA      | $1873558.42   | 0.02%             | 2051-12-21      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Emera US Finance LP                                                              | EMERA US FINANCE               | CUSIP: 29103DAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1377000 | PA      | $1188345.22   | 0.01%             | 2046-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Emory University                                                                 | EMORY UNIVERSITY               | CUSIP: 29157TAE6<br>LEI: 95MD72NUUVZ3P8PQ6919 | Long             | DBT              | CORP              | US        |    675000 | PA      | $452338.41    | 0.01%             | 2050-09-01      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANS                   | CUSIP: 292480AJ9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    699000 | PA      | $618963.41    | 0.01%             | 2044-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ovintiv Inc                                                                      | ENCANA CORP                    | CUSIP: 292505AE4<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |   1268000 | PA      | $1341895.39   | 0.02%             | 2037-08-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Ovintiv Inc                                                                      | ENCANA CORP                    | CUSIP: 292505AG9<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |   1060000 | PA      | $1115065.50   | 0.01%             | 2038-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                     | ENBRIDGE INC                   | CUSIP: 29250NAJ4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   1107000 | PA      | $948043.44    | 0.01%             | 2044-06-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                     | ENBRIDGE INC                   | CUSIP: 29250NAM7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    967000 | PA      | $956938.42    | 0.01%             | 2046-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                     | ENBRIDGE INC                   | CUSIP: 29250NBE4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   4080000 | PA      | $2793329.45   | 0.03%             | 2051-08-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                     | ENBRIDGE INC                   | CUSIP: 29250NBZ7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   1087000 | PA      | $1214370.32   | 0.01%             | 2053-11-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                     | ENBRIDGE INC                   | CUSIP: 29250NCD5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   2346000 | PA      | $2408498.21   | 0.03%             | 2054-04-05      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Enbridge Energy Partners LP                                                      | ENBRIDGE ENERGY                | CUSIP: 29250RAT3<br>LEI: CZ6VG2MNE1J6YDI02G48 | Long             | DBT              | CORP              | US        |    805000 | PA      | $800815.38    | 0.01%             | 2040-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Enbridge Energy Partners LP                                                      | ENBRIDGE ENERGY                | CUSIP: 29250RAX4<br>LEI: CZ6VG2MNE1J6YDI02G48 | Long             | DBT              | CORP              | US        |    990000 | PA      | $1165159.85   | 0.01%             | 2045-10-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Iberdrola International BV                                                       | IBERDROLA INTL                 | CUSIP: 29266MAF6<br>LEI: 549300ZMLFJKWC63XN87 | Long             | DBT              | CORP              | NL        |    821000 | PA      | $931477.09    | 0.01%             | 2036-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANSFER                | CUSIP: 29273RAF6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    963000 | PA      | $1052457.20   | 0.01%             | 2036-10-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANSFER                | CUSIP: 29273RAJ8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    970000 | PA      | $1127146.33   | 0.01%             | 2038-07-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANSFER                | CUSIP: 29273RAP4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1789000 | PA      | $1825952.08   | 0.02%             | 2041-06-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANSFER                | CUSIP: 29273RAR0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1580000 | PA      | $1677104.27   | 0.02%             | 2042-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANSFER                | CUSIP: 29273RAT6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    754000 | PA      | $684296.52    | 0.01%             | 2043-02-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANSFER                | CUSIP: 29273RAZ2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    995000 | PA      | $982949.95    | 0.01%             | 2043-10-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANSFER                | CUSIP: 29273RBF5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1031000 | PA      | $926403.57    | 0.01%             | 2045-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANSFER                | CUSIP: 29273RBJ7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    866000 | PA      | $873510.65    | 0.01%             | 2045-12-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANSFER                | CUSIP: 29273RBL2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1590000 | PA      | $1437127.65   | 0.02%             | 2047-04-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANS                   | CUSIP: 29273VAW0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   3340000 | PA      | $3239807.05   | 0.04%             | 2054-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANS                   | CUSIP: 29273VBB5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   2308000 | PA      | $2271956.40   | 0.03%             | 2054-09-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANS                   | CUSIP: 29273VBF6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    982000 | PA      | $987856.66    | 0.01%             | 2055-04-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANSFER                | CUSIP: 29278NAD5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    840000 | PA      | $854855.96    | 0.01%             | 2038-06-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANSFER                | CUSIP: 29278NAE3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1361000 | PA      | $1342008.09   | 0.02%             | 2048-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANSFER                | CUSIP: 29278NAR4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   2079000 | PA      | $1780055.57   | 0.02%             | 2050-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANSFER                | CUSIP: 29279FAA7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   5066000 | PA      | $5113084.10   | 0.06%             | 2049-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Entergy Corp                                                                     | ENTERGY CORP                   | CUSIP: 29364GAK9<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |   1010000 | PA      | $743010.12    | 0.01%             | 2050-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                                            | ENTERGY LA LLC                 | CUSIP: 29364WAV0<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |   1491000 | PA      | $1374000.91   | 0.02%             | 2045-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                                            | ENTERGY LA LLC                 | CUSIP: 29364WBB3<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    969000 | PA      | $795937.06    | 0.01%             | 2048-09-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                                            | ENTERGY LA LLC                 | CUSIP: 29364WBC1<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    851000 | PA      | $690501.67    | 0.01%             | 2050-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                                            | ENTERGY LA LLC                 | CUSIP: 29364WBD9<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |   1401000 | PA      | $897856.55    | 0.01%             | 2051-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                                            | ENTERGY LA LLC                 | CUSIP: 29364WBL1<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |   1025000 | PA      | $911213.10    | 0.01%             | 2052-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                                            | ENTERGY LA LLC                 | CUSIP: 29364WBN7<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |   1535000 | PA      | $1549588.85   | 0.02%             | 2054-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                                            | ENTERGY LA LLC                 | CUSIP: 29364WBQ0<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1743802.36   | 0.02%             | 2055-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Entergy Texas Inc                                                                | ENTERGY TEXAS                  | CUSIP: 29365TAH7<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |    720000 | PA      | $668722.80    | 0.01%             | 2039-03-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Entergy Texas Inc                                                                | ENTERGY TEXAS                  | CUSIP: 29365TAJ3<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |    976000 | PA      | $707701.98    | 0.01%             | 2049-09-30      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Entergy Texas Inc                                                                | ENTERGY TEXAS                  | CUSIP: 29365TAN4<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |    920000 | PA      | $932708.82    | 0.01%             | 2053-09-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Entergy Arkansas LLC                                                             | ENTERGY ARKANSAS               | CUSIP: 29366MAA6<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |    762000 | PA      | $623606.31    | 0.01%             | 2049-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Entergy Arkansas LLC                                                             | ENTERGY ARKANSAS               | CUSIP: 29366MAB4<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |   1215000 | PA      | $736853.38    | 0.01%             | 2051-06-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Entergy Arkansas LLC                                                             | ENTERGY ARKANSAS               | CUSIP: 29366MAC2<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |    887000 | PA      | $615341.50    | 0.01%             | 2052-06-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Entergy Mississippi LLC                                                          | ENTERGY MISSISSI               | CUSIP: 29366WAA4<br>LEI: 54930043I78H35DVVW89 | Long             | DBT              | CORP              | US        |    847000 | PA      | $656266.20    | 0.01%             | 2049-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Entergy Mississippi LLC                                                          | ENTERGY MISSISSI               | CUSIP: 29366WAE6<br>LEI: 54930043I78H35DVVW89 | Long             | DBT              | CORP              | US        |    800000 | PA      | $819465.29    | 0.01%             | 2054-06-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Entergy Mississippi LLC                                                          | ENTERGY MISSISSI               | CUSIP: 29366WAG1<br>LEI: 54930043I78H35DVVW89 | Long             | DBT              | CORP              | US        |    928000 | PA      | $950720.05    | 0.01%             | 2055-04-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | ENTERPRISE PRODU               | CUSIP: 29379VAG8<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    950000 | PA      | $1026794.30   | 0.01%             | 2039-10-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | ENTERPRISE PRODU               | CUSIP: 29379VAM5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    980000 | PA      | $1176597.79   | 0.01%             | 2038-04-15      | Fixed         | 7.55%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | ENTERPRISE PRODU               | CUSIP: 29379VAV5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    865000 | PA      | $889050.37    | 0.01%             | 2042-02-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | ENTERPRISE PRODU               | CUSIP: 29379VAW3<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   1465000 | PA      | $1361314.89   | 0.02%             | 2042-08-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | ENTERPRISE PRODU               | CUSIP: 29379VAY9<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    998000 | PA      | $882340.24    | 0.01%             | 2043-02-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | ENTERPRISE PRODU               | CUSIP: 29379VBA0<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    873000 | PA      | $803944.30    | 0.01%             | 2044-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | ENTERPRISE PRODU               | CUSIP: 29379VBC6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   2800000 | PA      | $2659640.03   | 0.03%             | 2045-02-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | ENTERPRISE PRODU               | CUSIP: 29379VBF9<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   1997000 | PA      | $1797023.23   | 0.02%             | 2054-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | ENTERPRISE PRODU               | CUSIP: 29379VBJ1<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    987000 | PA      | $906196.11    | 0.01%             | 2046-05-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | ENTERPRISE PRODU               | CUSIP: 29379VBQ5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   2125000 | PA      | $1768897.87   | 0.02%             | 2048-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | ENTERPRISE PRODU               | CUSIP: 29379VBU6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    974000 | PA      | $870558.74    | 0.01%             | 2049-02-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | ENTERPRISE PRODU               | CUSIP: 29379VBW2<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   2195000 | PA      | $1791819.18   | 0.02%             | 2050-01-31      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | ENTERPRISE PRODU               | CUSIP: 29379VBY8<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    900000 | PA      | $669527.32    | 0.01%             | 2051-01-31      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | ENTERPRISE PRODU               | CUSIP: 29379VBZ5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   2200000 | PA      | $1641531.62   | 0.02%             | 2060-01-31      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | ENTERPRISE PRODU               | CUSIP: 29379VCA9<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   2524000 | PA      | $1710591.18   | 0.02%             | 2052-02-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | ENTERPRISE PRODU               | CUSIP: 29379VCB7<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   2171000 | PA      | $1475309.86   | 0.02%             | 2053-02-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | ENTERPRISE PRODU               | CUSIP: 29379VCH4<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   2865000 | PA      | $2832365.53   | 0.03%             | 2055-02-16      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | ENTERPRISE PRODU               | CUSIP: 29379VCL5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   1450000 | PA      | $1473991.79   | 0.02%             | 2036-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Equinix Inc                                                                      | EQUINIX INC                    | CUSIP: 29444UBJ4<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |   1086000 | PA      | $709599.91    | 0.01%             | 2050-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Equinix Inc                                                                      | EQUINIX INC                    | CUSIP: 29444UBT2<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |   1035000 | PA      | $722008.64    | 0.01%             | 2052-02-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                      | EQUINOR ASA                    | CUSIP: 29446MAC6<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |   1873000 | PA      | $1341896.15   | 0.02%             | 2049-11-18      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                      | EQUINOR ASA                    | CUSIP: 29446MAG7<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    955000 | PA      | $813327.75    | 0.01%             | 2040-04-06      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                      | EQUINOR ASA                    | CUSIP: 29446MAH5<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |   2098000 | PA      | $1630819.07   | 0.02%             | 2050-04-06      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Essential Utilities Inc                                                          | ESSENTIAL UTIL                 | CUSIP: 29670GAE2<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |   1329000 | PA      | $905833.08    | 0.01%             | 2050-04-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Essential Utilities Inc                                                          | ESSENTIAL UTIL                 | CUSIP: 29670GAG7<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |    959000 | PA      | $892530.09    | 0.01%             | 2052-05-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Essential Properties LP                                                          | ESSENTIAL PROPER               | CUSIP: 29670VAB5<br>LEI: 254900XX9FNFCDE1NX02 | Long             | DBT              | CORP              | US        |    300000 | PA      | $301027.32    | 0.00%             | 2035-12-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Essex Portfolio LP                                                               | ESSEX PORTFOLIO                | CUSIP: 29717PAS6<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |    486000 | PA      | $421953.02    | 0.00%             | 2048-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Essex Portfolio LP                                                               | ESSEX PORTFOLIO                | CUSIP: 29717PAX5<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |    599000 | PA      | $364863.46    | 0.00%             | 2050-09-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Estee Lauder Cos Inc/The                                                         | ESTEE LAUDER CO                | CUSIP: 29736RAC4<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |    778000 | PA      | $847495.50    | 0.01%             | 2037-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Estee Lauder Cos Inc/The                                                         | ESTEE LAUDER CO                | CUSIP: 29736RAG5<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |    375000 | PA      | $317341.02    | 0.00%             | 2045-06-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Estee Lauder Cos Inc/The                                                         | ESTEE LAUDER CO                | CUSIP: 29736RAK6<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |    505000 | PA      | $408254.10    | 0.00%             | 2047-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Estee Lauder Cos Inc/The                                                         | ESTEE LAUDER CO                | CUSIP: 29736RAM2<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |    885000 | PA      | $588186.68    | 0.01%             | 2049-12-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: 298785DV5<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | N/A       |    763000 | PA      | $805670.97    | 0.01%             | 2036-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Everest Reinsurance Holdings Inc                                                 | EVEREST RE HLDGS               | CUSIP: 299808AF2<br>LEI: 254900P29PM5UJR3VU91 | Long             | DBT              | CORP              | US        |    765000 | PA      | $695565.53    | 0.01%             | 2044-06-01      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Everest Reinsurance Holdings Inc                                                 | EVEREST RE HLDGS               | CUSIP: 299808AH8<br>LEI: 254900P29PM5UJR3VU91 | Long             | DBT              | CORP              | US        |    995000 | PA      | $702516.50    | 0.01%             | 2050-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Everest Reinsurance Holdings Inc                                                 | EVEREST RE HLDGS               | CUSIP: 299808AJ4<br>LEI: 254900P29PM5UJR3VU91 | Long             | DBT              | CORP              | US        |    965000 | PA      | $622928.75    | 0.01%             | 2052-10-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Evergy Kansas Central Inc                                                        | EVERGY KANSAS                  | CUSIP: 30036FAA9<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |    557000 | PA      | $397309.57    | 0.00%             | 2050-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                                | EVERSOURCE ENERG               | CUSIP: 30040WAH1<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |   1515000 | PA      | $1094242.29   | 0.01%             | 2050-01-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Generation LLC                                              | EXELON GENERATIO               | CUSIP: 30161MAG8<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    955000 | PA      | $1036040.21   | 0.01%             | 2039-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Generation LLC                                              | EXELON GENERATIO               | CUSIP: 30161MAN3<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |   1356000 | PA      | $1372991.37   | 0.02%             | 2042-06-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                                                      | EXELON CORP                    | CUSIP: 30161NAS0<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    958000 | PA      | $892988.33    | 0.01%             | 2045-06-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                                                      | EXELON CORP                    | CUSIP: 30161NAY7<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |   2297000 | PA      | $1986348.61   | 0.02%             | 2050-04-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                                                      | EXELON CO                      | CUSIP: 30161NBH3<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    510000 | PA      | $398416.14    | 0.00%             | 2052-03-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                                                      | EXELON CO                      | CUSIP: 30161NBL4<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |   1260000 | PA      | $1233596.53   | 0.01%             | 2053-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                                                      | EXELON CO                      | CUSIP: 30161NBS9<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    462000 | PA      | $471238.81    | 0.01%             | 2055-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of Korea                                                      | EXP-IMP BK KOREA               | CUSIP: 302154DK2<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    845000 | PA      | $616482.40    | 0.01%             | 2041-06-29      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp                                                                 | EXXON MOBIL CORP               | CUSIP: 30231GAN2<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    969000 | PA      | $772771.39    | 0.01%             | 2045-03-06      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp                                                                 | EXXON MOBIL CORP               | CUSIP: 30231GAW2<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |   2632000 | PA      | $2233609.33   | 0.03%             | 2046-03-01      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp                                                                 | EXXON MOBIL CORP               | CUSIP: 30231GAY8<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |   1818000 | PA      | $1454075.29   | 0.02%             | 2039-08-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp                                                                 | EXXON MOBIL CORP               | CUSIP: 30231GAZ5<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |   2095000 | PA      | $1455977.73   | 0.02%             | 2049-08-16      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp                                                                 | EXXON MOBIL CORP               | CUSIP: 30231GBF8<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |   4072000 | PA      | $3730127.51   | 0.04%             | 2040-03-19      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp                                                                 | EXXON MOBIL CORP               | CUSIP: 30231GBG6<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |   4535000 | PA      | $3890363.70   | 0.05%             | 2050-03-19      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp                                                                 | EXXON MOBIL CORP               | CUSIP: 30231GBM3<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |   4309000 | PA      | $3156068.08   | 0.04%             | 2051-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| FMC Corp                                                                         | FMC CORP                       | CUSIP: 302491AV7<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |    827000 | PA      | $634490.68    | 0.01%             | 2049-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                               | META PLATFORMS                 | CUSIP: 30303M8J4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   3982000 | PA      | $3416489.79   | 0.04%             | 2052-08-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                               | META PLATFORMS                 | CUSIP: 30303M8K1<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   1784000 | PA      | $1528784.04   | 0.02%             | 2062-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                               | META PLATFORMS                 | CUSIP: 30303M8Q8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   4912000 | PA      | $4975116.95   | 0.06%             | 2053-05-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                               | META PLATFORMS                 | CUSIP: 30303M8R6<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   2742000 | PA      | $2813945.01   | 0.03%             | 2063-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                               | META PLATFORMS                 | CUSIP: 30303M8V7<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   5005000 | PA      | $4947508.26   | 0.06%             | 2054-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                               | META PLATFORMS                 | CUSIP: 30303M8W5<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   4072000 | PA      | $4041982.03   | 0.05%             | 2064-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Fairfax Financial Holdings Ltd                                                   | FAIRFAX FINL HLD               | CUSIP: 303901BR2<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |   2010000 | PA      | $2125488.62   | 0.02%             | 2054-03-22      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Fairfax Financial Holdings Ltd                                                   | FAIRFAX FINL HLD               | CUSIP: 303901BW1<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |    400000 | PA      | $430241.04    | 0.01%             | 2055-05-20      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp                                                  | FREDDIE MAC                    | CUSIP: 3128X75U4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |    240000 | PA      | $130156.80    | 0.00%             | 2038-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                                          | FED HOME LN BANK               | CUSIP: 3133XFJ49<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |    900000 | PA      | $991731.60    | 0.01%             | 2036-03-14      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                                          | FED HOME LN BANK               | CUSIP: 3133XGAY0<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   2805000 | PA      | $3078229.44   | 0.04%             | 2036-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | FANNIE MAE                     | CUSIP: 31359MEB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |    930000 | PA      | $1083038.94   | 0.01%             | 2038-08-06      | Fixed         | 6.21%                 | No            |                  2 | On Loan: No      |
| Federal Realty OP LP                                                             | FEDERAL RLTY OP                | CUSIP: 313747AV9<br>LEI: 549300LI6XZ51GOCJ427 | Long             | DBT              | CORP              | US        |    855000 | PA      | $753782.00    | 0.01%             | 2044-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | FANNIE MAE                     | CUSIP: 31398AFD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |   3391000 | PA      | $3744050.57   | 0.04%             | 2037-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                                                       | FEDEX CORP                     | CUSIP: 31428XCN4<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    985000 | PA      | $735937.09    | 0.01%             | 2041-05-15      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| FedEx Corp                                                                       | FEDEX CORP                     | CUSIP: 31428XCR5<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |   1323000 | PA      | $1202800.92   | 0.01%             | 2044-01-15      | Fixed         | 5.10%                 | Yes           |                  2 | On Loan: No      |
| FedEx Corp                                                                       | FEDEX CORP                     | CUSIP: 31428XCS3<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |   1088000 | PA      | $860978.55    | 0.01%             | 2045-02-01      | Fixed         | 4.10%                 | Yes           |                  2 | On Loan: No      |
| FedEx Corp                                                                       | FEDEX CORP                     | CUSIP: 31428XCT1<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |   1223000 | PA      | $1061787.45   | 0.01%             | 2045-11-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| FedEx Corp                                                                       | FEDEX CORP                     | CUSIP: 31428XCU8<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |   2253000 | PA      | $1897104.83   | 0.02%             | 2046-04-01      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| FedEx Corp                                                                       | FEDEX CORP                     | CUSIP: 31428XCV6<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |   2454000 | PA      | $2008477.94   | 0.02%             | 2047-01-15      | Fixed         | 4.40%                 | Yes           |                  2 | On Loan: No      |
| FedEx Corp                                                                       | FEDEX CORP                     | CUSIP: 31428XCX2<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |   1656000 | PA      | $1436213.03   | 0.02%             | 2048-10-17      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| FedEx Corp                                                                       | FEDEX CORP                     | CUSIP: 31428XCY0<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |   2430000 | PA      | $2227361.00   | 0.03%             | 2050-05-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Fidelity National Information Services Inc                                       | FIDELITY NATIONA               | CUSIP: 31620MAU0<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |    816000 | PA      | $685059.30    | 0.01%             | 2046-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fidelity National Information Services Inc                                       | FIDELITY NATL IN               | CUSIP: 31620MBU9<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |    870000 | PA      | $655176.84    | 0.01%             | 2041-03-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Fidelity National Financial Inc                                                  | FIDELITY NATL FI               | CUSIP: 31620RAL9<br>LEI: 549300CAZYIH39SYQ287 | Long             | DBT              | CORP              | US        |    725000 | PA      | $465093.26    | 0.01%             | 2051-09-17      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                              | FIFTH THIRD BANK               | CUSIP: 316773CH1<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    378000 | PA      | $467709.57    | 0.01%             | 2038-03-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Fiserv Inc                                                                       | FISERV INC                     | CUSIP: 337738AV0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   4870000 | PA      | $4018778.94   | 0.05%             | 2049-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Corp                                                                 | FIRSTENERGY CORP               | CUSIP: 337932AM9<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |   1745000 | PA      | $1215962.83   | 0.01%             | 2050-03-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                         | FLORIDA PWR & LT               | CUSIP: 341081EV5<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    933000 | PA      | $991021.50    | 0.01%             | 2037-02-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                         | FLORIDA PWR & LT               | CUSIP: 341081FA0<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    911000 | PA      | $989866.25    | 0.01%             | 2038-02-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                         | FLORIDA PWR & LT               | CUSIP: 341081FB8<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    960000 | PA      | $1037714.80   | 0.01%             | 2039-04-01      | Fixed         | 5.96%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                         | FLORIDA PWR & LT               | CUSIP: 341081FC6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    964000 | PA      | $1016581.23   | 0.01%             | 2040-03-01      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                         | FLORIDA PWR & LT               | CUSIP: 341081FD4<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    990000 | PA      | $993657.10    | 0.01%             | 2041-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                         | FLORIDA PWR & LT               | CUSIP: 341081FF9<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    970000 | PA      | $845468.96    | 0.01%             | 2042-02-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                         | FLORIDA POWER &                | CUSIP: 341081FG7<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    999000 | PA      | $863345.02    | 0.01%             | 2042-06-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                         | FLORIDA POWER &                | CUSIP: 341081FL6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    762000 | PA      | $642193.89    | 0.01%             | 2044-10-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                         | FLORIDA POWER &                | CUSIP: 341081FP7<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |   1074000 | PA      | $837448.82    | 0.01%             | 2047-12-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                         | FLORIDA POWER &                | CUSIP: 341081FQ5<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |   1013000 | PA      | $823317.05    | 0.01%             | 2048-03-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                         | FLORIDA POWER &                | CUSIP: 341081FR3<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    675000 | PA      | $559463.28    | 0.01%             | 2048-06-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                         | FLORIDA POWER &                | CUSIP: 341081FU6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |   1115000 | PA      | $901845.50    | 0.01%             | 2049-03-01      | Fixed         | 3.99%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                         | FLORIDA POWER &                | CUSIP: 341081FX0<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |   1102000 | PA      | $767804.04    | 0.01%             | 2049-10-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                         | FLORIDA POWER &                | CUSIP: 341081GE1<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |   2629000 | PA      | $1701360.86   | 0.02%             | 2051-12-04      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                         | FLORIDA POWER &                | CUSIP: 341081GM3<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |   1587000 | PA      | $1556330.28   | 0.02%             | 2053-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                         | FLORIDA POWER &                | CUSIP: 341081GV3<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    935000 | PA      | $956240.07    | 0.01%             | 2054-06-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                         | FLORIDA POWER &                | CUSIP: 341081GY7<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    704000 | PA      | $730431.18    | 0.01%             | 2055-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                         | FLORIDA POWER &                | CUSIP: 341081GZ4<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    545000 | PA      | $573646.30    | 0.01%             | 2065-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                          | FLORIDA PWR CORP               | CUSIP: 341099CH0<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |   1291000 | PA      | $1435174.03   | 0.02%             | 2037-09-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                          | FLORIDA PWR CORP               | CUSIP: 341099CL1<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    847000 | PA      | $950940.67    | 0.01%             | 2038-06-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                          | FLORIDA PWR CORP               | CUSIP: 341099CN7<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |   1026000 | PA      | $1069490.03   | 0.01%             | 2040-04-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Foothill-Eastern Transportation Corridor Agency                                  | FOOTHILL ESTRN TRANSP          | CUSIP: 345105JE1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1165000 | PA      | $936949.50    | 0.01%             | 2049-01-15      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| Ford Foundation/The                                                              | FORD FOUNDATION                | CUSIP: 34531XAC8<br>LEI: 54930013YZ3DULPNNT44 | Long             | DBT              | CORP              | US        |    209000 | PA      | $120804.17    | 0.00%             | 2070-06-01      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| Ford Motor Co                                                                    | FORD MOTOR CO                  | CUSIP: 345370CQ1<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |   3993000 | PA      | $3183806.58   | 0.04%             | 2043-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Ford Motor Co                                                                    | FORD MOTOR CO                  | CUSIP: 345370CS7<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |   1631000 | PA      | $1375196.37   | 0.02%             | 2046-12-08      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| Fortive Corp                                                                     | FORTIVE CORP                   | CUSIP: 34959JAH1<br>LEI: 549300MU9YQJYHDQEF63 | Long             | DBT              | CORP              | US        |    821000 | PA      | $691327.01    | 0.01%             | 2046-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Fortune Brands Innovations Inc                                                   | FORTUNE BRANDS H               | CUSIP: 34964CAG1<br>LEI: 54930032LHW54PQUJD44 | Long             | DBT              | CORP              | US        |    915000 | PA      | $750491.60    | 0.01%             | 2052-03-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fox Corp                                                                         | FOX CORP                       | CUSIP: 35137LAJ4<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |   2517000 | PA      | $2527028.04   | 0.03%             | 2039-01-25      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| Fox Corp                                                                         | FOX CORP                       | CUSIP: 35137LAK1<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |    921000 | PA      | $896660.46    | 0.01%             | 2049-01-25      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| Orange SA                                                                        | FRANCE TELECOM                 | CUSIP: 35177PAX5<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |    625000 | PA      | $623525.33    | 0.01%             | 2042-01-13      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Franciscan Missionaries of Our Lady Health System Inc                            | FRANCISCAN HEALT               | CUSIP: 351837AA7<br>LEI: 254900OPFK0OOKZFLV35 | Long             | DBT              | CORP              | US        |    790000 | PA      | $604577.94    | 0.01%             | 2049-07-01      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| Franklin Resources Inc                                                           | FRANKLIN RES INC               | CUSIP: 354613AM3<br>LEI: RIFQSET379FOGTEFKS80 | Long             | DBT              | CORP              | US        |   1110000 | PA      | $707462.78    | 0.01%             | 2051-08-12      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc                                                             | FREEPORT-MC C&G                | CUSIP: 35671DBC8<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |   2703000 | PA      | $2598980.52   | 0.03%             | 2043-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| GATX Corp                                                                        | GATX CORP                      | CUSIP: 361448BH5<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |   1649000 | PA      | $1063869.15   | 0.01%             | 2051-06-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| GATX Corp                                                                        | GATX CORP                      | CUSIP: 361448BR3<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |   1136000 | PA      | $1177818.81   | 0.01%             | 2054-06-05      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| GE Capital International Funding Co Unlimited Co                                 | GE CAPITAL INTL                | CUSIP: 36164QNA2<br>LEI: 549300G6UZOB126GBY72 | Long             | DBT              | CORP              | IE        |   2755000 | PA      | $2697686.38   | 0.03%             | 2035-11-15      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| GLP Capital LP / GLP Financing II Inc                                            | GLP CAP/FIN II                 | CUSIP: 361841AU3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    890000 | PA      | $893997.49    | 0.01%             | 2054-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GLP Capital LP / GLP Financing II Inc                                            | GLP CAP/FIN II                 | CUSIP: 361841AW9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    800000 | PA      | $794837.81    | 0.01%             | 2037-11-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Haleon US Capital LLC                                                            | GSK CONSUMER                   | CUSIP: 36264FAN1<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |   1396000 | PA      | $1112546.60   | 0.01%             | 2052-03-24      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies Inc                                                   | GE HEALTHCARE                  | CUSIP: 36267VAM5<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |   1567000 | PA      | $1727833.96   | 0.02%             | 2052-11-22      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co                                                          | ARTHUR J GALLAGH               | CUSIP: 363576AB5<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |   1267000 | PA      | $895981.57    | 0.01%             | 2051-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| General Dynamics Corp                                                            | GENERAL DYNAMICS               | CUSIP: 369550AT5<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |   1085000 | PA      | $887521.01    | 0.01%             | 2042-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| General Dynamics Corp                                                            | GENERAL DYNAMICS               | CUSIP: 369550BH0<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |   2019000 | PA      | $1845973.30   | 0.02%             | 2040-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| General Electric Co                                                              | GENERAL ELECTRIC               | CUSIP: 369604BY8<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |    170000 | PA      | $148451.34    | 0.00%             | 2050-05-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| General Electric Co                                                              | GENERAL ELECTRIC               | CUSIP: 369604CA9<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1013487.78   | 0.01%             | 2036-01-29      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| General Electric Co                                                              | GENERAL ELECTRIC               | CUSIP: 36962G3P7<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |   1676000 | PA      | $1824022.99   | 0.02%             | 2038-01-14      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| General Electric Co                                                              | GENERAL ELECTRIC               | CUSIP: 36962G4B7<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |   1555000 | PA      | $1843036.39   | 0.02%             | 2039-01-10      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| General Mills Inc                                                                | GENERAL MILLS IN               | CUSIP: 370334CP7<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |   1369000 | PA      | $893979.05    | 0.01%             | 2051-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                                                | GENERAL MOTORS                 | CUSIP: 37045VAF7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |   3691000 | PA      | $3754963.49   | 0.04%             | 2043-10-02      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                                                | GENERAL MOTORS C               | CUSIP: 37045VAJ9<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |   2119000 | PA      | $1906147.02   | 0.02%             | 2045-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                                                | GENERAL MOTORS C               | CUSIP: 37045VAK6<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |   1046000 | PA      | $1128152.30   | 0.01%             | 2036-04-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                                                | GENERAL MOTORS C               | CUSIP: 37045VAL4<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    556000 | PA      | $595063.84    | 0.01%             | 2046-04-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                                                | GENERAL MOTORS C               | CUSIP: 37045VAP5<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |   2200000 | PA      | $2106426.92   | 0.02%             | 2038-04-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                                                | GENERAL MOTORS C               | CUSIP: 37045VAQ3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    951000 | PA      | $867318.17    | 0.01%             | 2048-04-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                                                | GENERAL MOTORS C               | CUSIP: 37045VAT7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |   3890000 | PA      | $3791067.23   | 0.04%             | 2049-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| George Washington University/The                                                 | GEORGE WASHINGTO               | CUSIP: 372546AT8<br>LEI: 5493002S4P5IVD462L47 | Long             | DBT              | CORP              | US        |   1236000 | PA      | $1065992.89   | 0.01%             | 2044-09-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| George Washington University/The                                                 | GEORGE WASHINGTO               | CUSIP: 372546AU5<br>LEI: 5493002S4P5IVD462L47 | Long             | DBT              | CORP              | US        |    750000 | PA      | $696724.68    | 0.01%             | 2045-09-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| George Washington University/The                                                 | GEORGE WASHINGTO               | CUSIP: 372546AW1<br>LEI: 5493002S4P5IVD462L47 | Long             | DBT              | CORP              | US        |    855000 | PA      | $705178.82    | 0.01%             | 2048-09-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Georgetown University/The                                                        | GEORGETOWN UNIV                | CUSIP: 37310PAB7<br>LEI: 549300GCL3B0KVXSX752 | Long             | DBT              | CORP              | US        |    550000 | PA      | $491978.54    | 0.01%             | 2118-10-01      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Georgetown University/The                                                        | GEORGETOWN UNIV                | CUSIP: 37310PAC5<br>LEI: 549300GCL3B0KVXSX752 | Long             | DBT              | CORP              | US        |    743000 | PA      | $624485.52    | 0.01%             | 2049-04-01      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| Georgetown University/The                                                        | GEORGETOWN UNIV                | CUSIP: 37310PAD3<br>LEI: 549300GCL3B0KVXSX752 | Long             | DBT              | CORP              | US        |    737000 | PA      | $484361.95    | 0.01%             | 2050-04-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co                                                                 | GEORGIA POWER                  | CUSIP: 373334JS1<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    982000 | PA      | $937378.13    | 0.01%             | 2040-09-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co                                                                 | GEORGIA POWER                  | CUSIP: 373334JW2<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |   1185000 | PA      | $1046152.77   | 0.01%             | 2042-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co                                                                 | GEORGIA POWER                  | CUSIP: 373334KA8<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    821000 | PA      | $718071.85    | 0.01%             | 2043-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co                                                                 | GEORGIA POWER                  | CUSIP: 373334KN0<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |   1210000 | PA      | $922478.61    | 0.01%             | 2050-01-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co                                                                 | GEORGIA POWER                  | CUSIP: 373334KP5<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    930000 | PA      | $649193.70    | 0.01%             | 2051-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co                                                                 | GEORGIA POWER                  | CUSIP: 373334LD1<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    750000 | PA      | $747593.08    | 0.01%             | 2055-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                                              | GILEAD SCIENCES                | CUSIP: 375558AS2<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    948000 | PA      | $991679.38    | 0.01%             | 2041-12-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                                              | GILEAD SCIENCES                | CUSIP: 375558AX1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    994000 | PA      | $927582.67    | 0.01%             | 2044-04-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                                              | GILEAD SCIENCES                | CUSIP: 375558BA0<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |   3698000 | PA      | $3307796.29   | 0.04%             | 2045-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                                              | GILEAD SCIENCES                | CUSIP: 375558BD4<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |   4583000 | PA      | $4214147.78   | 0.05%             | 2046-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                                              | GILEAD SCIENCES                | CUSIP: 375558BJ1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |   2126000 | PA      | $1976700.24   | 0.02%             | 2036-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                                              | GILEAD SCIENCES                | CUSIP: 375558BK8<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    875000 | PA      | $737841.05    | 0.01%             | 2047-03-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                                              | GILEAD SCIENCES                | CUSIP: 375558BS1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |   3246000 | PA      | $2382437.58   | 0.03%             | 2040-10-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                                              | GILEAD SCIENCES                | CUSIP: 375558BT9<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |   3248000 | PA      | $2096524.65   | 0.02%             | 2050-10-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                                              | GILEAD SCIENCES                | CUSIP: 375558CA9<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |   1175000 | PA      | $1186414.40   | 0.01%             | 2053-10-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                                              | GILEAD SCIENCES                | CUSIP: 375558CD3<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    775000 | PA      | $780115.50    | 0.01%             | 2054-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                                              | GILEAD SCIENCES                | CUSIP: 375558CE1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |   1255000 | PA      | $1270115.20   | 0.01%             | 2064-11-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| GlaxoSmithKline Capital Inc                                                      | GLAXOSMITHKLINE                | CUSIP: 377372AE7<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |   3606000 | PA      | $4053612.27   | 0.05%             | 2038-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| GlaxoSmithKline Capital Inc                                                      | GLAXOSMITHKLINE                | CUSIP: 377372AJ6<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |    957000 | PA      | $841203.82    | 0.01%             | 2043-03-18      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Global Payments Inc                                                              | GLOBAL PAY INC                 | CUSIP: 37940XAC6<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   1573000 | PA      | $1200449.04   | 0.01%             | 2049-08-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Global Payments Inc                                                              | GLOBAL PAY INC                 | CUSIP: 37940XAR3<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   1439000 | PA      | $1414045.30   | 0.02%             | 2052-08-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Golden State Tobacco Securitization Corp                                         | GOLDEN ST TOBACCO -B           | CUSIP: 38122NB68<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    800000 | PA      | $626147.76    | 0.01%             | 2042-06-01      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| Golden State Tobacco Securitization Corp                                         | GOLDEN ST TOBACCO -B           | CUSIP: 38122NB76<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    685000 | PA      | $612483.23    | 0.01%             | 2046-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Golden State Tobacco Securitization Corp                                         | GOLDEN ST TOBACCO-A1           | CUSIP: 38122ND41<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $425476.70    | 0.00%             | 2036-06-01      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| Golden State Tobacco Securitization Corp                                         | GOLDEN ST TOBACCO-A1           | CUSIP: 38122ND58<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    750000 | PA      | $588317.33    | 0.01%             | 2041-06-01      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| Golden State Tobacco Securitization Corp                                         | GOLDEN ST TOBACCO-A1           | CUSIP: 38122ND66<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1450000 | PA      | $1074589.93   | 0.01%             | 2050-06-01      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| Golden State Tobacco Securitization Corp                                         | GOLDEN ST TOBACCO SEC          | CUSIP: 38122NZX3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $838609.30    | 0.01%             | 2038-06-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: 38141EC31<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1417000 | PA      | $1315004.01   | 0.02%             | 2044-07-08      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: 38141GB86<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   7750000 | PA      | $7864860.52   | 0.09%             | 2045-11-19      | Variable      | 5.56%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: 38141GC51<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2919000 | PA      | $3027561.82   | 0.04%             | 2056-01-28      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: 38141GFD1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   9537000 | PA      | $10678109.05  | 0.13%             | 2037-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: 38141GGM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   3338000 | PA      | $3667267.45   | 0.04%             | 2041-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: 38141GVS0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1033000 | PA      | $944863.09    | 0.01%             | 2045-10-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: 38141GXA7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1414000 | PA      | $1307211.34   | 0.02%             | 2039-04-23      | Variable      | 4.41%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: 38141GYC2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   5095000 | PA      | $3935499.70   | 0.05%             | 2042-04-22      | Variable      | 3.21%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: 38141GZN7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   3422000 | PA      | $2695724.87   | 0.03%             | 2043-02-24      | Variable      | 3.44%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: 38143YAC7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    761000 | PA      | $836704.50    | 0.01%             | 2036-05-01      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: 38148LAF3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1970000 | PA      | $1851440.41   | 0.02%             | 2045-05-22      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: 38148YAA6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   6300000 | PA      | $5642190.09   | 0.07%             | 2038-10-31      | Variable      | 4.02%                 | No            |                  2 | On Loan: No      |
| WW Grainger Inc                                                                  | WW GRAINGER INC                | CUSIP: 384802AB0<br>LEI: 549300TWZSP6O1IH2V34 | Long             | DBT              | CORP              | US        |   1090000 | PA      | $991616.98    | 0.01%             | 2045-06-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| WW Grainger Inc                                                                  | WW GRAINGER INC                | CUSIP: 384802AC8<br>LEI: 549300TWZSP6O1IH2V34 | Long             | DBT              | CORP              | US        |    874000 | PA      | $695608.94    | 0.01%             | 2046-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| WW Grainger Inc                                                                  | WW GRAINGER INC                | CUSIP: 384802AD6<br>LEI: 549300TWZSP6O1IH2V34 | Long             | DBT              | CORP              | US        |    871000 | PA      | $733996.46    | 0.01%             | 2047-05-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Grand Parkway Transportation Corp                                                | GRAND PARKWAY-E                | CUSIP: 38611TAV9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    725000 | PA      | $729824.37    | 0.01%             | 2042-10-01      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| Grand Parkway Transportation Corp                                                | GRAND PARKWAY TRANSPR          | CUSIP: 38611TDL8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $1409223.20   | 0.02%             | 2052-10-01      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| Grupo Televisa SAB                                                               | GRUPO TELEVISA                 | CUSIP: 40049JAZ0<br>LEI: 549300O4AF0C816ILN62 | Long             | DBT              | CORP              | MX        |    637000 | PA      | $584966.01    | 0.01%             | 2040-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Grupo Televisa SAB                                                               | GRUPO TELEVISA                 | CUSIP: 40049JBA4<br>LEI: 549300O4AF0C816ILN62 | Long             | DBT              | CORP              | MX        |   1230000 | PA      | $857389.24    | 0.01%             | 2045-05-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Grupo Televisa SAB                                                               | GRUPO TELEVISA                 | CUSIP: 40049JBC0<br>LEI: 549300O4AF0C816ILN62 | Long             | DBT              | CORP              | MX        |   1500000 | PA      | $1208096.99   | 0.01%             | 2046-01-31      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Grupo Televisa SAB                                                               | GRUPO TELEVISA                 | CUSIP: 40049JBE6<br>LEI: 549300O4AF0C816ILN62 | Long             | DBT              | CORP              | MX        |    976000 | PA      | $690153.53    | 0.01%             | 2049-05-24      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA INC                        | CUSIP: 404119BV0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   2940000 | PA      | $2807063.14   | 0.03%             | 2047-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA INC                        | CUSIP: 404119BY4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    958000 | PA      | $921796.23    | 0.01%             | 2039-06-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA INC                        | CUSIP: 404119BZ1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   2861000 | PA      | $2611324.61   | 0.03%             | 2049-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA INC                        | CUSIP: 404119CB3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   2517000 | PA      | $1722736.65   | 0.02%             | 2051-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA INC                        | CUSIP: 404119CL1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   4440000 | PA      | $3664254.64   | 0.04%             | 2052-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA INC                        | CUSIP: 404119CR8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   2154000 | PA      | $2127027.29   | 0.02%             | 2053-06-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA INC                        | CUSIP: 404119CV9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1819000 | PA      | $1822686.26   | 0.02%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA INC                        | CUSIP: 404119CW7<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1770000 | PA      | $1776770.94   | 0.02%             | 2064-04-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA INC                        | CUSIP: 404119DC0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   2195000 | PA      | $2266266.59   | 0.03%             | 2055-03-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA INC                        | CUSIP: 404121AL9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   2885000 | PA      | $2875867.15   | 0.03%             | 2054-09-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Healthpeak OP LLC                                                                | HEALTHPEAK OP                  | CUSIP: 40414LAE9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    650000 | PA      | $721233.80    | 0.01%             | 2041-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HLDGS PLC                 | CUSIP: 404280AH2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1937000 | PA      | $2110728.65   | 0.02%             | 2037-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                  | CUSIP: 404280AM1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1500000 | PA      | $1632787.14   | 0.02%             | 2042-01-14      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                  | CUSIP: 404280AQ2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   3040000 | PA      | $2963969.48   | 0.03%             | 2044-03-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                  | CUSIP: 404280DL0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   3139000 | PA      | $3390699.07   | 0.04%             | 2036-05-02      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                  | CUSIP: 404280DM8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   2165000 | PA      | $2325262.91   | 0.03%             | 2037-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                  | CUSIP: 404280DN6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    920000 | PA      | $1026366.85   | 0.01%             | 2038-06-01      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                  | CUSIP: 404280DW6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   4160000 | PA      | $4570420.73   | 0.05%             | 2044-03-09      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA/New York NY                                                     | HSBC BANK USA NA               | CUSIP: 4042Q1AB3<br>LEI: 1IE8VN30JCEQV1H4R804 | Long             | DBT              | CORP              | US        |    845000 | PA      | $880946.23    | 0.01%             | 2035-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Hackensack Meridian Health Inc                                                   | HACKENSACK MERID               | CUSIP: 404530AA5<br>LEI: 5493001CB3OCWTEJY668 | Long             | DBT              | CORP              | US        |   1482000 | PA      | $1264933.68   | 0.01%             | 2057-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Hackensack Meridian Health Inc                                                   | HACKENSACK MERID               | CUSIP: 404530AC1<br>LEI: 5493001CB3OCWTEJY668 | Long             | DBT              | CORP              | US        |    925000 | PA      | $660537.24    | 0.01%             | 2041-09-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| Hackensack Meridian Health Inc                                                   | HACKENSACK MERID               | CUSIP: 404530AD9<br>LEI: 5493001CB3OCWTEJY668 | Long             | DBT              | CORP              | US        |    800000 | PA      | $517105.95    | 0.01%             | 2050-09-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Halliburton Co                                                                   | HALLIBURTON CO                 | CUSIP: 406216AW1<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |   2356000 | PA      | $2640948.58   | 0.03%             | 2038-09-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Halliburton Co                                                                   | HALLIBURTON CO                 | CUSIP: 406216BA8<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |   1080000 | PA      | $956386.88    | 0.01%             | 2041-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Halliburton Co                                                                   | HALLIBURTON CO                 | CUSIP: 406216BE0<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |   2251000 | PA      | $2016002.89   | 0.02%             | 2043-08-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Halliburton Co                                                                   | HALLIBURTON CO                 | CUSIP: 406216BJ9<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |   3155000 | PA      | $3107448.41   | 0.04%             | 2035-11-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Halliburton Co                                                                   | HALLIBURTON CO                 | CUSIP: 406216BK6<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |   3299000 | PA      | $3002294.30   | 0.04%             | 2045-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Harley-Davidson Inc                                                              | HARLEY-DAVIDSON                | CUSIP: 412822AE8<br>LEI: ZDNAWZWXIKMWI51R2A08 | Long             | DBT              | CORP              | US        |   1135000 | PA      | $922891.94    | 0.01%             | 2045-07-28      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| L3Harris Technologies Inc                                                        | HARRIS CORP                    | CUSIP: 413875AT2<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    560000 | PA      | $539290.05    | 0.01%             | 2045-04-27      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Hartford Financial Services Group Inc/The                                        | HARTFORD INSUR                 | CUSIP: 416515AP9<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |    613000 | PA      | $651015.94    | 0.01%             | 2041-10-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Hartford Financial Services Group Inc/The                                        | HARTFORD INSUR                 | CUSIP: 416515AS3<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |   1031000 | PA      | $1109606.54   | 0.01%             | 2036-10-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Hartford Financial Services Group Inc/The                                        | HARTFORD INSUR                 | CUSIP: 416515BB9<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |   1142000 | PA      | $994380.04    | 0.01%             | 2043-04-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Hartford Financial Services Group Inc/The                                        | HARTFORD INSUR                 | CUSIP: 416515BF0<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |   1567000 | PA      | $1181486.44   | 0.01%             | 2049-08-19      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Hartford Financial Services Group Inc/The                                        | HARTFORD INSUR                 | CUSIP: 416518AD0<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $649402.82    | 0.01%             | 2051-09-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Hartford HealthCare Corp                                                         | HARTFORD HLTHCAR               | CUSIP: 41652PAC3<br>LEI: 549300W3L482NUDOFF24 | Long             | DBT              | CORP              | US        |   1085000 | PA      | $792742.25    | 0.01%             | 2054-07-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Hasbro Inc                                                                       | HASBRO INC                     | CUSIP: 418056AS6<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |    644000 | PA      | $672446.81    | 0.01%             | 2040-03-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Hasbro Inc                                                                       | HASBRO INC                     | CUSIP: 418056AU1<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |    817000 | PA      | $725798.44    | 0.01%             | 2044-05-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Welltower OP LLC                                                                 | HEALTH CARE REIT               | CUSIP: 42217KAX4<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |    720000 | PA      | $805080.59    | 0.01%             | 2041-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Hershey Co/The                                                                   | HERSHEY COMPANY                | CUSIP: 427866BB3<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |   2033000 | PA      | $1398774.30   | 0.02%             | 2049-11-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Hess Corp                                                                        | HESS CORP                      | CUSIP: 42809HAC1<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |   1156000 | PA      | $1257201.86   | 0.01%             | 2040-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Hess Corp                                                                        | HESS CORP                      | CUSIP: 42809HAD9<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |   2367000 | PA      | $2456858.94   | 0.03%             | 2041-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Hess Corp                                                                        | HESS CORP                      | CUSIP: 42809HAH0<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    465000 | PA      | $483863.21    | 0.01%             | 2047-04-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| HP Inc                                                                           | HEWLETT-PACK CO                | CUSIP: 428236BR3<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |   1839000 | PA      | $1900439.95   | 0.02%             | 2041-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co                                                    | HP ENTERPRISE                  | CUSIP: 42824CAY5<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |   2086000 | PA      | $2195044.63   | 0.03%             | 2045-10-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co                                                    | HP ENTERPRISE                  | CUSIP: 42824CBW8<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |   3927000 | PA      | $3756960.54   | 0.04%             | 2054-10-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Hoag Memorial Hospital Presbyterian                                              | HOAG MEMORIAL                  | CUSIP: 43371HAA1<br>LEI: FZFVQHQN7LISVXIZDB30 | Long             | DBT              | CORP              | US        |    995000 | PA      | $766790.02    | 0.01%             | 2052-07-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                 | CUSIP: 437076AS1<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   4131000 | PA      | $4496003.50   | 0.05%             | 2036-12-16      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                 | CUSIP: 437076AU6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   1738000 | PA      | $1789339.58   | 0.02%             | 2040-09-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                 | CUSIP: 437076AV4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    980000 | PA      | $1055311.14   | 0.01%             | 2041-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                 | CUSIP: 437076BA9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   1205000 | PA      | $1049580.35   | 0.01%             | 2043-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                 | CUSIP: 437076BD3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   2056000 | PA      | $1950892.22   | 0.02%             | 2044-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                 | CUSIP: 437076BF8<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   1897000 | PA      | $1672731.08   | 0.02%             | 2045-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                 | CUSIP: 437076BH4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   3472000 | PA      | $2982248.59   | 0.04%             | 2046-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                 | CUSIP: 437076BP6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    928000 | PA      | $663322.57    | 0.01%             | 2056-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                 | CUSIP: 437076BS0<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   2021000 | PA      | $1634198.56   | 0.02%             | 2047-06-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                 | CUSIP: 437076BX9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    510000 | PA      | $448829.62    | 0.01%             | 2048-12-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                 | CUSIP: 437076BZ4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   2571000 | PA      | $1782266.32   | 0.02%             | 2049-12-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                 | CUSIP: 437076CC4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   2275000 | PA      | $1863966.83   | 0.02%             | 2040-04-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                 | CUSIP: 437076CD2<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   2676000 | PA      | $1931613.52   | 0.02%             | 2050-04-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                 | CUSIP: 437076CG5<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   1322000 | PA      | $770737.67    | 0.01%             | 2051-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                 | CUSIP: 437076CQ3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   1983000 | PA      | $1484745.64   | 0.02%             | 2052-04-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                 | CUSIP: 437076CT7<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    989000 | PA      | $922206.81    | 0.01%             | 2052-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                 | CUSIP: 437076DF6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   1271000 | PA      | $1244438.47   | 0.01%             | 2054-06-25      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                 | CUSIP: 437076DG4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   1407000 | PA      | $1388830.45   | 0.02%             | 2064-06-25      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc                                                      | HONEYWELL INTL                 | CUSIP: 438516AR7<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |   1480000 | PA      | $1576279.95   | 0.02%             | 2036-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc                                                      | HONEYWELL INTL                 | CUSIP: 438516BB1<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    465000 | PA      | $479945.57    | 0.01%             | 2041-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc                                                      | HONEYWELL INTL                 | CUSIP: 438516BS4<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |   1295000 | PA      | $1018020.30   | 0.01%             | 2047-11-21      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc                                                      | HONEYWELL INTL                 | CUSIP: 438516CT1<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |   3110000 | PA      | $2991786.06   | 0.04%             | 2054-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc                                                      | HONEYWELL INTL                 | CUSIP: 438516CU8<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    780000 | PA      | $749673.13    | 0.01%             | 2064-03-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Hormel Foods Corp                                                                | HORMEL FOODS CRP               | CUSIP: 440452AJ9<br>LEI: MSD54751OJP1FS2ND863 | Long             | DBT              | CORP              | US        |   1040000 | PA      | $695960.10    | 0.01%             | 2051-06-03      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| NY Society for Relief of Ruptured & Crippled Maintaining Hosp Special Surgery    | HOSPITAL SPE SUR               | CUSIP: 44107HAF9<br>LEI: 549300U0XV0GGBTV6I72 | Long             | DBT              | CORP              | US        |    290000 | PA      | $178779.18    | 0.00%             | 2050-10-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| City of Houston TX                                                               | HOUSTON TX-TXBL                | CUSIP: 4423313K8<br>LEI: 549300C64URYS0WQQY42 | Long             | DBT              | MUN               | US        |   1135000 | PA      | $974266.29    | 0.01%             | 2047-03-01      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| Howard University                                                                | HOWARD UNIV                    | CUSIP: 442851BH3<br>LEI: 5493000EDHIQDJSTOF89 | Long             | DBT              | CORP              | US        |    725000 | PA      | $644027.16    | 0.01%             | 2052-10-01      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                                                       | HUMANA INC                     | CUSIP: 444859BB7<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    409000 | PA      | $354217.06    | 0.00%             | 2042-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                                                       | HUMANA INC                     | CUSIP: 444859BE1<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |   1606000 | PA      | $1429843.81   | 0.02%             | 2044-10-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                                                       | HUMANA INC                     | CUSIP: 444859BG6<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    890000 | PA      | $759070.34    | 0.01%             | 2047-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                                                       | HUMANA INC                     | CUSIP: 444859BL5<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    505000 | PA      | $374356.08    | 0.00%             | 2049-08-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                                                       | HUMANA INC                     | CUSIP: 444859CB6<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1622417.75   | 0.02%             | 2054-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                                                       | HUMANA INC                     | CUSIP: 444859CC4<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $989921.53    | 0.01%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Hungary Government International Bond                                            | HUNGARY                        | CUSIP: 445545AF3<br>LEI: N/A                  | Long             | DBT              | NUSS              | HU        |   2650000 | PA      | $3135487.31   | 0.04%             | 2041-03-29      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| IBM International Capital Pte Ltd                                                | IBM INT CAPITAL                | CUSIP: 449276AG9<br>LEI: 2549007KTXQQBYZO7485 | Long             | DBT              | CORP              | SG        |   1073000 | PA      | $1027019.07   | 0.01%             | 2054-02-05      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Idaho Energy Resources Authority                                                 | ID ENERGY RESOURCES            | CUSIP: 451174AX4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    400000 | PA      | $281314.00    | 0.00%             | 2046-09-01      | Fixed         | 2.86%                 | No            |                  2 | On Loan: No      |
| Idaho Power Co                                                                   | IDAHO POWER CO                 | CUSIP: 45138LBF9<br>LEI: TN0LL73P2C8X3W6KM391 | Long             | DBT              | CORP              | US        |    561000 | PA      | $464565.85    | 0.01%             | 2048-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Idaho Power Co                                                                   | IDAHO POWER CO                 | CUSIP: 45138LBH5<br>LEI: TN0LL73P2C8X3W6KM391 | Long             | DBT              | CORP              | US        |   1160000 | PA      | $1145799.58   | 0.01%             | 2053-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Idaho Power Co                                                                   | IDAHO POWER CO                 | CUSIP: 45138LBJ1<br>LEI: TN0LL73P2C8X3W6KM391 | Long             | DBT              | CORP              | US        |    985000 | PA      | $1012713.60   | 0.01%             | 2054-04-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Illinois Tool Works Inc                                                          | ILLINOIS TOOL WK               | CUSIP: 452308AQ2<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | DBT              | CORP              | US        |   1248000 | PA      | $1210380.46   | 0.01%             | 2041-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Illinois Tool Works Inc                                                          | ILLINOIS TOOL WK               | CUSIP: 452308AR0<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | DBT              | CORP              | US        |   1653000 | PA      | $1409769.80   | 0.02%             | 2042-09-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Indiana Michigan Power Co                                                        | IND MICH POWER                 | CUSIP: 454889AQ9<br>LEI: JHR9V15J0ZRG02MIRD06 | Long             | DBT              | CORP              | US        |    890000 | PA      | $775040.66    | 0.01%             | 2046-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Indiana Michigan Power Co                                                        | IND MICH POWER                 | CUSIP: 454889AR7<br>LEI: JHR9V15J0ZRG02MIRD06 | Long             | DBT              | CORP              | US        |    804000 | PA      | $613097.05    | 0.01%             | 2047-07-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Indiana Michigan Power Co                                                        | IND MICH POWER                 | CUSIP: 454889AU0<br>LEI: JHR9V15J0ZRG02MIRD06 | Long             | DBT              | CORP              | US        |    869000 | PA      | $585314.47    | 0.01%             | 2051-05-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Indiana Finance Authority                                                        | INDIANA FIN AUTH-TXBL          | CUSIP: 45506ECL5<br>LEI: 549300PS0PAS7NDSSI20 | Long             | DBT              | MUN               | US        |    900000 | PA      | $660269.61    | 0.01%             | 2051-01-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Indiana University Health Inc Obligated Group                                    | INDIANA UNIV                   | CUSIP: 455170AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1145000 | PA      | $928088.47    | 0.01%             | 2048-11-01      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Indiana University Health Inc Obligated Group                                    | INDIANA UNIV                   | CUSIP: 455170AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1045000 | PA      | $671177.90    | 0.01%             | 2051-11-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                          | INDONESIA (REP)                | CUSIP: 455780CE4<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |   2930000 | PA      | $2532705.54   | 0.03%             | 2048-01-11      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                          | INDONESIA (REP)                | CUSIP: 455780CJ3<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |   1097000 | PA      | $1094575.35   | 0.01%             | 2049-02-11      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                          | INDONESIA (REP)                | CUSIP: 455780CN4<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |   1495000 | PA      | $1142397.05   | 0.01%             | 2049-10-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                          | INDONESIA (REP)                | CUSIP: 455780CR5<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |   1415000 | PA      | $1039230.17   | 0.01%             | 2050-02-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                          | INDONESIA (REP)                | CUSIP: 455780CT1<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |   1425000 | PA      | $1175278.14   | 0.01%             | 2050-10-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                          | INDONESIA (REP)                | CUSIP: 455780CU8<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |   1418000 | PA      | $1153935.99   | 0.01%             | 2070-04-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                          | INDONESIA (REP)                | CUSIP: 455780CW4<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |   3548000 | PA      | $2379761.39   | 0.03%             | 2051-03-12      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                          | INDONESIA (REP)                | CUSIP: 455780CX2<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |   1400000 | PA      | $915751.73    | 0.01%             | 2071-03-12      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                          | INDONESIA (REP)                | CUSIP: 455780DK9<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |   2425000 | PA      | $2005095.02   | 0.02%             | 2052-03-31      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                          | INDONESIA (REP)                | CUSIP: 455780DP8<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |    575000 | PA      | $567598.88    | 0.01%             | 2052-09-20      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                          | INDONESIA (REP)                | CUSIP: 455780DS2<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |   1080000 | PA      | $1094003.21   | 0.01%             | 2053-01-11      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                          | INDONESIA (REP)                | CUSIP: 455780DV5<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |   2220000 | PA      | $2121236.60   | 0.02%             | 2054-02-10      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                          | INDONESIA (REP)                | CUSIP: 455780DW3<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |    705000 | PA      | $677425.08    | 0.01%             | 2054-09-10      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Voya Financial Inc                                                               | ING US INC                     | CUSIP: 45685EAJ5<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |   1029000 | PA      | $1037496.30   | 0.01%             | 2043-07-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Trane Technologies Financing Ltd                                                 | TRANE TECH                     | CUSIP: 456873AC2<br>LEI: 549300A5OEF3CJI2CO89 | Long             | DBT              | CORP              | IE        |    420000 | PA      | $381664.84    | 0.00%             | 2044-11-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Trane Technologies Holdco Inc                                                    | TRANE TECH HOLD                | CUSIP: 45687AAG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    929000 | PA      | $977581.04    | 0.01%             | 2043-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Ingersoll Rand Inc                                                               | INGERSOLL RAND                 | CUSIP: 45687VAG1<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |    890000 | PA      | $905784.12    | 0.01%             | 2054-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Ingredion Inc                                                                    | INGREDION INC                  | CUSIP: 457187AD4<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | DBT              | CORP              | US        |    555000 | PA      | $414109.21    | 0.00%             | 2050-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Inova Health System Foundation                                                   | INOVA HEALTH SY                | CUSIP: 45791GAA0<br>LEI: 5493001L7PBVS286Y307 | Long             | DBT              | CORP              | US        |   1285000 | PA      | $1035868.06   | 0.01%             | 2052-05-15      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                     | CUSIP: 458140AP5<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    885000 | PA      | $736072.11    | 0.01%             | 2042-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                     | CUSIP: 458140AT7<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   2235000 | PA      | $1982846.88   | 0.02%             | 2045-07-29      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                     | CUSIP: 458140AV2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   1447000 | PA      | $1138942.09   | 0.01%             | 2046-05-19      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                     | CUSIP: 458140AY6<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   1065000 | PA      | $829814.36    | 0.01%             | 2047-05-11      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                     | CUSIP: 458140BG4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   1807000 | PA      | $1328562.93   | 0.02%             | 2047-12-08      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                     | CUSIP: 458140BJ8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   5610000 | PA      | $3730925.27   | 0.04%             | 2049-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                     | CUSIP: 458140BK5<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   3485000 | PA      | $2064739.83   | 0.02%             | 2060-02-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                     | CUSIP: 458140BL3<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    965000 | PA      | $877852.62    | 0.01%             | 2040-03-25      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                     | CUSIP: 458140BM1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   2870000 | PA      | $2427894.23   | 0.03%             | 2050-03-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                     | CUSIP: 458140BV1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   2425000 | PA      | $1695975.61   | 0.02%             | 2041-08-12      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                     | CUSIP: 458140BW9<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   3094000 | PA      | $1961276.09   | 0.02%             | 2051-08-12      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                     | CUSIP: 458140BX7<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    700000 | PA      | $418745.84    | 0.00%             | 2061-08-12      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                     | CUSIP: 458140CB4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   3265000 | PA      | $2809905.45   | 0.03%             | 2052-08-05      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                     | CUSIP: 458140CC2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   1439000 | PA      | $1234719.59   | 0.01%             | 2062-08-05      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                     | CUSIP: 458140CH1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    453000 | PA      | $446788.68    | 0.01%             | 2043-02-10      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                     | CUSIP: 458140CJ7<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   3269000 | PA      | $3161171.58   | 0.04%             | 2053-02-10      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                     | CUSIP: 458140CK4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   2295000 | PA      | $2245997.22   | 0.03%             | 2063-02-10      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                     | CUSIP: 458140CM0<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   1381000 | PA      | $1326980.09   | 0.02%             | 2054-02-21      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                  | INTERAMER DEV BK               | CUSIP: 4581X0BT4<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | CORP              | N/A       |   1249000 | PA      | $1123401.36   | 0.01%             | 2041-10-28      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                  | INTERAMER DEV BK               | CUSIP: 4581X0BX5<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | CORP              | N/A       |    650000 | PA      | $532814.13    | 0.01%             | 2042-08-07      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                  | INTERAMER DEV BK               | CUSIP: 4581X0CE6<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | CORP              | N/A       |    749000 | PA      | $707674.24    | 0.01%             | 2044-01-24      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Integris Baptist Medical Center Inc                                              | INTEGRIS BAPTIST               | CUSIP: 45834QAA7<br>LEI: 549300S00ZKDLJSB3927 | Long             | DBT              | CORP              | US        |    755000 | PA      | $548677.26    | 0.01%             | 2050-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                    | INTERCONTINENT                 | CUSIP: 45866FAH7<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |   1212000 | PA      | $1026830.44   | 0.01%             | 2048-09-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                    | INTERCONTINENT                 | CUSIP: 45866FAL8<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |   2078000 | PA      | $1390863.31   | 0.02%             | 2050-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                    | INTERCONTINENT                 | CUSIP: 45866FAP9<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |   1944000 | PA      | $1440299.04   | 0.02%             | 2040-09-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                    | INTERCONTINENT                 | CUSIP: 45866FAQ7<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |   2630000 | PA      | $1631655.94   | 0.02%             | 2060-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                    | INTERCONTINENT                 | CUSIP: 45866FAX2<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |   2967000 | PA      | $2754413.42   | 0.03%             | 2052-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                    | INTERCONTINENT                 | CUSIP: 45866FAY0<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |   1760000 | PA      | $1669010.93   | 0.02%             | 2062-06-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                             | IBM CORP                       | CUSIP: 459200HF1<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   2380000 | PA      | $2021680.97   | 0.02%             | 2042-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                             | IBM CORP                       | CUSIP: 459200JH5<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   2095000 | PA      | $1898268.57   | 0.02%             | 2046-02-19      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                             | IBM CORP                       | CUSIP: 459200KB6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   5138000 | PA      | $4610664.87   | 0.05%             | 2039-05-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                             | IBM CORP                       | CUSIP: 459200KC4<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   5583000 | PA      | $4615247.53   | 0.05%             | 2049-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                             | IBM CORP                       | CUSIP: 459200KK6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   1385000 | PA      | $1045926.70   | 0.01%             | 2040-05-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                             | IBM CORP                       | CUSIP: 459200KL4<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   1510000 | PA      | $990974.93    | 0.01%             | 2050-05-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                             | IBM CORP                       | CUSIP: 459200KP5<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   1175000 | PA      | $828586.43    | 0.01%             | 2052-02-09      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                             | IBM CORP                       | CUSIP: 459200KZ3<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    685000 | PA      | $641855.00    | 0.01%             | 2053-02-06      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                             | IBM CORP                       | CUSIP: 459200LK5<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   1097000 | PA      | $1111512.59   | 0.01%             | 2055-02-10      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| International Flavors & Fragrances Inc                                           | INTERNATIONAL FL               | CUSIP: 459506AL5<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |   2093000 | PA      | $1840938.60   | 0.02%             | 2048-09-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| International Paper Co                                                           | INTL PAPER CO                  | CUSIP: 460146CH4<br>LEI: 824LMFJDH41EY779Q875 | Long             | DBT              | CORP              | US        |    972000 | PA      | $1012210.03   | 0.01%             | 2041-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| International Paper Co                                                           | INTL PAPER CO                  | CUSIP: 460146CK7<br>LEI: 824LMFJDH41EY779Q875 | Long             | DBT              | CORP              | US        |   1192000 | PA      | $1062638.51   | 0.01%             | 2044-06-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| International Paper Co                                                           | INTL PAPER CO                  | CUSIP: 460146CM3<br>LEI: 824LMFJDH41EY779Q875 | Long             | DBT              | CORP              | US        |    738000 | PA      | $739068.03    | 0.01%             | 2035-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| International Paper Co                                                           | INTL PAPER CO                  | CUSIP: 460146CN1<br>LEI: 824LMFJDH41EY779Q875 | Long             | DBT              | CORP              | US        |    728000 | PA      | $676161.63    | 0.01%             | 2046-05-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| International Paper Co                                                           | INTL PAPER CO                  | CUSIP: 460146CQ4<br>LEI: 824LMFJDH41EY779Q875 | Long             | DBT              | CORP              | US        |   1690000 | PA      | $1410464.47   | 0.02%             | 2047-08-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| International Paper Co                                                           | INTL PAPER CO                  | CUSIP: 460146CS0<br>LEI: 824LMFJDH41EY779Q875 | Long             | DBT              | CORP              | US        |   1945000 | PA      | $1592300.04   | 0.02%             | 2048-08-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Interpublic Group of Cos Inc/The                                                 | INTERPUBLIC GRP                | CUSIP: 460690BQ2<br>LEI: 5493008IUOJ5VWTRC333 | Long             | DBT              | CORP              | US        |   1168000 | PA      | $1087424.84   | 0.01%             | 2048-10-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Interpublic Group of Cos Inc/The                                                 | INTERPUBLIC GRP                | CUSIP: 460690BS8<br>LEI: 5493008IUOJ5VWTRC333 | Long             | DBT              | CORP              | US        |    890000 | PA      | $666963.16    | 0.01%             | 2041-03-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Interstate Power and Light Co                                                    | INTERSTATE POWER               | CUSIP: 461070AN4<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |    445000 | PA      | $337806.13    | 0.00%             | 2046-09-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Interstate Power and Light Co                                                    | INTERSTATE P&L                 | CUSIP: 461070AT1<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |    891000 | PA      | $582614.73    | 0.01%             | 2051-11-30      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Interstate Power and Light Co                                                    | INTERSTATE P&L                 | CUSIP: 461070AW4<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |   1525000 | PA      | $1475249.11   | 0.02%             | 2054-09-30      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Intuit Inc                                                                       | INTUIT INC                     | CUSIP: 46124HAH9<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |   1645000 | PA      | $1655774.44   | 0.02%             | 2053-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Invesco Finance PLC                                                              | INVESCO FIN PLC                | CUSIP: 46132FAC4<br>LEI: 549300OYQ3LAJYXXO449 | Long             | DBT              | CORP              | GB        |    746000 | PA      | $726784.42    | 0.01%             | 2043-11-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Israel Government International Bond                                             | STATE OF ISRAEL                | CUSIP: 4651387N9<br>LEI: N/A                  | Long             | DBT              | NUSS              | IL        |   2793000 | PA      | $2427302.99   | 0.03%             | 2043-01-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Israel Government International Bond                                             | STATE OF ISRAEL                | CUSIP: 46513JB42<br>LEI: N/A                  | Long             | DBT              | NUSS              | IL        |   2450000 | PA      | $1760330.66   | 0.02%             | 2050-07-03      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Israel Government International Bond                                             | STATE OF ISRAEL                | CUSIP: 46513JB59<br>LEI: N/A                  | Long             | DBT              | NUSS              | IL        |   1588000 | PA      | $1151903.61   | 0.01%             | 2120-04-03      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| State of Israel                                                                  | STATE OF ISRAEL                | CUSIP: 46513JXN6<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |   2872000 | PA      | $1907394.47   | 0.02%             | 2050-01-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Israel Government International Bond                                             | STATE OF ISRAEL                | CUSIP: 46513YJJ8<br>LEI: N/A                  | Long             | DBT              | NUSS              | IL        |   2035000 | PA      | $1578214.97   | 0.02%             | 2048-01-17      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Israel Government International Bond                                             | STATE OF ISRAEL                | CUSIP: 46514BRM1<br>LEI: N/A                  | Long             | DBT              | NUSS              | IL        |   5250000 | PA      | $4969128.66   | 0.06%             | 2054-03-12      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Republic of Italy Government International Bond                                  | ITALY GOV'T INT                | CUSIP: 465410BZ0<br>LEI: N/A                  | Long             | DBT              | NUSS              | IT        |   3478000 | PA      | $2603279.68   | 0.03%             | 2049-10-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Republic of Italy Government International Bond                                  | ITALY GOV'T INT                | CUSIP: 465410CC0<br>LEI: N/A                  | Long             | DBT              | NUSS              | IT        |   5125000 | PA      | $3679150.99   | 0.04%             | 2051-05-06      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ITC Holdings Corp                                                                | ITC HOLDINGS COR               | CUSIP: 465685AH8<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |    531000 | PA      | $508832.01    | 0.01%             | 2043-07-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                       | JBS HLD/FD/LUX                 | CUSIP: 46590XAQ9<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   1474000 | PA      | $1160209.45   | 0.01%             | 2052-02-02      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                       | JBS HLD/FD/LUX                 | CUSIP: 46590XAX4<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   2997000 | PA      | $3158936.14   | 0.04%             | 2052-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46625HHF0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1935000 | PA      | $2196556.83   | 0.03%             | 2038-05-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46625HHV5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3564000 | PA      | $3692328.63   | 0.04%             | 2040-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46625HJB7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1924000 | PA      | $2010393.08   | 0.02%             | 2041-07-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46625HJM3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1661000 | PA      | $1710803.08   | 0.02%             | 2043-08-16      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46625HJU5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2045000 | PA      | $1954038.76   | 0.02%             | 2044-02-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46625HLL2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1744000 | PA      | $1643257.47   | 0.02%             | 2045-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PAA4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   4835000 | PA      | $4157835.55   | 0.05%             | 2048-02-22      | Variable      | 4.26%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PAJ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   5099000 | PA      | $4591418.08   | 0.05%             | 2038-07-24      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PAK2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   4331000 | PA      | $3590314.20   | 0.04%             | 2048-07-24      | Variable      | 4.03%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PAL0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3579000 | PA      | $2924856.90   | 0.03%             | 2048-11-15      | Variable      | 3.96%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PAN6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1996000 | PA      | $1610991.41   | 0.02%             | 2049-01-23      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PBM7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3994000 | PA      | $3141782.19   | 0.04%             | 2041-04-22      | Variable      | 3.11%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PBN5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   5529000 | PA      | $3815745.54   | 0.04%             | 2051-04-22      | Variable      | 3.11%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PBV7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2558000 | PA      | $1846700.37   | 0.02%             | 2041-11-19      | Variable      | 2.52%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PCD6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1195000 | PA      | $930562.66    | 0.01%             | 2042-04-22      | Variable      | 3.16%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PCE4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   4372000 | PA      | $3126168.23   | 0.04%             | 2052-04-22      | Variable      | 3.33%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PES1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   4820000 | PA      | $4953539.51   | 0.06%             | 2045-11-29      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| Jackson Financial Inc                                                            | JACKSON FIN INC                | CUSIP: 46817MAN7<br>LEI: 213800WXW2KG1N4CO374 | Long             | DBT              | CORP              | US        |    980000 | PA      | $707118.12    | 0.01%             | 2051-11-23      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JBS USA LUX Sarl / JBS USA Food Co / JBS USA Foods Group                         | JBS USA/FOOD/GRP               | CUSIP: 472140AC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1095000 | PA      | $1143339.85   | 0.01%             | 2055-02-25      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| JBS USA Holding Lux Sarl / JBS USA Foods Group Holdings Inc / JBS USA Food Co    | JBS HLD/FOOD/GRP               | CUSIP: 472140AE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1550000 | PA      | $1577451.63   | 0.02%             | 2036-01-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| JBS USA Holding Lux Sarl / JBS USA Foods Group Holdings Inc / JBS USA Food Co    | JBS HLD/FOOD/GRP               | CUSIP: 472140AG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2585000 | PA      | $2649970.18   | 0.03%             | 2056-03-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| JBS USA Holding Lux Sarl / JBS USA Foods Group Holdings Inc / JBS USA Food Co    | JBS HLD/FOOD/GRP               | CUSIP: 472140AJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    950000 | PA      | $977300.90    | 0.01%             | 2066-04-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                       | JBS HLD/FD/LUX                 | CUSIP: 47214BAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   2101000 | PA      | $2405089.98   | 0.03%             | 2053-11-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| JD.com Inc                                                                       | JD.COM INC                     | CUSIP: 47215PAF3<br>LEI: 549300HVTWB0GJZ16V92 | Long             | DBT              | CORP              | KY        |    670000 | PA      | $551797.39    | 0.01%             | 2050-01-14      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Jefferies Financial Group Inc                                                    | JEFFERIES GROUP                | CUSIP: 472319AC6<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1172786.99   | 0.01%             | 2036-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Jefferies Financial Group Inc                                                    | JEFFERIES GROUP                | CUSIP: 472319AM4<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    456000 | PA      | $488887.41    | 0.01%             | 2043-01-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Jersey Central Power & Light Co                                                  | JERSEY CENT P&L                | CUSIP: 476556DH5<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |    450000 | PA      | $455150.33    | 0.01%             | 2036-01-15      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| JobsOhio Beverage System                                                         | JOBSOHIO BEVERAGE SYS          | CUSIP: 47770VBQ2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    700000 | PA      | $585116.77    | 0.01%             | 2038-01-01      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| John Sevier Combined Cycle Generation LLC                                        | JOHN SEVIER COMB               | CUSIP: 478045AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    738658 | PA      | $719199.16    | 0.01%             | 2042-01-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Johns Hopkins Health System Corp/The                                             | JOHNS HOP HEALTH               | CUSIP: 478111AC1<br>LEI: 549300D81FCFUS7TQR04 | Long             | DBT              | CORP              | US        |    963000 | PA      | $778359.97    | 0.01%             | 2046-05-15      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| Johns Hopkins University                                                         | JOHNS HOPKINS                  | CUSIP: 478115AB4<br>LEI: 549300Z1XKWYKTIOM958 | Long             | DBT              | CORP              | US        |    460000 | PA      | $374753.08    | 0.00%             | 2053-07-01      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| Johns Hopkins University                                                         | JOHNS HOPKINS                  | CUSIP: 478115AF5<br>LEI: 549300Z1XKWYKTIOM958 | Long             | DBT              | CORP              | US        |    583000 | PA      | $345580.11    | 0.00%             | 2060-01-01      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | JOHNSON&JOHNSON                | CUSIP: 478160AN4<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    550000 | PA      | $614829.64    | 0.01%             | 2037-08-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | JOHNSON&JOHNSON                | CUSIP: 478160AT1<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    969000 | PA      | $1071447.30   | 0.01%             | 2038-07-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | JOHNSON&JOHNSON                | CUSIP: 478160AV6<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |   1448000 | PA      | $1403922.75   | 0.02%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | JOHNSON&JOHNSON                | CUSIP: 478160BA1<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |   1020000 | PA      | $1018228.87   | 0.01%             | 2041-05-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | JOHNSON&JOHNSON                | CUSIP: 478160BU7<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |   1391000 | PA      | $1272993.21   | 0.01%             | 2036-03-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | JOHNSON&JOHNSON                | CUSIP: 478160BV5<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |   3077000 | PA      | $2532656.79   | 0.03%             | 2046-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | JOHNSON&JOHNSON                | CUSIP: 478160CF9<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |   2138000 | PA      | $1940223.05   | 0.02%             | 2037-03-03      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | JOHNSON&JOHNSON                | CUSIP: 478160CG7<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |   2511000 | PA      | $2057279.29   | 0.02%             | 2047-03-03      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | JOHNSON&JOHNSON                | CUSIP: 478160CL6<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |   2155000 | PA      | $1896933.58   | 0.02%             | 2038-01-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | JOHNSON&JOHNSON                | CUSIP: 478160CM4<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |   1312000 | PA      | $1025822.28   | 0.01%             | 2048-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | JOHNSON&JOHNSON                | CUSIP: 478160CR3<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |   2775000 | PA      | $1953137.49   | 0.02%             | 2040-09-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | JOHNSON&JOHNSON                | CUSIP: 478160CS1<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |   1935000 | PA      | $1163766.03   | 0.01%             | 2050-09-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | JOHNSON&JOHNSON                | CUSIP: 478160CT9<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |   1545000 | PA      | $879508.57    | 0.01%             | 2060-09-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Johnson Controls International plc                                               | JOHNSON CONTROLS               | CUSIP: 478375AL2<br>LEI: 549300XQ6S1GYKGBL205 | Long             | DBT              | CORP              | IE        |    811000 | PA      | $725506.27    | 0.01%             | 2044-07-02      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Johnson Controls International plc                                               | JOHNSON CONTROLS               | CUSIP: 478375AN8<br>LEI: 549300XQ6S1GYKGBL205 | Long             | DBT              | CORP              | IE        |    850000 | PA      | $742046.41    | 0.01%             | 2064-07-02      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| Johnson Controls International plc                                               | JOHNSON CONTROLS               | CUSIP: 478375AU2<br>LEI: 549300XQ6S1GYKGBL205 | Long             | DBT              | CORP              | IE        |    864000 | PA      | $750758.74    | 0.01%             | 2047-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Johnsonville Aeroderivative Combustion Turbine Generation LLC                    | JOHNSONVILLE AER               | CUSIP: 479281AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1697443 | PA      | $1633888.19   | 0.02%             | 2054-10-01      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 48126BAA1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3916000 | PA      | $4003722.10   | 0.05%             | 2042-01-06      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Juniper Networks Inc                                                             | JUNIPER NETWORKS               | CUSIP: 48203RAD6<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | DBT              | CORP              | US        |    780000 | PA      | $784413.91    | 0.01%             | 2041-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| KLA Corp                                                                         | KLA  CORP                      | CUSIP: 482480AJ9<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |    999000 | PA      | $713576.50    | 0.01%             | 2050-03-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| KLA Corp                                                                         | KLA  CORP                      | CUSIP: 482480AM2<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |   2657000 | PA      | $2482726.79   | 0.03%             | 2052-07-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| KLA Corp                                                                         | KLA  CORP                      | CUSIP: 482480AN0<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |   1260000 | PA      | $1212287.00   | 0.01%             | 2062-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Kaiser Foundation Hospitals                                                      | KAISER FOUN HOSP               | CUSIP: 48305QAB9<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |    930000 | PA      | $883676.13    | 0.01%             | 2042-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Kaiser Foundation Hospitals                                                      | KAISER FOUN HOSP               | CUSIP: 48305QAD5<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |   1833000 | PA      | $1536626.06   | 0.02%             | 2047-05-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Kaiser Foundation Hospitals                                                      | KAISER FOUN HOSP               | CUSIP: 48305QAE3<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |   1386000 | PA      | $982227.13    | 0.01%             | 2049-11-01      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| Kaiser Foundation Hospitals                                                      | KAISER FOUN HOSP               | CUSIP: 48305QAF0<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |   2142000 | PA      | $1582496.35   | 0.02%             | 2041-06-01      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| Kaiser Foundation Hospitals                                                      | KAISER FOUN HOSP               | CUSIP: 48305QAG8<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |   2327000 | PA      | $1543317.31   | 0.02%             | 2051-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Evergy Metro Inc                                                                 | EVERGY METRO                   | CUSIP: 485134BM1<br>LEI: 1128SIJQ26096WL7IO82 | Long             | DBT              | CORP              | US        |    980000 | PA      | $968565.78    | 0.01%             | 2041-10-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Evergy Metro Inc                                                                 | EVERGY METRO                   | CUSIP: 485134BQ2<br>LEI: 1128SIJQ26096WL7IO82 | Long             | DBT              | CORP              | US        |    672000 | PA      | $555643.14    | 0.01%             | 2047-06-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Evergy Metro Inc                                                                 | EVERGY METRO                   | CUSIP: 485134BR0<br>LEI: 1128SIJQ26096WL7IO82 | Long             | DBT              | CORP              | US        |    655000 | PA      | $538996.04    | 0.01%             | 2048-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Evergy Metro Inc                                                                 | EVERGY METRO                   | CUSIP: 485134BS8<br>LEI: 1128SIJQ26096WL7IO82 | Long             | DBT              | CORP              | US        |    945000 | PA      | $762320.21    | 0.01%             | 2049-04-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Kansas Development Finance Authority                                             | KANSAS ST DEV FIN AUT          | CUSIP: 485429Z72<br>LEI: 549300WTL7BL8KBDPR87 | Long             | DBT              | MUN               | US        |    800000 | PA      | $791860.56    | 0.01%             | 2045-04-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Kansas Development Finance Authority                                             | KS DEV FIN AUTH-K-TXB          | CUSIP: 48542RSV7<br>LEI: 549300WTL7BL8KBDPR87 | Long             | DBT              | MUN               | US        |    600000 | PA      | $426668.04    | 0.01%             | 2051-05-01      | Fixed         | 2.77%                 | No            |                  2 | On Loan: No      |
| Kellanova                                                                        | KELLOGG CO                     | CUSIP: 487836BQ0<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |   1164000 | PA      | $1022326.12   | 0.01%             | 2046-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Kellanova                                                                        | KELLANOVA                      | CUSIP: 487836CA4<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |    590000 | PA      | $596466.05    | 0.01%             | 2054-05-16      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Kentucky Utilities Co                                                            | KENTUCKY UTIL                  | CUSIP: 491674BG1<br>LEI: AGX0G2MXE54NFNNICD28 | Long             | DBT              | CORP              | US        |   1139000 | PA      | $1116997.79   | 0.01%             | 2040-11-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Kentucky Utilities Co                                                            | KENTUCKY UTIL                  | CUSIP: 491674BL0<br>LEI: AGX0G2MXE54NFNNICD28 | Long             | DBT              | CORP              | US        |   1912000 | PA      | $1645846.81   | 0.02%             | 2045-10-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Kentucky Utilities Co                                                            | KENTUCKY UTIL                  | CUSIP: 491674BM8<br>LEI: AGX0G2MXE54NFNNICD28 | Long             | DBT              | CORP              | US        |   1465000 | PA      | $1020242.15   | 0.01%             | 2050-06-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Kentucky Utilities Co                                                            | KENTUCKY UTIL                  | CUSIP: 491674BP1<br>LEI: AGX0G2MXE54NFNNICD28 | Long             | DBT              | CORP              | US        |    912000 | PA      | $938299.46    | 0.01%             | 2055-08-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Kenvue Inc                                                                       | KENVUE INC                     | CUSIP: 49177JAM4<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |   1247000 | PA      | $1203458.11   | 0.01%             | 2043-03-22      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Kenvue Inc                                                                       | KENVUE INC                     | CUSIP: 49177JAP7<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |   2390000 | PA      | $2221903.90   | 0.03%             | 2053-03-22      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Kenvue Inc                                                                       | KENVUE INC                     | CUSIP: 49177JAR3<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $972814.83    | 0.01%             | 2063-03-22      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                                                             | KEURIG DR PEPPER               | CUSIP: 49271VAK6<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    416000 | PA      | $302761.29    | 0.00%             | 2050-05-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                                                             | KEURIG DR PEPPER               | CUSIP: 49271VAM2<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |   1835000 | PA      | $1214082.32   | 0.01%             | 2051-03-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                                                             | KEURIG DR PEPPER               | CUSIP: 49271VAR1<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |   2166000 | PA      | $1747363.11   | 0.02%             | 2052-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Kilroy Realty LP                                                                 | KILROY REALTY LP               | CUSIP: 49427RAS1<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |    700000 | PA      | $724980.02    | 0.01%             | 2036-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Kimberly-Clark Corp                                                              | KIMBERLY-CLARK                 | CUSIP: 494368BC6<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |   1312000 | PA      | $1529249.99   | 0.02%             | 2037-08-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Kimberly-Clark Corp                                                              | KIMBERLY-CLARK                 | CUSIP: 494368BG7<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |    874000 | PA      | $885842.84    | 0.01%             | 2041-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Kimberly-Clark Corp                                                              | KIMBERLY-CLARK                 | CUSIP: 494368BV4<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |   1338000 | PA      | $976075.18    | 0.01%             | 2046-07-30      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Kimberly-Clark Corp                                                              | KIMBERLY-CLARK                 | CUSIP: 494368CA9<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |   1094000 | PA      | $725532.28    | 0.01%             | 2050-02-07      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Kimco Realty OP LLC                                                              | KIMCO REALTY                   | CUSIP: 49446RAQ2<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |   1275000 | PA      | $1044351.50   | 0.01%             | 2046-12-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Kimco Realty OP LLC                                                              | KIMCO REALTY                   | CUSIP: 49446RAT6<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |    566000 | PA      | $486203.29    | 0.01%             | 2047-09-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Kimco Realty OP LLC                                                              | KIMCO REALTY                   | CUSIP: 49446RAV1<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |   1015000 | PA      | $760129.27    | 0.01%             | 2049-10-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Energy Partners LP                                                 | KINDER MORGAN EN               | CUSIP: 494550AW6<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |   1071000 | PA      | $1205922.37   | 0.01%             | 2038-01-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Energy Partners LP                                                 | KINDER MORGAN EN               | CUSIP: 494550BD7<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    881000 | PA      | $955601.39    | 0.01%             | 2039-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Energy Partners LP                                                 | KINDER MORGAN EN               | CUSIP: 494550BF2<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |   1088000 | PA      | $1182501.08   | 0.01%             | 2040-09-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Energy Partners LP                                                 | KINDER MORGAN EN               | CUSIP: 494550BK1<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $994090.90    | 0.01%             | 2041-09-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Energy Partners LP                                                 | KINDER MORGAN EN               | CUSIP: 494550BN5<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    842000 | PA      | $774484.05    | 0.01%             | 2042-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Energy Partners LP                                                 | KINDER MORGAN EN               | CUSIP: 494550BP0<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    965000 | PA      | $884472.89    | 0.01%             | 2043-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Energy Partners LP                                                 | KINDER MORGAN EN               | CUSIP: 494550BU9<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    971000 | PA      | $939336.70    | 0.01%             | 2044-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Energy Partners LP                                                 | KINDER MORGAN EN               | CUSIP: 494550BW5<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    950000 | PA      | $906361.11    | 0.01%             | 2044-09-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Inc                                                                | KINDER MORGAN                  | CUSIP: 49456BAH4<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |   3224000 | PA      | $3134313.65   | 0.04%             | 2045-06-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Inc                                                                | KINDER MORGAN                  | CUSIP: 49456BAJ0<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |   1358000 | PA      | $1228675.94   | 0.01%             | 2046-02-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Inc                                                                | KINDER MORGAN                  | CUSIP: 49456BAQ4<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |   2181000 | PA      | $1999479.68   | 0.02%             | 2048-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Inc                                                                | KINDER MORGAN                  | CUSIP: 49456BAS0<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    949000 | PA      | $629254.82    | 0.01%             | 2050-08-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Inc                                                                | KINDER MORGAN                  | CUSIP: 49456BAT8<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |   1260000 | PA      | $886049.62    | 0.01%             | 2051-02-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Inc                                                                | KINDER MORGAN                  | CUSIP: 49456BBA8<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |   2685000 | PA      | $2707932.27   | 0.03%             | 2054-08-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Koninklijke Philips NV                                                           | PHILIPS ELECTRON               | CUSIP: 500472AC9<br>LEI: H1FJE8H61JGM1JSGM897 | Long             | DBT              | CORP              | NL        |    990000 | PA      | $1117729.44   | 0.01%             | 2038-03-11      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Koninklijke Philips NV                                                           | PHILIPS ELECTRON               | CUSIP: 500472AE5<br>LEI: H1FJE8H61JGM1JSGM897 | Long             | DBT              | CORP              | NL        |    970000 | PA      | $908176.49    | 0.01%             | 2042-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Korea International Bond                                                         | REP OF KOREA                   | CUSIP: 50064FAL8<br>LEI: N/A                  | Long             | DBT              | NUSS              | KR        |   1798000 | PA      | $1611449.83   | 0.02%             | 2044-06-10      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Korea International Bond                                                         | REP OF KOREA                   | CUSIP: 50064FAN4<br>LEI: N/A                  | Long             | DBT              | NUSS              | KR        |    489000 | PA      | $414630.87    | 0.00%             | 2048-09-20      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: 500769BR4<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |   2121000 | PA      | $1357901.11   | 0.02%             | 2036-04-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: 500769CH5<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |   3074000 | PA      | $1859330.23   | 0.02%             | 2037-06-29      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co                                                             | KRAFT FOODS GROU               | CUSIP: 50076QAE6<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |   1010000 | PA      | $932677.30    | 0.01%             | 2042-06-04      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co                                                             | KRAFT HEINZ FOOD               | CUSIP: 50076QAN6<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    675000 | PA      | $728720.46    | 0.01%             | 2040-02-09      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co                                                             | KRAFT FOODS GROU               | CUSIP: 50076QAR7<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |   1270000 | PA      | $1416501.18   | 0.02%             | 2039-01-26      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co                                                             | KRAFT HEINZ FOOD               | CUSIP: 50077LAB2<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |   5931000 | PA      | $4934383.60   | 0.06%             | 2046-06-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co                                                             | KRAFT HEINZ FOOD               | CUSIP: 50077LAM8<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |   2676000 | PA      | $2474079.86   | 0.03%             | 2045-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co                                                             | KRAFT HEINZ FOOD               | CUSIP: 50077LAZ9<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |   2695000 | PA      | $2356916.16   | 0.03%             | 2049-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co                                                             | KRAFT HEINZ FOOD               | CUSIP: 50077LBJ4<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |   1401000 | PA      | $1324727.66   | 0.02%             | 2050-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Kroger Co/The                                                                    | KROGER CO                      | CUSIP: 501044CK5<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    444000 | PA      | $509275.13    | 0.01%             | 2038-04-15      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Kroger Co/The                                                                    | KROGER CO                      | CUSIP: 501044CN9<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    479000 | PA      | $478786.02    | 0.01%             | 2040-07-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Kroger Co/The                                                                    | KROGER CO                      | CUSIP: 501044CR0<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    134000 | PA      | $127045.32    | 0.00%             | 2042-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kroger Co/The                                                                    | KROGER CO                      | CUSIP: 501044CT6<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |   1299000 | PA      | $1231959.71   | 0.01%             | 2043-08-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Kroger Co/The                                                                    | KROGER CO                      | CUSIP: 501044DF5<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    636000 | PA      | $497312.06    | 0.01%             | 2046-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Kroger Co/The                                                                    | KROGER CO                      | CUSIP: 501044DG3<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |   2564000 | PA      | $2183879.08   | 0.03%             | 2047-02-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Kroger Co/The                                                                    | KROGER CO                      | CUSIP: 501044DK4<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |   1160000 | PA      | $1006618.25   | 0.01%             | 2048-01-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Kroger Co/The                                                                    | KROGER CO                      | CUSIP: 501044DN8<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |   1662000 | PA      | $1291139.83   | 0.02%             | 2050-01-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Kroger Co/The                                                                    | KROGER CO                      | CUSIP: 501044DW8<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |   3045000 | PA      | $2965864.41   | 0.03%             | 2054-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Kroger Co/The                                                                    | KROGER CO                      | CUSIP: 501044DX6<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |   1765000 | PA      | $1724165.32   | 0.02%             | 2064-09-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| L3Harris Technologies Inc                                                        | L3HARRIS TECH IN               | CUSIP: 502431AR0<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |   1345000 | PA      | $1350023.79   | 0.02%             | 2053-07-31      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| L3Harris Technologies Inc                                                        | L3HARRIS TECH IN               | CUSIP: 502431AV1<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |   1110000 | PA      | $1103298.49   | 0.01%             | 2054-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LYB International Finance BV                                                     | LYB INTL FIN                   | CUSIP: 50247VAB5<br>LEI: 549300J6QSW38QNOJK61 | Long             | DBT              | CORP              | NL        |   1627000 | PA      | $1458142.58   | 0.02%             | 2043-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| LYB International Finance BV                                                     | LYB INTL FIN                   | CUSIP: 50247VAC3<br>LEI: 549300J6QSW38QNOJK61 | Long             | DBT              | CORP              | NL        |   1606000 | PA      | $1374062.60   | 0.02%             | 2044-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| LYB International Finance III LLC                                                | LYB INT FIN III                | CUSIP: 50249AAA1<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |   1757000 | PA      | $1301321.77   | 0.02%             | 2049-10-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| LYB International Finance III LLC                                                | LYB INT FIN III                | CUSIP: 50249AAD5<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |   1475000 | PA      | $1091835.28   | 0.01%             | 2050-05-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| LYB International Finance III LLC                                                | LYB INT FIN III                | CUSIP: 50249AAH6<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |   1633000 | PA      | $1206328.27   | 0.01%             | 2040-10-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| LYB International Finance III LLC                                                | LYB INT FIN III                | CUSIP: 50249AAK9<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |   1165000 | PA      | $750404.02    | 0.01%             | 2060-10-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Laboratory Corp of America Holdings                                              | LABORATORY CORP                | CUSIP: 50540RAS1<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |    765000 | PA      | $685755.36    | 0.01%             | 2045-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Lam Research Corp                                                                | LAM RESEARCH                   | CUSIP: 512807AW8<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |   2544000 | PA      | $1689104.42   | 0.02%             | 2050-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Lam Research Corp                                                                | LAM RESEARCH                   | CUSIP: 512807AX6<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |   1595000 | PA      | $1020935.69   | 0.01%             | 2060-06-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Lear Corp                                                                        | LEAR CORP                      | CUSIP: 521865AZ8<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | DBT              | CORP              | US        |    735000 | PA      | $661921.18    | 0.01%             | 2049-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Lear Corp                                                                        | LEAR CORP                      | CUSIP: 521865BD6<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | DBT              | CORP              | US        |    962000 | PA      | $652021.57    | 0.01%             | 2052-01-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Leggett & Platt Inc                                                              | LEGGETT & PLATT                | CUSIP: 524660BA4<br>LEI: DKOVQUCDW4ZLYCUD4T55 | Long             | DBT              | CORP              | US        |    934000 | PA      | $612266.30    | 0.01%             | 2051-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                   | ELI LILLY & CO                 | CUSIP: 532457BT4<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |   1080000 | PA      | $878962.70    | 0.01%             | 2049-03-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                   | ELI LILLY & CO                 | CUSIP: 532457BU1<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |   2120000 | PA      | $1708775.03   | 0.02%             | 2059-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                   | ELI LILLY & CO                 | CUSIP: 532457BY3<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |   2560000 | PA      | $1491932.02   | 0.02%             | 2050-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                   | ELI LILLY & CO                 | CUSIP: 532457BZ0<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    945000 | PA      | $535714.39    | 0.01%             | 2060-09-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                   | ELI LILLY & CO                 | CUSIP: 532457CG1<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |   2520000 | PA      | $2350807.52   | 0.03%             | 2053-02-27      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                   | ELI LILLY & CO                 | CUSIP: 532457CH9<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |   2400000 | PA      | $2209643.08   | 0.03%             | 2063-02-27      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                   | ELI LILLY & CO                 | CUSIP: 532457CM8<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |   4120000 | PA      | $3899776.59   | 0.05%             | 2054-02-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                   | ELI LILLY & CO                 | CUSIP: 532457CN6<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |   3125000 | PA      | $2951302.81   | 0.03%             | 2064-02-09      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                   | ELI LILLY & CO                 | CUSIP: 532457CS5<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    757000 | PA      | $721754.00    | 0.01%             | 2054-08-14      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                   | ELI LILLY & CO                 | CUSIP: 532457CT3<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    710000 | PA      | $682304.89    | 0.01%             | 2064-08-14      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                   | ELI LILLY & CO                 | CUSIP: 532457CY2<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |   2319000 | PA      | $2368731.29   | 0.03%             | 2055-02-12      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                   | ELI LILLY & CO                 | CUSIP: 532457DE5<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |   1327000 | PA      | $1344425.44   | 0.02%             | 2035-10-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                   | ELI LILLY & CO                 | CUSIP: 532457DF2<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    952000 | PA      | $979956.56    | 0.01%             | 2055-10-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                   | ELI LILLY & CO                 | CUSIP: 532457DG0<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    905000 | PA      | $935002.54    | 0.01%             | 2065-10-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Lincoln National Corp                                                            | LINCOLN NATL CRP               | CUSIP: 534187BA6<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |    735000 | PA      | $837273.39    | 0.01%             | 2040-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                         | LLOYDS BK GR PLC               | CUSIP: 539439AN9<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   1189000 | PA      | $1134545.23   | 0.01%             | 2045-12-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                         | LLOYDS BK GR PLC               | CUSIP: 53944YAE3<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   2127000 | PA      | $1745208.21   | 0.02%             | 2048-01-09      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                         | LLOYDS BK GR PLC               | CUSIP: 53944YAQ6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   2568000 | PA      | $1899711.96   | 0.02%             | 2046-12-14      | Variable      | 3.37%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                             | LOCKHEED MARTIN                | CUSIP: 539830BB4<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |   2419000 | PA      | $2087192.05   | 0.02%             | 2042-12-15      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                             | LOCKHEED MARTIN                | CUSIP: 539830BD0<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    716000 | PA      | $585007.33    | 0.01%             | 2045-03-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                             | LOCKHEED MARTIN                | CUSIP: 539830BK4<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |   1480000 | PA      | $1446936.99   | 0.02%             | 2036-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                             | LOCKHEED MARTIN                | CUSIP: 539830BL2<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |   2173000 | PA      | $1994349.57   | 0.02%             | 2046-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                             | LOCKHEED MARTIN                | CUSIP: 539830BN8<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |   3383000 | PA      | $2733164.20   | 0.03%             | 2052-09-15      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                             | LOCKHEED MARTIN                | CUSIP: 539830BS7<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |   3092000 | PA      | $2512288.89   | 0.03%             | 2053-06-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                             | LOCKHEED MARTIN                | CUSIP: 539830BT5<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |      1000 | PA      | $806.10       | 0.00%             | 2062-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                             | LOCKHEED MARTIN                | CUSIP: 539830BX6<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |   2487000 | PA      | $2564919.22   | 0.03%             | 2054-11-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                             | LOCKHEED MARTIN                | CUSIP: 539830CB3<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |   1080000 | PA      | $1038012.52   | 0.01%             | 2055-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                             | LOCKHEED MARTIN                | CUSIP: 539830CE7<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |   1715000 | PA      | $1617345.41   | 0.02%             | 2064-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Loews Corp                                                                       | LOEWS CORP                     | CUSIP: 540424AR9<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | DBT              | CORP              | US        |    842000 | PA      | $715488.30    | 0.01%             | 2043-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Los Angeles Community College District/CA                                        | LOS ANGELES CMNTY CL           | CUSIP: 54438CPA4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1040000 | PA      | $1169475.01   | 0.01%             | 2049-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| City of Los Angeles Department of Airports Customer Facility Charge Revenue      | LOS ANGELES ARPTS-A            | CUSIP: 54445CAK9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $434408.90    | 0.01%             | 2048-05-15      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| Los Angeles Department of Water & Power                                          | LA DEPT WTR & PWR-BAB          | CUSIP: 544495VY7<br>LEI: 549300S8NXV6YU61GG95 | Long             | DBT              | MUN               | US        |    975000 | PA      | $1038637.96   | 0.01%             | 2045-07-01      | Fixed         | 6.57%                 | No            |                  2 | On Loan: No      |
| Los Angeles Department of Water & Power                                          | LA DEPT WTR/PWR-BABS           | CUSIP: 544495WA8<br>LEI: 549300S8NXV6YU61GG95 | Long             | DBT              | MUN               | US        |    675000 | PA      | $718375.77    | 0.01%             | 2050-07-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Los Angeles County Public Works Financing Authority                              | LA CNTY                        | CUSIP: 54473ENS9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    525000 | PA      | $627782.03    | 0.01%             | 2040-08-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Louisiana Local Government Environmental Facilities & Community Development Auth | LA LOCAL GOVT ENVRN-A          | CUSIP: 54627RAP5<br>LEI: 5493004WIZ1HV87IVF85 | Long             | DBT              | MUN               | US        |   1400000 | PA      | $1358051.52   | 0.02%             | 2039-08-01      | Fixed         | 4.47%                 | 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        |   1750000 | PA      | $1807797.43   | 0.02%             | 2039-12-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Louisville and Jefferson County Metropolitan Sewer District                      | LOUISVILLE/JEFFERSON           | CUSIP: 546589QY1<br>LEI: 5493004O4I11L8BK0A22 | Long             | DBT              | MUN               | US        |    545000 | PA      | $574478.23    | 0.01%             | 2043-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Louisville Gas and Electric Co                                                   | LOUISVILLE G & E               | CUSIP: 546676BA4<br>LEI: KO3GRIB3RPH1XDX50U72 | Long             | DBT              | CORP              | US        |    958000 | PA      | $985545.20    | 0.01%             | 2055-08-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                   | LOWE'S COS INC                 | CUSIP: 548661DE4<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    448000 | PA      | $362020.10    | 0.00%             | 2044-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                   | LOWE'S COS INC                 | CUSIP: 548661DN4<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   1546000 | PA      | $1186916.37   | 0.01%             | 2046-04-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                   | LOWE'S COS INC                 | CUSIP: 548661DQ7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   2670000 | PA      | $2149350.44   | 0.03%             | 2047-05-03      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                   | LOWE'S COS INC                 | CUSIP: 548661DS3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   2066000 | PA      | $1762529.12   | 0.02%             | 2049-04-05      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                   | LOWE'S COS INC                 | CUSIP: 548661DV6<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    855000 | PA      | $836839.52    | 0.01%             | 2040-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                   | LOWE'S COS INC                 | CUSIP: 548661DW4<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    720000 | PA      | $666782.88    | 0.01%             | 2050-04-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                   | LOWE'S COS INC                 | CUSIP: 548661DZ7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   3722000 | PA      | $2405183.31   | 0.03%             | 2050-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                   | LOWE'S COS INC                 | CUSIP: 548661EB9<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   2216000 | PA      | $1569791.97   | 0.02%             | 2051-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                   | LOWE'S COS INC                 | CUSIP: 548661EE3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   1352000 | PA      | $978116.11    | 0.01%             | 2041-09-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                   | LOWE'S COS INC                 | CUSIP: 548661EF0<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   2730000 | PA      | $2178259.77   | 0.03%             | 2062-04-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                   | LOWE'S COS INC                 | CUSIP: 548661EJ2<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   2188000 | PA      | $1765693.09   | 0.02%             | 2052-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                   | LOWE'S COS INC                 | CUSIP: 548661EM5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   1125000 | PA      | $1117588.93   | 0.01%             | 2053-04-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                   | LOWE'S COS INC                 | CUSIP: 548661EN3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   1178000 | PA      | $1181721.93   | 0.01%             | 2062-09-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                   | LOWE'S COS INC                 | CUSIP: 548661ER4<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   1182000 | PA      | $1192338.03   | 0.01%             | 2053-07-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                   | LOWE'S COS INC                 | CUSIP: 548661ES2<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    585000 | PA      | $590637.93    | 0.01%             | 2063-04-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                   | LOWE'S COS INC                 | CUSIP: 548661EX1<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   2115000 | PA      | $2097576.79   | 0.02%             | 2035-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| LyondellBasell Industries NV                                                     | LYONDELLBASELL                 | CUSIP: 552081AM3<br>LEI: BN6WCCZ8OVP3ITUUVN49 | Long             | DBT              | CORP              | NL        |    980000 | PA      | $770158.10    | 0.01%             | 2055-02-26      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| MDC Holdings Inc                                                                 | MDC HOLDINGS INC               | CUSIP: 552676AQ1<br>LEI: 5299005FV4VNV75R8R35 | Long             | DBT              | CORP              | US        |   1853000 | PA      | $1760910.31   | 0.02%             | 2043-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                        | CUSIP: 55336VAL4<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   1134000 | PA      | $1019559.90   | 0.01%             | 2047-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                        | CUSIP: 55336VAM2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   1609000 | PA      | $1456574.87   | 0.02%             | 2038-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                        | CUSIP: 55336VAN0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   1790000 | PA      | $1498953.73   | 0.02%             | 2048-04-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                        | CUSIP: 55336VAT7<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   2956000 | PA      | $2752347.51   | 0.03%             | 2049-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                        | CUSIP: 55336VBP4<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   1450000 | PA      | $1297807.91   | 0.02%             | 2047-12-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                        | CUSIP: 55336VBT6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   2057000 | PA      | $1756125.18   | 0.02%             | 2052-03-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                        | CUSIP: 55336VBW9<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    865000 | PA      | $815504.62    | 0.01%             | 2053-03-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                        | CUSIP: 55336VBZ2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    751000 | PA      | $734311.58    | 0.01%             | 2055-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                        | CUSIP: 55336VCD0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   1550000 | PA      | $1568609.66   | 0.02%             | 2055-09-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Manulife Financial Corp                                                          | MANULIFE FIN COR               | CUSIP: 56501RAD8<br>LEI: 5493007GBX87QOZACS27 | Long             | DBT              | CORP              | CA        |    918000 | PA      | $916919.02    | 0.01%             | 2046-03-04      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corp                                                          | MARATHON PETRO                 | CUSIP: 56585AAF9<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |   2815000 | PA      | $3032478.91   | 0.04%             | 2041-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corp                                                          | MARATHON PETRO                 | CUSIP: 56585AAH5<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |   1912000 | PA      | $1654132.24   | 0.02%             | 2044-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corp                                                          | MARATHON PETRO                 | CUSIP: 56585AAJ1<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |   1056000 | PA      | $899669.55    | 0.01%             | 2054-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Markel Group Inc                                                                 | MARKEL GROUP INC               | CUSIP: 570535AQ7<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |    710000 | PA      | $646906.15    | 0.01%             | 2046-04-05      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Markel Group Inc                                                                 | MARKEL GROUP INC               | CUSIP: 570535AS3<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |    722000 | PA      | $590638.42    | 0.01%             | 2047-11-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Markel Group Inc                                                                 | MARKEL GROUP INC               | CUSIP: 570535AT1<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |   1190000 | PA      | $1068602.25   | 0.01%             | 2049-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Markel Group Inc                                                                 | MARKEL GROUP INC               | CUSIP: 570535AV6<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |    995000 | PA      | $783771.44    | 0.01%             | 2050-09-17      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Markel Group Inc                                                                 | MARKEL GROUP INC               | CUSIP: 570535AX2<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |   1025000 | PA      | $703622.37    | 0.01%             | 2052-05-07      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Markel Group Inc                                                                 | MARKEL GROUP INC               | CUSIP: 570535AY0<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |    960000 | PA      | $983928.55    | 0.01%             | 2054-05-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                                                         | MARSH & MCLENNAN               | CUSIP: 571748BC5<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |   2484000 | PA      | $2125917.43   | 0.02%             | 2047-01-30      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                                                         | MARSH & MCLENNAN               | CUSIP: 571748BD3<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |   3001000 | PA      | $2514725.15   | 0.03%             | 2048-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                                                         | MARSH & MCLENNAN               | CUSIP: 571748BH4<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |   1945000 | PA      | $1874278.05   | 0.02%             | 2039-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                                                         | MARSH & MCLENNAN               | CUSIP: 571748BJ0<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |   1374000 | PA      | $1262260.15   | 0.01%             | 2049-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                                                         | MARSH & MCLENNAN               | CUSIP: 571748BQ4<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    580000 | PA      | $372237.26    | 0.00%             | 2051-12-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                                                         | MARSH & MCLENNAN               | CUSIP: 571748BS0<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    730000 | PA      | $804001.57    | 0.01%             | 2052-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                                                         | MARSH & MCLENNAN               | CUSIP: 571748BT8<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    620000 | PA      | $613494.80    | 0.01%             | 2053-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                                                         | MARSH & MCLENNAN               | CUSIP: 571748BX9<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    873000 | PA      | $863198.14    | 0.01%             | 2054-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                                                         | MARSH & MCLENNAN               | CUSIP: 571748CD2<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |   2768000 | PA      | $2716339.81   | 0.03%             | 2055-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Marriott International Inc/MD                                                    | MARRIOTT INTL                  | CUSIP: 571903BU6<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |   2471000 | PA      | $2524209.29   | 0.03%             | 2037-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Marriott International Inc/MD                                                    | MARRIOTT INTL                  | CUSIP: 571903BX0<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    419000 | PA      | $422887.30    | 0.00%             | 2035-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Martin Marietta Materials Inc                                                    | MARTIN MAR MTLS                | CUSIP: 573284AX4<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |   2240000 | PA      | $1540644.63   | 0.02%             | 2051-07-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Martin Marietta Materials Inc                                                    | MARTIN MAR MTLS                | CUSIP: 573284BB1<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |   1195000 | PA      | $1186009.98   | 0.01%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Maryland Economic Development Corp                                               | MD ECON DEV CORP-TXBL          | CUSIP: 574205HW3<br>LEI: 549300JJ16DDBSZWSN94 | Long             | DBT              | MUN               | US        |    575000 | PA      | $583512.53    | 0.01%             | 2057-05-31      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| Maryland Economic Development Corp                                               | MARYLAND ST ECON DEV           | CUSIP: 574205JJ0<br>LEI: 549300JJ16DDBSZWSN94 | Long             | DBT              | MUN               | US        |    636000 | PA      | $616133.59    | 0.01%             | 2056-05-31      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| Maryland Health & Higher Educational Facilities Authority                        | MD HLTH&HGR EDUCTNL-D          | CUSIP: 57421CAV6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    750000 | PA      | $584268.30    | 0.01%             | 2040-07-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Maryland Health & Higher Educational Facilities Authority                        | MD HLTH&HGR EDUCTNL-D          | CUSIP: 57421CAW4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    575000 | PA      | $393682.49    | 0.00%             | 2050-07-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Masco Corp                                                                       | MASCO CORP                     | CUSIP: 574599BM7<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | DBT              | CORP              | US        |    749000 | PA      | $625173.32    | 0.01%             | 2047-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Masco Corp                                                                       | MASCO CORP                     | CUSIP: 574599BR6<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | DBT              | CORP              | US        |    580000 | PA      | $376041.07    | 0.00%             | 2051-02-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Massachusetts Institute of Technology                                            | MASS INSTIT TECH               | CUSIP: 575718AA9<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |   1460000 | PA      | $1473939.35   | 0.02%             | 2111-07-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Massachusetts Institute of Technology                                            | MASS INSTIT TECH               | CUSIP: 575718AB7<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |    740000 | PA      | $632314.67    | 0.01%             | 2114-07-01      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| Massachusetts Institute of Technology                                            | MASS INSTIT TECH               | CUSIP: 575718AF8<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |    441000 | PA      | $315400.88    | 0.00%             | 2116-07-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Massachusetts Institute of Technology                                            | MASS INSTIT TECH               | CUSIP: 575718AG6<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |   1061000 | PA      | $730243.83    | 0.01%             | 2050-07-01      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| Massachusetts Institute of Technology                                            | MASS INSTIT TECH               | CUSIP: 575718AH4<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |    737000 | PA      | $429565.24    | 0.01%             | 2051-07-01      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| Massachusetts Institute of Technology                                            | MASS INSTIT TECH               | CUSIP: 575718AJ0<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |    570000 | PA      | $392889.75    | 0.00%             | 2052-04-01      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| Massachusetts Institute of Technology                                            | MASS INSTIT TECH               | CUSIP: 575718AK7<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |    750000 | PA      | $792197.80    | 0.01%             | 2055-06-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                    | MA CONS LN-BABS                | CUSIP: 57582PUE8<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   1485000 | PA      | $1521402.99   | 0.02%             | 2039-12-01      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                    | MA COMMONWEALTH                | CUSIP: 57582RYY6<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |    580000 | PA      | $401051.09    | 0.00%             | 2049-09-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Massachusetts School Building Authority                                          | MA ST                          | CUSIP: 576000KV4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    730000 | PA      | $764707.12    | 0.01%             | 2039-08-15      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts Transportation Fund Revenue                        | MA TRN FD-RZEDB                | CUSIP: 57604TAD8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    865000 | PA      | $906829.50    | 0.01%             | 2040-06-01      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                                                   | MASTERCARD INC                 | CUSIP: 57636QAH7<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |   1283000 | PA      | $1039431.47   | 0.01%             | 2046-11-21      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                                                   | MASTERCARD INC                 | CUSIP: 57636QAL8<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |   1230000 | PA      | $956576.85    | 0.01%             | 2049-06-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                                                   | MASTERCARD INC                 | CUSIP: 57636QAQ7<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |   2980000 | PA      | $2388071.09   | 0.03%             | 2050-03-26      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                                                   | MASTERCARD INC                 | CUSIP: 57636QAT1<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |   2865000 | PA      | $1918251.25   | 0.02%             | 2051-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Mayo Clinic                                                                      | MAYO CLINIC                    | CUSIP: 578454AB6<br>LEI: 5493001OHMD58DCY4635 | Long             | DBT              | CORP              | US        |    740000 | PA      | $611340.88    | 0.01%             | 2043-11-15      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| Mayo Clinic                                                                      | MAYO CLINIC                    | CUSIP: 578454AD2<br>LEI: 5493001OHMD58DCY4635 | Long             | DBT              | CORP              | US        |    935000 | PA      | $751861.06    | 0.01%             | 2052-11-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Mayo Clinic                                                                      | MAYO CLINIC                    | CUSIP: 578454AF7<br>LEI: 5493001OHMD58DCY4635 | Long             | DBT              | CORP              | US        |    990000 | PA      | $641604.55    | 0.01%             | 2061-11-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| McCormick & Co Inc/MD                                                            | MCCORMICK                      | CUSIP: 579780AP2<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |    531000 | PA      | $433867.25    | 0.01%             | 2047-08-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                  | MCDONALD'S CORP                | CUSIP: 58013MEC4<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |   1269000 | PA      | $1412888.02   | 0.02%             | 2037-10-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                  | MCDONALD'S CORP                | CUSIP: 58013MEF7<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |   2001000 | PA      | $2215750.07   | 0.03%             | 2038-03-01      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                  | MCDONALD'S CORP                | CUSIP: 58013MEH3<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    962000 | PA      | $1023207.51   | 0.01%             | 2039-02-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                  | MCDONALD'S CORP                | CUSIP: 58013MEK6<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |   1005000 | PA      | $969172.45    | 0.01%             | 2040-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                  | MCDONALD'S CORP                | CUSIP: 58013MEN0<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    874000 | PA      | $715568.91    | 0.01%             | 2042-02-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                  | MCDONALD'S CORP                | CUSIP: 58013MER1<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    540000 | PA      | $430474.89    | 0.01%             | 2043-05-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                  | MCDONALD'S CORP                | CUSIP: 58013MEV2<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |   1311000 | PA      | $1174901.47   | 0.01%             | 2045-05-26      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                  | MCDONALD'S CORP                | CUSIP: 58013MFA7<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |   2266000 | PA      | $2096296.32   | 0.02%             | 2045-12-09      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                  | MCDONALD'S CORP                | CUSIP: 58013MFC3<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |   1998000 | PA      | $1730002.47   | 0.02%             | 2047-03-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                  | MCDONALD'S CORP                | CUSIP: 58013MFH2<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |   1094000 | PA      | $941399.49    | 0.01%             | 2048-09-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                  | MCDONALD'S CORP                | CUSIP: 58013MFK5<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |   1640000 | PA      | $1228343.99   | 0.01%             | 2049-09-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                  | MCDONALD'S CORP                | CUSIP: 58013MFR0<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |   2235000 | PA      | $1836454.68   | 0.02%             | 2050-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                  | MCDONALD'S CORP                | CUSIP: 58013MFT6<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |   1412000 | PA      | $1334945.16   | 0.02%             | 2052-09-09      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                  | MCDONALD'S CORP                | CUSIP: 58013MFW9<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    657000 | PA      | $650430.89    | 0.01%             | 2053-08-14      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                  | MCDONALD'S CORP                | CUSIP: 58013MGC2<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |   2006000 | PA      | $2021208.16   | 0.02%             | 2036-02-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| McLaren Health Care Corp                                                         | MCLAREN HEALTH                 | CUSIP: 581760AV7<br>LEI: 549300OY1YHQK68ZQX37 | Long             | DBT              | CORP              | US        |    982000 | PA      | $833044.34    | 0.01%             | 2048-05-15      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| Mead Johnson Nutrition Co                                                        | MEAD JOHNSON NUT               | CUSIP: 582839AF3<br>LEI: E4BJRFT3MF4GJDY1SC50 | Long             | DBT              | CORP              | US        |    665000 | PA      | $706682.92    | 0.01%             | 2039-11-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Mead Johnson Nutrition Co                                                        | MEAD JOHNSON NUT               | CUSIP: 582839AG1<br>LEI: E4BJRFT3MF4GJDY1SC50 | Long             | DBT              | CORP              | US        |   2314000 | PA      | $2084575.00   | 0.02%             | 2044-06-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Medtronic Inc                                                                    | MEDTRONIC INC                  | CUSIP: 585055BU9<br>LEI: D56MRZY2INAN94ZONZ37 | Long             | DBT              | CORP              | US        |   2891000 | PA      | $2656099.78   | 0.03%             | 2045-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| MedStar Health Inc                                                               | MEDSTAR HEALTH                 | CUSIP: 58506YAS1<br>LEI: 549300ICFOCGDEPVJE31 | Long             | DBT              | CORP              | US        |    987000 | PA      | $726448.93    | 0.01%             | 2049-08-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Memorial Health Services                                                         | MEMORIAL HEALTH                | CUSIP: 58601VAC6<br>LEI: 549300FTIZOMIONZZ882 | Long             | DBT              | CORP              | US        |    900000 | PA      | $647420.96    | 0.01%             | 2049-11-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Memorial Sloan-Kettering Cancer Center                                           | MEMORIAL SLOAN                 | CUSIP: 586054AB4<br>LEI: 549300IZ71UAMEHWL382 | Long             | DBT              | CORP              | US        |    710000 | PA      | $580286.87    | 0.01%             | 2052-07-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Memorial Sloan-Kettering Cancer Center                                           | MEMORIAL SLOAN                 | CUSIP: 586054AC2<br>LEI: 549300IZ71UAMEHWL382 | Long             | DBT              | CORP              | US        |   1388000 | PA      | $1133489.85   | 0.01%             | 2055-07-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Memorial Sloan-Kettering Cancer Center                                           | MEMORIAL SLOAN                 | CUSIP: 586054AD0<br>LEI: 549300IZ71UAMEHWL382 | Long             | DBT              | CORP              | US        |    132000 | PA      | $87826.55     | 0.00%             | 2050-01-01      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                   | MERCK & CO INC                 | CUSIP: 589331AS6<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   1002000 | PA      | $813950.90    | 0.01%             | 2042-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                   | MERCK & CO INC                 | CUSIP: 58933YAJ4<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   3074000 | PA      | $2672003.12   | 0.03%             | 2043-05-18      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                   | MERCK & CO INC                 | CUSIP: 58933YAT2<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   4444000 | PA      | $3568012.61   | 0.04%             | 2045-02-10      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                   | MERCK & CO INC                 | CUSIP: 58933YAV7<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   1997000 | PA      | $1782897.24   | 0.02%             | 2039-03-07      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                   | MERCK & CO INC                 | CUSIP: 58933YAW5<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   2697000 | PA      | $2190393.21   | 0.03%             | 2049-03-07      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                   | MERCK & CO INC                 | CUSIP: 58933YBA2<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   1752000 | PA      | $1258024.01   | 0.01%             | 2040-06-24      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                   | MERCK & CO INC                 | CUSIP: 58933YBB0<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   2851000 | PA      | $1707905.45   | 0.02%             | 2050-06-24      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                   | MERCK & CO INC                 | CUSIP: 58933YBF1<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   1323000 | PA      | $833181.40    | 0.01%             | 2051-12-10      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                   | MERCK & CO INC                 | CUSIP: 58933YBG9<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   4280000 | PA      | $2566021.07   | 0.03%             | 2061-12-10      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                   | MERCK & CO INC                 | CUSIP: 58933YBL8<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   1445000 | PA      | $1370785.54   | 0.02%             | 2044-05-17      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                   | MERCK & CO INC                 | CUSIP: 58933YBM6<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1173760.82   | 0.01%             | 2053-05-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                   | MERCK & CO INC                 | CUSIP: 58933YBT1<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   1550000 | PA      | $1600156.88   | 0.02%             | 2055-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | MERRILL LYNCH                  | CUSIP: 59022CAJ2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   4601000 | PA      | $4956650.91   | 0.06%             | 2037-01-29      | Fixed         | 6.11%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | MERRILL LYNCH                  | CUSIP: 59023VAA8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    968000 | PA      | $1180854.72   | 0.01%             | 2038-05-14      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Methodist Hospital/The                                                           | METHODIST HOSP                 | CUSIP: 591539AA9<br>LEI: 549300Y1E42JLBRENF23 | Long             | DBT              | CORP              | US        |    753000 | PA      | $471087.40    | 0.01%             | 2050-12-01      | Fixed         | 2.71%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                                      | METLIFE INC                    | CUSIP: 59156RAP3<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |   1445000 | PA      | $1523364.09   | 0.02%             | 2066-12-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                                      | METLIFE INC                    | CUSIP: 59156RAV0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    825000 | PA      | $1107389.32   | 0.01%             | 2069-08-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| MetLife Inc                                                                      | METLIFE INC                    | CUSIP: 59156RAY4<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |   1693000 | PA      | $1795370.04   | 0.02%             | 2041-02-06      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                                      | METLIFE INC                    | CUSIP: 59156RBG2<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |   1560000 | PA      | $1468856.65   | 0.02%             | 2043-11-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                                      | METLIFE INC                    | CUSIP: 59156RBL1<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |   1105000 | PA      | $1013614.80   | 0.01%             | 2044-12-15      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                                      | METLIFE INC                    | CUSIP: 59156RBN7<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |   2033000 | PA      | $1710106.50   | 0.02%             | 2045-03-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                                      | METLIFE INC                    | CUSIP: 59156RCC0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |   2105000 | PA      | $1964967.63   | 0.02%             | 2052-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                                      | METLIFE INC                    | CUSIP: 59156RCD8<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |   2230000 | PA      | $2169488.70   | 0.03%             | 2054-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Metropolitan Government of Nashville & Davidson County Convention Center Auth    | MET GOVT-TXB-B-BABS            | CUSIP: 592125AM0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    575000 | PA      | $619325.26    | 0.01%             | 2043-07-01      | Fixed         | 6.73%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority Dedicated Tax Fund                         | MTA NY-TXB                     | CUSIP: 59259NZH9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1160000 | PA      | $1385809.66   | 0.02%             | 2039-11-15      | Fixed         | 7.34%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                            | MET TRANS AUTH                 | CUSIP: 59259YBY4<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |    590000 | PA      | $646693.57    | 0.01%             | 2039-11-15      | Fixed         | 6.67%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                            | MET TRANSN-TXB-E-BABS          | CUSIP: 59259YGF0<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |    280000 | PA      | $310680.22    | 0.00%             | 2040-11-15      | Fixed         | 6.81%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                            | MET TRANS-C2-UNREFUND          | CUSIP: 59261A2P1<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |     80000 | PA      | $73826.39     | 0.00%             | 2049-11-15      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| Metropolitan Washington Airports Authority Dulles Toll Road Revenue              | MET WA DC ARPTS-BABS           | CUSIP: 592643AA8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    730000 | PA      | $880269.92    | 0.01%             | 2046-10-01      | Fixed         | 7.46%                 | No            |                  2 | On Loan: No      |
| County of Miami-Dade FL Aviation Revenue                                         | MIAMI-DADE CNTY FL AV          | CUSIP: 59333P3W6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1605000 | PA      | $1473782.10   | 0.02%             | 2041-10-01      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Michigan Finance Authority                                                       | MICHIGAN ST FIN AUTH           | CUSIP: 59447TXX6<br>LEI: 54930022O46HOX5J1D14 | Long             | DBT              | MUN               | US        |   1170000 | PA      | $986908.57    | 0.01%             | 2040-12-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Michigan Strategic Fund                                                          | MICHIGAN ST STRATEGIC          | CUSIP: 594698SJ2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    700000 | PA      | $533046.22    | 0.01%             | 2047-09-01      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| Michigan State University                                                        | MICHIGAN ST UNIV-TXBL          | CUSIP: 594712WY3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    850000 | PA      | $628341.59    | 0.01%             | 2122-08-15      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                                   | MICROSOFT CORP                 | CUSIP: 594918AJ3<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   2130000 | PA      | $2076324.24   | 0.02%             | 2040-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                                   | MICROSOFT CORP                 | CUSIP: 594918BK9<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    505000 | PA      | $505641.07    | 0.01%             | 2035-11-03      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                                   | MICROSOFT CORP                 | CUSIP: 594918BS2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   5626000 | PA      | $5138810.28   | 0.06%             | 2036-08-08      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                                   | MICROSOFT CORP                 | CUSIP: 594918BT0<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   3876000 | PA      | $3188501.16   | 0.04%             | 2046-08-08      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                                   | MICROSOFT CORP                 | CUSIP: 594918BZ6<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   1169000 | PA      | $1135640.19   | 0.01%             | 2037-02-06      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                                   | MICROSOFT CORP                 | CUSIP: 594918CA0<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    860000 | PA      | $782342.40    | 0.01%             | 2047-02-06      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                                   | MICROSOFT CORP                 | CUSIP: 594918CC6<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   7769000 | PA      | $4915202.85   | 0.06%             | 2050-06-01      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                                   | MICROSOFT CORP                 | CUSIP: 594918CD4<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   8722000 | PA      | $5215962.97   | 0.06%             | 2060-06-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                                   | MICROSOFT CORP                 | CUSIP: 594918CE2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |  10791000 | PA      | $7329248.45   | 0.09%             | 2052-03-17      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                                   | MICROSOFT CORP                 | CUSIP: 594918CF9<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   2423000 | PA      | $1575215.53   | 0.02%             | 2062-03-17      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                                   | MICROSOFT CORP                 | CUSIP: 594918CW2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   4822000 | PA      | $3019151.98   | 0.04%             | 2050-09-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Micron Technology Inc                                                            | MICRON TECH                    | CUSIP: 595112BT9<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |   1345000 | PA      | $1038865.73   | 0.01%             | 2041-11-01      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| Micron Technology Inc                                                            | MICRON TECH                    | CUSIP: 595112BU6<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    954000 | PA      | $680318.98    | 0.01%             | 2051-11-01      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| Micron Technology Inc                                                            | MICRON TECH                    | CUSIP: 595112CH4<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1068793.95   | 0.01%             | 2035-11-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Mid-America Apartments LP                                                        | MID-AMER APT LP                | CUSIP: 59523UAU1<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |    765000 | PA      | $492695.82    | 0.01%             | 2051-09-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co                                                            | MIDAMERICAN ENER               | CUSIP: 595620AL9<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |   1408000 | PA      | $1301046.19   | 0.02%             | 2043-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co                                                            | MIDAMERICAN ENER               | CUSIP: 595620AP0<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    970000 | PA      | $826731.23    | 0.01%             | 2046-05-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co                                                            | MIDAMERICAN ENER               | CUSIP: 595620AR6<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |   1471000 | PA      | $1185180.11   | 0.01%             | 2047-08-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co                                                            | MIDAMERICAN ENER               | CUSIP: 595620AS4<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |   2065000 | PA      | $1574730.03   | 0.02%             | 2048-08-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co                                                            | MIDAMERICAN ENER               | CUSIP: 595620AU9<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |   1010000 | PA      | $844522.21    | 0.01%             | 2049-07-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co                                                            | MIDAMERICAN ENER               | CUSIP: 595620AY1<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |   1095000 | PA      | $1151959.40   | 0.01%             | 2054-09-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co                                                            | MIDAMERICAN ENER               | CUSIP: 595620AZ8<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |   2100000 | PA      | $2044033.92   | 0.02%             | 2055-02-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Energy Co                                                     | MIDAMERICAN ENER               | CUSIP: 59562VAM9<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |   2795000 | PA      | $3041107.45   | 0.04%             | 2036-04-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Energy Co                                                     | MIDAMERICAN ENER               | CUSIP: 59562VAP2<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    777000 | PA      | $838440.11    | 0.01%             | 2037-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Energy Co                                                     | BERKSHIRE HATHAW               | CUSIP: 59562VBD8<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |   1178000 | PA      | $1144152.47   | 0.01%             | 2043-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| MyMichigan Health                                                                | MIDMICHIGAN HLTH               | CUSIP: 597861AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    406000 | PA      | $288387.08    | 0.00%             | 2050-06-01      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| Mississippi Power Co                                                             | MISS POWER CO                  | CUSIP: 605417BZ6<br>LEI: LNZ0J6YZ5SC6ILIRU850 | Long             | DBT              | CORP              | US        |    980000 | PA      | $853439.36    | 0.01%             | 2042-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Health & Educational Facilities Authority of the State of Missouri               | MO HLTH & EDU FACS-A           | CUSIP: 60636APP2<br>LEI: 549300IWTBCMX5JB3277 | Long             | DBT              | MUN               | US        |    575000 | PA      | $433174.12    | 0.01%             | 2057-08-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Health & Educational Facilities Authority of the State of Missouri               | MISSOURI HLTH & EDU-A          | CUSIP: 60636AVL4<br>LEI: 549300IWTBCMX5JB3277 | Long             | DBT              | MUN               | US        |    900000 | PA      | $651927.78    | 0.01%             | 2050-05-15      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                               | MITSUB UFJ FIN                 | CUSIP: 606822BB9<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    992000 | PA      | $942413.20    | 0.01%             | 2038-07-26      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                               | MITSUB UFJ FIN                 | CUSIP: 606822BE3<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   1095000 | PA      | $1027407.01   | 0.01%             | 2039-03-07      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                               | MITSUB UFJ FIN                 | CUSIP: 606822BK9<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   2959000 | PA      | $2597260.85   | 0.03%             | 2039-07-18      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                                                       | MIZUHO FINANCIAL               | CUSIP: 60687YDM8<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   1500000 | PA      | $1540205.79   | 0.02%             | 2036-07-08      | Variable      | 5.32%                 | No            |                  2 | On Loan: No      |
| Molson Coors Beverage Co                                                         | MOLSON COORS                   | CUSIP: 60871RAD2<br>LEI: 54930073LBBH6ZCBE225 | Long             | DBT              | CORP              | US        |   1607000 | PA      | $1500754.62   | 0.02%             | 2042-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Molson Coors Beverage Co                                                         | MOLSON COORS                   | CUSIP: 60871RAH3<br>LEI: 54930073LBBH6ZCBE225 | Long             | DBT              | CORP              | US        |   2851000 | PA      | $2318604.78   | 0.03%             | 2046-07-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Mondelez International Inc                                                       | MONDELEZ INT INC               | CUSIP: 609207AW5<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |   1784000 | PA      | $1081957.36   | 0.01%             | 2050-09-04      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Montefiore Obligated Group                                                       | MONTEFIORE OBL                 | CUSIP: 61237WAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    759000 | PA      | $621361.90    | 0.01%             | 2048-11-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Montefiore Obligated Group                                                       | MONTEFIORE OBL                 | CUSIP: 61237WAG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    605000 | PA      | $408480.04    | 0.00%             | 2050-09-01      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| Moody's Corp                                                                     | MOODY'S CORP                   | CUSIP: 615369AE5<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |   2005000 | PA      | $1964303.24   | 0.02%             | 2044-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Moody's Corp                                                                     | MOODY'S CORP                   | CUSIP: 615369AT2<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |    776000 | PA      | $537328.25    | 0.01%             | 2050-05-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Moody's Corp                                                                     | MOODY'S CORP                   | CUSIP: 615369AV7<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |    476000 | PA      | $343380.97    | 0.00%             | 2041-08-19      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Moody's Corp                                                                     | MOODY'S CORP                   | CUSIP: 615369AX3<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |    960000 | PA      | $612998.48    | 0.01%             | 2061-11-29      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Moody's Corp                                                                     | MOODY'S CORP                   | CUSIP: 615369AY1<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |    765000 | PA      | $581956.07    | 0.01%             | 2052-02-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 6174468N2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   5557000 | PA      | $5662789.83   | 0.07%             | 2051-03-24      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 6174468Y8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1370000 | PA      | $883718.51    | 0.01%             | 2052-01-25      | Variable      | 2.80%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 61744YAL2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    867000 | PA      | $775677.38    | 0.01%             | 2038-07-22      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 61744YAR9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   4800000 | PA      | $4527482.95   | 0.05%             | 2039-04-22      | Variable      | 4.46%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 61747YDY8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   5404000 | PA      | $4740146.03   | 0.06%             | 2045-01-27      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 61747YFV2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   5185000 | PA      | $5242994.26   | 0.06%             | 2055-11-19      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 617482V92<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   4805000 | PA      | $5391984.62   | 0.06%             | 2042-07-24      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 61772BAC7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2654000 | PA      | $2074313.09   | 0.02%             | 2042-04-22      | Variable      | 3.22%                 | No            |                  2 | On Loan: No      |
| Mosaic Co/The                                                                    | MOSAIC CO                      | CUSIP: 61945CAB9<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |    772000 | PA      | $703336.16    | 0.01%             | 2041-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Mosaic Co/The                                                                    | MOSAIC CO                      | CUSIP: 61945CAE3<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |    778000 | PA      | $768887.26    | 0.01%             | 2043-11-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions Inc                                                           | MOTOROLA SOLUTIO               | CUSIP: 620076BE8<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1745514.36   | 0.02%             | 2044-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Mount Nittany Medical Center Obligated Group                                     | MOUNT NITTANY MD               | CUSIP: 62213LAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    780000 | PA      | $592585.80    | 0.01%             | 2052-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Municipal Electric Authority of Georgia                                          | MEAG TXB-PLT VOGTLE            | CUSIP: 626207YF5<br>LEI: JA0WNILDDF2KUPS83B16 | Long             | DBT              | MUN               | US        |   2031000 | PA      | $2225809.05   | 0.03%             | 2057-04-01      | Fixed         | 6.64%                 | No            |                  2 | On Loan: No      |
| Municipal Electric Authority of Georgia                                          | MEAG TXB-PLT VOGTLE            | CUSIP: 626207YM0<br>LEI: JA0WNILDDF2KUPS83B16 | Long             | DBT              | MUN               | US        |   1679000 | PA      | $1826878.60   | 0.02%             | 2057-04-01      | Fixed         | 6.66%                 | No            |                  2 | On Loan: No      |
| Municipal Electric Authority of Georgia                                          | MUNI ELEC-BABS-TXB             | CUSIP: 626207YS7<br>LEI: JA0WNILDDF2KUPS83B16 | Long             | DBT              | MUN               | US        |    407000 | PA      | $457962.87    | 0.01%             | 2057-04-01      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| Mylan Inc                                                                        | MYLAN INC                      | CUSIP: 628530BC0<br>LEI: 30ZMPDNA1RHIBH89C294 | Long             | DBT              | CORP              | US        |    871000 | PA      | $754816.85    | 0.01%             | 2043-11-29      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Utah Acquisition Sub Inc                                                         | MYLAN NV                       | CUSIP: 62854AAP9<br>LEI: 254900JOFV74IJ7H9933 | Long             | DBT              | CORP              | US        |    905000 | PA      | $752787.65    | 0.01%             | 2046-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NYU Langone Hospitals                                                            | NYU HOSPITALS                  | CUSIP: 62952EAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    761000 | PA      | $785197.22    | 0.01%             | 2043-07-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NYU Langone Hospitals                                                            | NYU HOSPITALS                  | CUSIP: 62952EAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    843000 | PA      | $774382.85    | 0.01%             | 2044-07-01      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| NYU Langone Hospitals                                                            | NYU LANGONE HOSP               | CUSIP: 62952EAE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1390000 | PA      | $1212237.25   | 0.01%             | 2047-07-01      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| NXP BV / NXP Funding LLC / NXP USA Inc                                           | NXP BV/NXP FDG                 | CUSIP: 62954HAL2<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |   1150000 | PA      | $849701.90    | 0.01%             | 2042-02-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| NXP BV / NXP Funding LLC / NXP USA Inc                                           | NXP BV/NXP FDG                 | CUSIP: 62954HAN8<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    766000 | PA      | $513409.68    | 0.01%             | 2051-11-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NXP BV / NXP Funding LLC / NXP USA Inc                                           | NXP BV/NXP FDG                 | CUSIP: 62954HAU2<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |   1673000 | PA      | $1273911.74   | 0.01%             | 2041-05-11      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NYU Langone Hospitals                                                            | NYU HOSPITALS                  | CUSIP: 62954RAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    750000 | PA      | $521604.21    | 0.01%             | 2055-07-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Nasdaq Inc                                                                       | NASDAQ INC                     | CUSIP: 631103AM0<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |    680000 | PA      | $525167.55    | 0.01%             | 2052-03-07      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Nasdaq Inc                                                                       | NASDAQ INC                     | CUSIP: 63111XAB7<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |    482000 | PA      | $334979.82    | 0.00%             | 2050-04-28      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Nasdaq Inc                                                                       | NASDAQ INC                     | CUSIP: 63111XAE1<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |   2031000 | PA      | $1440983.03   | 0.02%             | 2040-12-21      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Nasdaq Inc                                                                       | NASDAQ INC                     | CUSIP: 63111XAK7<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1360956.87   | 0.02%             | 2053-08-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Nasdaq Inc                                                                       | NASDAQ INC                     | CUSIP: 63111XAL5<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |   1277000 | PA      | $1347135.40   | 0.02%             | 2063-06-28      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| NOV Inc                                                                          | NATIONAL OILWELL               | CUSIP: 637071AK7<br>LEI: 549300EHF3IW1AR6U008 | Long             | DBT              | CORP              | US        |    963000 | PA      | $752188.11    | 0.01%             | 2042-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| NNN REIT Inc                                                                     | NNN REIT                       | CUSIP: 637417AQ9<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |   1897000 | PA      | $1341604.44   | 0.02%             | 2051-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NNN REIT Inc                                                                     | NNN REIT                       | CUSIP: 637417AR7<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |   1191000 | PA      | $755614.84    | 0.01%             | 2052-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp                                | NATL RURAL UTIL                | CUSIP: 637432NR2<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    760000 | PA      | $651686.82    | 0.01%             | 2048-11-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp                                | NATL RURAL UTIL                | CUSIP: 637432NT8<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    988000 | PA      | $842199.85    | 0.01%             | 2049-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Nationwide Financial Services Inc                                                | NATIONWIDE FIN                 | CUSIP: 638612AJ0<br>LEI: 5493001H7AZNDS6BKJ36 | Long             | DBT              | CORP              | US        |    670000 | PA      | $676554.35    | 0.01%             | 2087-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Nature Conservancy/The                                                           | THE NATURE CONSV               | CUSIP: 63902HBF5<br>LEI: 549300GJ1IZME7V1JJ28 | Long             | DBT              | CORP              | US        |    967000 | PA      | $769640.82    | 0.01%             | 2052-03-01      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| NBCUniversal Media LLC                                                           | NBCUNIVERSAL MED               | CUSIP: 63946BAJ9<br>LEI: VTBDOQJ6KOGQ6K786R46 | Long             | DBT              | CORP              | US        |   2780000 | PA      | $2429687.22   | 0.03%             | 2043-01-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Nevada Power Co                                                                  | NEVADA POWER CO                | CUSIP: 641423BU1<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |    942000 | PA      | $1069681.69   | 0.01%             | 2037-07-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Nevada Power Co                                                                  | NEVADA POWER CO                | CUSIP: 641423CE6<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |    900000 | PA      | $594731.40    | 0.01%             | 2050-08-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Nevada Power Co                                                                  | NEVADA POWER CO                | CUSIP: 641423CF3<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |    845000 | PA      | $861937.24    | 0.01%             | 2053-05-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Nevada Power Co                                                                  | NEVADA POWER CO                | CUSIP: 641423CG1<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |    885000 | PA      | $918854.26    | 0.01%             | 2054-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| New Jersey Transportation Trust Fund Authority                                   | NJ TRN TR FD BABS              | CUSIP: 646136XR7<br>LEI: 549300YUVD5TEXR6L889 | Long             | DBT              | MUN               | US        |    805000 | PA      | $893430.14    | 0.01%             | 2040-12-15      | Fixed         | 6.56%                 | No            |                  2 | On Loan: No      |
| New Jersey Turnpike Authority                                                    | NJ TPK-F-TXB                   | CUSIP: 646139W35<br>LEI: 5493005YN67D71KSMI84 | Long             | DBT              | MUN               | US        |   1864000 | PA      | $2251075.07   | 0.03%             | 2040-01-01      | Fixed         | 7.41%                 | No            |                  2 | On Loan: No      |
| New Jersey Turnpike Authority                                                    | NJ TPK-TXB-A-BABS              | CUSIP: 646139X83<br>LEI: 5493005YN67D71KSMI84 | Long             | DBT              | MUN               | US        |   3060000 | PA      | $3544944.82   | 0.04%             | 2041-01-01      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| New York and Presbyterian Hospital/The                                           | NY & PRES HOSP                 | CUSIP: 649322AA2<br>LEI: 19EOSPKL8HML7MY3UE63 | Long             | DBT              | CORP              | US        |    950000 | PA      | $794612.98    | 0.01%             | 2045-08-01      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| New York and Presbyterian Hospital/The                                           | NY & PRES HOSP                 | CUSIP: 649322AD6<br>LEI: 19EOSPKL8HML7MY3UE63 | Long             | DBT              | CORP              | US        |    133000 | PA      | $105686.65    | 0.00%             | 2056-08-01      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| New York and Presbyterian Hospital/The                                           | NY & PRES HOSP                 | CUSIP: 649322AF1<br>LEI: 19EOSPKL8HML7MY3UE63 | Long             | DBT              | CORP              | US        |    980000 | PA      | $692239.09    | 0.01%             | 2119-08-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| New York and Presbyterian Hospital/The                                           | NY & PRES HOSP                 | CUSIP: 649322AJ3<br>LEI: 19EOSPKL8HML7MY3UE63 | Long             | DBT              | CORP              | US        |    695000 | PA      | $389090.78    | 0.00%             | 2060-08-01      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                              | NYC                            | CUSIP: 64966H4K3<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    775000 | PA      | $795093.66    | 0.01%             | 2037-10-01      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                              | NYC -BABS-SER F1               | CUSIP: 64966JAR7<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    850000 | PA      | $918066.64    | 0.01%             | 2037-12-01      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                              | NEW YORK-B-1                   | CUSIP: 64966Q7G9<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |   1400000 | PA      | $1465693.32   | 0.02%             | 2053-10-01      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                              | NEW YORK NY                    | CUSIP: 64966QL65<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    300000 | PA      | $291355.50    | 0.00%             | 2052-10-01      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                              | NEW YORK-TXBL C-2              | CUSIP: 64966SGN0<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    525000 | PA      | $516209.40    | 0.01%             | 2037-09-01      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                              | NEW YORK-TXBL-D-1              | CUSIP: 64966SHM1<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    675000 | PA      | $645193.82    | 0.01%             | 2049-10-01      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                              | NEW YORK-TXBL-D-1              | CUSIP: 64966SHN9<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    750000 | PA      | $716651.18    | 0.01%             | 2054-10-01      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                              | NEW YORK-TXBL-D-2              | CUSIP: 64966SHZ2<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    525000 | PA      | $517196.14    | 0.01%             | 2044-10-01      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| New York City Municipal Water Finance Authority                                  | NYC MUN WTR-BABS               | CUSIP: 64972FH25<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |    625000 | PA      | $639021.56    | 0.01%             | 2041-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| New York City Municipal Water Finance Authority                                  | NYC MUN WTR-BABS               | CUSIP: 64972FK88<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |    600000 | PA      | $625288.32    | 0.01%             | 2042-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| New York City Municipal Water Finance Authority                                  | NYC WTR-BABS-TXB               | CUSIP: 64972FL20<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |    530000 | PA      | $556077.11    | 0.01%             | 2042-06-15      | Fixed         | 6.01%                 | No            |                  2 | On Loan: No      |
| New York City Municipal Water Finance Authority                                  | NYC MUN WTR FIN -BABS          | CUSIP: 64972FT30<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |    530000 | PA      | $539564.65    | 0.01%             | 2042-06-15      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| New York City Municipal Water Finance Authority                                  | NYC MUN WTR FIN -BABS          | CUSIP: 64972FT63<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |    385000 | PA      | $384837.07    | 0.00%             | 2043-06-15      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| New York City Municipal Water Finance Authority                                  | NYC MUN WTR FIN -BABS          | CUSIP: 64972FY34<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |    985000 | PA      | $1021791.13   | 0.01%             | 2044-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                               | NYS DORM AUTH-BABS             | CUSIP: 649902T37<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    770000 | PA      | $793361.72    | 0.01%             | 2040-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                               | NYS DORM-F-BABS-UNREF          | CUSIP: 64990FMT8<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |   1380000 | PA      | $1432517.83   | 0.02%             | 2039-03-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Empire State Development Corp                                                    | NYS URBAN DEV CORP             | CUSIP: 650035TD0<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |    820000 | PA      | $847997.83    | 0.01%             | 2039-03-15      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| Newmont Corp                                                                     | NEWMONT GOLDCORP               | CUSIP: 651639AV8<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |   1450000 | PA      | $1457853.81   | 0.02%             | 2044-06-09      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Newmont Corp / Newcrest Finance Pty Ltd                                          | NEWMNT / NEWCRST               | CUSIP: 65163LAF6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1135000 | PA      | $952331.03    | 0.01%             | 2050-05-13      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CNOOC Petroleum North America ULC                                                | CNOOC PETROLEUM                | CUSIP: 65334HAG7<br>LEI: 549300I04PB7X2824122 | Long             | DBT              | CORP              | CA        |   1849000 | PA      | $2185107.56   | 0.03%             | 2037-05-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                              | NEXTERA ENERGY                 | CUSIP: 65339KCQ1<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   1665000 | PA      | $1573882.55   | 0.02%             | 2053-02-28      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                              | NEXTERA ENERGY                 | CUSIP: 65339KCV0<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   1135000 | PA      | $1113055.37   | 0.01%             | 2054-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                              | NEXTERA ENERGY                 | CUSIP: 65339KDM9<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   2920000 | PA      | $3009731.07   | 0.04%             | 2055-03-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| NIKE Inc                                                                         | NIKE INC                       | CUSIP: 654106AD5<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |    980000 | PA      | $790620.46    | 0.01%             | 2043-05-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| NIKE Inc                                                                         | NIKE INC                       | CUSIP: 654106AE3<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |    994000 | PA      | $808894.86    | 0.01%             | 2045-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NIKE Inc                                                                         | NIKE INC                       | CUSIP: 654106AG8<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |    580000 | PA      | $435134.60    | 0.01%             | 2046-11-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| NIKE Inc                                                                         | NIKE INC                       | CUSIP: 654106AL7<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |    980000 | PA      | $795608.81    | 0.01%             | 2040-03-27      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                                                     | NISOURCE INC                   | CUSIP: 65473PAU9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |   2163000 | PA      | $2197313.89   | 0.03%             | 2055-04-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                                                     | NISOURCE INC                   | CUSIP: 65473QAX1<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |   1058000 | PA      | $1101567.00   | 0.01%             | 2041-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                                                     | NISOURCE INC                   | CUSIP: 65473QBB8<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    880000 | PA      | $854101.40    | 0.01%             | 2043-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                                                     | NISOURCE INC                   | CUSIP: 65473QBC6<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |   1212000 | PA      | $1102559.21   | 0.01%             | 2044-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                                                     | NISOURCE INC                   | CUSIP: 65473QBD4<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |   2250000 | PA      | $2238920.59   | 0.03%             | 2045-02-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                                                     | NISOURCE INC                   | CUSIP: 65473QBF9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |   1322000 | PA      | $1115936.28   | 0.01%             | 2047-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                                                     | NISOURCE INC                   | CUSIP: 65473QBG7<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    971000 | PA      | $772045.36    | 0.01%             | 2048-03-30      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                            | NORFOLK SOUTHERN               | CUSIP: 655844BH0<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |   1866000 | PA      | $1776399.69   | 0.02%             | 2041-10-01      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                            | NORFOLK SOUTHERN               | CUSIP: 655844BR8<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |   3126000 | PA      | $2822351.41   | 0.03%             | 2046-01-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                            | NORFOLK SOUTHERN               | CUSIP: 655844BV9<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |   1746000 | PA      | $1395494.16   | 0.02%             | 2052-08-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                            | NORFOLK SOUTHERN               | CUSIP: 655844BX5<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |   1058000 | PA      | $854797.44    | 0.01%             | 2047-11-01      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                            | NORFOLK SOUTHERN               | CUSIP: 655844CC0<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |   1460000 | PA      | $1188862.16   | 0.01%             | 2049-05-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                            | NORFOLK SOUTHERN               | CUSIP: 655844CD8<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |   2365000 | PA      | $1704723.52   | 0.02%             | 2049-11-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                            | NORFOLK SOUTHERN               | CUSIP: 655844CH9<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    843000 | PA      | $557739.75    | 0.01%             | 2055-05-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                            | NORFOLK SOUTHERN               | CUSIP: 655844CJ5<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    975000 | PA      | $691398.69    | 0.01%             | 2121-05-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                            | NORFOLK SOUTHERN               | CUSIP: 655844CN6<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |   2929000 | PA      | $2187844.60   | 0.03%             | 2053-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                            | NORFOLK SOUTHERN               | CUSIP: 655844CP1<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |   1247000 | PA      | $1080846.59   | 0.01%             | 2053-06-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                            | NORFOLK SOUTHERN               | CUSIP: 655844CS5<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |   1648000 | PA      | $1620437.04   | 0.02%             | 2054-08-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                            | NORFOLK SOUTHERN               | CUSIP: 655844CU0<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    985000 | PA      | $1040396.26   | 0.01%             | 2064-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| North Texas Tollway Authority                                                    | N TX HWY-TXB-B                 | CUSIP: 66285WFB7<br>LEI: PQGZGRE0F2WPMYQQ1B78 | Long             | DBT              | MUN               | US        |   1360000 | PA      | $1514904.54   | 0.02%             | 2049-01-01      | Fixed         | 6.72%                 | No            |                  2 | On Loan: No      |
| Northeastern University                                                          | NRTHEAST UNIV                  | CUSIP: 664675AT2<br>LEI: 549300I2J5CUY7XEVC78 | Long             | DBT              | CORP              | US        |    745000 | PA      | $508787.62    | 0.01%             | 2050-10-01      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| Northern States Power Co/MN                                                      | NORTHERN ST PR-M               | CUSIP: 665772CB3<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    995000 | PA      | $1101341.94   | 0.01%             | 2036-06-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Northern States Power Co/MN                                                      | NORTHERN ST PR-M               | CUSIP: 665772CC1<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    762000 | PA      | $844009.73    | 0.01%             | 2037-07-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Northern States Power Co/MN                                                      | NORTHERN ST PR-M               | CUSIP: 665772CE7<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    645000 | PA      | $669534.59    | 0.01%             | 2039-11-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Northern States Power Co/MN                                                      | NORTHERN ST PR-M               | CUSIP: 665772CL1<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    885000 | PA      | $760235.74    | 0.01%             | 2044-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Northern States Power Co/MN                                                      | NORTHERN ST PR-M               | CUSIP: 665772CN7<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    919000 | PA      | $759909.50    | 0.01%             | 2045-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Northern States Power Co/MN                                                      | NORTHERN ST PR-M               | CUSIP: 665772CQ0<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    660000 | PA      | $503991.80    | 0.01%             | 2047-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Northern States Power Co/MN                                                      | NORTHERN ST PR-M               | CUSIP: 665772CS6<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    615000 | PA      | $383266.62    | 0.00%             | 2051-06-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Northern States Power Co/MN                                                      | NORTHERN ST PR-M               | CUSIP: 665772CV9<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    920000 | PA      | $798461.54    | 0.01%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Northern States Power Co/MN                                                      | NORTHERN ST PR-M               | CUSIP: 665772CX5<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |   1113000 | PA      | $1057370.77   | 0.01%             | 2053-05-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Northern States Power Co/MN                                                      | NORTHERN ST PR-M               | CUSIP: 665772CY3<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |   1115000 | PA      | $1107116.46   | 0.01%             | 2054-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Northern States Power Co/MN                                                      | NORTHERN ST PR-M               | CUSIP: 665772DA4<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |   2535000 | PA      | $2601150.63   | 0.03%             | 2055-05-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Northern States Power Co/WI                                                      | NORTHERN ST PR-W               | CUSIP: 665789BC6<br>LEI: OOVRSRHKQSBLKRB7QM17 | Long             | DBT              | CORP              | US        |    980000 | PA      | $1008921.17   | 0.01%             | 2054-06-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                                                            | NORTHROP GRUMMAN               | CUSIP: 666807BD3<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |   1217000 | PA      | $1194608.62   | 0.01%             | 2040-11-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                                                            | NORTHROP GRUMMAN               | CUSIP: 666807BH4<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |   1477000 | PA      | $1368958.91   | 0.02%             | 2043-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                                                            | NORTHROP GRUMMAN               | CUSIP: 666807BJ0<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    647000 | PA      | $525767.39    | 0.01%             | 2045-04-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                                                            | NORTHROP GRUMMAN               | CUSIP: 666807BP6<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |   3047000 | PA      | $2484721.45   | 0.03%             | 2047-10-15      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                                                            | NORTHROP GRUMMAN               | CUSIP: 666807BT8<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    852000 | PA      | $848733.91    | 0.01%             | 2040-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                                                            | NORTHROP GRUMMAN               | CUSIP: 666807BU5<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |   1865000 | PA      | $1795037.48   | 0.02%             | 2050-05-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                                                            | NORTHROP GRUMMAN               | CUSIP: 666807CJ9<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |   2182000 | PA      | $2002584.32   | 0.02%             | 2053-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                                                            | NORTHROP GRUMMAN               | CUSIP: 666807CM2<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |   1253000 | PA      | $1193113.06   | 0.01%             | 2054-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Northwell Healthcare Inc                                                         | NORTHWELL HEALTH               | CUSIP: 667274AA2<br>LEI: 54930073NUTKK4QD3P47 | Long             | DBT              | CORP              | US        |    790000 | PA      | $626115.17    | 0.01%             | 2046-11-01      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| Northwell Healthcare Inc                                                         | NORTHWELL HEALTH               | CUSIP: 667274AC8<br>LEI: 54930073NUTKK4QD3P47 | Long             | DBT              | CORP              | US        |    974000 | PA      | $798643.51    | 0.01%             | 2047-11-01      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| Northwell Healthcare Inc                                                         | NORTHWELL HEALTH               | CUSIP: 667274AD6<br>LEI: 54930073NUTKK4QD3P47 | Long             | DBT              | CORP              | US        |    890000 | PA      | $660497.79    | 0.01%             | 2049-11-01      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| Northwest Natural Holding Co                                                     | NORTHWEST NATURA               | CUSIP: 66765NAA3<br>LEI: 254900PSJL6ZEC8FR782 | Long             | DBT              | CORP              | US        |    550000 | PA      | $563943.78    | 0.01%             | 2055-09-15      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| NorthWestern Corp                                                                | NORTHWESTERN CRP               | CUSIP: 668074AU1<br>LEI: 3BPWMBHR1R9SHUN7J795 | Long             | DBT              | CORP              | US        |    949000 | PA      | $795011.96    | 0.01%             | 2044-11-15      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| Northwestern University                                                          | NORTHWESTERN UNI               | CUSIP: 668444AC6<br>LEI: OBWWNZE695DUK77DTI34 | Long             | DBT              | CORP              | US        |    759000 | PA      | $723736.12    | 0.01%             | 2044-12-01      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| Northwestern University                                                          | NORTHWESTERN UNI               | CUSIP: 668444AQ5<br>LEI: OBWWNZE695DUK77DTI34 | Long             | DBT              | CORP              | US        |    472000 | PA      | $347944.86    | 0.00%             | 2057-12-01      | Fixed         | 3.66%                 | No            |                  2 | On Loan: No      |
| Northwestern University                                                          | NORTHWESTERN UNI               | CUSIP: 668444AS1<br>LEI: OBWWNZE695DUK77DTI34 | Long             | DBT              | CORP              | US        |    434000 | PA      | $274989.39    | 0.00%             | 2050-12-01      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| Northwestern University                                                          | NORTHWESTERN UNI               | CUSIP: 668444AT9<br>LEI: OBWWNZE695DUK77DTI34 | Long             | DBT              | CORP              | US        |    915000 | PA      | $938383.35    | 0.01%             | 2035-12-01      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| Novant Health Inc                                                                | NOVANT HEALTH IN               | CUSIP: 66988AAG9<br>LEI: 549300ZUXEGFGE8EP917 | Long             | DBT              | CORP              | US        |   1520000 | PA      | $1216424.26   | 0.01%             | 2036-11-01      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| Novant Health Inc                                                                | NOVANT HEALTH IN               | CUSIP: 66988AAH7<br>LEI: 549300ZUXEGFGE8EP917 | Long             | DBT              | CORP              | US        |    829000 | PA      | $562629.40    | 0.01%             | 2051-11-01      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| Novant Health Inc                                                                | NOVANT HEALTH IN               | CUSIP: 66988AAJ3<br>LEI: 549300ZUXEGFGE8EP917 | Long             | DBT              | CORP              | US        |    605000 | PA      | $396601.70    | 0.00%             | 2061-11-01      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp                                                            | NOVARTIS CAPITAL               | CUSIP: 66989HAF5<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |   1085000 | PA      | $908516.13    | 0.01%             | 2042-09-21      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp                                                            | NOVARTIS CAPITAL               | CUSIP: 66989HAH1<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |   3128000 | PA      | $2826933.01   | 0.03%             | 2044-05-06      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp                                                            | NOVARTIS CAPITAL               | CUSIP: 66989HAK4<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |   3113000 | PA      | $2636134.04   | 0.03%             | 2045-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp                                                            | NOVARTIS CAPITAL               | CUSIP: 66989HAS7<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |   1165000 | PA      | $763872.06    | 0.01%             | 2050-08-14      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp                                                            | NOVARTIS CAPITAL               | CUSIP: 66989HAW8<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    770000 | PA      | $703821.21    | 0.01%             | 2054-09-18      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| NSTAR Electric Co                                                                | NSTAR ELECTRIC                 | CUSIP: 67021CAF4<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |    447000 | PA      | $459616.28    | 0.01%             | 2040-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NSTAR Electric Co                                                                | NSTAR ELECTRIC                 | CUSIP: 67021CAT4<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |    881000 | PA      | $810807.14    | 0.01%             | 2052-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Nucor Corp                                                                       | NUCOR CORP                     | CUSIP: 670346AH8<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |   1725000 | PA      | $1923283.53   | 0.02%             | 2037-12-01      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Nucor Corp                                                                       | NUCOR CORP                     | CUSIP: 670346AU9<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    520000 | PA      | $329091.59    | 0.00%             | 2055-12-15      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| Nucor Corp                                                                       | NUCOR CORP                     | CUSIP: 670346AW5<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |   1730000 | PA      | $1344019.76   | 0.02%             | 2052-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| NVIDIA Corp                                                                      | NVIDIA CORP                    | CUSIP: 67066GAG9<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |   2465000 | PA      | $2110549.53   | 0.02%             | 2040-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NVIDIA Corp                                                                      | NVIDIA CORP                    | CUSIP: 67066GAH7<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |   2252000 | PA      | $1728060.16   | 0.02%             | 2050-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NVIDIA Corp                                                                      | NVIDIA CORP                    | CUSIP: 67066GAJ3<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |   1706000 | PA      | $1290028.90   | 0.02%             | 2060-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                                                      | NUTRIEN LTD                    | CUSIP: 67077MAF5<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |   1159000 | PA      | $1221805.14   | 0.01%             | 2036-12-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                                                      | NUTRIEN LTD                    | CUSIP: 67077MAG3<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    980000 | PA      | $987754.76    | 0.01%             | 2040-12-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                                                      | NUTRIEN LTD                    | CUSIP: 67077MAR9<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    575000 | PA      | $529428.94    | 0.01%             | 2043-06-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                                                      | NUTRIEN LTD                    | CUSIP: 67077MAS7<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    905000 | PA      | $860187.65    | 0.01%             | 2045-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                                                      | NUTRIEN LTD                    | CUSIP: 67077MAU2<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |   1771000 | PA      | $1615150.76   | 0.02%             | 2049-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                                                      | NUTRIEN LTD                    | CUSIP: 67077MBB3<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |   4271000 | PA      | $4341197.32   | 0.05%             | 2053-03-27      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                        | OCCIDENTAL PETE                | CUSIP: 674599CJ2<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    203000 | PA      | $159287.59    | 0.00%             | 2046-04-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                        | OCCIDENTAL PETE                | CUSIP: 674599CN3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    525000 | PA      | $385007.07    | 0.00%             | 2048-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                        | OCCIDENTAL PETE                | CUSIP: 674599DF9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   3458000 | PA      | $3668574.21   | 0.04%             | 2036-09-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                        | OCCIDENTAL PETE                | CUSIP: 674599DJ1<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   1276000 | PA      | $1295276.04   | 0.02%             | 2040-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                        | OCCIDENTAL PETE                | CUSIP: 674599DL6<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   2144000 | PA      | $2237783.27   | 0.03%             | 2046-03-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                        | OCCIDENTAL PETE                | CUSIP: 674599EM3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    965000 | PA      | $941419.55    | 0.01%             | 2054-10-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Oglethorpe Power Corp                                                            | OGLETHORPE POWER               | CUSIP: 677050AG1<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |    635000 | PA      | $666602.14    | 0.01%             | 2039-11-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Oglethorpe Power Corp                                                            | OGLETHORPE POWER               | CUSIP: 677050AH9<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |    715000 | PA      | $662773.14    | 0.01%             | 2050-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Oglethorpe Power Corp                                                            | OGLETHORPE POWER               | CUSIP: 677050AN6<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |    772000 | PA      | $702043.01    | 0.01%             | 2048-10-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Oglethorpe Power Corp                                                            | OGLETHORPE POWER               | CUSIP: 677050AS5<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |    935000 | PA      | $790425.72    | 0.01%             | 2047-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Oglethorpe Power Corp                                                            | OGLETHORPE POWER               | CUSIP: 677050AW6<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |    685000 | PA      | $682414.23    | 0.01%             | 2054-06-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Oglethorpe Power Corp                                                            | OGLETHORPE POWER               | CUSIP: 677050AY2<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |    900000 | PA      | $910947.62    | 0.01%             | 2055-02-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Oglethorpe Power Corp                                                            | OGLETHORPE POWER               | CUSIP: 677052AA0<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |   1342000 | PA      | $1321106.43   | 0.02%             | 2040-11-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Ohio Edison Co                                                                   | OHIO EDISON CO                 | CUSIP: 677347CE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    655000 | PA      | $749612.83    | 0.01%             | 2036-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Ohio Power Co                                                                    | OHIO POWER CO                  | CUSIP: 677415CQ2<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |    810000 | PA      | $642314.60    | 0.01%             | 2048-04-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Ohio Power Co                                                                    | OHIO POWER CO                  | CUSIP: 677415CR0<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |    934000 | PA      | $723813.52    | 0.01%             | 2049-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ohio Power Co                                                                    | OHIO POWER CO                  | CUSIP: 677415CU3<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |    655000 | PA      | $408445.45    | 0.00%             | 2051-10-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Ohio Turnpike & Infrastructure Commission                                        | OH ST TURNPIKE-A-REF           | CUSIP: 67760HNB3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    975000 | PA      | $724677.14    | 0.01%             | 2048-02-15      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| Ohio State University/The                                                        | OH UNIV-TXB-C-BABS             | CUSIP: 677632MV0<br>LEI: JFC10ZULKO4X2E3HBY86 | Long             | DBT              | MUN               | US        |   1250000 | PA      | $1245535.13   | 0.01%             | 2040-06-01      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Ohio State University/The                                                        | OHIO ST UNIV-A-TXBL            | CUSIP: 677632PA3<br>LEI: JFC10ZULKO4X2E3HBY86 | Long             | DBT              | MUN               | US        |    872000 | PA      | $742780.06    | 0.01%             | 2111-06-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| OhioHealth Corp                                                                  | OHIOHEALTH                     | CUSIP: 67777JAK4<br>LEI: JGYGIL4QGKKPZU7C1D18 | Long             | DBT              | CORP              | US        |    650000 | PA      | $448272.97    | 0.01%             | 2050-11-15      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| OhioHealth Corp                                                                  | OHIOHEALTH                     | CUSIP: 67777JAM0<br>LEI: JGYGIL4QGKKPZU7C1D18 | Long             | DBT              | CORP              | US        |    830000 | PA      | $613799.69    | 0.01%             | 2041-11-15      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| Oklahoma Gas and Electric Co                                                     | OKLAHOMA GAS & E               | CUSIP: 678858BR1<br>LEI: 549300VJ8YXGPO8EV472 | Long             | DBT              | CORP              | US        |   1266000 | PA      | $1046943.83   | 0.01%             | 2047-04-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Oklahoma Gas and Electric Co                                                     | OKLAHOMA GAS & E               | CUSIP: 678858BY6<br>LEI: 549300VJ8YXGPO8EV472 | Long             | DBT              | CORP              | US        |    875000 | PA      | $873780.60    | 0.01%             | 2053-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Oklahoma Development Finance Authority                                           | OKLAHOMA DEV FIN-A-2           | CUSIP: 6789084A9<br>LEI: 549300PXGPHUWC32DJ91 | Long             | DBT              | MUN               | US        |    600000 | PA      | $596423.22    | 0.01%             | 2045-02-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Oklahoma Development Finance Authority                                           | OK ST DEV FIN AUTH             | CUSIP: 6789084D3<br>LEI: 549300PXGPHUWC32DJ91 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $953052.50    | 0.01%             | 2045-11-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Oklahoma Development Finance Authority                                           | OK ST DEV FIN AUTH             | CUSIP: 6789084E1<br>LEI: 549300PXGPHUWC32DJ91 | Long             | DBT              | MUN               | US        |   1140000 | PA      | $1089579.97   | 0.01%             | 2052-05-01      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| Old Republic International Corp                                                  | OLD REPUB INTL                 | CUSIP: 680223AL8<br>LEI: 549300IV6O2YY2A1KH37 | Long             | DBT              | CORP              | US        |    955000 | PA      | $691996.40    | 0.01%             | 2051-06-11      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co LLC                                                   | ONCOR ELECTRIC D               | CUSIP: 68233JAH7<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |   1135000 | PA      | $1136042.16   | 0.01%             | 2040-09-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co LLC                                                   | ONCOR ELECTRIC D               | CUSIP: 68233JAT1<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |   1435000 | PA      | $1303555.66   | 0.02%             | 2041-12-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co LLC                                                   | ONCOR ELECTRIC D               | CUSIP: 68233JBD5<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    934000 | PA      | $730190.46    | 0.01%             | 2047-09-30      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co LLC                                                   | ONCOR ELECTRIC D               | CUSIP: 68233JBG8<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |   1069000 | PA      | $872423.69    | 0.01%             | 2048-11-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co LLC                                                   | ONCOR ELECTRIC D               | CUSIP: 68233JBP8<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |   1102000 | PA      | $845543.24    | 0.01%             | 2049-06-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co LLC                                                   | ONCOR ELECTRIC D               | CUSIP: 68233JBV5<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    749000 | PA      | $560623.28    | 0.01%             | 2050-05-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co LLC                                                   | ONCOR ELECTRIC D               | CUSIP: 68233JBX1<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    842000 | PA      | $808030.00    | 0.01%             | 2052-10-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co LLC                                                   | ONCOR ELECTRIC D               | CUSIP: 68233JCD4<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    984000 | PA      | $602336.29    | 0.01%             | 2051-11-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co LLC                                                   | ONCOR ELECTRIC D               | CUSIP: 68233JCM4<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |   1760000 | PA      | $1604976.37   | 0.02%             | 2052-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co LLC                                                   | ONCOR ELECTRIC D               | CUSIP: 68233JCU6<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |   1070000 | PA      | $1065224.03   | 0.01%             | 2054-06-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co LLC                                                   | ONCOR ELECTRIC D               | CUSIP: 68233JDA9<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    500000 | PA      | $514925.70    | 0.01%             | 2055-04-01      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| ONE Gas Inc                                                                      | ONE GAS INC                    | CUSIP: 68235PAF5<br>LEI: 549300HXDWI0LATTX840 | Long             | DBT              | CORP              | US        |    820000 | PA      | $737220.89    | 0.01%             | 2044-02-01      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| ONE Gas Inc                                                                      | ONE GAS INC                    | CUSIP: 68235PAG3<br>LEI: 549300HXDWI0LATTX840 | Long             | DBT              | CORP              | US        |    853000 | PA      | $735339.39    | 0.01%             | 2048-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK INC                      | CUSIP: 682680AT0<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   1460000 | PA      | $1267227.69   | 0.01%             | 2047-07-13      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK INC                      | CUSIP: 682680AV5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   1445000 | PA      | $1291985.75   | 0.02%             | 2048-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK INC                      | CUSIP: 682680AZ6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    990000 | PA      | $796679.17    | 0.01%             | 2049-09-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK INC                      | CUSIP: 682680BC6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    905000 | PA      | $739202.07    | 0.01%             | 2050-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK INC                      | CUSIP: 682680BF9<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   1154000 | PA      | $1292966.51   | 0.02%             | 2051-01-15      | Fixed         | 7.15%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK INC                      | CUSIP: 682680BN2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   2330000 | PA      | $2477631.15   | 0.03%             | 2053-09-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK INC                      | CUSIP: 682680BV4<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    820000 | PA      | $749297.82    | 0.01%             | 2043-10-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK INC                      | CUSIP: 682680BX0<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    627000 | PA      | $492832.49    | 0.01%             | 2046-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK INC                      | CUSIP: 682680CA9<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   1764000 | PA      | $1295592.83   | 0.02%             | 2050-03-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK INC                      | CUSIP: 682680CF8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   2038000 | PA      | $1926229.45   | 0.02%             | 2054-11-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK INC                      | CUSIP: 682680CG6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   1385000 | PA      | $1320601.93   | 0.02%             | 2064-11-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK INC                      | CUSIP: 682680CW1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   1370000 | PA      | $1302439.17   | 0.02%             | 2044-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK INC                      | CUSIP: 682680CY7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    508000 | PA      | $451206.80    | 0.01%             | 2045-04-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK INC                      | CUSIP: 682680DA8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    940000 | PA      | $868071.74    | 0.01%             | 2047-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK INC                      | CUSIP: 682680DC4<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2008942.30   | 0.02%             | 2035-10-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK INC                      | CUSIP: 682680DD2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   2480000 | PA      | $2519196.95   | 0.03%             | 2055-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ONEOK Partners LP                                                                | ONEOK PARTNERS                 | CUSIP: 68268NAC7<br>LEI: T4DHW82NMF6BXJT50795 | Long             | DBT              | CORP              | US        |    895000 | PA      | $978659.12    | 0.01%             | 2036-10-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| ONEOK Partners LP                                                                | ONEOK PARTNERS                 | CUSIP: 68268NAD5<br>LEI: T4DHW82NMF6BXJT50795 | Long             | DBT              | CORP              | US        |   1055000 | PA      | $1163113.18   | 0.01%             | 2037-10-15      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| ONEOK Partners LP                                                                | ONEOK PARTNERS                 | CUSIP: 68268NAG8<br>LEI: T4DHW82NMF6BXJT50795 | Long             | DBT              | CORP              | US        |    947000 | PA      | $971278.04    | 0.01%             | 2041-02-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ONEOK Partners LP                                                                | ONEOK PARTNERS                 | CUSIP: 68268NAM5<br>LEI: T4DHW82NMF6BXJT50795 | Long             | DBT              | CORP              | US        |    971000 | PA      | $994502.54    | 0.01%             | 2043-09-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                    | CUSIP: 68389XAE5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1816000 | PA      | $1989417.17   | 0.02%             | 2038-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                    | CUSIP: 68389XAH8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    939000 | PA      | $992201.95    | 0.01%             | 2039-07-08      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                    | CUSIP: 68389XAM7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   5304000 | PA      | $5200667.14   | 0.06%             | 2040-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                    | CUSIP: 68389XBF1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   4330000 | PA      | $3477938.20   | 0.04%             | 2045-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                    | CUSIP: 68389XBH7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1935000 | PA      | $1722985.55   | 0.02%             | 2036-07-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                    | CUSIP: 68389XBJ3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   6530000 | PA      | $5082343.38   | 0.06%             | 2046-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                    | CUSIP: 68389XBP9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   4898000 | PA      | $4228599.56   | 0.05%             | 2037-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                    | CUSIP: 68389XBQ7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   2060000 | PA      | $1593398.92   | 0.02%             | 2047-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                    | CUSIP: 68389XBW4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   4133000 | PA      | $3318144.76   | 0.04%             | 2040-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                    | CUSIP: 68389XBX2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   7416000 | PA      | $5221050.92   | 0.06%             | 2050-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                    | CUSIP: 68389XBY0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   6255000 | PA      | $4295691.36   | 0.05%             | 2060-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                    | CUSIP: 68389XBZ7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   4100000 | PA      | $3273088.82   | 0.04%             | 2041-03-25      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                    | CUSIP: 68389XCA1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   6091000 | PA      | $4531599.36   | 0.05%             | 2051-03-25      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                    | CUSIP: 68389XCB9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   4270000 | PA      | $3068614.27   | 0.04%             | 2061-03-25      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                    | CUSIP: 68389XCK9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   3485000 | PA      | $3881125.98   | 0.05%             | 2052-11-09      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                    | CUSIP: 68389XCQ6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1310000 | PA      | $1236388.94   | 0.01%             | 2053-02-06      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                    | CUSIP: 68389XCU7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   3540000 | PA      | $3252844.87   | 0.04%             | 2054-09-27      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                    | CUSIP: 68389XCV5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1715000 | PA      | $1569205.43   | 0.02%             | 2064-09-27      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                    | CUSIP: 68389XDC6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    968000 | PA      | $972216.65    | 0.01%             | 2065-08-03      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                    | CUSIP: 68389XDP7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   5100000 | PA      | $5117640.05   | 0.06%             | 2045-09-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                    | CUSIP: 68389XDR3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   6040000 | PA      | $6021559.55   | 0.07%             | 2055-09-26      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                    | CUSIP: 68389XDT9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   2550000 | PA      | $2548231.18   | 0.03%             | 2065-09-26      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Orange SA                                                                        | ORANGE                         | CUSIP: 685218AB5<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |   1356000 | PA      | $1354381.67   | 0.02%             | 2044-02-06      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Oregon State University                                                          | OREGON ST UNIV GEN             | CUSIP: 68608WAL6<br>LEI: 549300UBMR6O3SFCEV73 | Long             | DBT              | MUN               | US        |    650000 | PA      | $461065.15    | 0.01%             | 2060-03-01      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| Orlando Health Obligated Group                                                   | ORLANDO HEALTH                 | CUSIP: 686514AF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    610000 | PA      | $498556.17    | 0.01%             | 2048-10-01      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| Orlando Health Obligated Group                                                   | ORLANDO HEALTH                 | CUSIP: 686514AH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    925000 | PA      | $662308.74    | 0.01%             | 2050-10-01      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| Orlando Health Obligated Group                                                   | ORLANDO HEALTH                 | CUSIP: 686514AP5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $522642.17    | 0.01%             | 2035-10-01      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| Otis Worldwide Corp                                                              | OTIS WORLDWIDE                 | CUSIP: 68902VAL1<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |   2026000 | PA      | $1579751.94   | 0.02%             | 2040-02-15      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| Otis Worldwide Corp                                                              | OTIS WORLDWIDE                 | CUSIP: 68902VAM9<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |    754000 | PA      | $539047.12    | 0.01%             | 2050-02-15      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| Owens Corning                                                                    | OWENS CORNING                  | CUSIP: 690742AB7<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |   1155000 | PA      | $1321350.64   | 0.02%             | 2036-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Owens Corning                                                                    | OWENS CORNING                  | CUSIP: 690742AG6<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |   1229000 | PA      | $1015417.50   | 0.01%             | 2047-07-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Owens Corning                                                                    | OWENS CORNING                  | CUSIP: 690742AH4<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |    802000 | PA      | $666599.62    | 0.01%             | 2048-01-30      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Owens Corning                                                                    | OWENS CORNING                  | CUSIP: 690742AQ4<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |    970000 | PA      | $1000444.35   | 0.01%             | 2054-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| PECO Energy Co                                                                   | PECO ENERGY CO                 | CUSIP: 693304AH0<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |   1055000 | PA      | $1144109.48   | 0.01%             | 2036-10-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| PECO Energy Co                                                                   | PECO ENERGY CO                 | CUSIP: 693304AS6<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    908000 | PA      | $767308.83    | 0.01%             | 2044-10-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| PECO Energy Co                                                                   | PECO ENERGY CO                 | CUSIP: 693304AV9<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |   1623000 | PA      | $1263732.60   | 0.01%             | 2047-09-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| PECO Energy Co                                                                   | PECO ENERGY CO                 | CUSIP: 693304AW7<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    778000 | PA      | $623928.86    | 0.01%             | 2048-03-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| PECO Energy Co                                                                   | PECO ENERGY CO                 | CUSIP: 693304AX5<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    815000 | PA      | $547061.41    | 0.01%             | 2049-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PECO Energy Co                                                                   | PECO ENERGY CO                 | CUSIP: 693304BA4<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    680000 | PA      | $452735.66    | 0.01%             | 2051-03-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| PECO Energy Co                                                                   | PECO ENERGY CO                 | CUSIP: 693304BC0<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    992000 | PA      | $636279.37    | 0.01%             | 2051-09-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| PECO Energy Co                                                                   | PECO ENERGY CO                 | CUSIP: 693304BD8<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    549000 | PA      | $485674.88    | 0.01%             | 2052-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| PECO Energy Co                                                                   | PECO ENERGY CO                 | CUSIP: 693304BG1<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    680000 | PA      | $659401.00    | 0.01%             | 2054-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PECO Energy Co                                                                   | PECO ENERGY CO                 | CUSIP: 693304BJ5<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    900000 | PA      | $920279.32    | 0.01%             | 2055-09-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| PPL Electric Utilities Corp                                                      | PPL ELECTRIC UTI               | CUSIP: 69351UAM5<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |    822000 | PA      | $915495.39    | 0.01%             | 2039-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PPL Electric Utilities Corp                                                      | PPL ELECTRIC UTI               | CUSIP: 69351UAT0<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |   1795000 | PA      | $1520294.86   | 0.02%             | 2045-10-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| PPL Electric Utilities Corp                                                      | PPL ELECTRIC UTI               | CUSIP: 69351UAU7<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |   1413000 | PA      | $1149972.26   | 0.01%             | 2047-06-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| PPL Electric Utilities Corp                                                      | PPL ELECTRIC UTI               | CUSIP: 69351UAV5<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |   1006000 | PA      | $835396.39    | 0.01%             | 2048-06-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| PPL Electric Utilities Corp                                                      | PPL ELECTRIC UTI               | CUSIP: 69351UBB8<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |    935000 | PA      | $912458.52    | 0.01%             | 2053-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PPL Electric Utilities Corp                                                      | PPL ELECTRIC UTI               | CUSIP: 69351UBD4<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |    411000 | PA      | $414480.55    | 0.00%             | 2055-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Duke Energy Indiana LLC                                                          | DUKE ENERGY IND                | CUSIP: 693627AY7<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |    911000 | PA      | $996426.91    | 0.01%             | 2035-10-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                      | PACIFIC GAS&ELEC               | CUSIP: 694308HH3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   1785000 | PA      | $1527900.29   | 0.02%             | 2044-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                      | PACIFIC GAS&ELEC               | CUSIP: 694308HL4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    845000 | PA      | $675390.15    | 0.01%             | 2045-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                      | PACIFIC GAS&ELEC               | CUSIP: 694308HN0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    735000 | PA      | $578103.84    | 0.01%             | 2046-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                      | PACIFIC GAS&ELEC               | CUSIP: 694308HR1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   1590000 | PA      | $1199591.83   | 0.01%             | 2046-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                      | PACIFIC GAS&ELEC               | CUSIP: 694308HY6<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    465000 | PA      | $348062.93    | 0.00%             | 2047-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                      | PACIFIC GAS&ELEC               | CUSIP: 694308JH1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    900000 | PA      | $682918.18    | 0.01%             | 2040-08-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                      | PACIFIC GAS&ELEC               | CUSIP: 694308JJ7<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   1520000 | PA      | $1039972.69   | 0.01%             | 2050-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                      | PACIFIC GAS&ELEC               | CUSIP: 694308JN8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   5902000 | PA      | $5084733.10   | 0.06%             | 2050-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                      | PACIFIC GAS&ELEC               | CUSIP: 694308JQ1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   3145569 | PA      | $2736402.02   | 0.03%             | 2040-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                      | PACIFIC GAS&ELEC               | CUSIP: 694308JU2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $821311.54    | 0.01%             | 2041-06-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                      | PACIFIC GAS&ELEC               | CUSIP: 694308KD8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   1450000 | PA      | $1290858.64   | 0.02%             | 2052-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                      | PACIFIC GAS&ELEC               | CUSIP: 694308KH9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   2305000 | PA      | $2483220.93   | 0.03%             | 2053-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                      | PACIFIC GAS&ELEC               | CUSIP: 694308KK2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   1265000 | PA      | $1354521.20   | 0.02%             | 2053-04-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                      | PACIFIC GAS&ELEC               | CUSIP: 694308KT3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   1640000 | PA      | $1603168.67   | 0.02%             | 2054-10-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                      | PACIFIC GAS&ELEC               | CUSIP: 694308KV8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   1125000 | PA      | $1132288.58   | 0.01%             | 2055-03-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                       | PACIFICORP                     | CUSIP: 695114CB2<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |   1320000 | PA      | $1413172.33   | 0.02%             | 2036-08-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                       | PACIFICORP                     | CUSIP: 695114CG1<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    868000 | PA      | $930251.37    | 0.01%             | 2037-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                       | PACIFICORP                     | CUSIP: 695114CJ5<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |   1405000 | PA      | $1509544.07   | 0.02%             | 2038-07-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                       | PACIFICORP                     | CUSIP: 695114CN6<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |   1017000 | PA      | $839891.85    | 0.01%             | 2042-02-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                       | PACIFICORP                     | CUSIP: 695114CT3<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |   2867000 | PA      | $2236101.74   | 0.03%             | 2049-01-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                       | PACIFICORP                     | CUSIP: 695114CV8<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    719000 | PA      | $560360.14    | 0.01%             | 2050-02-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                       | PACIFICORP                     | CUSIP: 695114CX4<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |   1350000 | PA      | $892738.69    | 0.01%             | 2051-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                       | PACIFICORP                     | CUSIP: 695114CZ9<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |   1110000 | PA      | $1024844.17   | 0.01%             | 2053-12-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                       | PACIFICORP                     | CUSIP: 695114DE5<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |   2838000 | PA      | $2783216.35   | 0.03%             | 2055-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Packaging Corp of America                                                        | PACKAGING CORP                 | CUSIP: 695156AW9<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | DBT              | CORP              | US        |    813000 | PA      | $531390.63    | 0.01%             | 2051-10-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bond                                             | PANAMA                         | CUSIP: 698299AW4<br>LEI: N/A                  | Long             | DBT              | NUSS              | PA        |   3232000 | PA      | $3415674.23   | 0.04%             | 2036-01-26      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bond                                             | PANAMA                         | CUSIP: 698299BB9<br>LEI: N/A                  | Long             | DBT              | NUSS              | PA        |   3413000 | PA      | $2501562.05   | 0.03%             | 2053-04-29      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bond                                             | PANAMA                         | CUSIP: 698299BG8<br>LEI: N/A                  | Long             | DBT              | NUSS              | PA        |   1795000 | PA      | $1386729.13   | 0.02%             | 2047-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bond                                             | PANAMA                         | CUSIP: 698299BH6<br>LEI: N/A                  | Long             | DBT              | NUSS              | PA        |   3677000 | PA      | $2775234.31   | 0.03%             | 2050-04-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bond                                             | PANAMA                         | CUSIP: 698299BL7<br>LEI: N/A                  | Long             | DBT              | NUSS              | PA        |   4700000 | PA      | $3031734.57   | 0.04%             | 2060-07-23      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bond                                             | PANAMA                         | CUSIP: 698299BM5<br>LEI: N/A                  | Long             | DBT              | NUSS              | PA        |   3835000 | PA      | $2809151.51   | 0.03%             | 2056-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bond                                             | PANAMA                         | CUSIP: 698299BS2<br>LEI: N/A                  | Long             | DBT              | NUSS              | PA        |   2301000 | PA      | $1673006.13   | 0.02%             | 2063-01-19      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bond                                             | PANAMA                         | CUSIP: 698299BV5<br>LEI: N/A                  | Long             | DBT              | NUSS              | PA        |   2265000 | PA      | $2304101.13   | 0.03%             | 2054-03-28      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bond                                             | PANAMA                         | CUSIP: 698299BW3<br>LEI: N/A                  | Long             | DBT              | NUSS              | PA        |   1726000 | PA      | $1840417.93   | 0.02%             | 2036-01-31      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bond                                             | PANAMA                         | CUSIP: 698299BY9<br>LEI: N/A                  | Long             | DBT              | NUSS              | PA        |    780000 | PA      | $889913.51    | 0.01%             | 2038-03-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bond                                             | PANAMA                         | CUSIP: 698299BZ6<br>LEI: N/A                  | Long             | DBT              | NUSS              | PA        |    870000 | PA      | $981345.98    | 0.01%             | 2057-03-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp                                                             | PARKER-HANNIFIN                | CUSIP: 701094AL8<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |   1433000 | PA      | $1196323.89   | 0.01%             | 2047-03-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp                                                             | PARKER-HANNIFIN                | CUSIP: 701094AP9<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |   1714000 | PA      | $1394675.90   | 0.02%             | 2049-06-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp                                                             | PARKER-HANNIFIN                | CUSIP: 70109HAJ4<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |    450000 | PA      | $499117.37    | 0.01%             | 2038-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Mass General Brigham Inc                                                         | PARTNERS HEALTH                | CUSIP: 70213HAD0<br>LEI: 5493007Z86EDN0QFYU66 | Long             | DBT              | CORP              | US        |    821000 | PA      | $642050.18    | 0.01%             | 2048-07-01      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| Mass General Brigham Inc                                                         | PARTNERS HEALTH                | CUSIP: 70213HAE8<br>LEI: 5493007Z86EDN0QFYU66 | Long             | DBT              | CORP              | US        |    901000 | PA      | $632153.98    | 0.01%             | 2049-07-01      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| Mass General Brigham Inc                                                         | PARTNERS HEALTH                | CUSIP: 70213HAF5<br>LEI: 5493007Z86EDN0QFYU66 | Long             | DBT              | CORP              | US        |    790000 | PA      | $530175.37    | 0.01%             | 2060-07-01      | Fixed         | 3.34%                 | No            |                  2 | On Loan: No      |
| PayPal Holdings Inc                                                              | PAYPAL HOLDING                 | CUSIP: 70450YAJ2<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    871000 | PA      | $611556.97    | 0.01%             | 2050-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PayPal Holdings Inc                                                              | PAYPAL HOLDING                 | CUSIP: 70450YAM5<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    983000 | PA      | $923134.23    | 0.01%             | 2052-06-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| PayPal Holdings Inc                                                              | PAYPAL HOLDING                 | CUSIP: 70450YAN3<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    825000 | PA      | $784495.69    | 0.01%             | 2062-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PayPal Holdings Inc                                                              | PAYPAL HOLDING                 | CUSIP: 70450YAQ6<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |   1205000 | PA      | $1206274.62   | 0.01%             | 2054-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PeaceHealth Obligated Group                                                      | PEACEHEALTH OBLI               | CUSIP: 70462GAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    145000 | PA      | $124356.14    | 0.00%             | 2048-11-15      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| Pennsylvania Economic Development Financing Authority                            | PA ECON DEV-TXBL               | CUSIP: 70869PRR0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $506990.35    | 0.01%             | 2054-06-01      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| Pennsylvania Turnpike Commission                                                 | PA TPK-BABS-B                  | CUSIP: 709223A27<br>LEI: 549300J8LLBYEYEXZJ24 | Long             | DBT              | MUN               | US        |    595000 | PA      | $592296.14    | 0.01%             | 2045-12-01      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| Pennsylvania State University/The                                                | PENNSYLVANIA ST UNIV           | CUSIP: 709235T70<br>LEI: 549300QDK4O4XCJ47X56 | Long             | DBT              | MUN               | US        |    750000 | PA      | $575032.13    | 0.01%             | 2043-09-01      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| Pennsylvania State University/The                                                | PENNSYLVANIA ST UNIV           | CUSIP: 709235T88<br>LEI: 549300QDK4O4XCJ47X56 | Long             | DBT              | MUN               | US        |    780000 | PA      | $528073.49    | 0.01%             | 2050-09-01      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                      | PEPSICO INC                    | CUSIP: 713448BZ0<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |   1448000 | PA      | $1257586.58   | 0.01%             | 2042-03-05      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                      | PEPSICO INC                    | CUSIP: 713448CC0<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    855000 | PA      | $698175.57    | 0.01%             | 2042-08-13      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                      | PEPSICO INC                    | CUSIP: 713448DD7<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |   2304000 | PA      | $2059623.43   | 0.02%             | 2046-04-14      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                      | PEPSICO INC                    | CUSIP: 713448DP0<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |   2286000 | PA      | $1747085.56   | 0.02%             | 2046-10-06      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                      | PEPSICO INC                    | CUSIP: 713448DV7<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |   1088000 | PA      | $900661.86    | 0.01%             | 2047-05-02      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                      | PEPSICO INC                    | CUSIP: 713448EM6<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1170425.27   | 0.01%             | 2049-07-29      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                      | PEPSICO INC                    | CUSIP: 713448EP9<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |   1434000 | PA      | $962194.86    | 0.01%             | 2049-10-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                      | PEPSICO INC                    | CUSIP: 713448EU8<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     83000 | PA      | $63562.32     | 0.00%             | 2050-03-19      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                      | PEPSICO INC                    | CUSIP: 713448EV6<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    695000 | PA      | $539727.89    | 0.01%             | 2060-03-19      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                      | PEPSICO INC                    | CUSIP: 713448FF0<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |   1755000 | PA      | $1277123.30   | 0.02%             | 2041-10-21      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                      | PEPSICO INC                    | CUSIP: 713448FG8<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    874000 | PA      | $559781.44    | 0.01%             | 2051-10-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Revvity Inc                                                                      | REVVITY INC                    | CUSIP: 714046AJ8<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |   1065000 | PA      | $754800.86    | 0.01%             | 2051-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Peruvian Government International Bond                                           | REPUBLIC OF PERU               | CUSIP: 715638AU6<br>LEI: N/A                  | Long             | DBT              | NUSS              | PE        |   1186000 | PA      | $1317764.24   | 0.02%             | 2037-03-14      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Peruvian Government International Bond                                           | REPUBLIC OF PERU               | CUSIP: 715638BM3<br>LEI: N/A                  | Long             | DBT              | NUSS              | PE        |   4126000 | PA      | $4068517.31   | 0.05%             | 2050-11-18      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Peruvian Government International Bond                                           | REPUBLIC OF PERU               | CUSIP: 715638DQ2<br>LEI: N/A                  | Long             | DBT              | NUSS              | PE        |   4087000 | PA      | $2290842.21   | 0.03%             | 2060-12-01      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| Peruvian Government International Bond                                           | REPUBLIC OF PERU               | CUSIP: 715638DR0<br>LEI: N/A                  | Long             | DBT              | NUSS              | PE        |   2079000 | PA      | $1166120.35   | 0.01%             | 2121-07-28      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| Peruvian Government International Bond                                           | REPUBLIC OF PERU               | CUSIP: 715638DS8<br>LEI: N/A                  | Long             | DBT              | NUSS              | PE        |    803000 | PA      | $624687.60    | 0.01%             | 2041-03-11      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Peruvian Government International Bond                                           | REPUBLIC OF PERU               | CUSIP: 715638DT6<br>LEI: N/A                  | Long             | DBT              | NUSS              | PE        |   2510000 | PA      | $1795775.57   | 0.02%             | 2051-03-10      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Peruvian Government International Bond                                           | REPUBLIC OF PERU               | CUSIP: 715638DW9<br>LEI: N/A                  | Long             | DBT              | NUSS              | PE        |   1645000 | PA      | $1049578.56   | 0.01%             | 2072-01-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Peruvian Government International Bond                                           | REPUBLIC OF PERU               | CUSIP: 715638EC2<br>LEI: N/A                  | Long             | DBT              | NUSS              | PE        |   2721000 | PA      | $2734004.69   | 0.03%             | 2054-08-08      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Peruvian Government International Bond                                           | REPUBLIC OF PERU               | CUSIP: 715638FC1<br>LEI: N/A                  | Long             | DBT              | NUSS              | PE        |   2621000 | PA      | $2673498.97   | 0.03%             | 2036-03-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Peruvian Government International Bond                                           | REPUBLIC OF PERU               | CUSIP: 715638FD9<br>LEI: N/A                  | Long             | DBT              | NUSS              | PE        |   2672000 | PA      | $2785121.77   | 0.03%             | 2055-06-30      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Suncor Energy Inc                                                                | SUNCOR ENERGY                  | CUSIP: 71644EAJ1<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |    754000 | PA      | $830780.94    | 0.01%             | 2038-05-15      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| Pfizer Investment Enterprises Pte Ltd                                            | PFIZER INVSTMNT                | CUSIP: 716973AF9<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |   5142000 | PA      | $4984354.84   | 0.06%             | 2043-05-19      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| Pfizer Investment Enterprises Pte Ltd                                            | PFIZER INVSTMNT                | CUSIP: 716973AG7<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |   8464000 | PA      | $8180930.59   | 0.10%             | 2053-05-19      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Pfizer Investment Enterprises Pte Ltd                                            | PFIZER INVSTMNT                | CUSIP: 716973AH5<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |   7396000 | PA      | $7015438.65   | 0.08%             | 2063-05-19      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                       | PFIZER INC                     | CUSIP: 717081CY7<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |   4451000 | PA      | $5345190.48   | 0.06%             | 2039-03-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                       | PFIZER INC                     | CUSIP: 717081DE0<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |   1477000 | PA      | $1297387.97   | 0.02%             | 2043-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                       | PFIZER INC                     | CUSIP: 717081DK6<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |   1495000 | PA      | $1333459.24   | 0.02%             | 2044-05-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                       | PFIZER INC                     | CUSIP: 717081EC3<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |   1362000 | PA      | $1270378.94   | 0.01%             | 2036-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                       | PFIZER INC                     | CUSIP: 717081ED1<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |   1827000 | PA      | $1525232.34   | 0.02%             | 2046-12-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                       | PFIZER INC                     | CUSIP: 717081EJ8<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |   2291000 | PA      | $2082801.03   | 0.02%             | 2038-09-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                       | PFIZER INC                     | CUSIP: 717081EK5<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |   2776000 | PA      | $2329775.52   | 0.03%             | 2048-09-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                       | PFIZER INC                     | CUSIP: 717081EV1<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |   1075000 | PA      | $870659.21    | 0.01%             | 2049-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                       | PFIZER INC                     | CUSIP: 717081EZ2<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |   1710000 | PA      | $1256946.87   | 0.01%             | 2040-05-28      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                       | PFIZER INC                     | CUSIP: 717081FA6<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |   1830000 | PA      | $1160341.91   | 0.01%             | 2050-05-28      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN               | CUSIP: 718172AC3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   1731000 | PA      | $1942064.11   | 0.02%             | 2038-05-16      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN               | CUSIP: 718172AM1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   1580000 | PA      | $1412316.67   | 0.02%             | 2041-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN               | CUSIP: 718172AP4<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    927000 | PA      | $835304.20    | 0.01%             | 2042-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN               | CUSIP: 718172AW9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   3356000 | PA      | $2868959.84   | 0.03%             | 2043-03-04      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN               | CUSIP: 718172BD0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   1522000 | PA      | $1417751.84   | 0.02%             | 2043-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN               | CUSIP: 718172BL2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   1971000 | PA      | $1696060.63   | 0.02%             | 2044-11-10      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Philippine Government International Bond                                         | PHILIPPINES(REP)               | CUSIP: 718286BW6<br>LEI: N/A                  | Long             | DBT              | NUSS              | PH        |   1895000 | PA      | $1921485.90   | 0.02%             | 2037-01-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Philippine Government International Bond                                         | PHILIPPINES(REP)               | CUSIP: 718286BZ9<br>LEI: N/A                  | Long             | DBT              | NUSS              | PH        |   3384000 | PA      | $3030190.82   | 0.04%             | 2040-01-20      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Philippine Government International Bond                                         | PHILIPPINES(REP)               | CUSIP: 718286CA3<br>LEI: N/A                  | Long             | DBT              | NUSS              | PH        |   3270000 | PA      | $2782518.10   | 0.03%             | 2041-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Philippine Government International Bond                                         | PHILIPPINES(REP)               | CUSIP: 718286CB1<br>LEI: N/A                  | Long             | DBT              | NUSS              | PH        |   4580000 | PA      | $3829299.52   | 0.04%             | 2042-02-02      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Philippine Government International Bond                                         | PHILIPPINES(REP)               | CUSIP: 718286CH8<br>LEI: N/A                  | Long             | DBT              | NUSS              | PH        |   2520000 | PA      | $1803652.46   | 0.02%             | 2045-05-05      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Philippine Government International Bond                                         | PHILIPPINES(REP)               | CUSIP: 718286CL9<br>LEI: N/A                  | Long             | DBT              | NUSS              | PH        |   2397000 | PA      | $1616105.24   | 0.02%             | 2045-12-10      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Philippine Government International Bond                                         | PHILIPPINES(REP)               | CUSIP: 718286CP0<br>LEI: N/A                  | Long             | DBT              | NUSS              | PH        |   3350000 | PA      | $2446873.71   | 0.03%             | 2046-07-06      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Philippine Government International Bond                                         | PHILIPPINES(REP)               | CUSIP: 718286CU9<br>LEI: N/A                  | Long             | DBT              | NUSS              | PH        |    945000 | PA      | $1015683.75   | 0.01%             | 2047-10-13      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Philippine Government International Bond                                         | PHILIPPINES(REP)               | CUSIP: 718286CX3<br>LEI: N/A                  | Long             | DBT              | NUSS              | PH        |   2138000 | PA      | $2184042.80   | 0.03%             | 2048-01-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Philippine Government International Bond                                         | PHILIPPINES(REP)               | CUSIP: 718286DB0<br>LEI: N/A                  | Long             | DBT              | NUSS              | PH        |   1275000 | PA      | $1305481.35   | 0.02%             | 2049-05-14      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Philippine Government International Bond                                         | PHILIPPINES(REP)               | CUSIP: 718286DD6<br>LEI: N/A                  | Long             | DBT              | NUSS              | PH        |   1165000 | PA      | $1125914.71   | 0.01%             | 2049-09-05      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| Philippine Government International Bond                                         | PHILIPPINES(REP)               | CUSIP: 718286DH7<br>LEI: N/A                  | Long             | DBT              | NUSS              | PH        |    960000 | PA      | $1020825.18   | 0.01%             | 2050-02-04      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Phillips 66                                                                      | PHILLIPS 66                    | CUSIP: 718546AH7<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |   3870000 | PA      | $3963929.94   | 0.05%             | 2042-05-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Phillips 66                                                                      | PHILLIPS 66                    | CUSIP: 718546AL8<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |   1378000 | PA      | $1232163.34   | 0.01%             | 2044-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Phillips 66                                                                      | PHILLIPS 66                    | CUSIP: 718546BA1<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |   1815000 | PA      | $1204323.94   | 0.01%             | 2052-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Phillips 66 Co                                                                   | PHILLIPS 66                    | CUSIP: 718547AM4<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    645000 | PA      | $553468.14    | 0.01%             | 2045-02-15      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| Phillips 66 Co                                                                   | PHILLIPS 66                    | CUSIP: 718547AP7<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |   1856000 | PA      | $1630448.09   | 0.02%             | 2046-10-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Phillips 66 Co                                                                   | PHILLIPS 66 CO                 | CUSIP: 718547BA9<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    939000 | PA      | $941500.44    | 0.01%             | 2056-03-15      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| Piedmont Healthcare Inc                                                          | PIEDMONT HLTH                  | CUSIP: 72014TAE9<br>LEI: 254900D1I6W7J0DSAY11 | Long             | DBT              | CORP              | US        |    945000 | PA      | $602895.83    | 0.01%             | 2052-01-01      | Fixed         | 2.86%                 | No            |                  2 | On Loan: No      |
| Piedmont Natural Gas Co Inc                                                      | PIEDMONT NAT GAS               | CUSIP: 720186AG0<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |    725000 | PA      | $654949.85    | 0.01%             | 2043-08-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Piedmont Natural Gas Co Inc                                                      | PIEDMONT NAT GAS               | CUSIP: 720186AK1<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |    799000 | PA      | $597177.09    | 0.01%             | 2046-11-01      | Fixed         | 3.64%                 | No            |                  2 | On Loan: No      |
| Piedmont Natural Gas Co Inc                                                      | PIEDMONT NAT GAS               | CUSIP: 720186AP0<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |    514000 | PA      | $466650.35    | 0.01%             | 2052-05-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Barrick Gold Corp                                                                | BARRICK MINING                 | CUSIP: 725906AN1<br>LEI: 0O4KBQCJZX82UKGCBV73 | Long             | DBT              | CORP              | CA        |    576000 | PA      | $642576.62    | 0.01%             | 2035-10-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Plains All American Pipeline LP / PAA Finance Corp                               | PLAINS ALL AMER                | CUSIP: 72650RAR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    840000 | PA      | $914937.05    | 0.01%             | 2037-01-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Plains All American Pipeline LP / PAA Finance Corp                               | PLAINS ALL AMER                | CUSIP: 72650RBA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1090000 | PA      | $994361.73    | 0.01%             | 2042-06-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Plains All American Pipeline LP / PAA Finance Corp                               | PLAINS ALL AMER                | CUSIP: 72650RBC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    485000 | PA      | $396797.74    | 0.00%             | 2043-01-31      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Plains All American Pipeline LP / PAA Finance Corp                               | PLAINS ALL AMER                | CUSIP: 72650RBE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1338000 | PA      | $1137174.28   | 0.01%             | 2044-06-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Plains All American Pipeline LP / PAA Finance Corp                               | PLAINS ALL AMER                | CUSIP: 72650RBH4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1160000 | PA      | $1012550.33   | 0.01%             | 2045-02-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Plains All American Pipeline LP / PAA Finance Corp                               | PLAINS ALL AMER                | CUSIP: 72650RBS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    507000 | PA      | $513091.30    | 0.01%             | 2036-01-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bond                                 | REP OF POLAND                  | CUSIP: 731011AW2<br>LEI: N/A                  | Long             | DBT              | NUSS              | PL        |   3821000 | PA      | $3686326.69   | 0.04%             | 2053-04-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bond                                 | REP OF POLAND                  | CUSIP: 731011AZ5<br>LEI: N/A                  | Long             | DBT              | NUSS              | PL        |   5652000 | PA      | $5452140.76   | 0.06%             | 2054-03-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                          | PORT AUTH OF NEW YORK          | CUSIP: 73358W3L6<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |    535000 | PA      | $346713.28    | 0.00%             | 2069-08-01      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                          | PORT AUTH-TXB-164TH            | CUSIP: 73358WCW2<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |    715000 | PA      | $762018.33    | 0.01%             | 2040-11-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                          | PORT AUTH-TXB-165TH            | CUSIP: 73358WCX0<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |    675000 | PA      | $719387.93    | 0.01%             | 2040-11-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                          | PORT AUTH NY/NJ #168           | CUSIP: 73358WEK6<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |   1720000 | PA      | $1615272.64   | 0.02%             | 2051-10-01      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                          | PORT AUTH-174TH                | CUSIP: 73358WJA3<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |   3320000 | PA      | $2833500.81   | 0.03%             | 2062-10-01      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                          | PORT AUTH NY & NJ-181          | CUSIP: 73358WRP1<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $960649.60    | 0.01%             | 2046-08-01      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                          | PORT AUTH NY & NJ-182          | CUSIP: 73358WRQ9<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |    875000 | PA      | $872563.65    | 0.01%             | 2046-08-01      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                          | PORT AUTH NY/NJ-TXBL           | CUSIP: 73358WX90<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |    675000 | PA      | $558646.27    | 0.01%             | 2048-09-01      | Fixed         | 4.03%                 | 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        |   1050000 | PA      | $956661.41    | 0.01%             | 2065-10-15      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                          | NY & NJ PORT AUTH              | CUSIP: 73358XCN0<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |    900000 | PA      | $589696.65    | 0.01%             | 2060-07-15      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                          | NY & NJ PORT AUTH#229          | CUSIP: 73358XDP4<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |    800000 | PA      | $580070.88    | 0.01%             | 2051-02-15      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                          | NY & NJ PORT AUTH-239          | CUSIP: 73358XJB9<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |    750000 | PA      | $721433.18    | 0.01%             | 2053-07-15      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| Potomac Electric Power Co                                                        | POTOMAC ELEC PWR               | CUSIP: 737679DB3<br>LEI: 549300BXF2DWUNN57U06 | Long             | DBT              | CORP              | US        |    960000 | PA      | $1081215.19   | 0.01%             | 2037-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Potomac Electric Power Co                                                        | POTOMAC ELEC PWR               | CUSIP: 737679DE7<br>LEI: 549300BXF2DWUNN57U06 | Long             | DBT              | CORP              | US        |    970000 | PA      | $828319.11    | 0.01%             | 2043-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Potomac Electric Power Co                                                        | POTOMAC ELECTRIC               | CUSIP: 737679DJ6<br>LEI: 549300BXF2DWUNN57U06 | Long             | DBT              | CORP              | US        |    755000 | PA      | $748532.43    | 0.01%             | 2054-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Linde Inc/CT                                                                     | PRAXAIR INC                    | CUSIP: 74005PBD5<br>LEI: ZU69GUVJQGZ6Z1UOOO79 | Long             | DBT              | CORP              | US        |   1363000 | PA      | $1101363.10   | 0.01%             | 2042-11-07      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Linde Inc/CT                                                                     | PRAXAIR INC                    | CUSIP: 74005PBS2<br>LEI: ZU69GUVJQGZ6Z1UOOO79 | Long             | DBT              | CORP              | US        |    692000 | PA      | $377179.43    | 0.00%             | 2050-08-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Precision Castparts Corp                                                         | PRECISION CAST                 | CUSIP: 740189AH8<br>LEI: 0XOOAY5P5J7Q734SEC89 | Long             | DBT              | CORP              | US        |    850000 | PA      | $714633.26    | 0.01%             | 2043-01-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Precision Castparts Corp                                                         | PRECISION CAST                 | CUSIP: 740189AP0<br>LEI: 0XOOAY5P5J7Q734SEC89 | Long             | DBT              | CORP              | US        |    813000 | PA      | $712908.76    | 0.01%             | 2045-06-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Presbyterian Healthcare Services                                                 | PRESBYTERIAN HCS               | CUSIP: 74071PAB9<br>LEI: 549300PILQ3W3CCH7D05 | Long             | DBT              | CORP              | US        |   1705000 | PA      | $1537402.78   | 0.02%             | 2052-08-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| President and Fellows of Harvard College                                         | HARVARD UNIV                   | CUSIP: 740816AH6<br>LEI: 6S3X7J22E861RNTJSA74 | Long             | DBT              | CORP              | US        |    508000 | PA      | $502366.78    | 0.01%             | 2040-10-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| President and Fellows of Harvard College                                         | PRES & FELLOWS                 | CUSIP: 740816AM5<br>LEI: 6S3X7J22E861RNTJSA74 | Long             | DBT              | CORP              | US        |    955000 | PA      | $705743.78    | 0.01%             | 2046-07-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| President and Fellows of Harvard College                                         | PRES & FELLOWS                 | CUSIP: 740816AN3<br>LEI: 6S3X7J22E861RNTJSA74 | Long             | DBT              | CORP              | US        |   1650000 | PA      | $1154668.11   | 0.01%             | 2056-07-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| President and Fellows of Harvard College                                         | PRES & FELLOWS                 | CUSIP: 740816AP8<br>LEI: 6S3X7J22E861RNTJSA74 | Long             | DBT              | CORP              | US        |    797000 | PA      | $493526.94    | 0.01%             | 2050-10-15      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| President and Fellows of Harvard College                                         | PRES & FELLOWS                 | CUSIP: 740816AQ6<br>LEI: 6S3X7J22E861RNTJSA74 | Long             | DBT              | CORP              | US        |   1308000 | PA      | $1024022.83   | 0.01%             | 2052-11-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Principal Financial Group Inc                                                    | PRINCIPAL FINL                 | CUSIP: 74251VAF9<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |   1662000 | PA      | $1519710.02   | 0.02%             | 2042-09-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Principal Financial Group Inc                                                    | PRINCIPAL FINL                 | CUSIP: 74251VAJ1<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |    962000 | PA      | $846873.86    | 0.01%             | 2043-05-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Principal Financial Group Inc                                                    | PRINCIPAL FINL                 | CUSIP: 74251VAU6<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |    555000 | PA      | $552356.30    | 0.01%             | 2053-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co/The                                                          | PROCTER & GAMBLE               | CUSIP: 742718DF3<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    112000 | PA      | $121977.08    | 0.00%             | 2037-03-05      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co/The                                                          | PROCTER & GAMBLE               | CUSIP: 742718FB0<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    403000 | PA      | $314209.61    | 0.00%             | 2047-10-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co/The                                                          | PROCTER & GAMBLE               | CUSIP: 742718FJ3<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    856000 | PA      | $746000.56    | 0.01%             | 2040-03-25      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Progress Energy Inc                                                              | PROGRESS ENERGY                | CUSIP: 743263AP0<br>LEI: 549300FBMTW0JYWMNB26 | Long             | DBT              | CORP              | US        |   1595000 | PA      | $1691271.96   | 0.02%             | 2039-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Progressive Corp/The                                                             | PROGRESSIVE CORP               | CUSIP: 743315AP8<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    320000 | PA      | $280928.75    | 0.00%             | 2044-04-25      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Progressive Corp/The                                                             | PROGRESSIVE CORP               | CUSIP: 743315AS2<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |   2558000 | PA      | $2153812.89   | 0.03%             | 2047-04-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Progressive Corp/The                                                             | PROGRESSIVE CORP               | CUSIP: 743315AT0<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |   1019000 | PA      | $866443.61    | 0.01%             | 2048-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Progressive Corp/The                                                             | PROGRESSIVE CORP               | CUSIP: 743315AX1<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    895000 | PA      | $722112.00    | 0.01%             | 2050-03-26      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                      | PROLOGIS LP                    | CUSIP: 74340XBJ9<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    853000 | PA      | $725964.82    | 0.01%             | 2048-09-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                      | PROLOGIS LP                    | CUSIP: 74340XBQ3<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    890000 | PA      | $489185.90    | 0.01%             | 2050-10-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                      | PROLOGIS LP                    | CUSIP: 74340XCC3<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    870000 | PA      | $586693.87    | 0.01%             | 2050-03-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                      | PROLOGIS LP                    | CUSIP: 74340XCF6<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |   1263000 | PA      | $1220598.60   | 0.01%             | 2053-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                      | PROLOGIS LP                    | CUSIP: 74340XCK5<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    975000 | PA      | $942285.76    | 0.01%             | 2054-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Providence St Joseph Health Obligated Group                                      | ST JOSEPH HLTH                 | CUSIP: 743756AC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2120000 | PA      | $1614227.56   | 0.02%             | 2047-10-01      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| Providence St Joseph Health Obligated Group                                      | ST JOSEPH HLTH                 | CUSIP: 743820AB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1005000 | PA      | $599604.71    | 0.01%             | 2051-10-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                         | PRUDENTIAL FIN                 | CUSIP: 744320AY8<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |   1651000 | PA      | $1323040.16   | 0.02%             | 2047-12-07      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                         | PRUDENTIAL FIN                 | CUSIP: 744320BA9<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |   2558000 | PA      | $2019244.17   | 0.02%             | 2049-12-07      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                         | PRUDENTIAL FIN                 | CUSIP: 74432QAQ8<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |   1643000 | PA      | $1747923.00   | 0.02%             | 2036-12-14      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                         | PRUDENTIAL FIN                 | CUSIP: 74432QBD6<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    758000 | PA      | $863523.14    | 0.01%             | 2037-12-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                         | PRUDENTIAL FIN                 | CUSIP: 74432QBN4<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    114000 | PA      | $130525.90    | 0.00%             | 2040-06-21      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                         | PRUDENTIAL FIN                 | CUSIP: 74432QCA1<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    890000 | PA      | $803675.22    | 0.01%             | 2044-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                         | PRUDENTIAL FIN                 | CUSIP: 74432QCE3<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |   2017000 | PA      | $1711484.33   | 0.02%             | 2050-02-25      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                         | PRUDENTIAL FIN                 | CUSIP: 74432QCF0<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |   1996000 | PA      | $1510998.93   | 0.02%             | 2051-03-13      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                         | PRUDENTIAL FIN                 | CUSIP: 74432QCJ2<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |   1051000 | PA      | $819041.13    | 0.01%             | 2040-03-10      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Public Service Co of Colorado                                                    | PUBLIC SERV COLO               | CUSIP: 744448BZ3<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    891000 | PA      | $967976.49    | 0.01%             | 2037-09-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Public Service Co of Colorado                                                    | PUBLIC SERV COLO               | CUSIP: 744448CG4<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    880000 | PA      | $694690.55    | 0.01%             | 2042-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Public Service Co of Colorado                                                    | PUBLIC SERV COLO               | CUSIP: 744448CK5<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    440000 | PA      | $372856.48    | 0.00%             | 2044-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Public Service Co of Colorado                                                    | PUBLIC SERV COLO               | CUSIP: 744448CN9<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $772321.20    | 0.01%             | 2047-06-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Public Service Co of Colorado                                                    | PUBLIC SERV COLO               | CUSIP: 744448CU3<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    867000 | PA      | $532654.72    | 0.01%             | 2051-01-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Public Service Co of Colorado                                                    | PUBLIC SERV COLO               | CUSIP: 744448CX7<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |   1178000 | PA      | $989882.69    | 0.01%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Public Service Co of Colorado                                                    | PUBLIC SERV COLO               | CUSIP: 744448CY5<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |   1049000 | PA      | $994766.52    | 0.01%             | 2053-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Public Service Co of Colorado                                                    | PUBLIC SERV COLO               | CUSIP: 744448DA6<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    775000 | PA      | $788878.83    | 0.01%             | 2054-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Public Service Co of Colorado                                                    | PUBLIC SERV COLO               | CUSIP: 744448DB4<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |   2931000 | PA      | $3018943.10   | 0.04%             | 2055-05-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Public Service Co of Colorado                                                    | PUBLIC SERV COLO               | CUSIP: 744448DC2<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    792000 | PA      | $802582.10    | 0.01%             | 2035-09-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Public Service Co of New Hampshire                                               | PUB SVC NEW HAMP               | CUSIP: 744482BM1<br>LEI: 549300SHPFALUPKK2351 | Long             | DBT              | CORP              | US        |    790000 | PA      | $597740.74    | 0.01%             | 2049-07-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Public Service Co of New Hampshire                                               | PUB SVC NEW HAMP               | CUSIP: 744482BP4<br>LEI: 549300SHPFALUPKK2351 | Long             | DBT              | CORP              | US        |    637000 | PA      | $604155.09    | 0.01%             | 2053-01-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Public Service Co of Oklahoma                                                    | PUB SVC OKLAHOMA               | CUSIP: 744533BS8<br>LEI: F3TJNSIZRGXRH8GEIK79 | Long             | DBT              | CORP              | US        |   1125000 | PA      | $1149338.26   | 0.01%             | 2036-01-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co                                               | PUBLIC SERVICE                 | CUSIP: 74456QAR7<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    853000 | PA      | $912266.31    | 0.01%             | 2037-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co                                               | PUBLIC SERVICE                 | CUSIP: 74456QAZ9<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    875000 | PA      | $735653.07    | 0.01%             | 2042-05-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co                                               | PUBLIC SERVICE                 | CUSIP: 74456QBA3<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    680000 | PA      | $548453.21    | 0.01%             | 2042-09-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co                                               | PUBLIC SERVICE                 | CUSIP: 74456QBQ8<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |   1762000 | PA      | $1413608.35   | 0.02%             | 2046-03-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co                                               | PUBLIC SERVICE                 | CUSIP: 74456QBT2<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    931000 | PA      | $710670.70    | 0.01%             | 2047-12-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co                                               | PUBLIC SERVICE                 | CUSIP: 74456QBV7<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    527000 | PA      | $432201.05    | 0.01%             | 2048-05-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co                                               | PUBLIC SERVICE                 | CUSIP: 74456QBZ8<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    875000 | PA      | $688515.28    | 0.01%             | 2049-05-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co                                               | PUBLIC SERVICE                 | CUSIP: 74456QCA2<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    852000 | PA      | $599681.48    | 0.01%             | 2049-08-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co                                               | PUBLIC SERVICE                 | CUSIP: 74456QCD6<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    596000 | PA      | $377006.22    | 0.00%             | 2050-05-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co                                               | PUBLIC SERVICE                 | CUSIP: 74456QCE4<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |   1059000 | PA      | $576203.59    | 0.01%             | 2050-08-01      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co                                               | PUBLIC SERVICE                 | CUSIP: 74456QCM6<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    702000 | PA      | $669982.63    | 0.01%             | 2053-03-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co                                               | PUBLIC SERVICE                 | CUSIP: 74456QCP9<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    838000 | PA      | $835974.19    | 0.01%             | 2053-08-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co                                               | PUBLIC SERVICE                 | CUSIP: 74456QCR5<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    510000 | PA      | $508950.99    | 0.01%             | 2054-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co                                               | PUBLIC SERVICE                 | CUSIP: 74456QCT1<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |   1285000 | PA      | $1255369.65   | 0.01%             | 2054-08-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co                                               | PUBLIC SERVICE                 | CUSIP: 74456QCV6<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    412000 | PA      | $414209.98    | 0.00%             | 2055-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Public Storage Operating Co                                                      | PUBLIC STORAGE                 | CUSIP: 74460WAH0<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |    990000 | PA      | $978508.08    | 0.01%             | 2053-08-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Puget Sound Energy Inc                                                           | PUGET SOUND ENER               | CUSIP: 745332BX3<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |    552000 | PA      | $604770.58    | 0.01%             | 2037-03-15      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| Puget Sound Energy Inc                                                           | PUGET SOUND ENRG               | CUSIP: 745332CB0<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |   1110000 | PA      | $1152701.10   | 0.01%             | 2040-03-15      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| Puget Sound Energy Inc                                                           | PUGET SOUND ENRG               | CUSIP: 745332CD6<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |    810000 | PA      | $818716.17    | 0.01%             | 2041-04-15      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| Puget Sound Energy Inc                                                           | PUGET SOUND ENRG               | CUSIP: 745332CH7<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1436892.96   | 0.02%             | 2048-06-15      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| Puget Sound Energy Inc                                                           | PUGET SOUND ENRG               | CUSIP: 745332CJ3<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |   1351000 | PA      | $935663.74    | 0.01%             | 2049-09-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Puget Sound Energy Inc                                                           | PUGET SOUND ENRG               | CUSIP: 745332CN4<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |   1120000 | PA      | $1134292.52   | 0.01%             | 2054-06-15      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| Puget Sound Energy Inc                                                           | PUGET SOUND ENRG               | CUSIP: 745332CP9<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |    357000 | PA      | $354995.51    | 0.00%             | 2055-09-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                                                     | QUALCOMM INC                   | CUSIP: 747525AK9<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |   2889000 | PA      | $2707313.86   | 0.03%             | 2045-05-20      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                                                     | QUALCOMM INC                   | CUSIP: 747525AV5<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |   1846000 | PA      | $1584538.04   | 0.02%             | 2047-05-20      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                                                     | QUALCOMM INC                   | CUSIP: 747525BR3<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    965000 | PA      | $836914.02    | 0.01%             | 2052-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                                                     | QUALCOMM INC                   | CUSIP: 747525BT9<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |   3006000 | PA      | $3231462.07   | 0.04%             | 2053-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| RPM International Inc                                                            | RPM INTL INC                   | CUSIP: 749685AW3<br>LEI: 549300TJCKW4BRXPJ474 | Long             | DBT              | CORP              | US        |    765000 | PA      | $640178.43    | 0.01%             | 2048-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Rady Children's Hospital-San Diego                                               | RADY CHILD/SD CA               | CUSIP: 75063MAA5<br>LEI: 549300FOKP65GNO33016 | Long             | DBT              | CORP              | US        |    559000 | PA      | $378180.22    | 0.00%             | 2051-08-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Raymond James Financial Inc                                                      | RAYMOND JAMES                  | CUSIP: 754730AH2<br>LEI: RGUZHJ05YTITL6D76949 | Long             | DBT              | CORP              | US        |   1717000 | PA      | $1291988.44   | 0.02%             | 2051-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                                                         | RTX CORP                       | CUSIP: 75513EAC5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   2756000 | PA      | $1876765.11   | 0.02%             | 2050-07-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                                                         | RTX CORP                       | CUSIP: 75513ECA7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    990000 | PA      | $953728.06    | 0.01%             | 2040-10-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                                                         | RTX CORP                       | CUSIP: 75513ECB5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    687000 | PA      | $642455.33    | 0.01%             | 2041-12-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                                                         | RTX CORP                       | CUSIP: 75513ECJ8<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    890000 | PA      | $825937.49    | 0.01%             | 2043-12-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                                                         | RTX CORP                       | CUSIP: 75513ECK5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   2426000 | PA      | $2075229.38   | 0.02%             | 2047-04-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                                                         | RTX CORP                       | CUSIP: 75513ECL3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    845000 | PA      | $535282.37    | 0.01%             | 2051-09-01      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                                                         | RTX CORP                       | CUSIP: 75513ECP4<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    975000 | PA      | $643006.10    | 0.01%             | 2052-03-15      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                                                         | RTX CORP                       | CUSIP: 75513ECS8<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   2650000 | PA      | $2586660.55   | 0.03%             | 2053-02-27      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                                                         | RTX CORP                       | CUSIP: 75513ECX7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   2289000 | PA      | $2560177.83   | 0.03%             | 2054-03-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                               | REALTY INCOME                  | CUSIP: 756109AT1<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |   1235000 | PA      | $1102945.09   | 0.01%             | 2047-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                               | REALTY INCOME                  | CUSIP: 756109CQ5<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    515000 | PA      | $504885.72    | 0.01%             | 2054-09-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Regency Centers LP                                                               | REGENCY CENTERS                | CUSIP: 75884RAY9<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |    709000 | PA      | $620167.09    | 0.01%             | 2049-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Regeneron Pharmaceuticals Inc                                                    | REGENERON PHARM                | CUSIP: 75886FAF4<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | DBT              | CORP              | US        |    847000 | PA      | $527106.91    | 0.01%             | 2050-09-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Regional Transportation District Sales Tax Revenue                               | REGL TRNSP DIST-BABS           | CUSIP: 759136QP2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    460000 | PA      | $470031.82    | 0.01%             | 2050-11-01      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| Regions Bank/Birmingham AL                                                       | REGIONS BK ALAB                | CUSIP: 75913MAA7<br>LEI: EQTWLK1G7ODGC2MGLV11 | Long             | DBT              | CORP              | US        |    815000 | PA      | $893716.96    | 0.01%             | 2037-06-26      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Regions Financial Corp                                                           | REGIONS FINL                   | CUSIP: 7591EPAE0<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |    475000 | PA      | $548019.64    | 0.01%             | 2037-12-10      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Republic Services Inc                                                            | REPUBLIC SVCS                  | CUSIP: 760759AK6<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    972000 | PA      | $1073737.52   | 0.01%             | 2040-03-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Republic Services Inc                                                            | REPUBLIC SVCS                  | CUSIP: 760759AW0<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1041225.89   | 0.01%             | 2050-03-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Uruguay Government International Bond                                            | URUGUAY                        | CUSIP: 760942AS1<br>LEI: N/A                  | Long             | DBT              | NUSS              | UY        |   1329000 | PA      | $1616362.72   | 0.02%             | 2036-03-21      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Uruguay Government International Bond                                            | URUGUAY                        | CUSIP: 760942AY8<br>LEI: N/A                  | Long             | DBT              | NUSS              | UY        |   1373000 | PA      | $1210909.55   | 0.01%             | 2045-11-20      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Uruguay Government International Bond                                            | URUGUAY                        | CUSIP: 760942BA9<br>LEI: N/A                  | Long             | DBT              | NUSS              | UY        |   6387000 | PA      | $6054137.70   | 0.07%             | 2050-06-18      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Uruguay Government International Bond                                            | URUGUAY                        | CUSIP: 760942BD3<br>LEI: N/A                  | Long             | DBT              | NUSS              | UY        |   4270909 | PA      | $3893799.67   | 0.05%             | 2055-04-20      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Oriental Republic of Uruguay                                                     | REPUB URUGUAY                  | CUSIP: 760942BG6<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |   2220000 | PA      | $2083578.70   | 0.02%             | 2060-09-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Uruguay Government International Bond                                            | URUGUAY                        | CUSIP: 760942BH4<br>LEI: N/A                  | Long             | DBT              | NUSS              | UY        |   1655000 | PA      | $1731574.02   | 0.02%             | 2037-02-14      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| Reynolds American Inc                                                            | REYNOLDS AMERICA               | CUSIP: 761713AT3<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |    297000 | PA      | $341371.35    | 0.00%             | 2037-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Reynolds American Inc                                                            | REYNOLDS AMERICA               | CUSIP: 761713AZ9<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |   1375000 | PA      | $1412677.02   | 0.02%             | 2043-09-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Reynolds American Inc                                                            | REYNOLDS AMERICA               | CUSIP: 761713BB1<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |   2362000 | PA      | $2340142.51   | 0.03%             | 2045-08-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance USA Ltd                                                        | RIO TINTO FINANC               | CUSIP: 767201AL0<br>LEI: 213800RX94ZKEZXPKH58 | Long             | DBT              | CORP              | AU        |   2569000 | PA      | $2571242.58   | 0.03%             | 2040-11-02      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance USA Ltd                                                        | RIO TINTO FINANC               | CUSIP: 767201AT3<br>LEI: 213800RX94ZKEZXPKH58 | Long             | DBT              | CORP              | AU        |   1240000 | PA      | $777767.84    | 0.01%             | 2051-11-02      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance USA PLC                                                        | RIO TINTO FINANC               | CUSIP: 76720AAD8<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |   1325000 | PA      | $1239998.57   | 0.01%             | 2042-03-22      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance USA PLC                                                        | RIO TINTO FINANC               | CUSIP: 76720AAG1<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    975000 | PA      | $846010.43    | 0.01%             | 2042-08-21      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance USA PLC                                                        | RIO TINTO FINANC               | CUSIP: 76720AAP1<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    936000 | PA      | $886010.68    | 0.01%             | 2053-03-09      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance USA PLC                                                        | RIO TINTO FIN PL               | CUSIP: 76720AAV8<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    672000 | PA      | $691702.87    | 0.01%             | 2055-03-14      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance USA PLC                                                        | RIO TINTO FIN PL               | CUSIP: 76720AAW6<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    539000 | PA      | $561679.64    | 0.01%             | 2065-03-14      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| City of Riverside CA                                                             | RIVERSIDE CA PENSN OB          | CUSIP: 769036BT0<br>LEI: 549300FG48YQF1N4C302 | Long             | DBT              | MUN               | US        |    575000 | PA      | $502543.79    | 0.01%             | 2045-06-01      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| Rockefeller Foundation/The                                                       | ROCKFEL FNDATION               | CUSIP: 77310VAA2<br>LEI: 549300JU3NX0IK5I9038 | Long             | DBT              | CORP              | US        |    685000 | PA      | $422123.91    | 0.00%             | 2050-10-01      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| Rockwell Automation Inc                                                          | ROCKWELL AUTOMAT               | CUSIP: 773903AJ8<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | DBT              | CORP              | US        |    890000 | PA      | $749032.96    | 0.01%             | 2049-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Rockwell Automation Inc                                                          | ROCKWELL AUTOMAT               | CUSIP: 773903AM1<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | DBT              | CORP              | US        |    974000 | PA      | $579196.65    | 0.01%             | 2061-08-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc                                                        | ROGERS COMMUNIC                | CUSIP: 775109AZ4<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |   1190000 | PA      | $1147551.35   | 0.01%             | 2043-10-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc                                                        | ROGERS COMMUNIC                | CUSIP: 775109CJ8<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |   1650000 | PA      | $1435070.60   | 0.02%             | 2042-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc                                                        | ROGERS COMMUNIC                | CUSIP: 775109CK5<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |   3265000 | PA      | $2698325.61   | 0.03%             | 2052-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd                                                      | ROYAL CARIBBEAN                | CUSIP: 78017TAB9<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |   1000000 | PA      | $1006382.41   | 0.01%             | 2036-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Royalty Pharma PLC                                                               | ROYALTY PHARMA                 | CUSIP: 78081BAL7<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |   1895000 | PA      | $1455070.06   | 0.02%             | 2040-09-02      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Royalty Pharma PLC                                                               | ROYALTY PHARMA                 | CUSIP: 78081BAM5<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |   3119000 | PA      | $2192279.04   | 0.03%             | 2050-09-02      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Rutgers The State University of New Jersey                                       | RUTGERS UNV-TXB-H-BAB          | CUSIP: 783186NH8<br>LEI: 549300BOYDHNW8J60112 | Long             | DBT              | MUN               | US        |    660000 | PA      | $687497.32    | 0.01%             | 2040-05-01      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Rutgers The State University of New Jersey                                       | RUTGERS UNIV-P-TXBL            | CUSIP: 783186TP4<br>LEI: 549300BOYDHNW8J60112 | Long             | DBT              | MUN               | US        |    455000 | PA      | $310338.07    | 0.00%             | 2119-05-01      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| Rutgers The State University of New Jersey                                       | RUTGERS NJ ST UNIV             | CUSIP: 783186UJ6<br>LEI: 549300BOYDHNW8J60112 | Long             | DBT              | MUN               | US        |    400000 | PA      | $327759.20    | 0.00%             | 2043-05-01      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| S&P Global Inc                                                                   | S&P GLOBAL INC                 | CUSIP: 78409VAQ7<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |   2086000 | PA      | $1497754.30   | 0.02%             | 2049-12-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| S&P Global Inc                                                                   | S&P GLOBAL INC                 | CUSIP: 78409VAR5<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    555000 | PA      | $289477.84    | 0.00%             | 2060-08-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| S&P Global Inc                                                                   | S&P GLOBAL INC                 | CUSIP: 78409VBL7<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |   1439000 | PA      | $1108069.02   | 0.01%             | 2052-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| S&P Global Inc                                                                   | S&P GLOBAL INC                 | CUSIP: 78409VBM5<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |   1115000 | PA      | $855840.09    | 0.01%             | 2062-03-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Sabine Pass Liquefaction LLC                                                     | SABINE PASS LIQU               | CUSIP: 785592AZ9<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    957804 | PA      | $1006070.14   | 0.01%             | 2037-09-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Salesforce Inc                                                                   | SALESFORCE.COM                 | CUSIP: 79466LAK0<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |   1370000 | PA      | $1007317.33   | 0.01%             | 2041-07-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Salesforce Inc                                                                   | SALESFORCE.COM                 | CUSIP: 79466LAL8<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |   2700000 | PA      | $1772711.87   | 0.02%             | 2051-07-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Salesforce Inc                                                                   | SALESFORCE.COM                 | CUSIP: 79466LAM6<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |   1557000 | PA      | $980185.27    | 0.01%             | 2061-07-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Sales Tax Securitization Corp                                                    | SALES TAX-B-REF-TXBL           | CUSIP: 79467BAR6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1190000 | PA      | $1023904.68   | 0.01%             | 2043-01-01      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| Sales Tax Securitization Corp                                                    | SALES TAX SECURITIZAT          | CUSIP: 79467BBN4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    550000 | PA      | $448657.88    | 0.01%             | 2048-01-01      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| Sales Tax Securitization Corp                                                    | SALES TAX SECURITIZTN          | CUSIP: 79467BCN3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    650000 | PA      | $606901.69    | 0.01%             | 2048-01-01      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| Salt River Project Agricultural Improvement & Power District                     | SALT RVR PROJ AGRIC            | CUSIP: 79575DE63<br>LEI: SHB8HO6GKXJ83RX5OV39 | Long             | DBT              | MUN               | US        |    945000 | PA      | $928338.61    | 0.01%             | 2041-01-01      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| City of San Antonio TX Electric & Gas Systems Revenue                            | SAN ANTONIO ELEC               | CUSIP: 796253T93<br>LEI: 5493002G2FEH20Q4GQ04 | Long             | DBT              | MUN               | US        |    750000 | PA      | $795940.13    | 0.01%             | 2039-02-01      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| City of San Antonio TX Electric & Gas Systems Revenue                            | SAN ANTONIO ELEC               | CUSIP: 796253Y30<br>LEI: 5493002G2FEH20Q4GQ04 | Long             | DBT              | MUN               | US        |    550000 | PA      | $571236.82    | 0.01%             | 2041-02-01      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| City of San Antonio TX Electric & Gas Systems Revenue                            | SAN ANTONIO ELEC-TXBL          | CUSIP: 796253Z21<br>LEI: 5493002G2FEH20Q4GQ04 | Long             | DBT              | MUN               | US        |    750000 | PA      | $706846.65    | 0.01%             | 2042-02-01      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| San Diego County Regional Transportation Commission                              | SAN DIEGO CO TRANS             | CUSIP: 797400FN3<br>LEI: W4FR340A6EQ2SSI17B56 | Long             | DBT              | MUN               | US        |    590000 | PA      | $603826.65    | 0.01%             | 2048-04-01      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| San Diego County Water Authority                                                 | SAN DIEGO WTR-B                | CUSIP: 79741TAR5<br>LEI: 549300Y0QN5OFKA1G520 | Long             | DBT              | MUN               | US        |    920000 | PA      | $960829.42    | 0.01%             | 2049-05-01      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| San Diego Gas & Electric Co                                                      | SAN DIEGO G & E                | CUSIP: 797440BK9<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    975000 | PA      | $1056169.32   | 0.01%             | 2039-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| San Diego Gas & Electric Co                                                      | SAN DIEGO G & E                | CUSIP: 797440BM5<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    508000 | PA      | $466718.45    | 0.01%             | 2040-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| San Diego Gas & Electric Co                                                      | SAN DIEGO G & E                | CUSIP: 797440BW3<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    965000 | PA      | $782098.06    | 0.01%             | 2048-05-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| San Diego Gas & Electric Co                                                      | SAN DIEGO G & E                | CUSIP: 797440BY9<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    937000 | PA      | $656394.78    | 0.01%             | 2050-04-15      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| San Diego Gas & Electric Co                                                      | SAN DIEGO G & E                | CUSIP: 797440CC6<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |   1375000 | PA      | $1013757.38   | 0.01%             | 2052-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| San Diego Gas & Electric Co                                                      | SAN DIEGO G & E                | CUSIP: 797440CD4<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    900000 | PA      | $865278.19    | 0.01%             | 2053-04-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| San Diego Gas & Electric Co                                                      | SAN DIEGO G & E                | CUSIP: 797440CF9<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |   1270000 | PA      | $1254536.66   | 0.01%             | 2054-04-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| City of San Francisco CA Public Utilities Commission Water Revenue               | SAN FRANCISCO WTR-BAB          | CUSIP: 79765RTL3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    515000 | PA      | $580817.93    | 0.01%             | 2050-11-01      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Selective Insurance Group Inc                                                    | SELECTIVE INS GP               | CUSIP: 816300AH0<br>LEI: 549300R3WGJWLE40R258 | Long             | DBT              | CORP              | US        |    605000 | PA      | $557250.10    | 0.01%             | 2049-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Sempra                                                                           | SEMPRA                         | CUSIP: 816851AP4<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |   1104000 | PA      | $1149455.50   | 0.01%             | 2039-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Sempra                                                                           | SEMPRA                         | CUSIP: 816851BH1<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |   1079000 | PA      | $923439.67    | 0.01%             | 2038-02-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Sempra                                                                           | SEMPRA                         | CUSIP: 816851BJ7<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |   1509000 | PA      | $1165150.57   | 0.01%             | 2048-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Shell International Finance BV                                                   | SHELL INTL FIN                 | CUSIP: 822582AD4<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |   1322000 | PA      | $1495704.54   | 0.02%             | 2038-12-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Shell International Finance BV                                                   | SHELL INTL FIN                 | CUSIP: 822582AN2<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |   1970000 | PA      | $2039703.79   | 0.02%             | 2040-03-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Shell International Finance BV                                                   | SHELL INTL FIN                 | CUSIP: 822582AT9<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |   1522000 | PA      | $1233495.52   | 0.01%             | 2042-08-21      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Shell International Finance BV                                                   | SHELL INTL FIN                 | CUSIP: 822582CE0<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    610000 | PA      | $421750.97    | 0.00%             | 2049-11-07      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Shell International Finance BV                                                   | SHELL INTL FIN                 | CUSIP: 822582CK6<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |   2549000 | PA      | $1890351.94   | 0.02%             | 2041-11-26      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Shell International Finance BV                                                   | SHELL INTL FIN                 | CUSIP: 822582CL4<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |   2455000 | PA      | $1637621.28   | 0.02%             | 2051-11-26      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Shell Finance US Inc                                                             | SHELL FINANCE US               | CUSIP: 822905AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4625000 | PA      | $4042670.52   | 0.05%             | 2045-05-11      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Shell Finance US Inc                                                             | SHELL FINANCE US               | CUSIP: 822905AD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1159000 | PA      | $1049709.44   | 0.01%             | 2043-08-12      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Shell Finance US Inc                                                             | SHELL FINANCE US               | CUSIP: 822905AE5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3867000 | PA      | $3183156.28   | 0.04%             | 2046-05-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Shell Finance US Inc                                                             | SHELL FINANCE US               | CUSIP: 822905AG0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2497000 | PA      | $1769654.94   | 0.02%             | 2050-04-06      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Shell Finance US Inc                                                             | SHELL FINANCE US               | CUSIP: 822905AH8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1674000 | PA      | $1330963.83   | 0.02%             | 2046-09-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Sherwin-Williams Co/The                                                          | SHERWIN-WILLIAMS               | CUSIP: 824348AS5<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    936000 | PA      | $817767.19    | 0.01%             | 2045-08-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Sherwin-Williams Co/The                                                          | SHERWIN-WILLIAMS               | CUSIP: 824348AX4<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |   2603000 | PA      | $2250355.91   | 0.03%             | 2047-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Sherwin-Williams Co/The                                                          | SHERWIN-WILLIAMS               | CUSIP: 824348BK1<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |   1376000 | PA      | $1054789.50   | 0.01%             | 2049-08-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Sierra Pacific Power Co                                                          | SIERRA PAC POWER               | CUSIP: 826418BQ7<br>LEI: QB888G5GSVGE1LD1WV84 | Long             | DBT              | CORP              | US        |    525000 | PA      | $534948.30    | 0.01%             | 2054-03-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                          | SIMON PROP GP LP               | CUSIP: 828807CE5<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |   1297000 | PA      | $1494320.94   | 0.02%             | 2040-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                          | SIMON PROP GP LP               | CUSIP: 828807CL9<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    965000 | PA      | $890194.33    | 0.01%             | 2042-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                          | SIMON PROP GP LP               | CUSIP: 828807CT2<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    776000 | PA      | $662071.93    | 0.01%             | 2044-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                          | SIMON PROP GP LP               | CUSIP: 828807CZ8<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    470000 | PA      | $397999.89    | 0.00%             | 2046-11-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                          | SIMON PROP GP LP               | CUSIP: 828807DH7<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |   1346000 | PA      | $943698.88    | 0.01%             | 2049-09-13      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                          | SIMON PROP GP LP               | CUSIP: 828807DJ3<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    945000 | PA      | $725136.80    | 0.01%             | 2050-07-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                          | SIMON PROP GP LP               | CUSIP: 828807DV6<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    910000 | PA      | $944871.72    | 0.01%             | 2053-03-08      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                          | SIMON PROP GP LP               | CUSIP: 828807DX2<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1434162.38   | 0.02%             | 2054-01-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                          | SIMON PROP GP LP               | CUSIP: 828807EA1<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    500000 | PA      | $505507.88    | 0.01%             | 2035-10-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| South Bow USA Infrastructure Holdings LLC                                        | SOUTH BOW USA                  | CUSIP: 83007CAH5<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |    880000 | PA      | $858489.51    | 0.01%             | 2054-10-01      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| J M Smucker Co/The                                                               | JM SMUCKER CO                  | CUSIP: 832696AY4<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |   1125000 | PA      | $1226868.80   | 0.01%             | 2043-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| J M Smucker Co/The                                                               | JM SMUCKER CO                  | CUSIP: 832696AZ1<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |   1570000 | PA      | $1733628.68   | 0.02%             | 2053-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Smurfit Kappa Treasury ULC                                                       | SMURFIT KAPPA                  | CUSIP: 83272GAF8<br>LEI: 635400B3DOXSWFOWJT40 | Long             | DBT              | CORP              | IE        |   3795000 | PA      | $3881951.58   | 0.05%             | 2054-04-03      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| Snap-on Inc                                                                      | SNAP-ON INC                    | CUSIP: 833034AL5<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | DBT              | CORP              | US        |    774000 | PA      | $644613.58    | 0.01%             | 2048-03-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Snap-on Inc                                                                      | SNAP-ON INC                    | CUSIP: 833034AM3<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | DBT              | CORP              | US        |    960000 | PA      | $662936.46    | 0.01%             | 2050-05-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Sonoco Products Co                                                               | SONOCO PRODUCTS                | CUSIP: 835495AJ1<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |    870000 | PA      | $889873.11    | 0.01%             | 2040-11-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Dominion Energy South Carolina Inc                                               | SOUTH CAROL E&G                | CUSIP: 837004CB4<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |    780000 | PA      | $840889.79    | 0.01%             | 2038-01-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Dominion Energy South Carolina Inc                                               | SOUTH CAROL E&G                | CUSIP: 837004CE8<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |    905000 | PA      | $918969.01    | 0.01%             | 2041-02-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Dominion Energy South Carolina Inc                                               | SOUTH CAROL E&G                | CUSIP: 837004CG3<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |    787000 | PA      | $712299.91    | 0.01%             | 2043-06-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Dominion Energy South Carolina Inc                                               | SOUTH CAROL E&G                | CUSIP: 837004CJ7<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |    471000 | PA      | $428979.21    | 0.01%             | 2065-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| South Carolina Public Service Authority                                          | SC PUB SVC-TXB-C-BABS          | CUSIP: 837151AA7<br>LEI: EMBXY64GWKA9MZGFUD26 | Long             | DBT              | MUN               | US        |    600000 | PA      | $644749.68    | 0.01%             | 2050-01-01      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                | CUSIP: 842400FC2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   1021000 | PA      | $1031084.54   | 0.01%             | 2036-02-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                | CUSIP: 842400FF5<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    876000 | PA      | $873601.17    | 0.01%             | 2037-01-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                | CUSIP: 842400FH1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   1315000 | PA      | $1341393.82   | 0.02%             | 2038-02-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                | CUSIP: 842400FL2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   1539000 | PA      | $1585797.71   | 0.02%             | 2039-03-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                | CUSIP: 842400FQ1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   1397000 | PA      | $1235313.20   | 0.01%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                | CUSIP: 842400FV0<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3218.16      | 0.00%             | 2042-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                | CUSIP: 842400FZ1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   1694000 | PA      | $1446508.99   | 0.02%             | 2043-10-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                | CUSIP: 842400GE7<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    755000 | PA      | $550001.55    | 0.01%             | 2045-02-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                | CUSIP: 842400GG2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   2366000 | PA      | $1786061.77   | 0.02%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                | CUSIP: 842400GK3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    755000 | PA      | $578191.43    | 0.01%             | 2048-03-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                | CUSIP: 842400GR8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   1246000 | PA      | $1059195.50   | 0.01%             | 2049-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                | CUSIP: 842400GT4<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   2160000 | PA      | $1511608.26   | 0.02%             | 2050-02-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                | CUSIP: 842400GY3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   2855000 | PA      | $1748500.70   | 0.02%             | 2051-02-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                | CUSIP: 842400HN6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   1125000 | PA      | $750854.91    | 0.01%             | 2052-02-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                | CUSIP: 842400HR7<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    675000 | PA      | $613017.72    | 0.01%             | 2052-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                | CUSIP: 842400HV8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    750000 | PA      | $705234.40    | 0.01%             | 2053-03-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                | CUSIP: 842400HX4<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    949000 | PA      | $917181.28    | 0.01%             | 2053-12-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                | CUSIP: 842400JD6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    860000 | PA      | $810120.65    | 0.01%             | 2054-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                | CUSIP: 842400JH7<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    650000 | PA      | $630952.17    | 0.01%             | 2055-03-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                | CUSIP: 842400JK0<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    650000 | PA      | $657519.81    | 0.01%             | 2055-09-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Southern California Gas Co                                                       | SOUTHERN CAL GAS               | CUSIP: 842434CJ9<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |   1006000 | PA      | $990140.85    | 0.01%             | 2040-11-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Southern California Gas Co                                                       | SOUTHERN CAL GAS               | CUSIP: 842434CK6<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2404.40      | 0.00%             | 2042-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Southern California Gas Co                                                       | SOUTHERN CAL GAS               | CUSIP: 842434CR1<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    243000 | PA      | $196411.17    | 0.00%             | 2048-06-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Southern California Gas Co                                                       | SOUTHERN CAL GAS               | CUSIP: 842434CT7<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    928000 | PA      | $719409.00    | 0.01%             | 2050-02-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Southern California Gas Co                                                       | SOUTHERN CAL GAS               | CUSIP: 842434CX8<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    995000 | PA      | $1087850.27   | 0.01%             | 2052-11-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Southern California Gas Co                                                       | SOUTHERN CAL GAS               | CUSIP: 842434CY6<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    872000 | PA      | $880763.33    | 0.01%             | 2053-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Southern California Gas Co                                                       | SOUTHERN CAL GAS               | CUSIP: 842434DD1<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    740000 | PA      | $775009.13    | 0.01%             | 2055-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Southern Co/The                                                                  | SOUTHERN CO                    | CUSIP: 842587CW5<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   2310000 | PA      | $2148437.17   | 0.03%             | 2036-07-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Southern Co/The                                                                  | SOUTHERN CO                    | CUSIP: 842587CX3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   1244000 | PA      | $1059376.61   | 0.01%             | 2046-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Southern Copper Corp                                                             | SOUTHERN COPPER                | CUSIP: 84265VAA3<br>LEI: 2549007U6NAP46Q9TU15 | Long             | DBT              | CORP              | US        |   1596000 | PA      | $1885361.58   | 0.02%             | 2035-07-27      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Southern Copper Corp                                                             | SOUTHERN COPPER                | CUSIP: 84265VAE5<br>LEI: 2549007U6NAP46Q9TU15 | Long             | DBT              | CORP              | US        |   2195000 | PA      | $2489379.97   | 0.03%             | 2040-04-16      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Southern Copper Corp                                                             | SOUTHERN COPPER                | CUSIP: 84265VAG0<br>LEI: 2549007U6NAP46Q9TU15 | Long             | DBT              | CORP              | US        |   2658000 | PA      | $2570587.27   | 0.03%             | 2042-11-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Southern Copper Corp                                                             | SOUTHERN COPPER                | CUSIP: 84265VAJ4<br>LEI: 2549007U6NAP46Q9TU15 | Long             | DBT              | CORP              | US        |   2400000 | PA      | $2482219.73   | 0.03%             | 2045-04-23      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Southern Co Gas Capital Corp                                                     | SOUTHERN CO GAS                | CUSIP: 8426EPAB4<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1108112.52   | 0.01%             | 2046-10-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Southern Co Gas Capital Corp                                                     | SOUTHERN CO GAS                | CUSIP: 8426EPAC2<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    975000 | PA      | $818250.51    | 0.01%             | 2047-05-30      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Southern Power Co                                                                | SOUTHERN POWER                 | CUSIP: 843646AH3<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |    991000 | PA      | $951901.33    | 0.01%             | 2041-09-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Southern Power Co                                                                | SOUTHERN POWER                 | CUSIP: 843646AJ9<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |   1091000 | PA      | $1047302.70   | 0.01%             | 2043-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Southwest Gas Corp                                                               | SOUTHWEST GAS CP               | CUSIP: 844895AX0<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |   1260000 | PA      | $963455.87    | 0.01%             | 2046-09-29      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Southwest Gas Corp                                                               | SOUTHWEST GAS                  | CUSIP: 845011AB1<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |    535000 | PA      | $431897.59    | 0.01%             | 2049-06-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Southwestern Electric Power Co                                                   | SOUTHWESTN EL PR               | CUSIP: 845437BL5<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |   1220000 | PA      | $1290745.94   | 0.02%             | 2040-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Southwestern Electric Power Co                                                   | SOUTHWESTN EL PR               | CUSIP: 845437BN1<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |    930000 | PA      | $723582.35    | 0.01%             | 2045-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Southwestern Electric Power Co                                                   | SOUTHWESTN EL PR               | CUSIP: 845437BT8<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |   1408000 | PA      | $940519.07    | 0.01%             | 2051-11-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Southwestern Public Service Co                                                   | SOUTHWN PUB SERV               | CUSIP: 845743BN2<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |    986000 | PA      | $888045.58    | 0.01%             | 2041-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Southwestern Public Service Co                                                   | SOUTHWESTERN PUB               | CUSIP: 845743BQ5<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |    810000 | PA      | $577310.95    | 0.01%             | 2046-08-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Southwestern Public Service Co                                                   | SOUTHWESTERN PUB               | CUSIP: 845743BU6<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |    961000 | PA      | $645034.31    | 0.01%             | 2050-05-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Southwestern Public Service Co                                                   | SOUTHWESTERN PUB               | CUSIP: 845743BX0<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |    990000 | PA      | $1029732.46   | 0.01%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Spectra Energy Partners LP                                                       | SPECTRA PARTNERS               | CUSIP: 84756NAE9<br>LEI: 2HKVXE7U4NF5B6UGSU72 | Long             | DBT              | CORP              | US        |    782000 | PA      | $799896.31    | 0.01%             | 2043-09-25      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Spectra Energy Partners LP                                                       | SPECTRA PARTNERS               | CUSIP: 84756NAG4<br>LEI: 2HKVXE7U4NF5B6UGSU72 | Long             | DBT              | CORP              | US        |    923000 | PA      | $791770.11    | 0.01%             | 2045-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Corewell Health Obligated Group                                                  | COREWELL HEALTH                | CUSIP: 84765EAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    775000 | PA      | $572956.91    | 0.01%             | 2049-07-15      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| Stanford Health Care                                                             | STANFORD HEALTH                | CUSIP: 85434VAA6<br>LEI: 5493005311WCPXQGDG42 | Long             | DBT              | CORP              | US        |    839000 | PA      | $660319.05    | 0.01%             | 2048-11-15      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| Stanford Health Care                                                             | STANFORD HEALTH                | CUSIP: 85434VAC2<br>LEI: 5493005311WCPXQGDG42 | Long             | DBT              | CORP              | US        |    500000 | PA      | $333583.41    | 0.00%             | 2051-08-15      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| Leland Stanford Junior University/The                                            | STANFORD UNIV                  | CUSIP: 85440KAA2<br>LEI: JIUV0DC2REIJXQ26CR37 | Long             | DBT              | CORP              | US        |    982000 | PA      | $777212.19    | 0.01%             | 2048-05-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Leland Stanford Junior University/The                                            | STANFORD UNIV                  | CUSIP: 85440KAD6<br>LEI: JIUV0DC2REIJXQ26CR37 | Long             | DBT              | CORP              | US        |    535000 | PA      | $325854.80    | 0.00%             | 2050-06-01      | Fixed         | 2.41%                 | No            |                  2 | On Loan: No      |
| Stanley Black & Decker Inc                                                       | STANLEY BLACK                  | CUSIP: 854502AA9<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |    915000 | PA      | $894255.07    | 0.01%             | 2040-09-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Stanley Black & Decker Inc                                                       | STANLEY BLACK                  | CUSIP: 854502AJ0<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |    963000 | PA      | $840266.84    | 0.01%             | 2048-11-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Stanley Black & Decker Inc                                                       | STANLEY BLACK                  | CUSIP: 854502AN1<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |    520000 | PA      | $308380.75    | 0.00%             | 2050-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp                                                                   | STARBUCKS CORP                 | CUSIP: 855244AH2<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    295000 | PA      | $247115.10    | 0.00%             | 2045-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp                                                                   | STARBUCKS CORP                 | CUSIP: 855244AM1<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |   1217000 | PA      | $924121.30    | 0.01%             | 2047-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp                                                                   | STARBUCKS CORP                 | CUSIP: 855244AS8<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |   1170000 | PA      | $996957.56    | 0.01%             | 2048-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp                                                                   | STARBUCKS CORP                 | CUSIP: 855244AU3<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1261817.06   | 0.01%             | 2049-08-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp                                                                   | STARBUCKS CORP                 | CUSIP: 855244BA6<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |   1445000 | PA      | $1030599.56   | 0.01%             | 2050-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                      | STATOIL ASA                    | CUSIP: 85771PAC6<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |   1320000 | PA      | $1325978.20   | 0.02%             | 2040-08-17      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                      | STATOIL ASA                    | CUSIP: 85771PAE2<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |   1095000 | PA      | $988114.05    | 0.01%             | 2041-11-23      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                      | STATOIL ASA                    | CUSIP: 85771PAL6<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |   2104000 | PA      | $1793143.88   | 0.02%             | 2043-05-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                      | STATOIL ASA                    | CUSIP: 85771PAQ5<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    710000 | PA      | $674578.44    | 0.01%             | 2043-11-08      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Steel Dynamics Inc                                                               | STEEL DYNAMICS                 | CUSIP: 858119BP4<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |    729000 | PA      | $502288.28    | 0.01%             | 2050-10-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Steel Dynamics Inc                                                               | STEEL DYNAMICS                 | CUSIP: 858119BT6<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |    603000 | PA      | $612816.57    | 0.01%             | 2055-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| STERIS Irish FinCo UnLtd Co                                                      | STERIS PLC                     | CUSIP: 85917PAB3<br>LEI: 549300BRDKZ1HFI2J358 | Long             | DBT              | CORP              | IE        |    980000 | PA      | $720897.66    | 0.01%             | 2051-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Stryker Corp                                                                     | STRYKER CORP                   | CUSIP: 863667AE1<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    720000 | PA      | $612606.41    | 0.01%             | 2043-04-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Stryker Corp                                                                     | STRYKER CORP                   | CUSIP: 863667AJ0<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |   2100000 | PA      | $1899938.89   | 0.02%             | 2046-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Stryker Corp                                                                     | STRYKER CORP                   | CUSIP: 863667AZ4<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    877000 | PA      | $588142.32    | 0.01%             | 2050-06-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                              | SUMITOMO MITSUI                | CUSIP: 86562MCF5<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    867000 | PA      | $608846.69    | 0.01%             | 2041-01-12      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                              | SUMITOMO MITSUI                | CUSIP: 86562MCK4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    650000 | PA      | $480981.96    | 0.01%             | 2041-09-17      | Fixed         | 2.93%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                              | SUMITOMO MITSUI                | CUSIP: 86562MCY4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   1980000 | PA      | $2165686.27   | 0.03%             | 2043-07-13      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                              | SUMITOMO MITSUI                | CUSIP: 86562MDQ0<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   1205000 | PA      | $1260250.58   | 0.01%             | 2044-07-09      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                              | SUMITOMO MITSUI                | CUSIP: 86562MEB2<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    925000 | PA      | $943358.78    | 0.01%             | 2046-07-08      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| Summa Health                                                                     | SUMMA HEALTH                   | CUSIP: 86564UAA8<br>LEI: 549300N4NP4BSOJ08A82 | Long             | DBT              | CORP              | US        |    415000 | PA      | $335867.97    | 0.00%             | 2051-11-15      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| Suncor Energy Inc                                                                | SUNCOR ENERGY                  | CUSIP: 867224AB3<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |   1040000 | PA      | $792266.34    | 0.01%             | 2047-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Suncor Energy Inc                                                                | SUNCOR ENERGY                  | CUSIP: 867224AE7<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |    950000 | PA      | $680888.16    | 0.01%             | 2051-03-04      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Suncor Energy Inc                                                                | SUNCOR INC                     | CUSIP: 86722TAB8<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |    877000 | PA      | $974935.12    | 0.01%             | 2039-06-01      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANSFER                | CUSIP: 86765BAV1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   2078000 | PA      | $1904893.77   | 0.02%             | 2047-10-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Sutter Health                                                                    | SUTTER HEALTH                  | CUSIP: 86944BAE3<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |    790000 | PA      | $648688.05    | 0.01%             | 2048-08-15      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| Sutter Health                                                                    | SUTTER HEALTH                  | CUSIP: 86944BAH6<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |    975000 | PA      | $768385.52    | 0.01%             | 2040-08-15      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| Sutter Health                                                                    | SUTTER HEALTH                  | CUSIP: 86944BAJ2<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |    785000 | PA      | $558099.48    | 0.01%             | 2050-08-15      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| Suzano Netherlands BV                                                            | SUZANO NETHERLAN               | CUSIP: 86960YAA0<br>LEI: 9845009ZB9F5D6DB3602 | Long             | DBT              | CORP              | NL        |    333000 | PA      | $333425.73    | 0.00%             | 2036-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Synopsys Inc                                                                     | SYNOPSYS INC                   | CUSIP: 871607AG2<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |   3413000 | PA      | $3444300.91   | 0.04%             | 2055-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Sysco Corp                                                                       | SYSCO CORP                     | CUSIP: 871829BD8<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    515000 | PA      | $444708.05    | 0.01%             | 2046-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Sysco Corp                                                                       | SYSCO CORP                     | CUSIP: 871829BH9<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |   1455000 | PA      | $1238675.01   | 0.01%             | 2048-03-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Sysco Corp                                                                       | SYSCO CORP                     | CUSIP: 871829BJ5<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |   1155000 | PA      | $807636.23    | 0.01%             | 2050-02-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Sysco Corp                                                                       | SYSCO CORP                     | CUSIP: 871829BM8<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    550000 | PA      | $613993.34    | 0.01%             | 2040-04-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Sysco Corp                                                                       | SYSCO CORP                     | CUSIP: 871829BN6<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |   2107000 | PA      | $2341304.78   | 0.03%             | 2050-04-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Sysco Corp                                                                       | SYSCO CORP                     | CUSIP: 871829BR7<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |      4000 | PA      | $2672.15      | 0.00%             | 2051-12-14      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| TJX Cos Inc/The                                                                  | TJX COS INC                    | CUSIP: 872540AU3<br>LEI: V167QI9I69W364E2DY52 | Long             | DBT              | CORP              | US        |    957000 | PA      | $845904.51    | 0.01%             | 2050-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-MOBILE USA INC               | CUSIP: 87264AAX3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   2930000 | PA      | $2644875.59   | 0.03%             | 2040-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-MOBILE USA INC               | CUSIP: 87264AAZ8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   4268000 | PA      | $3591886.87   | 0.04%             | 2050-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-MOBILE USA INC               | CUSIP: 87264ABL8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   4266000 | PA      | $3201883.27   | 0.04%             | 2041-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-MOBILE USA INC               | CUSIP: 87264ABN4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   4615000 | PA      | $3135457.04   | 0.04%             | 2051-02-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-MOBILE USA INC               | CUSIP: 87264ABY0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   3389000 | PA      | $2299028.92   | 0.03%             | 2060-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-MOBILE USA INC               | CUSIP: 87264ACT0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   4917000 | PA      | $3363273.11   | 0.04%             | 2052-10-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-MOBILE USA INC               | CUSIP: 87264ACX1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   2105000 | PA      | $2112742.85   | 0.02%             | 2062-09-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-MOBILE USA INC               | CUSIP: 87264ADB8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   2829000 | PA      | $2832226.92   | 0.03%             | 2054-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-MOBILE USA INC               | CUSIP: 87264ADD4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1455000 | PA      | $1506717.88   | 0.02%             | 2054-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-MOBILE USA INC               | CUSIP: 87264ADN2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1497000 | PA      | $1392048.24   | 0.02%             | 2055-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-MOBILE USA INC               | CUSIP: 87264ADU6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   2016000 | PA      | $2058062.25   | 0.02%             | 2055-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| TPG Operating Group II LP                                                        | TPG OPERATING GR               | CUSIP: 872652AB8<br>LEI: 2549001H9RJQNZT7MU11 | Long             | DBT              | CORP              | US        |    775000 | PA      | $777142.27    | 0.01%             | 2036-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| TR FINANCE LLC                                                                   | TR FINANCE LLC                 | CUSIP: 87268LAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    740000 | PA      | $768802.72    | 0.01%             | 2040-04-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| TR FINANCE LLC                                                                   | TR FINANCE LLC                 | CUSIP: 87268LAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $402289.31    | 0.00%             | 2043-11-23      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| TSMC Arizona Corp                                                                | TSMC ARIZONA                   | CUSIP: 872898AD3<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |   1190000 | PA      | $968469.65    | 0.01%             | 2041-10-25      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| TSMC Arizona Corp                                                                | TSMC ARIZONA                   | CUSIP: 872898AE1<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |   1301000 | PA      | $995163.09    | 0.01%             | 2051-10-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| TSMC Arizona Corp                                                                | TSMC ARIZONA                   | CUSIP: 872898AJ0<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |    840000 | PA      | $795198.38    | 0.01%             | 2052-04-22      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co Ltd                                                     | TAKEDA PHARM                   | CUSIP: 874060AY2<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |   2683000 | PA      | $2047077.86   | 0.02%             | 2040-07-09      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co Ltd                                                     | TAKEDA PHARM                   | CUSIP: 874060AZ9<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |   3831000 | PA      | $2587663.62   | 0.03%             | 2050-07-09      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co Ltd                                                     | TAKEDA PHARM                   | CUSIP: 874060BD7<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |   2861000 | PA      | $1868887.62   | 0.02%             | 2060-07-09      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co Ltd                                                     | TAKEDA PHARM                   | CUSIP: 874060BL9<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |    915000 | PA      | $934993.51    | 0.01%             | 2044-07-05      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co Ltd                                                     | TAKEDA PHARM                   | CUSIP: 874060BN5<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |    550000 | PA      | $551260.50    | 0.01%             | 2064-07-05      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Takeda US Financing Inc                                                          | TAKEDA US                      | CUSIP: 87406BAB8<br>LEI: 254900ZGPIBGBZ2N3A33 | Long             | DBT              | CORP              | US        |    630000 | PA      | $649405.28    | 0.01%             | 2055-07-07      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Tampa Electric Co                                                                | TAMPA ELECTRIC                 | CUSIP: 875127BC5<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |    580000 | PA      | $499019.14    | 0.01%             | 2044-05-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Tampa Electric Co                                                                | TAMPA ELECTRIC                 | CUSIP: 875127BF8<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |   1276000 | PA      | $1078701.30   | 0.01%             | 2049-06-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Tampa Electric Co                                                                | TAMPA ELECTRIC                 | CUSIP: 875127BG6<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |    908000 | PA      | $668250.85    | 0.01%             | 2050-06-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Tampa Electric Co                                                                | TAMPA ELECTRIC                 | CUSIP: 875127BJ0<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |    635000 | PA      | $456035.86    | 0.01%             | 2051-03-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Target Corp                                                                      | TARGET CORP                    | CUSIP: 87612EAR7<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    940000 | PA      | $1070097.80   | 0.01%             | 2037-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Target Corp                                                                      | TARGET CORP                    | CUSIP: 87612EAU0<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    750000 | PA      | $884639.39    | 0.01%             | 2038-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Target Corp                                                                      | TARGET CORP                    | CUSIP: 87612EBA3<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |   1005000 | PA      | $858915.92    | 0.01%             | 2042-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Target Corp                                                                      | TARGET CORP                    | CUSIP: 87612EBF2<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |   1172000 | PA      | $904272.46    | 0.01%             | 2046-04-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Target Corp                                                                      | TARGET CORP                    | CUSIP: 87612EBG0<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |   1203000 | PA      | $958685.63    | 0.01%             | 2047-11-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Target Corp                                                                      | TARGET CORP                    | CUSIP: 87612EBN5<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |   2950000 | PA      | $1940109.14   | 0.02%             | 2052-01-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Target Corp                                                                      | TARGET CORP                    | CUSIP: 87612EBR6<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    773000 | PA      | $703411.56    | 0.01%             | 2053-01-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Target Corp                                                                      | TARGET CORP                    | CUSIP: 87612EBV7<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |   1625000 | PA      | $1672572.77   | 0.02%             | 2036-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp                                                             | TARGA RESOURCES                | CUSIP: 87612GAB7<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    765000 | PA      | $655248.39    | 0.01%             | 2052-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp                                                             | TARGA RESOURCES                | CUSIP: 87612GAD3<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |   1460000 | PA      | $1536879.67   | 0.02%             | 2053-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp                                                             | TARGA RESOURCES                | CUSIP: 87612GAN1<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |   2141000 | PA      | $2153534.22   | 0.03%             | 2055-05-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp                                                             | TARGA RESOURCES                | CUSIP: 87612GAQ4<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    700000 | PA      | $716594.75    | 0.01%             | 2036-02-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones SA                                                          | TELEFONICA EMIS                | CUSIP: 87938WAC7<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |   2420000 | PA      | $2727987.77   | 0.03%             | 2036-06-20      | Fixed         | 7.04%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones SA                                                          | TELEFONICA EMIS                | CUSIP: 87938WAU7<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |   3818000 | PA      | $3433461.81   | 0.04%             | 2047-03-08      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones SA                                                          | TELEFONICA EMIS                | CUSIP: 87938WAV5<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |   1270000 | PA      | $1157811.13   | 0.01%             | 2038-03-06      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones SA                                                          | TELEFONICA EMIS                | CUSIP: 87938WAW3<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |   2401000 | PA      | $2061146.97   | 0.02%             | 2048-03-06      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones SA                                                          | TELEFONICA EMIS                | CUSIP: 87938WAX1<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |   1584000 | PA      | $1472538.58   | 0.02%             | 2049-03-01      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| TELUS Corp                                                                       | TELUS CORP                     | CUSIP: 87971MBH5<br>LEI: 894500WE70KKZRQMBU11 | Long             | DBT              | CORP              | CA        |   1210000 | PA      | $1048252.13   | 0.01%             | 2048-11-16      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Tennessee Valley Authority                                                       | TENN VALLEY AUTH               | CUSIP: 880591CK6<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |   1000000 | PA      | $1125636.00   | 0.01%             | 2036-04-01      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| Tennessee Valley Authority                                                       | TENN VALLEY AUTH               | CUSIP: 880591CP5<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |    385000 | PA      | $438648.98    | 0.01%             | 2038-01-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Tennessee Valley Authority                                                       | TENN VALLEY AUTH               | CUSIP: 880591CS9<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |   2434000 | PA      | $2719576.35   | 0.03%             | 2036-04-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Tennessee Valley Authority                                                       | TENN VALLEY AUTH               | CUSIP: 880591DZ2<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |    970000 | PA      | $985803.24    | 0.01%             | 2056-04-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Tennessee Valley Authority                                                       | TENN VALLEY AUTH               | CUSIP: 880591EB4<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |    811000 | PA      | $779799.21    | 0.01%             | 2048-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Tennessee Valley Authority                                                       | TENN VALLEY AUTH               | CUSIP: 880591ED0<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |   1240000 | PA      | $1335494.88   | 0.02%             | 2038-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Tennessee Valley Authority                                                       | TENN VALLEY AUTH               | CUSIP: 880591EH1<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |   3795000 | PA      | $3979835.48   | 0.05%             | 2039-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Tennessee Valley Authority                                                       | TENN VALLEY AUTH               | CUSIP: 880591EJ7<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |   1110000 | PA      | $995018.43    | 0.01%             | 2060-09-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Tennessee Valley Authority                                                       | TENN VALLEY AUTH               | CUSIP: 880591ES7<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |   2990000 | PA      | $2472075.19   | 0.03%             | 2065-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Tennessee Valley Authority                                                       | TENN VALLEY AUTH               | CUSIP: 880591EY4<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |    985000 | PA      | $844137.12    | 0.01%             | 2052-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Tennessee Valley Authority                                                       | TENN VALLEY AUTH               | CUSIP: 880591FC1<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |   2000000 | PA      | $1997740.00   | 0.02%             | 2055-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Permanent University Fund - Texas A&M University System                          | TX A&M UNIV SYS                | CUSIP: 8821177C2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $736848.30    | 0.01%             | 2049-07-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Texas Health Resources                                                           | TEXAS HEALTH RES               | CUSIP: 882484AA6<br>LEI: 54930008C10TUBW7Z611 | Long             | DBT              | CORP              | US        |   2250000 | PA      | $1892828.25   | 0.02%             | 2055-11-15      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| Texas Health Resources                                                           | TEXAS HEALTH RES               | CUSIP: 882484AC2<br>LEI: 54930008C10TUBW7Z611 | Long             | DBT              | CORP              | US        |    945000 | PA      | $542545.29    | 0.01%             | 2050-11-15      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| Texas Instruments Inc                                                            | TEXAS INSTRUMENT               | CUSIP: 882508BD5<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |   1713000 | PA      | $1433187.55   | 0.02%             | 2048-05-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Texas Instruments Inc                                                            | TEXAS INSTRUMENT               | CUSIP: 882508BF0<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |   1369000 | PA      | $1222879.44   | 0.01%             | 2039-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Texas Instruments Inc                                                            | TEXAS INSTRUMENT               | CUSIP: 882508BM5<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |   1132000 | PA      | $708780.59    | 0.01%             | 2051-09-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Texas Instruments Inc                                                            | TEXAS INSTRUMENT               | CUSIP: 882508CC6<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1223041.26   | 0.01%             | 2053-03-14      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Texas Instruments Inc                                                            | TEXAS INSTRUMENT               | CUSIP: 882508CJ1<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |   1375000 | PA      | $1327455.78   | 0.02%             | 2054-02-08      | Fixed         | 5.15%                 | 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        |   2650000 | PA      | $2699517.64   | 0.03%             | 2041-04-01      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| Texas Private Activity Bond Surface Transportation Corp                          | TX ST PRIV ACTIVITY-B          | CUSIP: 882667AZ1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1525000 | PA      | $1224153.95   | 0.01%             | 2049-12-31      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| State of Texas                                                                   | TX TRANS COMM BABS             | CUSIP: 882722KF7<br>LEI: 549300X9CH74QB747L76 | Long             | DBT              | MUN               | US        |   2165000 | PA      | $2249672.93   | 0.03%             | 2039-04-01      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| State of Texas                                                                   | TX ST-BABS-A                   | CUSIP: 882722VN8<br>LEI: 549300X9CH74QB747L76 | Long             | DBT              | MUN               | US        |    450000 | PA      | $431920.80    | 0.01%             | 2040-04-01      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| Texas Instruments Inc                                                            | TEXAS INSTRUMENT               | CUSIP: 882926AA6<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |   1663000 | PA      | $1543250.36   | 0.02%             | 2063-05-18      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                             | WILLIAMS COS INC               | CUSIP: 88339WAA4<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   1575000 | PA      | $1119266.09   | 0.01%             | 2051-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                     | THERMO FISHER                  | CUSIP: 883556BG6<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    878000 | PA      | $879330.79    | 0.01%             | 2044-02-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                     | THERMO FISHER                  | CUSIP: 883556BY7<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |   1782000 | PA      | $1505816.37   | 0.02%             | 2047-08-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                     | THERMO FISHER                  | CUSIP: 883556CM2<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    821000 | PA      | $606393.06    | 0.01%             | 2041-10-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Thomas Jefferson University                                                      | THOMAS J UNIV                  | CUSIP: 88444NAS7<br>LEI: DB1TWPCZX5RK7VR27A68 | Long             | DBT              | CORP              | US        |    650000 | PA      | $465583.30    | 0.01%             | 2057-11-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| 3M Co                                                                            | 3M CO                          | CUSIP: 88579EAC9<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |   1191000 | PA      | $1260719.85   | 0.01%             | 2037-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| 3M Co                                                                            | 3M CO                          | CUSIP: 88579YAH4<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |     67000 | PA      | $54391.06     | 0.00%             | 2044-06-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| 3M Co                                                                            | 3M CO                          | CUSIP: 88579YAW1<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    679000 | PA      | $476878.80    | 0.01%             | 2046-09-19      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| 3M Co                                                                            | 3M CO                          | CUSIP: 88579YAZ4<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |   1475000 | PA      | $1116260.21   | 0.01%             | 2047-10-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| 3M Co                                                                            | 3M CO                          | CUSIP: 88579YBD2<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |   1190000 | PA      | $962457.07    | 0.01%             | 2048-09-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| 3M Co                                                                            | 3M CO                          | CUSIP: 88579YBK6<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |   1973000 | PA      | $1381105.62   | 0.02%             | 2049-08-26      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| 3M Co                                                                            | 3M CO                          | CUSIP: 88579YBP5<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    988000 | PA      | $743973.83    | 0.01%             | 2050-04-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable LLC                                                            | TIME WARNER CABL               | CUSIP: 88732JAJ7<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    937000 | PA      | $973477.68    | 0.01%             | 2037-05-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable LLC                                                            | TIME WARNER CABL               | CUSIP: 88732JAU2<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |   1801000 | PA      | $1878441.70   | 0.02%             | 2039-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable LLC                                                            | TIME WARNER CABL               | CUSIP: 88732JAY4<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |   1593000 | PA      | $1523250.35   | 0.02%             | 2040-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable LLC                                                            | TIME WARNER CABL               | CUSIP: 88732JBB3<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    960000 | PA      | $879082.29    | 0.01%             | 2041-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable LLC                                                            | TIME WARNER CABL               | CUSIP: 88732JBD9<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |   1760000 | PA      | $1412596.81   | 0.02%             | 2042-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Toledo Edison Co/The                                                             | TOLEDO EDISON                  | CUSIP: 889175BD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1067000 | PA      | $1161512.38   | 0.01%             | 2037-05-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Toledo Hospital/The                                                              | TOLEDO HOSPITAL                | CUSIP: 889184AD9<br>LEI: 5493009DCR7NWV6K4T34 | Long             | DBT              | CORP              | US        |    700000 | PA      | $706166.82    | 0.01%             | 2038-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital International SA                                           | TOTAL CAP INTL                 | CUSIP: 89153VAU3<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |   1850000 | PA      | $1353083.65   | 0.02%             | 2049-07-12      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital International SA                                           | TOTAL CAP INTL                 | CUSIP: 89153VAV1<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |   3905000 | PA      | $2667610.41   | 0.03%             | 2050-05-29      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital International SA                                           | TOTAL CAP INTL                 | CUSIP: 89153VAW9<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |   2610000 | PA      | $1751101.60   | 0.02%             | 2060-06-29      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital International SA                                           | TOTAL CAP INTL                 | CUSIP: 89153VAX7<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |    340000 | PA      | $257724.48    | 0.00%             | 2041-06-29      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital SA                                                         | TOTALENERGIES                  | CUSIP: 89157XAB7<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |   1100000 | PA      | $1089980.52   | 0.01%             | 2054-04-05      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital SA                                                         | TOTALENERGIES                  | CUSIP: 89157XAC5<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |   2627000 | PA      | $2627234.41   | 0.03%             | 2064-04-05      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital SA                                                         | TOTALENERGIES                  | CUSIP: 89157XAE1<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |   1135000 | PA      | $1090972.16   | 0.01%             | 2054-09-10      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital SA                                                         | TOTALENERGIES                  | CUSIP: 89157XAF8<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |   2535000 | PA      | $2441151.89   | 0.03%             | 2064-09-10      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| Transatlantic Holdings Inc                                                       | TRANSATLANTIC HL               | CUSIP: 893521AB0<br>LEI: RN37QJVS1BV19MNIC295 | Long             | DBT              | CORP              | US        |    688000 | PA      | $867130.36    | 0.01%             | 2039-11-30      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd                                                        | TRANSCANADA PL                 | CUSIP: 893526DJ9<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |   3405000 | PA      | $3603285.41   | 0.04%             | 2040-06-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd                                                        | TRANSCANADA PL                 | CUSIP: 89352HAB5<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    925000 | PA      | $973345.14    | 0.01%             | 2036-03-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd                                                        | TRANSCANADA PL                 | CUSIP: 89352HAD1<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |   2083000 | PA      | $2230062.03   | 0.03%             | 2037-10-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd                                                        | TRANSCANADA PL                 | CUSIP: 89352HAE9<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |   2889000 | PA      | $3331001.70   | 0.04%             | 2038-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Transcontinental Gas Pipe Line Co LLC                                            | TRANSCONT GAS PL               | CUSIP: 893574AB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1360000 | PA      | $1336162.27   | 0.02%             | 2041-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Transcontinental Gas Pipe Line Co LLC                                            | TRANSCONT GAS PL               | CUSIP: 893574AF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    700000 | PA      | $613057.79    | 0.01%             | 2042-08-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Transcontinental Gas Pipe Line Co LLC                                            | TRANSCONT GAS PL               | CUSIP: 893574AM5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1135000 | PA      | $984624.96    | 0.01%             | 2048-03-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Transcontinental Gas Pipe Line Co LLC                                            | TRANSCONT GAS PL               | CUSIP: 893574AR4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    870000 | PA      | $681151.15    | 0.01%             | 2050-05-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Travelers Cos Inc/The                                                            | TRAVELERS COS                  | CUSIP: 89417EAH2<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1426348.10   | 0.02%             | 2040-11-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Travelers Cos Inc/The                                                            | TRAVELERS COS                  | CUSIP: 89417EAJ8<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    898000 | PA      | $818517.91    | 0.01%             | 2043-08-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Travelers Cos Inc/The                                                            | TRAVELERS COS                  | CUSIP: 89417EAK5<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    786000 | PA      | $680761.75    | 0.01%             | 2045-08-25      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Travelers Cos Inc/The                                                            | TRAVELERS COS                  | CUSIP: 89417EAL3<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    572000 | PA      | $456958.50    | 0.01%             | 2046-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Travelers Cos Inc/The                                                            | TRAVELERS COS                  | CUSIP: 89417EAM1<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |   1505000 | PA      | $1240436.54   | 0.01%             | 2047-05-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Travelers Cos Inc/The                                                            | TRAVELERS COS                  | CUSIP: 89417EAP4<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |   2079000 | PA      | $1715048.59   | 0.02%             | 2049-03-04      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Travelers Cos Inc/The                                                            | TRAVELERS COS                  | CUSIP: 89417EAR0<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |   1630000 | PA      | $1102696.42   | 0.01%             | 2051-06-08      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Travelers Cos Inc/The                                                            | TRAVELERS COS                  | CUSIP: 89417EAS8<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |   1156000 | PA      | $1158327.34   | 0.01%             | 2053-05-25      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Travelers Cos Inc/The                                                            | TRAVELERS COS                  | CUSIP: 89417EAU3<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    500000 | PA      | $518121.97    | 0.01%             | 2055-07-24      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Trinity Health Corp                                                              | TRINITY HEALTH                 | CUSIP: 896516AA9<br>LEI: TWSRHFGEDJDX0GKMGJ67 | Long             | DBT              | CORP              | US        |    750000 | PA      | $633878.62    | 0.01%             | 2045-12-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Trinity Health Corp                                                              | TRINITY HEALTH                 | CUSIP: 896517AA7<br>LEI: TWSRHFGEDJDX0GKMGJ67 | Long             | DBT              | CORP              | US        |    770000 | PA      | $578498.06    | 0.01%             | 2048-12-01      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| Trinity Health Corp                                                              | TRINITY HEALTH                 | CUSIP: 896517AB5<br>LEI: TWSRHFGEDJDX0GKMGJ67 | Long             | DBT              | CORP              | US        |   1950000 | PA      | $1424249.27   | 0.02%             | 2040-12-01      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Trustees of Princeton University/The                                             | PRINCETON UNIV                 | CUSIP: 89837LAB1<br>LEI: 549300PJZYINN64GDJ90 | Long             | DBT              | CORP              | US        |     59000 | PA      | $63525.84     | 0.00%             | 2039-03-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Trustees of Princeton University/The                                             | PRINCETON UNIV                 | CUSIP: 89837LAG0<br>LEI: 549300PJZYINN64GDJ90 | Long             | DBT              | CORP              | US        |   1225000 | PA      | $775984.39    | 0.01%             | 2050-07-01      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| Trustees of Princeton University/The                                             | TRST PRINCETON U               | CUSIP: 89837LAH8<br>LEI: 549300PJZYINN64GDJ90 | Long             | DBT              | CORP              | US        |    740000 | PA      | $627426.84    | 0.01%             | 2052-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Trustees of Boston College                                                       | TRUSTEES OF BOS                | CUSIP: 89838LAG9<br>LEI: 549300Q2G2ZLXN1EX541 | Long             | DBT              | CORP              | US        |    420000 | PA      | $295155.82    | 0.00%             | 2052-07-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| City of Tucson AZ                                                                | TUCSON AZ-A-TXBL-COPS          | CUSIP: 898735UW3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    625000 | PA      | $455045.50    | 0.01%             | 2047-07-01      | Fixed         | 2.86%                 | No            |                  2 | On Loan: No      |
| Tucson Electric Power Co                                                         | TUCSON ELEC PWR                | CUSIP: 898813AQ3<br>LEI: YLF139GXSRKPBBTNZL03 | Long             | DBT              | CORP              | US        |    915000 | PA      | $815081.94    | 0.01%             | 2048-12-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Tucson Electric Power Co                                                         | TUCSON ELEC PWR                | CUSIP: 898813AV2<br>LEI: YLF139GXSRKPBBTNZL03 | Long             | DBT              | CORP              | US        |    800000 | PA      | $776391.05    | 0.01%             | 2053-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Tucson Electric Power Co                                                         | TUCSON ELEC PWR                | CUSIP: 898813AX8<br>LEI: YLF139GXSRKPBBTNZL03 | Long             | DBT              | CORP              | US        |   1049000 | PA      | $1071926.05   | 0.01%             | 2055-04-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Tyson Foods Inc                                                                  | TYSON FOODS INC                | CUSIP: 902494BD4<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |    993000 | PA      | $850549.49    | 0.01%             | 2047-06-02      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Tyson Foods Inc                                                                  | TYSON FOODS INC                | CUSIP: 902494BH5<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |   3390000 | PA      | $3134658.06   | 0.04%             | 2048-09-28      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS GROUP                      | CUSIP: 902613AY4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   2723000 | PA      | $2554337.42   | 0.03%             | 2045-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| UBS AG/London                                                                    | UBS AG LONDON                  | CUSIP: 902674A26<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | DBT              | CORP              | CH        |   1485000 | PA      | $1317365.21   | 0.02%             | 2048-06-26      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Uber Technologies Inc                                                            | UBER TECHNOLOGIE               | CUSIP: 90353TAQ3<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1551301.84   | 0.02%             | 2054-09-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Unilever Capital Corp                                                            | UNILEVER CAPITAL               | CUSIP: 904764BR7<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |   1577000 | PA      | $992990.07    | 0.01%             | 2051-08-12      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Union Electric Co                                                                | UNION ELECTRIC                 | CUSIP: 906548CH3<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    671000 | PA      | $872621.55    | 0.01%             | 2039-03-15      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| Union Electric Co                                                                | UNION ELECTRIC                 | CUSIP: 906548CL4<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    805000 | PA      | $629578.60    | 0.01%             | 2045-04-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Union Electric Co                                                                | UNION ELECTRIC                 | CUSIP: 906548CN0<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    510000 | PA      | $408698.75    | 0.00%             | 2048-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Union Electric Co                                                                | UNION ELECTRIC                 | CUSIP: 906548CQ3<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |   2351000 | PA      | $1631081.21   | 0.02%             | 2049-10-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Union Electric Co                                                                | UNION ELECTRIC                 | CUSIP: 906548CS9<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |   2422000 | PA      | $1494078.96   | 0.02%             | 2051-03-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Union Electric Co                                                                | UNION ELECTRIC                 | CUSIP: 906548CU4<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    870000 | PA      | $680744.39    | 0.01%             | 2052-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Union Electric Co                                                                | UNION ELECTRIC                 | CUSIP: 906548CW0<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |   1205000 | PA      | $1181261.90   | 0.01%             | 2053-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Union Electric Co                                                                | UNION ELECTRIC                 | CUSIP: 906548CX8<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    525000 | PA      | $502048.52    | 0.01%             | 2054-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Union Electric Co                                                                | UNION ELECTRIC                 | CUSIP: 906548CZ3<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    790000 | PA      | $745492.60    | 0.01%             | 2055-03-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | UNION PAC CORP                 | CUSIP: 907818EC8<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    976000 | PA      | $749811.92    | 0.01%             | 2055-02-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | UNION PAC CORP                 | CUSIP: 907818EJ3<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    970000 | PA      | $801550.94    | 0.01%             | 2046-03-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | UNION PAC CORP                 | CUSIP: 907818EK0<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |   1760000 | PA      | $1299401.16   | 0.02%             | 2046-08-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | UNION PAC CORP                 | CUSIP: 907818EN4<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |   2175000 | PA      | $1769619.67   | 0.02%             | 2047-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | UNION PAC CORP                 | CUSIP: 907818EQ7<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    918000 | PA      | $813931.99    | 0.01%             | 2037-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | UNION PAC CORP                 | CUSIP: 907818FD5<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |   1351000 | PA      | $1149578.27   | 0.01%             | 2039-08-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | UNION PAC CORP                 | CUSIP: 907818FE3<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |   1147000 | PA      | $871026.81    | 0.01%             | 2059-08-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | UNION PAC CORP                 | CUSIP: 907818FG8<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |   3028000 | PA      | $2242915.33   | 0.03%             | 2060-03-20      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | UNION PAC CORP                 | CUSIP: 907818FK9<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |   1914000 | PA      | $1348381.90   | 0.02%             | 2050-02-05      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | UNION PAC CORP                 | CUSIP: 907818FL7<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    972000 | PA      | $677637.62    | 0.01%             | 2070-02-05      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | UNION PAC CORP                 | CUSIP: 907818FS2<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |   2431000 | PA      | $1714839.86   | 0.02%             | 2071-04-06      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | UNION PAC CORP                 | CUSIP: 907818FT0<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    930000 | PA      | $728650.48    | 0.01%             | 2041-05-20      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | UNION PAC CORP                 | CUSIP: 907818FV5<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |   1022000 | PA      | $705214.09    | 0.01%             | 2061-05-20      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | UNION PAC CORP                 | CUSIP: 907818FW3<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    978000 | PA      | $636919.53    | 0.01%             | 2052-03-10      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | UNION PAC CORP                 | CUSIP: 907818FZ6<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    853000 | PA      | $616224.61    | 0.01%             | 2053-02-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | UNION PAC CORP                 | CUSIP: 907818GA0<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |   1115000 | PA      | $789804.12    | 0.01%             | 2072-02-14      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | UNION PAC CORP                 | CUSIP: 907818GD4<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |   1473000 | PA      | $1380718.95   | 0.02%             | 2063-01-20      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | UNION PAC CORP                 | CUSIP: 907818GF9<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    900000 | PA      | $835257.70    | 0.01%             | 2053-05-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | UNION PAC CORP                 | CUSIP: 907818GH5<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    594000 | PA      | $603639.25    | 0.01%             | 2054-12-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| United Airlines 2023-1 Class A Pass Through Trust                                | UNTD AIR 23-1 A                | CUSIP: 90932LAJ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2066531 | PA      | $2137147.02   | 0.03%             | 2037-07-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| United Airlines 2024-1 Class AA Pass Through Trust                               | UNTD AIR 24-1 AA               | CUSIP: 90932WAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1206902 | PA      | $1241444.08   | 0.01%             | 2038-08-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| United Airlines 2024-1 Class A Pass Through Trust                                | UNTD AIR 24-1 A                | CUSIP: 90932WAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    651727 | PA      | $664826.44    | 0.01%             | 2037-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                 | CUSIP: 91086QAV0<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |   4474000 | PA      | $4511401.88   | 0.05%             | 2040-01-11      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                 | CUSIP: 91086QAZ1<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |   3922000 | PA      | $3361270.43   | 0.04%             | 2110-10-12      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                 | CUSIP: 91086QBB3<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |   6459808 | PA      | $5390080.08   | 0.06%             | 2044-03-08      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                 | CUSIP: 91086QBE7<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |   4870000 | PA      | $4556377.59   | 0.05%             | 2045-01-21      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                 | CUSIP: 91086QBF4<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |   4045000 | PA      | $3249849.01   | 0.04%             | 2046-01-23      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                 | CUSIP: 91087BAB6<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |   1949000 | PA      | $1507553.45   | 0.02%             | 2047-01-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                 | CUSIP: 91087BAD2<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |   2337000 | PA      | $1851727.13   | 0.02%             | 2048-02-10      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                 | CUSIP: 91087BAG5<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |   2992000 | PA      | $2313971.09   | 0.03%             | 2050-01-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                 | CUSIP: 91087BAL4<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |   4242000 | PA      | $3490333.74   | 0.04%             | 2051-04-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                 | CUSIP: 91087BAN0<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |   5268000 | PA      | $3333354.75   | 0.04%             | 2061-05-24      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                 | CUSIP: 91087BAQ3<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |   4372000 | PA      | $3556115.08   | 0.04%             | 2041-08-14      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                 | CUSIP: 91087BAS9<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |   3478000 | PA      | $2603506.24   | 0.03%             | 2052-02-12      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                 | CUSIP: 91087BAX8<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |   4588000 | PA      | $4470658.83   | 0.05%             | 2053-05-04      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                 | CUSIP: 91087BAZ3<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |   6534000 | PA      | $6703062.15   | 0.08%             | 2036-05-07      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                 | CUSIP: 91087BBA7<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |   3635000 | PA      | $3557104.99   | 0.04%             | 2054-05-07      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                 | CUSIP: 91087BBC3<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |   6325000 | PA      | $6833756.73   | 0.08%             | 2037-05-13      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                 | CUSIP: 91087BBD1<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |   1690000 | PA      | $1862543.57   | 0.02%             | 2055-05-13      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                 | CUSIP: 91087BBF6<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |   5439000 | PA      | $5728271.40   | 0.07%             | 2038-01-29      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| United Nations Development Corp                                                  | UNITED NATIONS DEV-A           | CUSIP: 911157MF9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    475000 | PA      | $507429.15    | 0.01%             | 2055-08-01      | Fixed         | 6.54%                 | No            |                  2 | On Loan: No      |
| United Parcel Service Inc                                                        | UNITED PARCEL                  | CUSIP: 911312AJ5<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |   1396000 | PA      | $1539418.39   | 0.02%             | 2038-01-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| United Parcel Service Inc                                                        | UNITED PARCEL                  | CUSIP: 911312AN6<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |   1058000 | PA      | $1021625.57   | 0.01%             | 2040-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| United Parcel Service Inc                                                        | UNITED PARCEL                  | CUSIP: 911312AR7<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    831000 | PA      | $666372.75    | 0.01%             | 2042-10-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| United Parcel Service Inc                                                        | UNITED PARCEL                  | CUSIP: 911312AZ9<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |   1034000 | PA      | $769798.36    | 0.01%             | 2046-11-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| United Parcel Service Inc                                                        | UNITED PARCEL                  | CUSIP: 911312BN5<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |   1346000 | PA      | $1049324.38   | 0.01%             | 2047-11-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United Parcel Service Inc                                                        | UNITED PARCEL                  | CUSIP: 911312BQ8<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |   1472000 | PA      | $1224035.61   | 0.01%             | 2049-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United Parcel Service Inc                                                        | UNITED PARCEL                  | CUSIP: 911312BS4<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |   1111000 | PA      | $795522.99    | 0.01%             | 2049-09-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| United Parcel Service Inc                                                        | UNITED PARCEL                  | CUSIP: 911312BW5<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    882000 | PA      | $854213.51    | 0.01%             | 2050-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| United Parcel Service Inc                                                        | UNITED PARCEL                  | CUSIP: 911312CA2<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |   1690000 | PA      | $1562225.67   | 0.02%             | 2053-03-03      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| United Parcel Service Inc                                                        | UNITED PARCEL                  | CUSIP: 911312CF1<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |   1235000 | PA      | $1216443.85   | 0.01%             | 2064-05-22      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| United Parcel Service Inc                                                        | UNITED PARCEL                  | CUSIP: 911312CK0<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |   2830000 | PA      | $2957194.89   | 0.03%             | 2055-05-14      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| United Parcel Service Inc                                                        | UNITED PARCEL                  | CUSIP: 911312CL8<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |   1855000 | PA      | $1940607.60   | 0.02%             | 2065-05-14      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810FT0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10151000 | PA      | $10474166.63  | 0.12%             | 2036-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810PT9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3065000 | PA      | $3216334.38   | 0.04%             | 2037-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810PU6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4730000 | PA      | $5069044.93   | 0.06%             | 2037-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810PW2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6016000 | PA      | $6063234.98   | 0.07%             | 2038-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810PX0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9924000 | PA      | $10129845.49  | 0.12%             | 2038-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810QA9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10426600 | PA      | $9530971.33   | 0.11%             | 2039-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810QB7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  20046500 | PA      | $19727791.92  | 0.23%             | 2039-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810QC5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  19658000 | PA      | $19792380.91  | 0.23%             | 2039-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810QD3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  22701000 | PA      | $22508573.61  | 0.26%             | 2039-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810QE1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  22825000 | PA      | $23218196.23  | 0.27%             | 2040-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810QH4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  24065000 | PA      | $23802729.04  | 0.28%             | 2040-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810QK7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  19455000 | PA      | $18124308.35  | 0.21%             | 2040-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810QL5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  20940000 | PA      | $20344518.75  | 0.24%             | 2040-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810QN1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  21727000 | PA      | $22280359.53  | 0.26%             | 2041-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810QQ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  20840000 | PA      | $20461460.99  | 0.24%             | 2041-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810QS0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13780000 | PA      | $12513962.50  | 0.15%             | 2041-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810QT8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  22557000 | PA      | $18779583.58  | 0.22%             | 2041-11-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810QU5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  18925000 | PA      | $15693704.05  | 0.18%             | 2042-02-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810QW1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  20420000 | PA      | $16558546.14  | 0.19%             | 2042-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810QX9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  17068000 | PA      | $13275703.75  | 0.16%             | 2042-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810QY7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15338000 | PA      | $11867777.50  | 0.14%             | 2042-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810QZ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10012000 | PA      | $8166037.50   | 0.10%             | 2043-02-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810RB6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  17185000 | PA      | $13452632.81  | 0.16%             | 2043-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810RC4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  29204000 | PA      | $25470223.04  | 0.30%             | 2043-08-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810RD2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  36560000 | PA      | $32361312.50  | 0.38%             | 2043-11-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810RE0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  55439000 | PA      | $48095497.95  | 0.57%             | 2044-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810RG5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  37815000 | PA      | $31532687.79  | 0.37%             | 2044-05-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810RH3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  48434000 | PA      | $38762335.63  | 0.46%             | 2044-08-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810RJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  40233000 | PA      | $31471321.19  | 0.37%             | 2044-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810RK6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  50746500 | PA      | $36331322.34  | 0.43%             | 2045-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810RM2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  23078000 | PA      | $17953962.81  | 0.21%             | 2045-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810RN0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  30861700 | PA      | $23434397.98  | 0.28%             | 2045-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810RP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  22735000 | PA      | $17580549.22  | 0.21%             | 2045-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810RQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  36875000 | PA      | $26004077.06  | 0.31%             | 2046-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810RS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  41586000 | PA      | $29215789.35  | 0.34%             | 2046-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810RT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  49616500 | PA      | $33070560.26  | 0.39%             | 2046-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810RU4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  23839250 | PA      | $17835670.07  | 0.21%             | 2046-11-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810RV2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  44554000 | PA      | $33986348.13  | 0.40%             | 2047-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810RX8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  35597000 | PA      | $27085701.77  | 0.32%             | 2047-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810RY6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  49850800 | PA      | $36108726.08  | 0.42%             | 2047-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810RZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  44555600 | PA      | $32193161.34  | 0.38%             | 2047-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810SA7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  70120000 | PA      | $52929643.75  | 0.62%             | 2048-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810SC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  62386200 | PA      | $48073928.57  | 0.56%             | 2048-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810SD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  70897600 | PA      | $53275669.01  | 0.63%             | 2048-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810SE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  72085700 | PA      | $57882564.42  | 0.68%             | 2048-11-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810SF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  79611000 | PA      | $59596297.03  | 0.70%             | 2049-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810SH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  74245000 | PA      | $54143746.10  | 0.64%             | 2049-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810SJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  69545700 | PA      | $44365266.84  | 0.52%             | 2049-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810SK5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  65131300 | PA      | $42592308.17  | 0.50%             | 2049-11-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810SL3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  82900400 | PA      | $49555657.29  | 0.58%             | 2050-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810SN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  83095000 | PA      | $40745762.88  | 0.48%             | 2050-05-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810SP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  99395100 | PA      | $49949920.12  | 0.59%             | 2050-08-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810SQ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  77030600 | PA      | $48514233.15  | 0.57%             | 2040-08-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810SR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  74705500 | PA      | $47531374.38  | 0.56%             | 2040-05-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810SS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 106027000 | PA      | $56861120.16  | 0.67%             | 2050-11-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810ST6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  85390000 | PA      | $55660270.92  | 0.65%             | 2040-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810SU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 117844000 | PA      | $67281558.75  | 0.79%             | 2051-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810SW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 103885800 | PA      | $72975716.72  | 0.86%             | 2041-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810SX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 116837700 | PA      | $75136682.13  | 0.88%             | 2051-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810SY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  78960000 | PA      | $58458159.18  | 0.69%             | 2041-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810SZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 119814400 | PA      | $70166308.00  | 0.82%             | 2051-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810TA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 115711600 | PA      | $78466928.75  | 0.92%             | 2041-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810TB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 101935000 | PA      | $57653002.79  | 0.68%             | 2051-11-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810TC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  97121000 | PA      | $68147833.17  | 0.80%             | 2041-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810TD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  96323500 | PA      | $59724332.40  | 0.70%             | 2052-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810TF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  78230700 | PA      | $57927388.64  | 0.68%             | 2042-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810TG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  71654000 | PA      | $51120650.63  | 0.60%             | 2052-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810TH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  66246000 | PA      | $55649227.57  | 0.65%             | 2042-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810TJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  99021000 | PA      | $72409106.25  | 0.85%             | 2052-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810TK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  51708000 | PA      | $44034613.46  | 0.52%             | 2042-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810TL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  95910000 | PA      | $84854124.37  | 1.00%             | 2052-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810TM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  82565000 | PA      | $76311346.08  | 0.90%             | 2042-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810TN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  97579000 | PA      | $80651330.75  | 0.95%             | 2053-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810TQ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  81126000 | PA      | $73596493.13  | 0.86%             | 2043-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810TR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  87716000 | PA      | $72430801.94  | 0.85%             | 2053-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810TS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  34153300 | PA      | $30930082.31  | 0.36%             | 2043-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810TT5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  96926300 | PA      | $87600929.57  | 1.03%             | 2053-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810TU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  70060000 | PA      | $67610636.54  | 0.79%             | 2043-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810TV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 104822000 | PA      | $104977594.63 | 1.23%             | 2053-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810TW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  67015000 | PA      | $67703474.58  | 0.80%             | 2043-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810TX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 110447000 | PA      | $101947757.65 | 1.20%             | 2054-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810TZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  71274000 | PA      | $69692608.13  | 0.82%             | 2044-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810UA4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 110617000 | PA      | $108681202.50 | 1.28%             | 2054-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810UB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  67552000 | PA      | $67047998.58  | 0.79%             | 2044-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810UC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 106133300 | PA      | $97995031.46  | 1.15%             | 2054-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810UD8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  70889000 | PA      | $65796622.05  | 0.77%             | 2044-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810UE6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 106728000 | PA      | $102763221.30 | 1.21%             | 2054-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810UF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  66845000 | PA      | $66231383.62  | 0.78%             | 2044-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810UG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  85490200 | PA      | $84027515.68  | 0.99%             | 2055-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810UJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  63485000 | PA      | $63881781.25  | 0.75%             | 2045-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810UK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  97938300 | PA      | $98244357.19  | 1.15%             | 2055-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810UL0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  39892000 | PA      | $41433140.06  | 0.49%             | 2045-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810UM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  66745000 | PA      | $66984864.84  | 0.79%             | 2055-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810UN6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  30598000 | PA      | $31282869.22  | 0.37%             | 2045-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CNT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3493000 | PA      | $3521517.06   | 0.04%             | 2035-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                                                         | UNITED TECH CORP               | CUSIP: 913017BP3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   1168000 | PA      | $1278921.47   | 0.02%             | 2038-07-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                                                         | UNITED TECH CORP               | CUSIP: 913017BT5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   6479000 | PA      | $5857502.30   | 0.07%             | 2042-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                                                         | UNITED TECH CORP               | CUSIP: 913017CA5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   1042000 | PA      | $878386.51    | 0.01%             | 2045-05-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                                                         | UNITED TECH CORP               | CUSIP: 913017CJ6<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   1758000 | PA      | $1376566.38   | 0.02%             | 2046-11-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                                                         | UNITED TECH CORP               | CUSIP: 913017CP2<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   1370000 | PA      | $1116985.59   | 0.01%             | 2047-05-04      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                                                         | UNITED TECH CORP               | CUSIP: 913017CW7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   2027000 | PA      | $1906424.86   | 0.02%             | 2038-11-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                                                         | UNITED TECH CORP               | CUSIP: 913017CX5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   1661000 | PA      | $1469613.53   | 0.02%             | 2048-11-16      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PAR3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   2214000 | PA      | $2371501.59   | 0.03%             | 2036-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PAX0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   2834000 | PA      | $3172259.57   | 0.04%             | 2037-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PBE1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    805000 | PA      | $912376.59    | 0.01%             | 2037-11-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PBK7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1581000 | PA      | $1829349.80   | 0.02%             | 2038-02-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PBN1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      1000 | PA      | $1036.02      | 0.00%             | 2040-10-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PBQ4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1202000 | PA      | $1273714.73   | 0.01%             | 2041-02-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PBW1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1427000 | PA      | $1267316.59   | 0.01%             | 2042-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PCA8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    993000 | PA      | $832061.67    | 0.01%             | 2042-10-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PCD2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3041225.92   | 0.04%             | 2043-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PCR1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   2626000 | PA      | $2389969.46   | 0.03%             | 2045-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PCX8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    807000 | PA      | $669456.93    | 0.01%             | 2047-01-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PCZ3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1921000 | PA      | $1597279.08   | 0.02%             | 2047-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PDF6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   2565000 | PA      | $1967902.29   | 0.02%             | 2047-10-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PDL3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1995000 | PA      | $1650420.17   | 0.02%             | 2048-06-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PDQ2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    727000 | PA      | $617568.03    | 0.01%             | 2048-12-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PDT6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   2004000 | PA      | $1670068.57   | 0.02%             | 2039-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PDU3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   2167000 | PA      | $1621083.45   | 0.02%             | 2049-08-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PDV1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   2253000 | PA      | $1648389.49   | 0.02%             | 2059-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PDY5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1003000 | PA      | $747219.95    | 0.01%             | 2040-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PEE8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   2169000 | PA      | $1649620.56   | 0.02%             | 2041-05-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PEF5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   4434000 | PA      | $3021830.68   | 0.04%             | 2051-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PEK4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1655000 | PA      | $1456434.48   | 0.02%             | 2052-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PEL2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    955000 | PA      | $838456.06    | 0.01%             | 2062-05-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PES7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   2030000 | PA      | $2089694.95   | 0.02%             | 2053-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PET5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1310000 | PA      | $1368933.23   | 0.02%             | 2063-02-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PEW8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   3373000 | PA      | $3091147.57   | 0.04%             | 2053-04-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PEX6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   2895000 | PA      | $2650522.00   | 0.03%             | 2063-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PFC1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   3195000 | PA      | $3063513.37   | 0.04%             | 2054-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PFD9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1885000 | PA      | $1807936.97   | 0.02%             | 2064-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PFK3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   2589000 | PA      | $2593350.51   | 0.03%             | 2044-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PFL1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   4446000 | PA      | $4421828.21   | 0.05%             | 2054-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PFM9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   3975000 | PA      | $3961493.56   | 0.05%             | 2064-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PFR8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    935000 | PA      | $973351.93    | 0.01%             | 2055-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| University of Pittsburgh-of the Commonwealth System of Higher Education          | UNIV OF PITTSBURGH PA          | CUSIP: 91335VKQ8<br>LEI: 5493002C83QSGL8ETT42 | Long             | DBT              | MUN               | US        |    675000 | PA      | $439110.52    | 0.01%             | 2119-09-15      | Fixed         | 3.56%                 | 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        |    675000 | PA      | $728038.26    | 0.01%             | 2049-05-15      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| Regents of the University of California Medical Center Pooled Revenue            | UNIV OF CALIFORNIA CA          | CUSIP: 913366KB5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1425000 | PA      | $942729.56    | 0.01%             | 2050-05-15      | Fixed         | 3.01%                 | No            |                  2 | On Loan: No      |
| Regents of the University of California Medical Center Pooled Revenue            | UNIV OF CALIFORNIA CA          | CUSIP: 913366KC3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1560000 | PA      | $1001235.46   | 0.01%             | 2060-05-15      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| Regents of the University of California Medical Center Pooled Revenue            | UNIV OF CALIFORNIA CA          | CUSIP: 913366KD1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    565000 | PA      | $363605.64    | 0.00%             | 2120-05-15      | Fixed         | 3.71%                 | 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        |   1075000 | PA      | $929088.21    | 0.01%             | 2053-05-15      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| Iowa Health System                                                               | UNITYPOINT HLTH                | CUSIP: 91338CAA3<br>LEI: 549300M1J9QXG1NVRE79 | Long             | DBT              | CORP              | US        |   1125000 | PA      | $847067.98    | 0.01%             | 2050-02-15      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| University of California                                                         | UNIV OF CALIFORNIA-AQ          | CUSIP: 91412GC86<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    800000 | PA      | $666005.52    | 0.01%             | 2115-05-15      | Fixed         | 4.77%                 | No            |                  2 | On Loan: No      |
| University of California                                                         | UNIV OF CA-TXBL-AD             | CUSIP: 91412GHA6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1440000 | PA      | $1221777.50   | 0.01%             | 2112-05-15      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| University of California                                                         | UNIV OF CALIFORNIA-BJ          | CUSIP: 91412HKE2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $668398.00    | 0.01%             | 2051-05-15      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| University of Chicago/The                                                        | UNIV OF CHICAGO                | CUSIP: 91412NBC3<br>LEI: 54930099Y7GU6182V326 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2391.64      | 0.00%             | 2053-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| University of Chicago/The                                                        | UNIV OF CHICAGO                | CUSIP: 91412NBD1<br>LEI: 54930099Y7GU6182V326 | Long             | DBT              | CORP              | US        |    695000 | PA      | $547691.38    | 0.01%             | 2045-04-01      | Fixed         | 2.76%                 | No            |                  2 | On Loan: No      |
| University of Chicago/The                                                        | UNIV OF CHICAGO                | CUSIP: 91412NBE9<br>LEI: 54930099Y7GU6182V326 | Long             | DBT              | CORP              | US        |    513000 | PA      | $332742.53    | 0.00%             | 2050-04-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| University of Miami                                                              | UNIVERSITY OF MI               | CUSIP: 914453AA3<br>LEI: 5493008ZSVWUNRYQE312 | Long             | DBT              | CORP              | US        |    685000 | PA      | $552644.53    | 0.01%             | 2052-04-01      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| University of Michigan                                                           | UNIV OF MICHIGAN MI            | CUSIP: 914455UF5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    905000 | PA      | $682999.61    | 0.01%             | 2040-04-01      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| University of Michigan                                                           | UNIV OF MICHIGAN MI            | CUSIP: 914455UG3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $317456.05    | 0.00%             | 2050-04-01      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| University of Michigan                                                           | UNIV OF MICHIGAN-A             | CUSIP: 914455UH1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    600000 | PA      | $452113.32    | 0.01%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| University of Michigan                                                           | UNIV OF MICHIGAN-A             | CUSIP: 914455UJ7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2075000 | PA      | $1672447.72   | 0.02%             | 2122-04-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| University of Michigan                                                           | UNIV OF MICHIGAN-B             | CUSIP: 914455UK4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $376761.10    | 0.00%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| University of Nebraska Facilities Corp/The                                       | UNIV OF NEBRASKA NE-A          | CUSIP: 914639KY4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    775000 | PA      | $562384.56    | 0.01%             | 2049-10-01      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| University of Notre Dame du Lac                                                  | UNIV OF NOTRE DA               | CUSIP: 914744AD9<br>LEI: XV74408A6JGDG5126L34 | Long             | DBT              | CORP              | US        |    712000 | PA      | $557212.12    | 0.01%             | 2045-02-15      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| University of Notre Dame du Lac                                                  | UNIV OF NOTRE DA               | CUSIP: 914748AA6<br>LEI: XV74408A6JGDG5126L34 | Long             | DBT              | CORP              | US        |    573000 | PA      | $432228.15    | 0.01%             | 2048-02-15      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| Trustees of the University of Pennsylvania/The                                   | UNI OF PENNSYLVA               | CUSIP: 91481CAA8<br>LEI: 549300FG60YK9HZ7DS75 | Long             | DBT              | CORP              | US        |    505000 | PA      | $427700.36    | 0.01%             | 2112-09-01      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Trustees of the University of Pennsylvania/The                                   | UNI OF PENNSYLVA               | CUSIP: 91481CAC4<br>LEI: 549300FG60YK9HZ7DS75 | Long             | DBT              | CORP              | US        |    440000 | PA      | $289111.51    | 0.00%             | 2119-02-15      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| Trustees of the University of Pennsylvania/The                                   | UNI OF PENNSYLVA               | CUSIP: 91481CAD2<br>LEI: 549300FG60YK9HZ7DS75 | Long             | DBT              | CORP              | US        |   1002000 | PA      | $600249.07    | 0.01%             | 2050-10-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| University of Southern California                                                | UNIV OF SOUTHERN               | CUSIP: 914886AA4<br>LEI: 0GMCSQ6M60R4T46U5511 | Long             | DBT              | CORP              | US        |    425000 | PA      | $401502.29    | 0.00%             | 2111-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| University of Southern California                                                | UNIV OF SOUTHERN               | CUSIP: 914886AB2<br>LEI: 0GMCSQ6M60R4T46U5511 | Long             | DBT              | CORP              | US        |    566000 | PA      | $468054.91    | 0.01%             | 2039-10-01      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| University of Southern California                                                | UNIV OF SOUTHERN               | CUSIP: 914886AC0<br>LEI: 0GMCSQ6M60R4T46U5511 | Long             | DBT              | CORP              | US        |    820000 | PA      | $659703.14    | 0.01%             | 2047-10-01      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| University of Southern California                                                | UNIV OF SOUTHERN               | CUSIP: 914886AD8<br>LEI: 0GMCSQ6M60R4T46U5511 | Long             | DBT              | CORP              | US        |    381000 | PA      | $225299.85    | 0.00%             | 2120-10-01      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| University of Southern California                                                | UNIV OF SOUTHERN               | CUSIP: 914886AE6<br>LEI: 0GMCSQ6M60R4T46U5511 | Long             | DBT              | CORP              | US        |    941000 | PA      | $612430.82    | 0.01%             | 2050-10-01      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| University of Southern California                                                | UNIV OF SOUTHERN               | CUSIP: 914886AF3<br>LEI: 0GMCSQ6M60R4T46U5511 | Long             | DBT              | CORP              | US        |    715000 | PA      | $474620.32    | 0.01%             | 2051-10-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| University of Southern California                                                | UNIV OF SOUTHERN               | CUSIP: 914886AH9<br>LEI: 0GMCSQ6M60R4T46U5511 | Long             | DBT              | CORP              | US        |    220000 | PA      | $207731.70    | 0.00%             | 2053-10-01      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| Permanent University Fund - University of Texas System                           | UNIV OF TEXAS-A-TXBL           | CUSIP: 9151158F9<br>LEI: 549300GZUEUTLKVGLF98 | Long             | DBT              | MUN               | US        |    690000 | PA      | $532808.89    | 0.01%             | 2047-07-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Board of Regents of the University of Texas System                               | UNIV TX REVS-C-BABS            | CUSIP: 9151375R0<br>LEI: TEHUYFNKZR6XVWLGEU86 | Long             | DBT              | MUN               | US        |   1075000 | PA      | $1024554.87   | 0.01%             | 2046-08-15      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| Board of Regents of the University of Texas System                               | UNIV OF TEXAS SYS BRD          | CUSIP: 91514AGU3<br>LEI: TEHUYFNKZR6XVWLGEU86 | Long             | DBT              | MUN               | US        |    800000 | PA      | $609592.96    | 0.01%             | 2047-08-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Board of Regents of the University of Texas System                               | UNIV OF TEXAS SYS-B            | CUSIP: 91514AKD6<br>LEI: TEHUYFNKZR6XVWLGEU86 | Long             | DBT              | MUN               | US        |    600000 | PA      | $375391.80    | 0.00%             | 2049-08-15      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| University of Virginia                                                           | UNIV OF VA-C-TXBL              | CUSIP: 915217WX7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    875000 | PA      | $667095.01    | 0.01%             | 2117-09-01      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| University of Virginia                                                           | UNIV OF VIRGINIA-REF           | CUSIP: 915217XF5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1675000 | PA      | $988207.62    | 0.01%             | 2050-09-01      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| Unum Group                                                                       | UNUM GROUP                     | CUSIP: 91529YAJ5<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |    810000 | PA      | $811437.58    | 0.01%             | 2042-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Unum Group                                                                       | UNUM GROUP                     | CUSIP: 91529YAR7<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |    910000 | PA      | $694661.68    | 0.01%             | 2051-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Unum Group                                                                       | UNUM GROUP                     | CUSIP: 91529YAT3<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |    595000 | PA      | $601830.56    | 0.01%             | 2054-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Vale Overseas Ltd                                                                | VALE OVERSEAS                  | CUSIP: 91911TAH6<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |   1240000 | PA      | $1394906.94   | 0.02%             | 2036-11-21      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Vale Overseas Ltd                                                                | VALE OVERSEAS                  | CUSIP: 91911TAK9<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |   1295000 | PA      | $1454138.59   | 0.02%             | 2039-11-10      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Vale Overseas Ltd                                                                | VALE OVERSEAS                  | CUSIP: 91911TAS2<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |   2468000 | PA      | $2537678.91   | 0.03%             | 2054-06-28      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Vale SA                                                                          | VALE                           | CUSIP: 91912EAA3<br>LEI: 254900SMTWBX7RU2SR20 | Long             | DBT              | CORP              | BR        |   1070000 | PA      | $1090026.11   | 0.01%             | 2042-09-11      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Valero Energy Corp                                                               | VALERO ENERGY                  | CUSIP: 91913YAL4<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |   2425000 | PA      | $2689003.53   | 0.03%             | 2037-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Valero Energy Corp                                                               | VALERO ENERGY                  | CUSIP: 91913YAT7<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    400000 | PA      | $360118.13    | 0.00%             | 2045-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Valero Energy Corp                                                               | VALERO ENERGY                  | CUSIP: 91913YBD1<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |   1721000 | PA      | $1209642.62   | 0.01%             | 2051-12-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Valero Energy Corp                                                               | VALERO ENERGY                  | CUSIP: 91913YBE9<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    380000 | PA      | $282517.41    | 0.00%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Valmont Industries Inc                                                           | VALMONT INDS                   | CUSIP: 920253AE1<br>LEI: 5493009ZGZJJ8F77JN08 | Long             | DBT              | CORP              | US        |    250000 | PA      | $233991.22    | 0.00%             | 2054-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Ventas Realty LP                                                                 | VENTAS REALTY LP               | CUSIP: 92277GAB3<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |    848000 | PA      | $845151.22    | 0.01%             | 2043-09-30      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: 92343VBE3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   3211000 | PA      | $2955805.89   | 0.03%             | 2041-11-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: 92343VBG8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1065000 | PA      | $866524.74    | 0.01%             | 2042-11-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: 92343VCK8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   4148000 | PA      | $3771979.44   | 0.04%             | 2046-08-21      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: 92343VCV4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1863000 | PA      | $1745897.41   | 0.02%             | 2036-01-15      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: 92343VCX0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   2837000 | PA      | $2441037.05   | 0.03%             | 2048-09-15      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: 92343VCZ5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   3020000 | PA      | $2605955.35   | 0.03%             | 2055-03-15      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: 92343VDC5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   3198000 | PA      | $2608795.19   | 0.03%             | 2046-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: 92343VDR2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   2040000 | PA      | $1942729.58   | 0.02%             | 2039-03-15      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: 92343VDU5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1717000 | PA      | $1736406.25   | 0.02%             | 2037-03-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: 92343VDV3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    590000 | PA      | $581699.28    | 0.01%             | 2047-03-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: 92343VFT6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   3275000 | PA      | $2368672.65   | 0.03%             | 2040-11-20      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: 92343VFU3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   3806000 | PA      | $2428574.61   | 0.03%             | 2050-11-20      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: 92343VFV1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   3428000 | PA      | $2077524.35   | 0.02%             | 2060-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: 92343VFW9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   7343000 | PA      | $4521154.71   | 0.05%             | 2056-10-30      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: 92343VGB4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   6571000 | PA      | $4807421.62   | 0.06%             | 2051-03-22      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: 92343VGC2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   5299000 | PA      | $3733241.45   | 0.04%             | 2061-03-22      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: 92343VGK4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   8976000 | PA      | $7090828.00   | 0.08%             | 2041-03-22      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: 92343VGL2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1229000 | PA      | $894186.68    | 0.01%             | 2041-09-03      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: 92343VGP3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1456000 | PA      | $1114440.79   | 0.01%             | 2052-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: 92343VHA5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   3306000 | PA      | $3358711.44   | 0.04%             | 2037-07-02      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| Verisk Analytics Inc                                                             | VERISK ANALYTICS               | CUSIP: 92345YAN6<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |    808000 | PA      | $815582.63    | 0.01%             | 2036-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                 | PARAMOUNT GLOB                 | CUSIP: 925524AX8<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |   2206000 | PA      | $2335909.08   | 0.03%             | 2036-04-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                 | PARAMOUNT GLOB                 | CUSIP: 92553PAP7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |   2689000 | PA      | $2074641.18   | 0.02%             | 2043-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                 | PARAMOUNT GLOB                 | CUSIP: 92553PAU6<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    850000 | PA      | $776804.36    | 0.01%             | 2043-09-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                 | PARAMOUNT GLOB                 | CUSIP: 92553PAW2<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    877000 | PA      | $725855.95    | 0.01%             | 2044-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                 | VIACOMCBS INC                  | CUSIP: 92556HAC1<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |   1027000 | PA      | $815071.79    | 0.01%             | 2050-05-19      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Viatris Inc                                                                      | UPJOHN INC                     | CUSIP: 92556VAE6<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |   1503000 | PA      | $1145445.25   | 0.01%             | 2040-06-22      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Viatris Inc                                                                      | UPJOHN INC                     | CUSIP: 92556VAF3<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |   2656000 | PA      | $1811806.69   | 0.02%             | 2050-06-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP                                                               | VICI PROPERTIE                 | CUSIP: 925650AE3<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |   1030000 | PA      | $982676.40    | 0.01%             | 2052-05-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP                                                               | VICI PROPERTIE                 | CUSIP: 925650AG8<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    485000 | PA      | $490738.39    | 0.01%             | 2054-04-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                   | VIRGINIA EL&PWR                | CUSIP: 927804FA7<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    847000 | PA      | $910133.18    | 0.01%             | 2036-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                   | VIRGINIA EL&PWR                | CUSIP: 927804FB5<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    993000 | PA      | $1066239.33   | 0.01%             | 2037-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                   | VIRGINIA EL&PWR                | CUSIP: 927804FE9<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |   2386000 | PA      | $2631897.19   | 0.03%             | 2037-11-30      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                   | VIRGINIA EL&PWR                | CUSIP: 927804FL3<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    911000 | PA      | $759836.76    | 0.01%             | 2043-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                   | VIRGINIA EL&PWR                | CUSIP: 927804FP4<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    424000 | PA      | $385613.34    | 0.00%             | 2043-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                   | VIRGINIA EL&PWR                | CUSIP: 927804FT6<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    909000 | PA      | $759111.55    | 0.01%             | 2045-05-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                   | VIRGINIA EL&PWR                | CUSIP: 927804FW9<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |   1115000 | PA      | $897637.39    | 0.01%             | 2046-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                   | VIRGINIA EL&PWR                | CUSIP: 927804FY5<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |   1548000 | PA      | $1198835.19   | 0.01%             | 2047-09-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                   | VIRGINIA EL&PWR                | CUSIP: 927804GA6<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    730000 | PA      | $636787.16    | 0.01%             | 2048-12-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                   | VIRGINIA EL&PWR                | CUSIP: 927804GC2<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    857000 | PA      | $594010.50    | 0.01%             | 2049-12-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                   | VIRGINIA EL&PWR                | CUSIP: 927804GD0<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    872000 | PA      | $507382.00    | 0.01%             | 2050-12-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                   | VIRGINIA EL&PWR                | CUSIP: 927804GF5<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |   1777000 | PA      | $1138656.33   | 0.01%             | 2051-11-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                   | VIRGINIA EL&PWR                | CUSIP: 927804GJ7<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |   1242000 | PA      | $1073103.70   | 0.01%             | 2052-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                   | VIRGINIA EL&PWR                | CUSIP: 927804GL2<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |   1132000 | PA      | $1104525.16   | 0.01%             | 2053-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                   | VIRGINIA EL&PWR                | CUSIP: 927804GN8<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    820000 | PA      | $827702.23    | 0.01%             | 2053-08-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                   | VIRGINIA EL&PWR                | CUSIP: 927804GU2<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |   1760000 | PA      | $1768787.90   | 0.02%             | 2055-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                   | VIRGINIA EL&PWR                | CUSIP: 927804GW8<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    822000 | PA      | $819519.03    | 0.01%             | 2055-09-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Visa Inc                                                                         | VISA INC                       | CUSIP: 92826CAE2<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |   2860000 | PA      | $2758304.74   | 0.03%             | 2035-12-14      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Visa Inc                                                                         | VISA INC                       | CUSIP: 92826CAF9<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |   5561000 | PA      | $4905196.88   | 0.06%             | 2045-12-14      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Visa Inc                                                                         | VISA INC                       | CUSIP: 92826CAJ1<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |   1810000 | PA      | $1430074.12   | 0.02%             | 2047-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Visa Inc                                                                         | VISA INC                       | CUSIP: 92826CAK8<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |   1819000 | PA      | $1393646.26   | 0.02%             | 2040-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Visa Inc                                                                         | VISA INC                       | CUSIP: 92826CAQ5<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |   3736000 | PA      | $2077224.74   | 0.02%             | 2050-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                                               | VODAFONE GROUP                 | CUSIP: 92857WAQ3<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |   1205000 | PA      | $1312330.80   | 0.02%             | 2037-02-27      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                                               | VODAFONE GROUP                 | CUSIP: 92857WBM1<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |   2130000 | PA      | $2007614.46   | 0.02%             | 2048-05-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                                               | VODAFONE GROUP                 | CUSIP: 92857WBS8<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |   3870000 | PA      | $3432346.20   | 0.04%             | 2049-06-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                                               | VODAFONE GROUP                 | CUSIP: 92857WBU3<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |   1454000 | PA      | $1158193.26   | 0.01%             | 2050-09-17      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                                               | VODAFONE GROUP                 | CUSIP: 92857WBY5<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    774000 | PA      | $753396.75    | 0.01%             | 2053-02-10      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                                               | VODAFONE GROUP                 | CUSIP: 92857WBZ2<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    915000 | PA      | $888612.39    | 0.01%             | 2063-02-10      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                                               | VODAFONE GROUP                 | CUSIP: 92857WCA6<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |   3557000 | PA      | $3503833.82   | 0.04%             | 2054-06-28      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                                               | VODAFONE GROUP                 | CUSIP: 92857WCB4<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |   1125000 | PA      | $1118179.44   | 0.01%             | 2064-06-28      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Vulcan Materials Co                                                              | VULCAN MATERIALS               | CUSIP: 929160AV1<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |   1130000 | PA      | $985172.76    | 0.01%             | 2047-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Vulcan Materials Co                                                              | VULCAN MATERIALS               | CUSIP: 929160AY5<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |   1030000 | PA      | $915894.16    | 0.01%             | 2048-03-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Vulcan Materials Co                                                              | VULCAN MATERIALS               | CUSIP: 929160BD0<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |   1110000 | PA      | $1134036.42   | 0.01%             | 2054-12-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Bank NA                                                              | WACHOVIA BANK NA               | CUSIP: 92976GAG6<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | DBT              | CORP              | US        |   2396000 | PA      | $2537257.74   | 0.03%             | 2037-02-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Bank NA                                                              | WACHOVIA BANK NA               | CUSIP: 92976GAJ0<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | DBT              | CORP              | US        |    994000 | PA      | $1122536.32   | 0.01%             | 2038-01-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Wachovia Corp                                                                    | WACHOVIA CORP                  | CUSIP: 929903AM4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2223000 | PA      | $2288820.57   | 0.03%             | 2035-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WakeMed                                                                          | WAKEMED                        | CUSIP: 931108AA2<br>LEI: 549300RAN6BZ6UMO7Z44 | Long             | DBT              | CORP              | US        |    538000 | PA      | $369979.18    | 0.00%             | 2052-10-01      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                      | WALMART INC                    | CUSIP: 931142CM3<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |   1009000 | PA      | $1145681.18   | 0.01%             | 2038-04-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                      | WALMART INC                    | CUSIP: 931142CS0<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    982000 | PA      | $1055756.58   | 0.01%             | 2040-04-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                      | WALMART INC                    | CUSIP: 931142CY7<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |   2309000 | PA      | $2350078.91   | 0.03%             | 2040-10-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                      | WALMART INC                    | CUSIP: 931142DB6<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    675000 | PA      | $721302.35    | 0.01%             | 2041-04-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                      | WALMART INC                    | CUSIP: 931142DG5<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |   1086000 | PA      | $951592.82    | 0.01%             | 2043-04-11      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                      | WALMART INC                    | CUSIP: 931142DW0<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |   1072000 | PA      | $849412.41    | 0.01%             | 2047-12-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                      | WALMART INC                    | CUSIP: 931142EB5<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |   2574000 | PA      | $2391260.84   | 0.03%             | 2038-06-28      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                      | WALMART INC                    | CUSIP: 931142EC3<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |   3754000 | PA      | $3164095.51   | 0.04%             | 2048-06-29      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                      | WALMART INC                    | CUSIP: 931142EP4<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    940000 | PA      | $652461.64    | 0.01%             | 2049-09-24      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                      | WALMART INC                    | CUSIP: 931142EV1<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |   3105000 | PA      | $1981477.79   | 0.02%             | 2051-09-22      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                      | WALMART INC                    | CUSIP: 931142EZ2<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |   1990000 | PA      | $1783700.12   | 0.02%             | 2052-09-09      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                      | WALMART INC                    | CUSIP: 931142FE8<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1614056.05   | 0.02%             | 2053-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Washington Gas Light Co                                                          | WASHINGTON GAS                 | CUSIP: 93884PDW7<br>LEI: DL22T1SB4DUBS063O841 | Long             | DBT              | CORP              | US        |    895000 | PA      | $688207.84    | 0.01%             | 2046-09-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Washington Gas Light Co                                                          | WASHINGTON GAS                 | CUSIP: 93884PDY3<br>LEI: DL22T1SB4DUBS063O841 | Long             | DBT              | CORP              | US        |    710000 | PA      | $521157.88    | 0.01%             | 2049-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Washington University/The                                                        | WASHINGTON UNIVE               | CUSIP: 940663AC1<br>LEI: 2V765680J33YAZOYW441 | Long             | DBT              | CORP              | US        |    710000 | PA      | $520664.57    | 0.01%             | 2054-04-15      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| Washington University/The                                                        | WASHINGTON UNIVE               | CUSIP: 940663AD9<br>LEI: 2V765680J33YAZOYW441 | Long             | DBT              | CORP              | US        |    670000 | PA      | $521635.47    | 0.01%             | 2122-04-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Waste Connections Inc                                                            | WASTE CONNECTION               | CUSIP: 94106BAB7<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |   1030000 | PA      | $696978.74    | 0.01%             | 2050-04-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Waste Connections Inc                                                            | WASTE CONNECTION               | CUSIP: 94106BAD3<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |   1791000 | PA      | $1172368.89   | 0.01%             | 2052-01-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Waste Management Inc                                                             | WASTE MANAGEMENT               | CUSIP: 94106LBK4<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |   1585000 | PA      | $1326702.49   | 0.02%             | 2049-07-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Waste Management Inc                                                             | WASTE MANAGEMENT               | CUSIP: 94106LBM0<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    952000 | PA      | $578238.37    | 0.01%             | 2050-11-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Waste Management Inc                                                             | WASTE MANAGEMENT               | CUSIP: 94106LBR9<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    325000 | PA      | $246391.85    | 0.00%             | 2041-06-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Waste Management Inc                                                             | WASTE MANAGEMENT               | CUSIP: 94106LCF4<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |   1240000 | PA      | $1221597.78   | 0.01%             | 2054-10-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | WELLPOINT INC                  | CUSIP: 94973VAL1<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    992000 | PA      | $1052321.44   | 0.01%             | 2036-01-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | WELLPOINT INC                  | CUSIP: 94973VAN7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    516000 | PA      | $564833.06    | 0.01%             | 2037-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | WELLPOINT INC                  | CUSIP: 94973VAY3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    956000 | PA      | $861925.23    | 0.01%             | 2042-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | WELLPOINT INC                  | CUSIP: 94973VBB2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   1439000 | PA      | $1289803.42   | 0.02%             | 2043-01-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | WELLPOINT INC                  | CUSIP: 94973VBF3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   1504000 | PA      | $1421506.70   | 0.02%             | 2044-01-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | WELLPOINT INC                  | CUSIP: 94973VBK2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    888000 | PA      | $788233.58    | 0.01%             | 2044-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                 | CUSIP: 949746NL1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1311000 | PA      | $1355293.05   | 0.02%             | 2036-12-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                 | CUSIP: 949746RF0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   3616000 | PA      | $3621386.90   | 0.04%             | 2044-01-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                 | CUSIP: 94974BFP0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2456000 | PA      | $2398889.86   | 0.03%             | 2043-11-02      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                 | CUSIP: 94974BGE4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2723000 | PA      | $2406465.04   | 0.03%             | 2044-11-04      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                 | CUSIP: 94974BGK0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   3002000 | PA      | $2460758.77   | 0.03%             | 2045-05-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                 | CUSIP: 94974BGQ7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   3672000 | PA      | $3345554.87   | 0.04%             | 2045-11-17      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                 | CUSIP: 94974BGT1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2494000 | PA      | $2107499.51   | 0.02%             | 2046-06-14      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                 | CUSIP: 94974BGU8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   4109000 | PA      | $3647595.16   | 0.04%             | 2046-12-07      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                 | CUSIP: 95000U2M4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   8532000 | PA      | $7973440.76   | 0.09%             | 2051-04-04      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                 | CUSIP: 95000U2Q5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   3795000 | PA      | $2945464.36   | 0.03%             | 2041-04-30      | Variable      | 3.07%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                 | CUSIP: 95000U2Z5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   5282000 | PA      | $4639759.20   | 0.05%             | 2053-04-25      | Variable      | 4.61%                 | No            |                  2 | On Loan: No      |
| Welltower OP LLC                                                                 | WELLTOWER INC                  | CUSIP: 95040QAF1<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |   1230000 | PA      | $1156890.55   | 0.01%             | 2048-09-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Evergy Kansas Central Inc                                                        | WESTAR ENERGY                  | CUSIP: 95709TAH3<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |   1118000 | PA      | $955488.45    | 0.01%             | 2042-03-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Evergy Kansas Central Inc                                                        | WESTAR ENERGY                  | CUSIP: 95709TAJ9<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |   1055000 | PA      | $884206.97    | 0.01%             | 2043-04-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating LP                                                   | WESTERN GAS PART               | CUSIP: 958254AJ3<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |   1965000 | PA      | $1713569.12   | 0.02%             | 2048-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating LP                                                   | WESTERN GAS PART               | CUSIP: 958254AL8<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    880000 | PA      | $783881.12    | 0.01%             | 2048-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating LP                                                   | WESTERN MIDSTRM                | CUSIP: 958667AA5<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    817000 | PA      | $711970.65    | 0.01%             | 2050-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Western Union Co/The                                                             | WESTERN UNION CO               | CUSIP: 959802AH2<br>LEI: 28ID94QU1140NC23S047 | Long             | DBT              | CORP              | US        |   1045000 | PA      | $1091437.96   | 0.01%             | 2036-11-17      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Westlake Corp                                                                    | WESTLAKE CHEM                  | CUSIP: 960413AU6<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |   1690000 | PA      | $1335587.53   | 0.02%             | 2047-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Westlake Corp                                                                    | WESTLAKE CHEM                  | CUSIP: 960413AY8<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |   1825000 | PA      | $1256285.46   | 0.01%             | 2041-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Westlake Corp                                                                    | WESTLAKE CHEM                  | CUSIP: 960413AZ5<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |    894000 | PA      | $555479.21    | 0.01%             | 2051-08-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                             | WESTPAC BANKING                | CUSIP: 961214EG4<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   1524000 | PA      | $1407103.49   | 0.02%             | 2039-07-24      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                             | WESTPAC BANKING                | CUSIP: 961214EQ2<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    855000 | PA      | $654493.35    | 0.01%             | 2040-11-16      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                             | WESTPAC BANKING                | CUSIP: 961214EY5<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   1883000 | PA      | $1422941.86   | 0.02%             | 2041-11-18      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Weyerhaeuser Co                                                                  | WEYERHAEUSER CO                | CUSIP: 962166CB8<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              | CORP              | US        |    670000 | PA      | $521545.27    | 0.01%             | 2052-03-09      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| William Marsh Rice University                                                    | RICE UNIVERSITY                | CUSIP: 96926GAC7<br>LEI: 549300QPVG49ONTSJJ20 | Long             | DBT              | CORP              | US        |    499000 | PA      | $401481.97    | 0.00%             | 2045-05-15      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| William Marsh Rice University                                                    | RICE UNIVERSITY                | CUSIP: 96926GAD5<br>LEI: 549300QPVG49ONTSJJ20 | Long             | DBT              | CORP              | US        |    585000 | PA      | $452011.76    | 0.01%             | 2055-05-15      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                             | WILLIAMS COS INC               | CUSIP: 969457BV1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    920000 | PA      | $928756.49    | 0.01%             | 2044-06-24      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                             | WILLIAMS COS INC               | CUSIP: 969457CA6<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    740000 | PA      | $694238.47    | 0.01%             | 2052-08-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                             | WILLIAMS COS INC               | CUSIP: 969457CN8<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   1202000 | PA      | $1205058.42   | 0.01%             | 2054-11-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                             | WILLIAMS COS INC               | CUSIP: 969457CQ1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    725000 | PA      | $749024.74    | 0.01%             | 2055-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                             | WILLIAMS COS INC               | CUSIP: 96949LAC9<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   3100000 | PA      | $2870286.44   | 0.03%             | 2045-09-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                             | WILLIAMS COS INC               | CUSIP: 96949LAE5<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   2417000 | PA      | $2146009.34   | 0.03%             | 2048-03-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                             | WILLIAMS COS INC               | CUSIP: 96950FAF1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   2070000 | PA      | $2240327.68   | 0.03%             | 2040-04-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                             | WILLIAMS COS INC               | CUSIP: 96950FAN4<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   1520000 | PA      | $1477699.88   | 0.02%             | 2044-03-04      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Willis North America Inc                                                         | WILLIS NORTH AME               | CUSIP: 970648AH4<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |    458000 | PA      | $417382.95    | 0.00%             | 2048-09-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Willis North America Inc                                                         | WILLIS NORTH AME               | CUSIP: 970648AK7<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |    966000 | PA      | $732841.70    | 0.01%             | 2049-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Willis North America Inc                                                         | WILLIS NORTH AME               | CUSIP: 970648AN1<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |    977000 | PA      | $993893.15    | 0.01%             | 2054-03-05      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Willis-Knighton Medical Center                                                   | WILLIS-KNIGHTON                | CUSIP: 97068LAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    990000 | PA      | $625798.72    | 0.01%             | 2051-03-01      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| Wisconsin Electric Power Co                                                      | WISCONSIN ELECTR               | CUSIP: 976656BZ0<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |    700000 | PA      | $754577.02    | 0.01%             | 2036-12-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Wisconsin Electric Power Co                                                      | WISCONSIN ELECTR               | CUSIP: 976656CK2<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |    902000 | PA      | $768346.15    | 0.01%             | 2048-10-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Wisconsin Power and Light Co                                                     | WISCONSIN P&L                  | CUSIP: 976826BN6<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |    670000 | PA      | $490477.11    | 0.01%             | 2050-04-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Wisconsin Public Service Corp                                                    | WISC PUB SERVICE               | CUSIP: 976843BH4<br>LEI: 549300BJRHJVYNUMQZ30 | Long             | DBT              | CORP              | US        |    817000 | PA      | $653763.83    | 0.01%             | 2042-12-01      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| Wisconsin Public Service Corp                                                    | WISCONSIN PUBLIC               | CUSIP: 976843BJ0<br>LEI: 549300BJRHJVYNUMQZ30 | Long             | DBT              | CORP              | US        |    929000 | PA      | $847710.03    | 0.01%             | 2044-11-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Wisconsin Public Service Corp                                                    | WISCONSIN PUBLIC               | CUSIP: 976843BN1<br>LEI: 549300BJRHJVYNUMQZ30 | Long             | DBT              | CORP              | US        |    900000 | PA      | $570686.50    | 0.01%             | 2051-12-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| State of Wisconsin                                                               | WISCONSIN-A-REF-TXBL           | CUSIP: 977100EL6<br>LEI: 549300VTAT608CNZ5827 | Long             | DBT              | MUN               | US        |    875000 | PA      | $826964.78    | 0.01%             | 2036-05-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Woodside Finance Ltd                                                             | WOODSIDE FINANCE               | CUSIP: 980236AS2<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |    775000 | PA      | $739814.43    | 0.01%             | 2054-09-12      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Wyeth LLC                                                                        | WYETH                          | CUSIP: 983024AN0<br>LEI: 549300Q9GR3WRH4N4836 | Long             | DBT              | CORP              | US        |    954000 | PA      | $1033389.69   | 0.01%             | 2037-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Xcel Energy Inc                                                                  | XCEL ENERGY INC                | CUSIP: 98389BAH3<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |     27000 | PA      | $29841.17     | 0.00%             | 2036-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Xcel Energy Inc                                                                  | XCEL ENERGY INC                | CUSIP: 98389BAX8<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    816000 | PA      | $585272.74    | 0.01%             | 2049-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Xylem Inc/NY                                                                     | XYLEM INC                      | CUSIP: 98419MAK6<br>LEI: 549300DF5MV96DRYLQ48 | Long             | DBT              | CORP              | US        |   1091000 | PA      | $925702.16    | 0.01%             | 2046-11-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| XL Group Ltd                                                                     | XLIT LTD                       | CUSIP: 98420EAB1<br>LEI: 213800AJ4DD69YLNL348 | Long             | DBT              | CORP              | BM        |    870000 | PA      | $845609.17    | 0.01%             | 2043-12-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Yale-New Haven Health Services Corp                                              | YALE-NEW HAVEN                 | CUSIP: 98459HAA0<br>LEI: 549300AVJD56IH6OKW11 | Long             | DBT              | CORP              | US        |    950000 | PA      | $563009.99    | 0.01%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Yale University                                                                  | YALE UNIVERSITY                | CUSIP: 98459LAC7<br>LEI: 9SFB6DIM0FRWV0EV8S84 | Long             | DBT              | CORP              | US        |    817000 | PA      | $496895.90    | 0.01%             | 2050-04-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Zimmer Biomet Holdings Inc                                                       | ZIMMER HLDGS                   | CUSIP: 98956PAH5<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |    915000 | PA      | $802336.77    | 0.01%             | 2045-08-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Zoetis Inc                                                                       | ZOETIS INC                     | CUSIP: 98978VAH6<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |   2696000 | PA      | $2486363.91   | 0.03%             | 2043-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Zoetis Inc                                                                       | ZOETIS INC                     | CUSIP: 98978VAM5<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |   1215000 | PA      | $980257.69    | 0.01%             | 2047-09-12      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Zoetis Inc                                                                       | ZOETIS INC                     | CUSIP: 98978VAT0<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |   1020000 | PA      | $681998.61    | 0.01%             | 2050-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Philippine Government International Bond                                         | PHILIPPINES(REP)               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PH        |   1900000 | PA      | $1620985.99   | 0.02%             | 2047-03-29      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |

### Signature

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

**Name of Applicant:** VANGUARD BOND INDEX FUNDS

**Signature:** Ashley Grim

**Name of Signer:** Ashley Grim

**Title:** Treasurer